N-MFP2 0000763852 XXXXXXXX 2020-06-30 0000763852 S000003909 11 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Exempt Government N 34 110 120748331566.34 114854698120.36 101690832399.26 104009153886.41 142538632479.35 135295807592.56 124330287875.94 130852456495.19 0.5567 0.5407 0.5123 0.5202 0.6553 0.6370 0.6264 0.6544 1696039681.08 198227192444.21 198160725573.83 69167700.68 4829877724.80 195096055230.79 195101268594.23 1.0000 0.0028 1.0003 1.0003 1.0003 1.0003 C000010941 50000000.00 121788731169.70 121791714199.86 1.0004 1.0003 1.0003 1.0003 25357573160.09 28088679600.20 20658072248.79 25800019737.92 21111563090.33 26648578027.40 24468477505.64 25444142333.21 103499735584.84 123212550597.70 0.0010 Y JPM Inv Mgmt, Inv Adv Contract, 6731.74; C000010945 5000000.00 21211542580.18 21211773009.45 1.0004 1.0004 1.0003 1.0003 31151832575.97 31039497633.61 30014109655.34 30633423517.01 32935761555.19 32322028078.71 31438905120.46 31425131414.74 139717438742.73 137756050213.19 0.0002 Y JPM Inv Mgmt, Inv Adv Contract, 1024.69; JPM Dist Svcs, Shareholder Servicing Contract, 328799.13; C000010943 1000000.00 3495640652.93 3495728941.42 1.0003 1.0003 1.0003 1.0003 2525657242.47 2821822398.04 2397406709.57 2779891244.92 2410700478.57 2440604630.15 2476652124.74 2562915889.44 10914549222.88 11722802609.05 0.0001 Y JPM Inv Mgmt, Inv Adv Contract, 183.74; JPM Dist Svcs, Shareholder Servicing Volun, 516579.05; C000010944 10000000.00 23519165.22 23519681.71 1.0003 1.0003 1.0003 1.0003 600066.04 314716.99 374829.82 697028.04 41981.12 581316.38 1412587.23 126500.10 2540737.00 1723651.96 0.0001 Y JPM Inv Mgmt, Inv Adv Contract, 1.15; JPM Dist Svcs, Dist Volun, 5001.12; JPM Dist Svcs, Shareholder Servicing Volun, 3143.77; C000010940 10000000.00 35669112762.00 35670701758.92 1.0003 1.0003 1.0003 1.0003 9259424982.16 12300646156.10 9345279733.45 9058689709.25 8717063333.71 11615792260.10 10543581088.60 8609819210.75 41764935357.27 46803383933.21 0.0007 Y JPM Inv Mgmt, Inv Adv Contract, 1856.21; JPM Dist Svcs, Shareholder Servicing Contract, 682522.69; C000010942 1000.00 2846573323.23 2846565902.28 1.0004 1.0004 1.0004 1.0003 5859345559.56 5908300437.58 5800332801.80 5825595117.24 5654859060.78 5699560061.50 6322653465.24 5716130692.68 27067050332.92 26619527210.37 0.0001 Y JPM Inv Mgmt, Inv Adv Contract, 117.46; JPM Dist Svcs, Dist Volun, 210471.69; JPM Dist Svcs, Shareholder Servicing Volun, 436668.83; C000010946 10000000.00 681898186.25 681956074.01 1.0003 1.0003 1.0003 1.0003 652486.16 7056489.93 766083.04 9422421.91 2027985.70 5366485.69 2325146.61 11032955.27 6598496.80 35085999.78 0.0001 Y JPM Inv Mgmt, Inv Adv Contract, 35.86; JPM Dist Svcs, Dist Volun, 364882.74; JPM Dist Svcs, Shareholder Servicing Volun, 94306.74; C000165407 1.00 375216169.77 375221534.63 1.0004 1.0003 1.0003 1.0003 8925245.60 2043099.18 8361231.39 3153421.84 4604320.87 1083229.10 2344312.83 4286703.92 25249831.95 11084828.49 0.0001 Y JPM Inv Mgmt, Inv Adv Contract, 19.39; JPM Dist Svcs, Shareholder Servicing Contract, 9866.94; JPM Dist Svcs, Dist Volun, 195041.37; JPM Dist Svcs, Shareholder Servicing Volun, 40742.80; C000212348 5000000.00 1222691245.40 1222692686.34 1.0004 1.0004 1.0004 1.0003 680076599.47 18800000.00 112000000.00 1141400000.00 90000000.00 190218858.38 350000000.00 25000000.00 1265000000.00 1375418858.38 0.0010 Y JPM Inv Mgmt, Inv Adv Contract, 49.95; C000078417 1000000.00 923658511.90 923696309.15 1.0003 1.0003 1.0003 1.0003 8664.03 29015315.09 7457675.19 13831664.06 16911560.20 2151680.37 1937847.57 5719400.73 27936970.30 52155336.20 0.0001 Y JPM Inv Mgmt, Inv Adv Contract, 48.01; JPM Dist Svcs, Shareholder Servicing Volun, 165549.81; C000115393 50000000.00 6857471464.21 6857698496.46 1.0003 1.0003 1.0003 1.0003 1105791883.64 894718432.74 502592100.90 1039386818.97 742820911.51 486712952.79 1065814498.25 1416252182.35 3721583337.99 4138837980.62 0.0015 Y JPM Inv Mgmt, Inv Adv Contract, 380.12; BANK OF AMERICA N.A. (REPO) BANK OF AMERICA N.A. (REPO) 0.090 0BAN02IU6 9DJT3UXIJIZJI4WXO774 0000838927 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 549300M8ZYFG0OCMTT87 2043-05-20 3.000000 1021555577.00 374107440.55 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 676565247.00 390892559.88 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 750000000.00 750000000.00 0.0038 N Y Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 0.120 0QH001JJ2 NQQ6HPCNCCU6TUTQYE16 0000927971 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2023-11-15 2.750000 194210000.00 211560235.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-02-15 2.000000 16459900.00 19064720.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 1000.00 1071.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 2.000000 400.00 428.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 100.00 111.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 3.125000 9049800.00 10987690.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-31 1.375000 20704900.00 21871289.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 0.000000 200.00 199.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-01-15 0.125000 88865000.00 95940191.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 0.125000 12030400.00 12021016.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-30 2.625000 100.00 107.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 1.000000 109859000.00 155229313.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 0.625000 100.00 132.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 0.250000 100.00 99.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.375000 28257600.00 44657391.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-08-15 3.125000 3599800.00 4972712.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-01-15 0.500000 1000.00 1143.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 62263800.00 80284033.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-12-31 2.625000 96494000.00 108488204.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-15 1.750000 1200.00 1238.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-24 0.000000 300.00 299.75 U.S. Treasuries (including strips) 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 2020-07-06 2020-07-06 2020-07-06 Y BANK OF MONTREAL (REPO) 1.0000 6 N 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 N N 0.0012 750000000.00 750000000.00 0.0038 N N Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 0.090 0QH001JX1 NQQ6HPCNCCU6TUTQYE16 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2069-09-20 2.350000 15657951.00 14372210.47 Agency Collateralized Mortgage Obligation Government National M 2070-01-20 2.330000 20000000.00 19624600.69 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2021-02-15 3.625000 100.00 103.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 3.000000 700.00 965.56 U.S. Treasuries (including strips) Federal National Mort 2043-08-01 3.350000 892802.00 884857.93 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-06-20 4.000000 74015232.00 42274350.74 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-06-30 2.000000 14300.00 15309.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.000000 100.00 103.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 3.125000 100.00 137.34 U.S. Treasuries (including strips) Federal National Mort 2026-09-01 3.840000 921255.00 1049183.54 Agency Mortgage-Backed Securities Government National M 2069-09-20 2.350000 26461572.00 24344856.02 Agency Collateralized Mortgage Obligation 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 100000000.00 100000000.00 0.0005 N Y Y N BANK OF NOVA SCOTIA (REPO) BANK OF NOVA SCOTIA (REPO) 0.090 0PP004VO4 L3I9ZG2KFGXZ61BMYR72 0000009631 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort B1V7KEBTPIMZEU4LTD58 2040-05-01 2.500000 72783024.00 75350799.52 Agency Mortgage-Backed Securities Federal National Mort 2041-11-01 4.000000 3476119.00 1055239.30 Agency Mortgage-Backed Securities Federal National Mort 2040-10-01 4.000000 3347786.00 2008042.35 Agency Mortgage-Backed Securities Federal National Mort 2043-10-01 4.500000 1000.00 468.67 Agency Mortgage-Backed Securities Federal National Mort 2045-09-01 3.500000 1000.00 688.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-06-01 4.000000 1000.00 368.45 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 5256590.00 2317147.09 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 3000.00 2598.78 Agency Mortgage-Backed Securities Federal National Mort 2028-02-01 2.500000 7000000.00 2132113.12 Agency Mortgage-Backed Securities Federal National Mort 2029-10-01 3.000000 9523168.00 3613268.81 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-08-01 3.500000 1000.00 870.28 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-05-31 1.750000 92309500.00 95222088.69 U.S. Treasuries (including strips) Federal National Mort 2045-09-01 2.681000 7240336.00 2445981.51 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.000000 820983.00 358515.08 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 4.000000 1000.00 854.84 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 3.500000 107556968.00 78111277.34 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 8215529.00 2557528.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.500000 13889893.00 11590707.88 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 1199698.00 896349.55 Agency Mortgage-Backed Securities Federal National Mort 2044-08-01 4.500000 40769344.00 15203359.64 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.000000 39325376.00 40486341.21 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 3.500000 7341265.00 2519294.80 Agency Mortgage-Backed Securities Federal National Mort 2044-08-01 4.000000 1998.00 580.34 Agency Mortgage-Backed Securities Federal National Mort 2046-01-01 3.500000 412876.00 274662.86 Agency Mortgage-Backed Securities Federal National Mort 2033-03-01 3.500000 6100000.00 1485741.81 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 3.500000 3287848.00 1537236.01 Agency Mortgage-Backed Securities Federal National Mort 2032-11-01 3.500000 1446550.00 438830.09 Agency Mortgage-Backed Securities Federal National Mort 2041-11-01 3.500000 2000.00 965.23 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 5151603.00 5085953.99 Agency Mortgage-Backed Securities Federal National Mort 2045-03-01 3.500000 4397016.00 3358094.95 Agency Mortgage-Backed Securities Federal National Mort 2028-07-01 2.500000 11823745.00 4231398.59 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.500000 7425000.00 3322985.76 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 2.291000 1053714.00 245971.67 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 4.000000 1172279.00 361975.46 Agency Mortgage-Backed Securities Federal National Mort 2039-09-01 3.000000 1000.00 984.58 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 8646489.00 8082210.25 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 1787472.00 969696.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-02-01 4.000000 47083461.00 35355317.68 Agency Mortgage-Backed Securities Federal National Mort 2028-04-01 2.500000 4630768.00 1868142.21 Agency Mortgage-Backed Securities Federal National Mort 2045-03-01 3.500000 4100000.00 2336541.59 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 5.000000 1088309.00 1194270.11 Agency Mortgage-Backed Securities Federal National Mort 2032-08-01 3.500000 6999831.00 1513468.06 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 94985430.00 82175945.56 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 67116976.00 48634118.31 Agency Mortgage-Backed Securities Federal National Mort 2046-03-01 2.478000 6404905.00 2477961.24 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.000000 280033.00 215833.39 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 1024277.00 906471.70 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 2233654.00 1468343.27 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 3.500000 171272570.00 174517571.17 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 1000.00 725.71 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 3.500000 1546434.00 1388179.34 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-04-30 1.875000 94963500.00 98211348.21 U.S. Treasuries (including strips) Federal National Mort 2046-10-01 2.409000 3069332.00 1271826.29 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 11823797.00 9058263.27 Agency Mortgage-Backed Securities Federal National Mort 2058-05-01 4.500000 111675674.00 99019629.37 Agency Mortgage-Backed Securities Federal National Mort 2046-10-01 3.000000 3852493.00 2855298.58 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.000000 150000000.00 126433657.85 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.500000 5169568.00 2293157.96 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 1057.00 784.49 Agency Mortgage-Backed Securities Federal National Mort 2045-12-01 4.000000 3880448.00 2313441.33 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 3.500000 356097.00 331326.64 Agency Mortgage-Backed Securities Federal National Mort 2028-08-01 3.500000 5107275.00 1624059.42 Agency Mortgage-Backed Securities Federal National Mort 2032-12-01 4.000000 583592.00 336803.77 Agency Mortgage-Backed Securities Federal National Mort 2024-09-01 4.000000 1605.00 125.02 Agency Mortgage-Backed Securities Federal National Mort 2040-05-01 6.000000 1802.00 100.12 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 3828410.00 3421003.57 Agency Mortgage-Backed Securities Federal National Mort 2030-07-01 3.500000 2319809.00 984321.15 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 3.000000 2387284.00 1211017.49 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 3.500000 574245.00 263640.16 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 32385746.00 28273198.30 Agency Mortgage-Backed Securities Federal National Mort 2028-06-01 2.500000 7500000.00 2117438.89 Agency Mortgage-Backed Securities Federal National Mort 2046-01-01 4.000000 548752.00 430550.72 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 3.500000 5000000.00 4656440.77 Agency Mortgage-Backed Securities Federal National Mort 2032-09-01 3.000000 327690.00 262623.18 Agency Mortgage-Backed Securities Federal National Mort 2033-11-01 4.000000 34697920.00 21044140.20 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 5765081.00 6026317.83 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 5.000000 1410888.00 570973.69 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 4529269.00 2661732.68 Agency Mortgage-Backed Securities Federal National Mort 2032-02-01 2.500000 1001.00 646.69 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-06-01 4.000000 1000.00 771.36 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.500000 2356.00 1150.94 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.500000 74227864.00 32389500.71 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.500000 22586615.00 5641378.10 Agency Mortgage-Backed Securities Federal National Mort 2046-03-01 2.683000 26597664.00 7357861.68 Agency Mortgage-Backed Securities Federal National Mort 2046-03-01 2.420000 23557052.00 8960933.24 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.000000 89188489.00 74213003.63 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.500000 1442873.00 1173641.01 Agency Mortgage-Backed Securities Federal National Mort 2031-10-01 2.500000 282600.00 164418.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-10-01 4.000000 9423177.00 6574503.37 Agency Mortgage-Backed Securities Federal National Mort 2045-11-01 2.724000 760986.00 112702.87 Agency Mortgage-Backed Securities Federal National Mort 2025-06-01 4.000000 1317.00 40.15 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 232637113.00 168248332.53 Agency Mortgage-Backed Securities Federal National Mort 2042-02-01 4.000000 1117.00 361.29 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 99851818.00 82206983.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 2.500000 19670.00 20626.96 Agency Mortgage-Backed Securities Federal National Mort 2039-08-01 3.623000 14132816.00 5570248.59 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 1088256.00 1152151.23 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.000000 1191540.00 711160.24 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 4.500000 600055.00 502315.80 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 1500000000.00 1500000000.00 0.0077 N Y Y N BMO CAPITAL MARKETS CORP. (REPO) BMO CAPITAL MARKETS CORP. (REPO) 0.090 0RC001MJ1 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2060-04-15 3.150000 1000000.00 1123995.13 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.500000 47122.00 50861.72 Agency Mortgage-Backed Securities Government National M 2047-07-20 9.563490 4637477.00 3568336.77 Agency Collateralized Mortgage Obligation Federal National Mort 2030-04-01 2.710000 1640000.00 1725465.88 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 2531728.00 2690058.89 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 101248.00 108585.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 4.500000 11022719.00 12098470.89 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-01-20 5.000000 24323606.00 25285131.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 3.500000 10355000.00 6000772.07 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-05-01 3.766000 20000000.00 551148.76 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 4.500000 1225462.00 1311998.87 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 2375990.00 2492005.89 Agency Mortgage-Backed Securities Government National M 2041-05-20 5.000000 9957708.00 10931221.11 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 5.000000 1146583.00 1284706.93 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.000000 4625243.00 4779467.62 Agency Collateralized Mortgage Obligation Federal National Mort 2050-06-01 4.000000 1016143.00 1103567.18 Agency Mortgage-Backed Securities Government National M 2038-10-20 7.500000 53637.00 53100.24 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.500000 959791.00 1021362.56 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.500000 212000.00 238618.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2027-06-25 2.892000 7141.00 6084.06 Agency Collateralized Mortgage Obligation Government National M 2033-11-20 5.500000 5564882.00 6152859.39 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 4.000000 2135443.00 2275311.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 1687596.00 1827835.59 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 2190712.00 2342667.82 Agency Mortgage-Backed Securities Government National M 2070-05-20 1.150000 5436784.00 5377063.16 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 10511391.00 8035349.93 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 1297838.00 1353267.17 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 1727000.00 1239925.02 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 3730263.00 3989007.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 3.500000 12938885.00 11422784.22 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.500000 8055421.00 8524813.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-10-01 3.974000 144787.00 12059.37 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.000000 5041304.00 5261992.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 459030.00 491341.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-07-01 4.000000 1560710.00 1017240.81 Agency Mortgage-Backed Securities Government National M 2060-04-15 3.400000 2000000.00 2245761.39 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-11-30 1.625000 1600.00 1723.01 U.S. Treasuries (including strips) Government National M 2050-05-20 3.000000 1276948.00 1354588.67 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 799336.00 840118.74 Agency Mortgage-Backed Securities Federal National Mort 2029-04-01 4.020000 1540000.00 1614226.98 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-01-01 4.000000 6047040.00 6060110.19 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 1582235.00 1678352.62 Agency Mortgage-Backed Securities Government National M 2055-06-15 2.370000 1686996.00 1776817.01 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.500000 4668623.00 4882612.41 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-06-20 3.500000 3153706.00 3354339.87 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.500000 14503058.00 15455928.14 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.500000 1127692.00 1227810.28 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.500000 1495389.00 1598061.96 Agency Mortgage-Backed Securities Government National M 2050-06-20 5.500000 208010.00 230581.28 Agency Mortgage-Backed Securities Federal National Mort 2026-07-01 3.560000 6480966.00 7813.73 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 5485750.00 5828783.09 Agency Mortgage-Backed Securities Government National M 2033-01-20 6.100000 112834.00 80599.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 12573632.00 13164377.56 Agency Mortgage-Backed Securities Government National M 2069-07-20 3.021000 374636.00 293971.27 Agency Mortgage-Backed Securities Government National M 2057-11-15 3.680000 4614464.00 5059095.62 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-02-01 3.990000 4388013.00 35475.26 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-02-25 0.000000 65000.00 64928.50 U.S. Treasuries (including strips) Federal National Mort 2050-05-01 3.500000 1012721.00 1081443.38 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-03-20 5.000000 387491.00 420096.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-09-01 3.000000 9000.00 6208.96 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 1964633.00 2120652.51 Agency Mortgage-Backed Securities Government National M 2045-02-20 3.500000 1607879.00 858666.58 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 4.500000 138160.00 152850.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 3.844000 4873510.00 3085847.29 Agency Mortgage-Backed Securities Government National M 2061-08-15 3.150000 1916414.00 2074513.36 Agency Mortgage-Backed Securities Government National M 2048-11-20 5.000000 2163508.00 1661239.98 Agency Mortgage-Backed Securities Government National M 2050-05-20 2.500000 349198.00 367651.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 3.975000 25479227.00 75794.94 Agency Mortgage-Backed Securities Government National M 2055-06-15 3.060000 9316.00 10354.84 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.500000 2925609.00 3096085.54 Agency Mortgage-Backed Securities Government National M 2056-12-15 3.620000 100000.00 113115.05 Agency Mortgage-Backed Securities Federal National Mort 2028-03-01 3.837000 3786086.00 95363.65 Agency Mortgage-Backed Securities Government National M 2070-04-20 3.090000 3454622.00 3615605.75 Agency Mortgage-Backed Securities Government National M 2041-03-20 4.500000 3950924.00 4277064.87 Agency Mortgage-Backed Securities FRESB MTG TR 2019-SB6 2039-02-25 2.950000 17.00 17.25 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-25 3.500000 56000.00 62684.33 Agency Collateralized Mortgage Obligation Government National M 2050-06-20 4.000000 275530.00 304299.80 Agency Mortgage-Backed Securities Government National M 2036-04-20 5.500000 3696366.00 4104169.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 5.000000 15914.00 16687.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-06-01 4.539000 60301497.00 115419.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 3.500000 2335820.00 2440922.67 Agency Mortgage-Backed Securities Government National M 2046-10-15 4.450000 1000.00 913.39 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2041-03-01 3.500000 261408.00 55323.15 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2040-06-01 2.500000 20832768.00 21760323.85 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 14463535.00 15170262.99 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.000000 2375384.00 2539518.01 Agency Mortgage-Backed Securities Government National M 2047-08-20 0.490000 2334353.00 2012429.69 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2025-01-31 1.375000 7100.00 7499.97 U.S. Treasuries (including strips) Government National M 2050-05-20 4.500000 2119222.00 2341687.33 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 2969261.00 3184433.45 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 1226948.00 1301645.65 Agency Mortgage-Backed Securities Government National M 2050-04-20 4.500000 1000.00 1104.66 Agency Mortgage-Backed Securities Federal National Mort 2024-01-01 3.040000 200000.00 59937.40 Agency Mortgage-Backed Securities Government National M 2060-06-15 3.230000 1250000.00 1404161.18 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 4.000000 1913398.00 1992042.42 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.000000 11427246.00 11941679.49 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 1169729.00 1257399.80 Agency Mortgage-Backed Securities Government National M 2049-06-20 5.500000 792402.00 584281.04 Agency Mortgage-Backed Securities Government National M 2069-04-20 4.433000 157256.00 117295.07 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 1598626.00 1721598.66 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-06-01 3.152000 2351.00 37.23 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 1805668.00 1919994.68 Agency Mortgage-Backed Securities Government National M 2068-07-20 4.190000 3690145.00 3727494.62 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2046-02-15 2.500000 15630000.00 19593262.52 U.S. Treasuries (including strips) Federal National Mort 2049-12-01 3.500000 3271925.00 3511643.26 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.779000 1197796.00 1248518.92 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 2708723.00 2873571.84 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 2.500000 2363512.00 2463342.00 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.000000 5030668.00 5290579.22 Agency Mortgage-Backed Securities Government National M 2050-04-20 4.000000 21304131.00 23386538.13 Agency Mortgage-Backed Securities Federal National Mort 2029-10-25 2.428000 1640.00 1720.60 Agency Debentures and Agency Strips Federal National Mort 2030-09-01 3.422000 6422290.00 36500.21 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.500000 1017260.00 1126175.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-01 3.874000 81371703.00 360322.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-01-01 1.830000 2000000.00 2075822.33 Agency Mortgage-Backed Securities FRESB MTG TR 2015-SB6 2035-08-25 3.220000 19426.00 11894.01 Agency Collateralized Mortgage Obligation Federal Farm Credit B 2022-07-13 0.264750 78000.00 77818.65 Agency Debentures and Agency Strips Federal Home Loan Mor 2049-12-01 5.000000 2132777.00 2300871.61 Agency Mortgage-Backed Securities Government National M 2050-04-20 3.000000 3621090.00 3841749.04 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 3.981000 6500000.00 5791977.01 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 1435518.00 1532545.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 3.475000 100636.00 13865.32 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-04-20 3.000000 5107408.00 5405726.75 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.500000 933534.00 1002529.28 Agency Mortgage-Backed Securities Government National M 2066-12-20 4.566000 1000.00 1206.58 Agency Mortgage-Backed Securities Government National M 2055-02-15 3.150000 100000.00 111152.09 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 7394955.00 7857403.44 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 5.000000 3580018.00 3903345.74 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 6904561.00 7338420.60 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.500000 67926.00 72877.87 Agency Mortgage-Backed Securities Government National M 2050-04-20 4.000000 55310.00 60094.47 Agency Mortgage-Backed Securities Federal Farm Credit B 2026-04-21 1.350000 1000000.00 1003074.50 Agency Debentures and Agency 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 NR Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 400000000.00 400000000.00 0.0021 N Y Y N BMO CAPITAL MARKETS CORP. (REPO) BMO CAPITAL MARKETS CORP. (REPO) 0.150 0RC001L78 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2037-11-20 6.500000 3486474.00 4261311.65 Agency Mortgage-Backed Securities Federal National Mort 2025-10-25 2.922610 190000.00 208745.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2044-10-01 3.974000 110738.00 9223.42 Agency Mortgage-Backed Securities Government National M 2048-11-20 5.000000 782572.00 600894.42 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 3218248.00 3413701.42 Agency Mortgage-Backed Securities Government National M 2039-11-15 4.600000 542695.00 172366.05 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.500000 1007856.00 1101184.34 Agency Mortgage-Backed Securities Federal National Mort 2021-05-01 5.500000 48118.00 173.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-12-01 3.928000 2002.00 181.43 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 4.644000 48464256.00 182679.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-06-01 4.000000 410976.00 431944.78 Agency Mortgage-Backed Securities Government National M 2050-02-20 5.500000 1147654.00 1286284.41 Agency Mortgage-Backed Securities Federal National Mort 2026-04-01 3.500000 344609.00 132.51 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-09-30 1.500000 9600.00 9794.86 U.S. Treasuries (including strips) Federal National Mort 2050-02-01 4.500000 1583826.00 1766321.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-12-01 3.000000 30811669.00 21932657.43 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 5.000000 1035949.00 1136667.53 Agency Mortgage-Backed Securities Federal National Mort 2038-03-01 3.953000 18310436.00 321940.22 Agency Mortgage-Backed Securities Government National M 2049-08-20 5.000000 889746.00 623887.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 3.475000 23588.00 3249.88 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 517098.00 465257.02 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 3.500000 1242272.00 1352201.01 Agency Mortgage-Backed Securities Government National M 2064-05-20 2.759000 25000.00 19440.90 Agency Mortgage-Backed Securities Government National M 2039-12-15 5.250000 6153481.00 546712.84 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.500000 5173867.00 5702903.75 Agency Mortgage-Backed Securities Federal National Mort 2049-02-25 3.250000 115000.00 138790.03 Agency Collateralized Mortgage Obligation Government National M 2048-08-20 4.000000 400000.00 508273.59 Agency Collateralized Mortgage Obligation Federal National Mort 2049-07-25 2.500000 30000.00 32202.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2049-04-01 3.500000 3262675.00 924385.50 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.500000 229523.00 241694.89 Agency Mortgage-Backed Securities Government National M 2050-05-20 2.500000 1546952.00 1626925.68 Agency Mortgage-Backed Securities Federal National Mort 2050-03-25 2.500000 2073947.00 2150482.04 Agency Collateralized Mortgage Obligation Government National M 2050-05-20 3.000000 3863979.00 4098775.42 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.125000 118000.00 119735.50 U.S. Treasuries (including strips) Government National M 2050-05-20 3.000000 6708441.00 7183264.59 Agency Mortgage-Backed Securities Federal National Mort 2031-02-01 6.100000 4001.00 464.66 Agency Mortgage-Backed Securities Government National M 2058-07-15 3.230000 4825440.00 5355852.16 Agency Mortgage-Backed Securities Government National M 2069-07-20 3.021000 65905.00 51714.67 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 4037088.00 4240140.97 Agency Mortgage-Backed Securities Government National M 2050-03-20 4.000000 3272429.00 3518391.06 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-07-16 0.000000 100.00 99.99 U.S. Treasuries (including strips) Federal Home Loan Mor 2042-08-15 3.000000 2483152.00 946498.49 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2030-05-15 0.625000 6000.00 5997.19 U.S. Treasuries (including strips) Federal National Mort 2050-07-01 2.500000 5545669.00 5877987.05 Agency Mortgage-Backed Securities Government National M 2068-01-20 4.610120 100000.00 160760.07 Agency Collateralized Mortgage Obligation Government National M 2050-06-20 3.000000 10426406.00 11078428.25 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 3300375.00 3605225.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-01-01 3.672000 399413.00 44359.95 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 1329216.00 1412334.09 Agency Mortgage-Backed Securities Federal National Mort 2032-04-01 3.765000 35195740.00 2149.18 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-04-20 2.500000 1416190.00 1488465.27 Agency Mortgage-Backed Securities Government National M 2050-06-20 4.000000 6518.00 7327.86 Agency Mortgage-Backed Securities Government National M 2036-04-20 5.500000 6170720.00 7086328.69 Agency Mortgage-Backed Securities Government National M 2050-04-20 3.000000 6600486.00 6990643.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-07-01 2.500000 1544.00 1614.26 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-10-31 2.000000 5000.00 5138.12 U.S. Treasuries (including strips) Government National M 2049-01-20 4.500000 38000.00 49354.89 Agency Collateralized Mortgage Obligation Federal National Mort 2050-07-01 0.000000 11485463.00 11945536.19 Agency Mortgage-Backed Securities Federal National Mort 2027-05-01 4.852000 325000.00 331.66 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.000000 3355400.00 3525688.56 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-10-15 4.500000 11000000.00 3414924.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-01-01 3.979000 4990244.00 138949.02 Agency Mortgage-Backed Securities Government National M 2070-05-20 1.150000 4858722.00 4805350.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2050-06-01 3.000000 10313956.00 11140399.54 Agency Mortgage-Backed Securities Government National M 2049-06-20 5.500000 110187.00 81246.86 Agency Mortgage-Backed Securities Government National M 2068-04-20 4.331330 100000.00 127610.88 Agency Collateralized Mortgage Obligation Government National M 2039-09-15 5.000000 1436006.00 367487.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 3.000000 48021.00 51779.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-07-01 4.000000 2252.00 1467.81 Agency Mortgage-Backed Securities Government National M 2061-09-15 3.560000 623214.00 685949.08 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.500000 609057.00 649399.11 Agency Mortgage-Backed Securities Government National M 2063-08-20 4.480320 100000.00 126071.37 Agency Collateralized Mortgage Obligation Government National M 2050-05-20 3.000000 4431480.00 4698652.80 Agency Mortgage-Backed Securities Federal National Mort 2047-01-25 3.500000 269302.00 345921.79 Agency Collateralized Mortgage Obligation Federal National Mort 2049-04-01 4.500000 14784551.00 15449107.20 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.000000 1376050.00 1472477.95 Agency Mortgage-Backed Securities Federal National Mort 2049-04-25 3.000000 33820.00 16681.34 Agency Collateralized Mortgage Obligation Government National M 2050-03-20 4.000000 1255714.00 1350324.88 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-06-15 0.250000 110000.00 110256.57 U.S. Treasuries (including strips) Government National M 2050-04-20 2.500000 329234.00 345979.06 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 3.000000 1073616.00 1132499.02 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 4.500000 790240.00 846043.36 Agency Mortgage-Backed Securities Federal National Mort 2031-06-25 6.300000 2996136.00 165752.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2035-06-01 2.000000 1009370.00 1045501.52 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-06-01 2.500000 720884.00 752478.79 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.500000 14472392.00 15091157.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-11-01 5.330000 2245.00 5.77 Agency Mortgage-Backed Securities Government National M 2049-04-20 3.000000 526635.00 583945.88 Agency Collateralized Mortgage Obligation Government National M 2061-11-15 3.750000 1590509.00 1762659.07 Agency Mortgage-Backed Securities Federal National Mort 2027-08-01 4.290000 3986487.00 6248.27 Agency Mortgage-Backed Securities Government National M 2054-01-15 2.540000 5735.00 6126.64 Agency Mortgage-Backed Securities Federal National Mort 2029-10-25 2.428000 3929374.00 4122493.87 Agency Debentures and Agency Strips Government National M 2030-06-20 6.100000 4572610.00 241853.63 Agency Mortgage-Backed Securities Government National M 2061-12-15 3.700000 733300.00 838063.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-01-01 4.500000 1000.00 1084.11 Agency Mortgage-Backed Securities Government National M 2032-03-20 6.100000 140444.00 13630.00 Agency Mortgage-Backed Securities Government National M 2050-04-20 4.000000 1161674.00 1274450.05 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.500000 573602.00 616117.44 Agency Mortgage-Backed Securities Government National M 2050-03-20 4.000000 3517860.00 3779491.89 Agency Mortgage-Backed Securities Government National M 2050-06-20 5.000000 1310646.00 1463335.97 Agency Mortgage-Backed Securities Government National M 2049-06-20 4.500000 1099200.00 1089479.84 Agency Mortgage-Backed Securities Government National M 2049-08-20 3.500000 118598.00 127831.74 Agency Collateralized Mortgage Obligation Government National M 2049-05-20 5.000000 342033.00 449666.18 Agency Collateralized Mortgage Obligation Government National M 2050-03-20 4.000000 174864.00 185342.43 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 4.500000 84616.00 90719.92 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.500000 3980447.00 4392854.25 Agency Mortgage-Backed Securities Federal National Mort 2024-05-01 2.825000 1000000.00 827.15 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2027-05-31 0.500000 80000.00 80183.19 U.S. Treasuries (including strips) Federal Home Loan Mor 2050-06-01 3.000000 4256794.00 4597880.97 Agency Mortgage-Backed Securities Federal National Mort 2050-03-25 2.500000 198609.00 213194.62 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2030-02-15 1.500000 5464200.00 5945182.90 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2050-05-20 3.000000 25394545.00 26933861.74 Agency Mortgage-Backed Securities Government National M 2050-03-20 2.500000 83622.00 89788.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2026-07-25 2.539000 8875660.00 9618653.08 Agency Collateralized Mortgage Obligation Government National M 2040-06-20 5.500000 2064152.00 2350384.98 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 1317990.00 1416778.18 Agency Mortgage-Backed Securities Federal National Mort 2024-05-01 4.772000 500000.00 404.85 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 1841700.00 2490455.40 U.S. Treasuries (including strips) Federal National Mort 2050-02-01 5.500000 1856267.00 2118924.83 Agency Mortgage-Backed Securities Government National M 2038-07-15 6.050000 816355.00 152222.70 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 1407140.00 1495326.02 Agency Mortgage-Backed Securities Federal National Mort 2028-02-01 3.170000 98995.00 109921.44 Agency Mortgage-Backed Securities Government National M 2069-04-20 4.433000 1004.00 748.87 Agency Mortgage-Backed Securities Government National M 2062-03-15 3.160000 117075.00 123574.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 12006171.00 12725603.44 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.500000 269555.00 286067.14 Agency Mortgage-Backed Securities Government National M 2049-12-20 2.500000 200011.00 214084.55 Agency Collateralized Mortgage Obligation Government National M 2049-11-20 5.000000 1267795.00 1379759.06 Agency Mortgage-Backed Securities Government National M 2039-07-15 5.810000 981293.00 218168.96 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 5177570.00 5526198.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.500000 5583448.00 6110427.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-06-25 2.892000 1015.00 864.77 Agency Collateralized Mortgage Obligation Government National M 2050-05-20 3.000000 3040712.00 3225586.17 Agency Mortgage-Backed Securities Government National M 2067-04-20 4.551740 176695.00 278029.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2050-06-01 1.847000 675100.00 694991.05 Agency Mortgage-Backed Securities Government National M 2061-04-20 4.810000 3279.00 12.47 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 4183398.00 4458324.91 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-02-28 1.125000 100.00 101.00 U.S. Treasuries (including strips) Federal National Mort 2048-11-25 3.500000 1627718.00 1748754.21 Agency Collateralized Mortgage Obligation Government National M 2049-03-20 4.500000 693000.00 777692.92 Agency Collateralized Mortgage Obligation Government National M 2025-05-20 4.500000 47148.00 8208.89 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.500000 3406817.00 3700844.48 Agency Mortgage-Backed Securities Federal National Mort 2037-03-01 3.437000 18084195.00 454812.43 Agency Mortgage-Backed Securities Government National M 2045-12-20 2.500000 4009286.00 4035830.16 Agency Collateralized Mortgage Obligation Government National M 2051-08-16 3.450000 637500.00 995534.04 Agency Collateralized Mortgage Obligation Federal National Mort 2041-11-01 3.715000 13988.00 935.04 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-11-20 5.000000 5046426.00 5104433.25 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-07-01 6.500000 118685.00 3208.97 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.500000 1140054.00 1249695.14 Agency Mortgage-Backed Securities Government National M 2048-04-20 3.500000 2513.00 2643.10 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 3013598.00 3286419.72 Agency Mortgage-Backed Securities Government National M 2050-01-20 3.500000 427063.00 455269.58 Agency Mortgage-Backed Securities Federal National Mort 2050-06-25 2.500000 635145.00 670700.35 Agency Collateralized Mortgage Obligation Government National M 2060-05-15 3.290000 2457676.00 2761698.05 Agency Mortgage-Backed Securities Government National M 2054-04-15 2.580000 14359039.00 15400619.76 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 37310.00 46401.48 Agency Collateralized Mortgage Obligation Government National M 2049-01-20 5.500000 1093431.00 648879.76 Agency Mortgage-Backed Securities Federal National Mort 2037-05-01 3.446000 20205878.00 345205.70 Agency Mortgage-Backed Securities Government National M 2050-04-20 3.000000 1319575.00 1397818.11 Agency Mortgage-Backed Securities Federal National Mort 2035-12-01 3.674000 11727000.00 97731.56 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 5128569.00 5340247.57 Agency Mortgage-Backed Securities Government National M 2047-12-20 2.500000 378428.00 427582.60 Agency Collateralized Mortgage Obligation Federal National Mort 2050-06-01 3.500000 1098138.00 1183836.77 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 1157104.00 1235313.55 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-07-23 0.000000 50000.00 49995.75 U.S. Treasuries (including strips) Government National M 2049-09-20 5.500000 1149220.00 1262442.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 5.000000 1822496.00 1942526.19 Agency Mortgage-Backed Securities Federal National Mort 2026-01-01 4.250000 5600000.00 1387.42 Agency Mortgage-Backed Securities Government National M 2050-04-20 3.500000 6134792.00 6572546.16 Agency Mortgage-Backed Securities Government National M 2048-02-20 4.000000 870684.00 939195.71 Agency Collateralized Mortgage Obligation Government National M 2069-07-20 4.388000 916052.00 316296.04 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 12524900.00 13432475.13 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 4.000000 323940.00 156749.59 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 4.000000 10697700.00 11137396.51 Agency Mortgage-Backed Securities Government National M 2048-02-20 3.000000 145000.00 173849.84 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-25 2.000000 16482398.00 16314190.71 Agency Collateralized Mortgage Obligation Government National M 2070-05-20 0.740000 10972890.00 10893846.81 Agency Collateralized Mortgage Obligation Federal Home Loan Ban 2021-02-08 2.375000 500000.00 511193.03 Agency Debentures and Agency Strips Federal National Mort 2021-03-01 2.250000 11447.00 0.19 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-03-20 3.000000 729047.00 770944.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-03-01 3.500000 5096849.00 5471333.05 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 5.000000 10953344.00 11942102.76 Agency Mortgage-Backed Securities Government National M 2050-06-20 2.500000 1164651.00 1228304.87 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 1997276.00 2084162.32 Agency Mortgage-Backed Securities Federal National Mort 2027-09-01 3.304000 4570000.00 4442.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-02-01 4.500000 1343609.00 1393221.42 Agency Mortgage-Backed Securities Government National M 2050-03-20 4.000000 1186695.00 1274787.47 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 4.165000 53848931.00 947963.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-01-01 3.636000 2023.00 110.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 3.500000 3145100.00 2776576.08 Agency Mortgage-Backed Securities Federal National Mort 2040-10-25 3.500000 3263100.00 1579479.75 Agency Collateralized Mortgage Obligation Government National M 2050-02-20 3.500000 511490.00 545360.68 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 4134883.00 4406029.02 Agency Mortgage-Backed Securities Government National M 2065-09-20 3.112000 515000.00 341961.88 Agency Mortgage-Backed Securities Government National M 2064-11-20 3.042000 30000.00 19606.75 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-06-20 3.500000 97170.00 103351.80 Agency Mortgage-Backed Securities Government National M 2055-06-15 2.650000 5000000.00 5287528.61 Agency Mortgage-Backed Securities Federal Farm Credit B 2022-07-13 0.264750 316000.00 315265.31 Agency Debentures and Agency Strips Government National M 2053-08-15 3.640000 1250000.00 1426719.68 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 3.000000 6311799.00 6817599.22 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.000000 102000.00 108282.28 Agency Collateralized Mortgage Obligation Government National M 2049-07-20 3.000000 72000.00 77186.15 Agency Collateralized Mortgage Obligation Federal National Mort 2049-04-25 3.500000 167000.00 204788.37 Agency Collateralized Mortgage Obligation Government National M 2055-02-16 3.100000 750000.00 816917.42 Agency Collateralized Mortgage Obligation Federal National Mort 2024-07-01 5.000000 652793.00 108.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-08-01 3.979000 2006.00 271.10 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 0.02 0.01 U.S. Treasuries (including strips) Federal National Mort 2028-01-01 3.757000 1171.00 0.47 Agency Mortgage-Backed Securities Government National M 2030-12-20 7.500000 19005.00 4118.85 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 2.426000 2001.00 305.34 Agency Mortgage-Backed Securities Government National M 2052-06-16 2.500000 1008776.00 1040981.06 Agency Collateralized Mortgage Obligation Federal National Mort 2050-05-01 3.500000 1675437.00 1760022.18 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2038-10-17 6.300000 50.00 1.12 Agency Collateralized Mortgage Obligation Government National M 2050-06-20 3.500000 1656271.00 1787708.43 Agency Mortgage-Backed Securities Government National M 2039-12-15 5.250000 1947999.00 348846.92 Agency Mortgage-Backed Securities Government National M 2050-04-20 3.000000 3239716.00 3431597.97 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.000000 1096718.00 1128008.14 Agency Mortgage-Backed Securities Government National M 2058-03-15 3.530000 1836412.00 2039089.39 Agency Mortgage-Backed Securities Government National M 2049-12-20 3.000000 4162337.00 4374924.58 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 5900.00 6497.14 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2049-08-20 5.000000 32326.00 34334.29 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.500000 1446084.00 1550234.66 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.500000 1000468.00 1079318.52 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-05-20 5.000000 3991848.00 4389189.08 Agency Mortgage-Backed Securities Government National M 2050-06-20 5.500000 1235407.00 1369461.70 Agency Mortgage-Backed Securities FRESB MTG TR 2019-SB6 2039-02-25 2.950000 69.00 70.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2049-10-01 5.000000 1567769.00 1763363.66 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-09-01 4.225000 34754821.00 114243.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-10-01 3.404000 828909.00 88066.46 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 3.825000 8317932.00 167511.50 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.375000 5000.00 5055.09 U.S. Treasuries (including strips) Government National M 2050-06-20 3.500000 1627954.00 1747057.47 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 2806698.00 3094978.98 Agency Mortgage-Backed Securities Federal National Mort 2020-09-01 4.000000 33278534.00 735.35 Agency Mortgage-Backed Securities Federal National Mort 2044-05-01 3.273000 2015.00 101.72 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.000000 2061001.00 2273595.77 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.875000 200.00 206.92 U.S. Treasuries (including strips) Government National M 2061-07-20 4.630000 8802.00 36.52 Agency Mortgage-Backed Securities Government National M 2058-02-15 3.310000 3595297.00 3945600.67 Agency Mortgage-Backed Securities Federal National Mort 2031-11-01 6.100000 26968.00 5832.38 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-07-29 2020-07-29 2020-07-29 N N N 0.0015 500000000.00 500000000.00 0.0026 N N N Y BMO CAPITAL MARKETS CORP. (REPO) BMO CAPITAL MARKETS CORP. (REPO) 0.150 0RC001M36 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2049-08-20 2.500000 2100.00 2135.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-11-01 4.126000 21513485.00 248835.26 Agency Mortgage-Backed Securities Federal National Mort 2049-12-25 3.000000 151143.00 173316.41 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2049-12-01 4.500000 1783118.00 1910996.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-01-25 3.070000 7132060.00 7213667.28 Agency Collateralized Mortgage Obligation Government National M 2068-09-20 4.199000 3969715.00 4286554.33 Agency Mortgage-Backed Securities Federal National Mort 2049-04-25 4.000000 38742.00 48761.55 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 1637129.00 868331.63 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 4.500000 1000.00 1072.14 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.000000 1357420.00 1460267.99 Agency Mortgage-Backed Securities Government National M 2048-04-16 4.865000 2500000.00 3608007.88 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-01 4.000000 5920290.00 6364457.80 Agency Mortgage-Backed Securities Government National M 2050-04-20 4.000000 4691008.00 5096793.36 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.000000 4850060.00 5106912.22 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 3950989.00 4187747.63 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-07-07 0.000000 99700.00 99697.41 U.S. Treasuries (including strips) Government National M 2049-12-20 3.500000 876000.00 1068828.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2050-02-01 3.500000 987287.00 1038404.28 Agency Mortgage-Backed Securities Government National M 2043-10-20 3.000000 4124112.00 4333994.93 Agency Collateralized Mortgage Obligation Government National M 2034-04-20 5.500000 57000.00 176963.51 Agency Collateralized Mortgage Obligation Government National M 2050-03-20 3.500000 11971530.00 12787033.50 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.500000 1153020.00 1208690.56 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 4.000000 9291722.00 9622173.59 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.500000 5953593.00 6251953.99 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 1205050.00 1304708.34 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 37043.00 33834.95 Agency Mortgage-Backed Securities Federal National Mort 2030-08-01 6.100000 1510186.00 70131.84 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 5771553.00 6132480.91 Agency Mortgage-Backed Securities Government National M 2069-11-20 4.477000 1029123.00 1192503.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-03-01 4.500000 297976.00 332216.69 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 3.500000 1515829.00 1584035.31 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2040-06-01 2.500000 3660477.00 3823455.67 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 2.955000 571348.00 318324.13 Agency Mortgage-Backed Securities Federal National Mort 2042-11-01 3.500000 24000.00 8495.89 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2043-02-15 3.125000 7805000.00 10713859.69 U.S. Treasuries (including strips) Federal National Mort 2049-11-01 3.500000 109644.00 114326.77 Agency Mortgage-Backed Securities Government National M 2068-02-20 4.258570 100000.00 128454.55 Agency Collateralized Mortgage Obligation Government National M 2050-02-20 2.500000 8139184.00 8616717.16 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2021-06-17 0.000000 85000.00 84867.06 U.S. Treasuries (including strips) Federal National Mort 2050-07-25 3.500000 6150047.00 6197700.30 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2050-06-01 3.000000 1132091.00 1222801.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 5.000000 140244.00 149480.52 Agency Mortgage-Backed Securities Federal National Mort 2043-07-01 3.500000 313000.00 132260.85 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.000000 1000.00 368.35 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 4.000000 11549312.00 12024011.44 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 1331110.00 1398662.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-03-01 3.000000 23681387.00 24929064.68 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.500000 2359096.00 2547467.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-06-01 2.500000 7304340.00 7629557.62 Agency Mortgage-Backed Securities Government National M 2034-01-20 6.000000 1207290.00 1346134.79 Agency Mortgage-Backed Securities Federal National Mort 2049-12-25 3.000000 74000.00 84770.91 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-06-01 2.500000 4354716.00 4545573.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 5.000000 1171619.00 875973.34 Agency Mortgage-Backed Securities Government National M 2049-07-20 3.000000 1558895.00 1716133.98 Agency Collateralized Mortgage Obligation Government National M 2057-11-15 3.680000 9531872.00 10450325.72 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.500000 7247209.00 7669521.58 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.000000 2138760.00 2245594.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 1255230.00 1339824.55 Agency Mortgage-Backed Securities Government National M 2049-04-20 3.000000 349996.00 388084.20 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2050-01-01 4.000000 4797920.00 5025806.16 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2028-01-01 3.080000 300000.00 334293.33 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 4.500000 1557769.00 1392403.81 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 4.000000 3200.00 2987.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-05-01 4.500000 1258484.00 317202.56 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.750000 7615000.00 7913300.30 U.S. Treasuries (including strips) Federal National Mort 2049-10-25 2.000000 756520.00 769246.44 Agency Collateralized Mortgage Obligation Government National M 2058-07-15 3.230000 8190934.00 9091281.12 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-02-28 2.500000 1999400.00 2046821.86 U.S. Treasuries (including strips) Federal Home Loan Mor 2035-06-01 3.000000 1933352.00 2040472.59 Agency Mortgage-Backed Securities Government National M 2050-05-20 2.500000 875604.00 921876.36 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 5.000000 2000.00 2180.63 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 3.500000 10983181.00 4408766.95 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.000000 1107230.00 587611.43 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.000000 3711632.00 3900525.84 Agency Mortgage-Backed Securities Government National M 2050-03-20 2.000000 724000.00 745717.81 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-01 4.000000 6019439.00 6539155.54 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-12-17 0.000000 500.00 499.64 U.S. Treasuries (including strips) Federal National Mort 2045-10-01 3.500000 905382.00 649688.98 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-05-20 3.000000 10346.00 10973.13 Agency Mortgage-Backed Securities Federal National Mort 2031-09-01 2.500000 4520000.00 4875470.38 Agency Mortgage-Backed Securities Federal National Mort 2024-07-01 5.000000 1083.00 0.18 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-05-16 0.595130 1000000.00 499001.99 Agency Collateralized Mortgage Obligation Government National M 2070-05-20 2.855000 57259.00 61867.48 Agency Mortgage-Backed Securities Federal National Mort 2050-06-25 1.500000 4880808.00 5002512.57 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2049-11-01 4.500000 1335422.00 1443763.21 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 1295600.00 1353285.85 Agency Mortgage-Backed Securities Federal National Mort 2050-01-25 3.000000 303000.00 347096.90 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-01 3.500000 3218027.00 3517704.43 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.500000 2575679.00 2798279.52 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 2.500000 50000.00 39497.20 Agency Mortgage-Backed Securities Government National M 2069-04-20 4.433000 1638496.00 1222131.46 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.500000 15085200.00 5830470.60 Agency Mortgage-Backed Securities Federal National Mort 2049-10-25 3.500000 22000.00 25523.98 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2023-03-31 2.500000 900.00 963.02 U.S. Treasuries (including strips) Federal National Mort 2050-03-01 3.500000 5319717.00 5794880.56 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 2505362.00 2644078.78 Agency Mortgage-Backed Securities Federal National Mort 2034-07-01 3.290000 1495000.00 1771134.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-06-25 2.892000 120.00 102.24 Agency Collateralized Mortgage Obligation Federal National Mort 2042-11-01 3.500000 1000.00 417.72 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 5.000000 1191063.00 1304160.63 Agency Mortgage-Backed Securities Government National M 2061-04-20 4.810000 1527.00 5.81 Agency Mortgage-Backed Securities Government National M 2048-08-20 4.000000 754314.00 845146.40 Agency Collateralized Mortgage Obligation Government National M 2050-02-20 4.000000 77000.00 92824.32 Agency Collateralized Mortgage Obligation Federal National Mort 2040-10-25 3.500000 3736900.00 1808819.18 Agency Collateralized Mortgage Obligation Federal National Mort 2029-10-25 2.428000 3692617.00 3874100.80 Agency Debentures and Agency Strips Government National M 2051-02-15 2.440000 6911135.00 7304531.89 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.500000 2000.00 2214.14 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.500000 1721334.00 1653622.05 Agency Mortgage-Backed Securities Federal National Mort 2031-02-01 6.100000 452688.00 52573.18 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 961404.00 1050022.45 Agency Mortgage-Backed Securities Federal National Mort 2045-06-01 3.500000 36000.00 19592.06 Agency Mortgage-Backed Securities Government National M 2050-04-20 7.133530 15851669.00 16780948.60 Agency Collateralized Mortgage Obligation Government National M 2058-11-15 3.680000 12728397.00 14202847.37 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2048-05-15 3.125000 1605900.00 2266529.12 U.S. Treasuries (including strips) Federal Home Loan Mor 2050-05-01 4.000000 1832204.00 1872563.96 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 23795.00 24830.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 1041865.00 1110703.68 Agency Mortgage-Backed Securities Federal National Mort 2042-07-01 3.500000 36680.00 12480.09 Agency Mortgage-Backed Securities Government National M 2045-09-20 3.000000 9259668.00 9820958.21 Agency Collateralized Mortgage Obligation Federal National Mort 2047-11-01 2.500000 202000.00 180656.96 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 1247181.00 1321503.78 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-01-01 3.672000 1230449.00 136657.20 Agency Mortgage-Backed Securities Government National M 2055-05-15 2.330000 920000.00 964453.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-03-01 3.500000 1016796.00 1114331.86 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 100.00 99.84 U.S. Treasuries (including strips) Government National M 2049-06-20 4.500000 1208390.00 1197704.28 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-06-01 2.000000 122827.00 127223.73 Agency Mortgage-Backed Securities Government National M 2050-01-20 3.000000 81000.00 86607.90 Agency Collateralized Mortgage Obligation Federal National Mort 2031-06-25 6.300000 1706.00 94.38 Agency Collateralized Mortgage Obligation Federal National Mort 2049-08-01 4.500000 419955.00 464607.31 Agency Mortgage-Backed Securities Federal National Mort 2044-07-01 3.500000 28000.00 8652.69 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 4.000000 5904882.00 6487970.14 Agency Mortgage-Backed Securities Government National M 2067-04-20 4.567560 100000.00 159088.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2025-12-01 3.500000 20000.00 1967.07 Agency Mortgage-Backed Securities Federal National Mort 2041-06-01 3.500000 145047.00 50167.52 Agency Mortgage-Backed Securities Government National M 2068-07-20 4.190000 833948.00 842388.76 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-06-01 4.000000 654985.00 688403.59 Agency Mortgage-Backed Securities Government National M 2067-04-20 4.619260 100000.00 168694.22 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2025-08-31 2.750000 13106000.00 14863735.41 U.S. Treasuries (including strips) Federal Home Loan Mor 2050-06-01 2.000000 163338.00 166974.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-02-15 4.000000 100000.00 132747.94 Agency Collateralized Mortgage Obligation Government National M 2066-12-20 4.566000 2372797.00 2862967.97 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.000000 6655256.00 6946597.54 Agency Mortgage-Backed Securities Government National M 2050-01-20 4.000000 29000.00 34793.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2050-01-01 4.000000 3235584.00 3447965.96 Agency Mortgage-Backed Securities Federal National Mort 2039-08-01 4.030000 1161250.00 15349.00 Agency Mortgage-Backed Securities Government National M 2070-05-20 1.150000 3388754.00 3351529.93 Agency Collateralized Mortgage Obligation Federal National Mort 2049-12-01 3.500000 1448963.00 1558012.84 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2038-10-17 6.300000 7.00 0.16 Agency Collateralized Mortgage Obligation Federal National Mort 2050-02-01 4.000000 2265870.00 2490411.36 Agency Mortgage-Backed Securities Government National M 2068-12-20 4.278000 2207511.00 2760548.15 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-03-20 5.000000 8778861.00 9517558.54 Agency Mortgage-Backed Securities Government National M 2049-08-20 5.500000 1050978.00 1169213.63 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.000000 430259.00 453261.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-01-15 2.000000 2109292.00 516327.09 Agency Collateralized Mortgage Obligation Federal National Mort 2049-12-01 5.000000 5697802.00 5783597.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 4.500000 1127485.00 1217618.55 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 8237800.00 8731449.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-02-01 3.990000 141987.00 1147.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-06-01 4.369000 10014774.00 14956.20 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.000000 802251.00 898667.66 Agency Collateralized Mortgage Obligation Government National M 2050-05-20 4.500000 1615382.00 1762258.39 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 4.000000 7445290.00 8011820.71 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 1664884.00 1745382.15 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.500000 1180132.00 1287036.97 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 4.000000 1051220.00 1144983.03 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.500000 5044477.00 5352088.18 Agency Mortgage-Backed Securities Federal National Mort 2028-01-01 4.495000 5000000.00 5930.33 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.500000 2936043.00 3186023.57 Agency Mortgage-Backed Securities Government National M 2045-12-20 2.500000 520906.00 524354.75 Agency Collateralized Mortgage Obligation Federal National Mort 2050-01-01 4.500000 1866609.00 1455524.24 Agency Mortgage-Backed Securities Government National M 2041-06-20 3.000000 3398259.00 3541151.26 Agency Collateralized Mortgage Obligation Federal National Mort 2050-04-01 3.500000 503214.00 549960.20 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.000000 360962.00 385903.71 Agency Mortgage-Backed Securities Government National M 2048-01-20 3.000000 1423623.00 1683877.13 Agency Collateralized Mortgage Obligation Federal National Mort 2049-10-01 3.500000 1470226.00 1536345.10 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 19378369.00 20596041.11 Agency Mortgage-Backed Securities Government National M 2056-12-15 3.600000 12844521.00 13873152.25 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-06-20 3.500000 15697397.00 16696040.98 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-10-01 3.500000 70084.00 73265.65 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-07-08 2020-07-08 2020-07-08 N N N 0.0015 500000000.00 500000000.00 0.0026 N N N Y BMO CAPITAL MARKETS CORP. (REPO) BMO CAPITAL MARKETS CORP. (REPO) 0.150 0RC001M02 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2050-06-20 3.000000 5011469.00 5349751.51 Agency Mortgage-Backed Securities Government National M 2050-05-20 2.500000 504909.00 531500.42 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.500000 6487.00 7181.55 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2049-12-01 2.500000 4000000.00 3971165.27 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-10-01 4.000000 187879.00 172579.82 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-01-01 3.000000 71000.00 53327.32 Agency Mortgage-Backed Securities Federal National Mort 2049-10-25 2.000000 53189231.00 54083998.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2050-06-01 3.500000 278860.00 300665.30 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2038-10-17 6.300000 6.00 0.13 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-25 2.500000 111221.00 119388.95 Agency Collateralized Mortgage Obligation Federal National Mort 2050-06-01 3.500000 1690790.00 1776030.24 Agency Mortgage-Backed Securities Government National M 2049-08-20 5.500000 4803.00 5212.66 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 2.000000 9700615.00 9978897.62 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-12-31 1.750000 6780900.00 7233864.12 U.S. Treasuries (including strips) Federal National Mort 2045-08-25 3.000000 385189.00 303297.36 Agency Collateralized Mortgage Obligation Federal National Mort 2050-05-01 3.500000 1391819.00 1486231.84 Agency Mortgage-Backed Securities Government National M 2068-08-20 3.966000 1986196.00 1663856.00 Agency Mortgage-Backed Securities Federal National Mort 2041-05-25 2.500000 145356.00 68471.61 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-25 2.000000 9938102.00 9836681.01 Agency Collateralized Mortgage Obligation Government National M 2049-08-20 5.000000 1215249.00 1338231.19 Agency Mortgage-Backed Securities Federal National Mort 2044-05-01 3.273000 1000.00 50.48 Agency Mortgage-Backed Securities Federal National Mort 2030-06-01 3.770000 5000000.00 5911874.72 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.500000 1374308.00 1469586.64 Agency Mortgage-Backed Securities Government National M 2048-10-20 3.500000 3443975.00 3770764.99 Agency Collateralized Mortgage Obligation Government National M 2038-02-20 6.000000 9789984.00 10936132.47 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.500000 1084198.00 1204419.10 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 4.500000 1029615.00 1112323.58 Agency Mortgage-Backed Securities Government National M 2032-06-20 6.100000 229426.00 44896.16 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.500000 1026346.00 1125107.63 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.000000 1797400.00 1903497.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-06-01 2.642000 24041216.00 442457.95 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 1839193.00 1963135.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-03-01 3.725000 33187991.00 36258.62 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-06-01 2.500000 2923259.00 3051379.12 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.500000 214590.00 237823.33 Agency Mortgage-Backed Securities Government National M 2035-05-20 6.000000 25046.00 26110.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-10-01 5.000000 2039789.00 13100.86 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.500000 1457445.00 1610352.68 Agency Mortgage-Backed Securities Government National M 2031-08-20 6.100000 187841.00 12697.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-05-01 2.723000 20225.00 44.29 Agency Mortgage-Backed Securities Federal National Mort 2034-09-01 2.980000 5406693.00 6320962.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-12-01 4.000000 1000000.00 380419.37 Agency Mortgage-Backed Securities Federal National Mort 2032-06-01 2.859000 60410415.00 166653.74 Agency Mortgage-Backed Securities Government National M 2035-11-20 5.000000 1846036.00 2033098.11 Agency Mortgage-Backed Securities Government National M 2055-03-15 2.850000 1001.00 1109.74 Agency Mortgage-Backed Securities Government National M 2048-08-20 4.000000 245185.00 274709.50 Agency Collateralized Mortgage Obligation Government National M 2050-05-20 4.000000 1072820.00 1183115.66 Agency Mortgage-Backed Securities Government National M 2032-03-20 6.500000 75230.00 48309.12 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-05-20 3.000000 115717741.00 122732092.16 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 3.171000 28719466.00 324566.15 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.000000 270430.00 290919.74 Agency Mortgage-Backed Securities Federal National Mort 2030-02-01 3.070000 998000.00 1047462.09 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 3510004.00 3764372.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-01-01 3.636000 338476.00 18485.44 Agency Mortgage-Backed Securities Government National M 2023-06-20 5.500000 2029.00 651.25 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 77365.00 82072.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 3.500000 1201858.00 1291407.77 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 957480.00 1004223.66 Agency Mortgage-Backed Securities Government National M 2049-10-20 3.000000 1345854.00 1485936.76 Agency Collateralized Mortgage Obligation Government National M 2050-04-20 2.500000 502772.00 528412.22 Agency Mortgage-Backed Securities Government National M 2062-05-20 4.700000 997997.00 6388.41 Agency Mortgage-Backed Securities Government National M 2048-01-20 3.000000 873661.00 1033375.96 Agency Collateralized Mortgage Obligation Government National M 2050-02-20 3.500000 1004.00 1071.30 Agency Mortgage-Backed Securities Government National M 2050-06-20 4.000000 3879690.00 4227058.91 Agency Mortgage-Backed Securities Government National M 2069-04-20 4.433000 23076806.00 17212669.83 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 19021.00 19844.75 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 9326.00 10043.39 Agency Mortgage-Backed Securities Government National M 2055-06-15 2.380000 6830100.00 7199493.82 Agency Mortgage-Backed Securities Government National M 2029-01-20 7.500000 87732.00 70435.05 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.500000 703957.00 754336.60 Agency Mortgage-Backed Securities Government National M 2050-04-20 3.000000 8570056.00 9076949.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-11-01 5.330000 21730.00 55.87 Agency Mortgage-Backed Securities Government National M 2050-02-20 2.500000 893060.00 945456.62 Agency Collateralized Mortgage Obligation Government National M 2050-06-20 4.000000 1572413.00 1744385.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-12-01 3.787000 1200004.00 144717.46 Agency Mortgage-Backed Securities FRESB MTG TR 2015-SB6 2035-08-25 3.220000 1.00 0.61 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-02-01 2.500000 76000.00 46309.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-06-01 3.500000 19000.00 10560.19 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 3.500000 54000.00 25996.72 Agency Mortgage-Backed Securities Government National M 2049-10-20 5.500000 1001.00 1082.57 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.000000 11607.00 12691.98 Agency Mortgage-Backed Securities Government National M 2050-06-15 2.430000 1248100.00 1320343.15 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 2389494.00 2182555.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.500000 3051564.00 3339575.02 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 456134.00 484795.94 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 1227218.00 1304886.83 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.500000 1543240.00 1681795.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-04-01 3.000000 455461.00 478076.21 Agency Mortgage-Backed Securities Government National M 2030-12-20 7.500000 94343.00 20446.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-12-01 3.928000 1002.00 90.81 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 1037598.00 1110209.80 Agency Mortgage-Backed Securities Government National M 2030-09-20 6.100000 3321151.00 128433.18 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-04-01 3.545000 20093488.00 162537.61 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.500000 1164269.00 1220235.93 Agency Mortgage-Backed Securities Government National M 2050-04-20 4.500000 2000.00 2209.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 1034215.00 1088575.29 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 255094.00 273050.55 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.500000 62773.00 66336.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 3624338.00 3883614.68 Agency Mortgage-Backed Securities Government National M 2047-09-20 2.000000 13294352.00 13360354.05 Agency Collateralized Mortgage Obligation Federal National Mort 2024-07-01 5.000000 1529.00 0.26 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 4397314.00 4588607.76 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 875262.00 965045.97 Agency Mortgage-Backed Securities Government National M 2038-07-15 6.050000 798867.00 133525.65 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 4.000000 1807157.00 1966923.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-06-01 5.000000 49400.00 6672.37 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 1003275.00 1075976.99 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 866679.00 920879.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 1037607.00 1103556.96 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.500000 1000.00 1079.36 Agency Mortgage-Backed Securities Government National M 2030-04-20 6.100000 2587787.00 67843.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 2.775000 641696.00 673913.43 Agency Mortgage-Backed Securities Federal National Mort 2030-06-01 1.440000 9926895.00 10254949.10 Agency Mortgage-Backed Securities Government National M 2049-01-15 5.500000 64205.00 25758.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-25 2.500000 747000.00 803308.78 Agency Debentures and Agency Strips Federal National Mort 2050-06-01 2.500000 215274.00 228701.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 3.500000 1583735.00 1733216.53 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 7652220.00 7849155.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-07-01 3.000000 2854192.00 3035597.78 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 3.355000 49646213.00 225851.10 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-02-01 2.500000 935925.00 534525.25 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2029-08-15 1.625000 3800400.00 4174706.83 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2050-01-20 5.000000 21251.00 22091.06 Agency Mortgage-Backed Securities Government National M 2039-02-20 8.000000 51172.00 49675.79 Agency Mortgage-Backed Securities Federal National Mort 2050-03-25 2.500000 1107223.00 1148082.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2031-07-01 4.606000 17773272.00 23883.68 Agency Mortgage-Backed Securities Government National M 2055-05-15 2.900000 13647.00 14999.09 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-05-15 8.125000 100.00 107.94 U.S. Treasuries (including strips) Government National M 2063-06-20 4.406000 2500000.00 894892.05 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-04-01 5.000000 782646.00 20765.10 Agency Mortgage-Backed Securities Government National M 2031-03-20 7.000000 56303.00 64387.47 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 2.500000 65000.00 34522.02 Agency Mortgage-Backed Securities Government National M 2025-08-20 4.500000 150000.00 14472.87 Agency Mortgage-Backed Securities Government National M 2050-04-20 3.500000 1004.00 1075.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-06-01 2.500000 9379134.00 9796729.52 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 1678400.00 1785075.19 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 40592.00 42555.13 Agency Mortgage-Backed Securities Government National M 2031-05-20 6.100000 548399.00 114087.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-09-01 4.204000 4857376.00 163733.39 Agency Mortgage-Backed Securities Federal National Mort 2041-05-01 2.625000 3277.00 4.88 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 736766.00 789223.97 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 4.000000 182133.00 189619.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-08-01 5.000000 236238.00 11273.03 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 32881.00 34536.59 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2037-09-01 3.460000 95000.00 116217.80 Agency Mortgage-Backed Securities Federal Home Loan Ban 2020-09-28 1.375000 425000.00 427754.38 Agency Debentures and Agency Strips Government National M 2050-06-20 3.000000 164366.00 175460.32 Agency Mortgage-Backed Securities Federal National Mort 2030-11-01 6.100000 583660.00 11954.08 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 310787.00 326632.08 Agency Mortgage-Backed Securities Government National M 2027-06-15 5.500000 1286180.00 62735.78 Agency Mortgage-Backed Securities Government National M 2045-12-20 2.500000 562553.00 566277.48 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2050-05-20 5.000000 2670182.00 2935966.92 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.000000 2673794.00 2805836.65 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 1505758.00 1607238.06 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 614084.00 603379.43 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 126431.00 132870.83 Agency Mortgage-Backed Securities Federal National Mort 2044-07-01 3.500000 38000.00 10793.92 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 451688.00 474428.08 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.500000 177847.00 188210.40 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.000000 113457.00 123218.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-25 2.539000 1124340.00 1218459.97 Agency Collateralized Mortgage Obligation Government National M 2050-06-20 4.000000 1425529.00 1522904.35 Agency Mortgage-Backed Securities Federal National Mort 2038-04-01 3.886000 2094.00 19.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 3.475000 1015.00 139.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-03-01 5.000000 611977.00 14448.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.500000 11821696.00 12937456.57 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 1144450.00 1245104.00 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 16686199.00 17062074.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 2527242.00 2738660.11 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.500000 134930.00 143195.41 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.000000 132257.00 141525.03 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2040-06-01 2.500000 698014.00 729092.30 Agency Mortgage-Backed Securities Government National M 2050-05-20 1.500000 10000000.00 9856893.33 Agency Collateralized Mortgage Obligation Government National M 2050-06-20 4.000000 3388092.00 3674647.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-10-01 3.404000 3051529.00 324206.11 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.500000 1038.00 1100.67 Agency Mortgage-Backed Securities Government National M 2070-05-20 2.855000 73291.00 79189.82 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 2819604.00 2995901.62 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 3844748.00 4125285.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 1692643.00 1777782.75 Agency Mortgage-Backed Securities Federal National Mort 2039-08-01 4.030000 30340.00 401.02 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.000000 742804.00 780501.75 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 1884062.00 1998701.16 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 1176587.00 1250169.18 Agency Mortgage-Backed Securities Government National M 2049-01-20 5.500000 80000.00 67883.64 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 1051374.00 1126583.69 Agency Mortgage-Backed Securities Government National M 2048-10-20 5.000000 4470.00 3896.03 Agency Mortgage-Backed Securities Government National M 2038-08-15 6.050000 18696.00 8372.39 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 6137209.00 5727817.90 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 5912870.00 6341367.81 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 7100000.00 6607679.43 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.000000 1264264.00 1364895.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 3.500000 105849.00 93446.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-06-01 4.369000 1789.00 2.67 Agency Mortgage-Backed Securities Government National M 2040-10-15 2.980000 100000.00 109963.89 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 2304264.00 2442346.76 Agency Mortgage-Backed Securities Government National M 2049-04-15 5.500000 517020.00 198084.71 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.500000 700.00 732.90 U.S. Treasuries (including strips) Federal National Mort 2050-06-01 2.500000 465515.00 489982.88 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 158984.00 170109.81 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.500000 2684901.00 2852179.58 Agency Mortgage-Backed Securities FRESB MTG TR 2019-SB6 2039-02-25 2.950000 6142.00 6233.83 Agency Collateralized Mortgage Obligation Government National M 2034-11-20 4.500000 39275.00 40858.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 208980.00 222014.69 Agency Mortgage-Backed Securities Government National M 2038-05-15 6.050000 1005900.00 132778.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-11-01 4.000000 95000.00 5724.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-02-15 3.500000 2250000.00 1144233.23 Agency Collateralized Mortgage Obligation Government National M 2061-11-15 3.390000 229368.00 242999.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-11-01 5.000000 375453.00 7940.47 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 2191206.00 2339094.14 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2038-09-15 5.500000 26612.00 19361.61 Agency Mortgage-Backed Securities Government National M 2024-09-20 5.000000 30299.00 30266.11 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.500000 1689408.00 1866756.98 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 1396123.00 1458588.18 Agency Mortgage-Backed Securities Government National M 2049-06-20 2.000000 58571.00 59866.54 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 7921467.00 8416841.22 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 1108036.00 1182701.74 Agency Mortgage-Backed Securities Federal Farm Credit B 2022-07-13 0.264750 671000.00 669439.94 Agency Debentures and Agency Strips Federal Home Loan Mor 2041-09-01 5.000000 336161.00 27475.89 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 1140704.00 1221493.23 Agency Mortgage-Backed Securities Federal National Mort 2026-04-01 3.500000 2982.00 1.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-11-01 4.335000 17179506.00 269410.01 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 2.950000 1475000.00 1686051.74 Agency Mortgage-Backed Securities Government National M 2021-11-15 8.500000 1149491.00 1193.24 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 3.595000 1090.00 2.90 Agency Mortgage-Backed Securities Government National M 2070-05-20 0.740000 8781635.00 8718376.51 Agency Collateralized Mortgage Obligation Government National M 2038-04-15 6.050000 271992.00 44676.53 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.000000 115484.00 120758.22 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2038-02-15 4.375000 2613200.00 4115544.76 U.S. Treasuries (including strips) Federal Home Loan Mor 2045-02-01 3.500000 2600000.00 1755866.32 Agency Mortgage-Backed Securities Government National M 2050-02-20 4.000000 669142.00 717746.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 5754288.00 6007769.50 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 1731006.00 1856442.77 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.500000 2162184.00 2296899.84 Agency Mortgage-Backed Securities Government National M 2069-05-20 2.847000 1270547.00 1443929.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.000000 258662.00 264420.10 Agency Mortgage-Backed Securities Government National M 2050-06-20 4.000000 1026267.00 1153779.88 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.500000 1095957.00 1153971.41 Agency Mortgage-Backed Securities Government National M 2034-06-20 5.000000 38642.00 28640.94 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 1852934.00 1977806.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-01 3.500000 40331393.00 56571.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-02-01 5.000000 762946.00 20739.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-08-01 4.461000 12955856.00 769803.44 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 3208900.00 4137611.82 U.S. Treasuries (including strips) Government National M 2030-06-20 6.100000 25000.00 1322.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-01-01 3.500000 1140000.00 578992.32 Agency Mortgage-Backed Securities Government National M 2050-06-20 4.000000 4261181.00 4552250.44 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 251976.00 267114.19 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.500000 1336787.00 1530128.43 Agency Collateralized Mortgage Obligation Government National M 2044-02-15 3.500000 100000.00 111974.73 Agency Mortgage-Backed Securities Government National M 2062-03-20 4.700000 60000.00 3482.13 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 3194853.00 3397900.82 Agency Mortgage-Backed Securities Government National M 2050-06-15 3.500000 77823.00 85776.23 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 1670714.00 1754745.72 Agency Mortgage-Backed Securities Federal National Mort 2046-02-01 4.500000 14563685.00 16246984.84 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.500000 2176702.00 2323241.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-02-01 3.779000 1702.00 4.45 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-03-20 5.000000 75716.00 82087.13 Agency Mortgage-Backed Securities Government National M 2062-03-15 3.160000 250294.00 264188.21 Agency Mortgage-Backed Securities Government National M 2055-04-15 2.700000 750000.00 827550.53 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 2.555000 2000.00 2172.29 Agency Mortgage-Backed Securities Government National M 2038-09-20 7.000000 210841.00 125765.25 Agency Mortgage-Backed Securities Government National M 2032-11-20 6.000000 25610.00 28582.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 466594.00 495699.62 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 1571038.00 1669280.77 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 328775.00 340611.19 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 320836.00 337182.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-05-01 3.500000 16988.00 7815.45 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 3.724000 1206000.00 632188.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-06-25 2.892000 4.00 3.41 Agency Collateralized Mortgage Obligation Federal National Mort 2034-07-01 3.055000 670064.00 788021.38 Agency Mortgage-Backed Securities Government National M 2065-05-20 4.260000 1074.00 73.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-10-01 3.500000 74634.00 78022.20 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2027-07-01 2.690000 4010.00 4.11 Agency Mortgage-Backed Securities Federal National Mort 2026-07-01 3.560000 1999.00 2.41 Agency Mortgage-Backed Securities Government National M 2038-11-20 7.500000 36567.00 35798.93 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-03-20 3.000000 511859.00 541275.03 Agency Mortgage-Backed Securities Government National M 2050-01-20 3.500000 1004.00 1070.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-07-01 5.000000 227920.00 46806.44 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 348545.00 366233.27 Agency Mortgage-Backed Securities Government National M 2050-06-20 4.000000 1124240.00 1217932.16 Agency Mortgage-Backed Securities Government National M 2025-05-20 4.500000 1002.00 174.46 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2066-07-20 1.103380 200000.00 162129.21 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2050-06-01 2.500000 958461.00 1016040.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-03-01 5.000000 688079.00 13989.69 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 1113754.00 1206390.85 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 3.712000 993000.00 657276.22 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 2625920.00 2816216.92 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.500000 1000.00 1064.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-08-01 5.000000 546352.00 80470.35 Agency Mortgage-Backed Securities Federal National Mort 2049-11-25 3.500000 349000.00 421797.31 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2050-06-20 3.500000 7786.00 8281.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-06-01 4.000000 130000.00 48084.13 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 4.000000 474928.00 229810.36 Agency Mortgage-Backed Securities Federal National Mort 2028-04-01 3.842000 11152491.00 65298.18 Agency Mortgage-Backed Securities Government National M 2055-05-15 2.760000 750000.00 817155.08 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 40.96 30.49 U.S. Treasuries (including strips) Government National M 2070-05-20 1.150000 18964.00 18755.69 Agency Collateralized Mortgage Obligation Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-07-06 2020-07-06 2020-07-06 N N N 0.0015 600000000.00 600000000.00 0.0031 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.150 0QK005IU5 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2049-01-20 4.000000 779061.00 392415.72 Agency Mortgage-Backed Securities Government National M 2045-12-20 3.000000 2666.00 613.09 Agency Mortgage-Backed Securities Government National M 2035-05-15 6.500000 100114.00 6952.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-01-01 3.875000 18997.00 147.71 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 6.000000 3347.00 11.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-01-01 6.500000 21493.00 1191.86 Agency Mortgage-Backed Securities Government National M 2043-11-20 3.125000 98862.00 12401.82 Agency Mortgage-Backed Securities Government National M 2038-06-20 5.000000 22137888.00 932835.61 Agency Mortgage-Backed Securities Government National M 2045-12-20 2.500000 1012.00 141.88 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 4.500000 1816890.00 1956650.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 4.000000 685936.00 276836.32 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.500000 19243400.00 19631605.06 U.S. Treasuries (including strips) Government National M 2041-07-20 3.250000 3678.00 115.19 Agency Mortgage-Backed Securities Government National M 2049-09-20 4.000000 1000.00 803.16 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2045-08-01 3.500000 2465000.00 1479990.15 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 6.000000 5484.00 54.61 Agency Mortgage-Backed Securities Government National M 2042-09-20 3.000000 3184928.00 1156049.37 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 8667000.00 5709340.61 Agency Mortgage-Backed Securities Government National M 2048-08-20 4.500000 6592884.00 5763128.85 Agency Mortgage-Backed Securities Government National M 2040-08-20 5.000000 1232.00 66.96 Agency Mortgage-Backed Securities Government National M 2049-03-20 0.900000 2437.00 1960.99 Agency Collateralized Mortgage Obligation Government National M 2041-09-20 3.625000 5337.00 345.14 Agency Mortgage-Backed Securities Government National M 2045-09-20 3.500000 4247072.00 508833.91 Agency Mortgage-Backed Securities Government National M 2050-05-20 2.500000 2632558.00 2769892.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 5.000000 423910.00 280672.28 Agency Mortgage-Backed Securities Government National M 2047-01-15 4.000000 94571.00 50703.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-11-01 3.000000 2472773.00 1452342.09 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-12-01 2.500000 858816.00 702836.12 Agency Mortgage-Backed Securities Government National M 2029-08-15 7.000000 49700.00 23254.72 Agency Mortgage-Backed Securities United States Treasur 2039-11-15 0.000000 917051.43 712165.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 2.875000 22182700.00 29594622.37 U.S. Treasuries (including strips) Federal National Mort 2056-10-01 4.000000 2492610.00 1852526.16 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-11-20 3.000000 8556560.00 8854082.49 Agency Mortgage-Backed Securities Government National M 2041-10-20 3.125000 1863.00 134.82 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-07-20 3.500000 11700223.00 8882959.91 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-02-20 3.000000 61277690.00 40021840.93 Agency Mortgage-Backed Securities Government National M 2048-06-20 3.500000 11974082.00 5529178.60 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.000000 1087814.40 800029.84 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2041-10-20 4.000000 7756261.00 1306409.89 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-10-20 3.000000 5015151.00 3067545.77 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 5.500000 3483.00 22.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 3.000000 32096166.00 29234990.43 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 1861123.00 1545372.86 Agency Mortgage-Backed Securities Federal National Mort 2022-09-01 6.000000 1202.00 21.23 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 3.845000 1847.00 30.61 Agency Mortgage-Backed Securities United States Treasur 2047-05-15 0.000000 2193514.92 1446103.23 U.S. Treasuries (including strips) Government National M 2034-12-15 5.500000 3132530.00 156306.46 Agency Mortgage-Backed Securities Federal National Mort 2036-03-01 4.000000 16557485.00 8028644.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 3.000000 2479992.00 2698398.02 Agency Mortgage-Backed Securities Federal National Mort 2039-09-01 2.500000 534319.00 476958.41 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-11-20 3.000000 231358.00 163831.69 Agency Mortgage-Backed Securities Government National M 2043-07-20 3.250000 1281.00 75.22 Agency Mortgage-Backed Securities Federal National Mort 2041-03-01 5.500000 291914.00 25105.25 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 5.000000 1008.00 1020.65 Agency Mortgage-Backed Securities Government National M 2042-11-20 3.125000 1033.00 80.36 Agency Mortgage-Backed Securities Government National M 2048-10-20 4.000000 1139.00 543.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-01-01 3.000000 316380.00 97322.19 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-08-20 4.000000 207271.00 34462.54 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-06-20 3.500000 1239213.00 836507.78 Agency Mortgage-Backed Securities Federal National Mort 2036-03-01 6.000000 5940.00 223.68 Agency Mortgage-Backed Securities Government National M 2035-08-15 5.000000 608028.00 50197.33 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2034-01-01 3.500000 1372.00 459.81 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-03-01 4.500000 1998823.00 721530.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-04-15 3.000000 1000.00 1225.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2046-09-01 3.000000 4431004.00 2632969.43 Agency Mortgage-Backed Securities Government National M 2048-10-20 0.820000 1707521.00 1285494.24 Agency Collateralized Mortgage Obligation Federal National Mort 2041-03-01 4.000000 1000.00 194.35 Agency Mortgage-Backed Securities Government National M 2049-09-20 3.500000 21509.00 9697.82 Agency Collateralized Mortgage Obligation Government National M 2067-11-20 4.632000 807000.00 853237.71 Agency Mortgage-Backed Securities Federal National Mort 2045-06-01 3.500000 1085.00 862.17 Agency Mortgage-Backed Securities Government National M 2042-08-20 3.250000 2341.00 178.22 Agency Mortgage-Backed Securities Government National M 2047-10-15 5.000000 63981.00 21183.72 Agency Mortgage-Backed Securities Government National M 2049-09-20 3.500000 200000.00 206064.92 Agency Mortgage-Backed Securities Federal National Mort 2034-03-01 6.000000 17090.00 625.17 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-12-20 3.000000 96830437.00 101270854.22 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2033-02-15 0.000000 1.60 1.42 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2048-06-20 4.500000 10811573.00 5304731.04 Agency Mortgage-Backed Securities United States Treasur 2046-08-15 0.000000 5075107.84 3381808.26 U.S. Treasuries (including strips) Federal Home Loan Mor 2047-03-01 4.000000 11699.00 8161.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-04-01 3.500000 993184.00 402933.91 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 46545280.00 33066261.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-12-01 4.000000 1049860.00 460358.18 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 4.000000 8185258.00 8832457.97 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.500000 12288.00 12611.27 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.000000 1398.00 34.98 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2033-11-15 0.000000 3154391.04 2754761.24 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2049-10-20 4.000000 5477710.00 5702854.66 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-03-01 5.500000 14327270.00 1347922.96 Agency Mortgage-Backed Securities Federal National Mort 2023-02-01 6.000000 1780.00 42.16 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 200943569.00 112480848.35 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 5.500000 2954.00 56.22 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2042-12-01 3.000000 199255.00 99011.94 Agency Mortgage-Backed Securities Government National M 2049-02-20 4.000000 600060.00 328578.93 Agency Mortgage-Backed Securities Federal National Mort 2027-04-01 3.882000 1293.00 36.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-08-01 4.000000 6110259.00 2344318.52 Agency Mortgage-Backed Securities Government National M 2041-08-20 3.250000 3123.00 53.44 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2029-02-15 0.000000 0.64 0.60 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2049-01-20 4.000000 5996664.00 3047385.62 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.500000 3780288.00 3972961.86 Agency Mortgage-Backed Securities Government National M 2042-04-20 3.875000 3383232.00 486850.81 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-03-01 3.500000 2500000.00 814461.89 Agency Mortgage-Backed Securities Government National M 2050-04-20 0.870000 1000.00 999.24 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2048-09-20 4.000000 38616400.00 22050196.91 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-07-20 3.000000 13899.00 11544.10 Agency Mortgage-Backed Securities Government National M 2045-09-20 3.500000 1527486.00 1172023.19 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 6467900.00 6457551.36 U.S. Treasuries (including strips) Government National M 2041-08-20 3.750000 1498.00 56.99 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- 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 2020-07-15 2020-07-15 2020-07-15 N N N 0.0015 500000000.00 500000000.00 0.0026 N N N Y BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.160 0QK005J26 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2026-10-15 3.000000 3701690.00 498790.13 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-04-20 4.500000 13724441.00 14702364.23 Agency Mortgage-Backed Securities Federal Home Loan Ban 2035-05-25 4.125000 2520000.00 2591047.41 Agency Debentures and Agency Strips Federal National Mort 2044-02-01 4.500000 8149331.00 1773981.88 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.500000 1109.00 8.66 Agency Mortgage-Backed Securities Government National M 2042-04-20 3.875000 2199863.00 316562.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-01-01 3.500000 112478464.00 78255345.29 Agency Mortgage-Backed Securities Government National M 2048-12-20 0.890000 1563.00 1241.77 Agency Collateralized Mortgage Obligation Federal National Mort 2030-11-15 0.000000 22741000.00 19802476.20 Agency Debentures and Agency Strips Government National M 2050-05-20 3.500000 1549930.00 1633906.30 Agency Mortgage-Backed Securities Government National M 2036-12-15 6.500000 719700.00 41705.43 Agency Mortgage-Backed Securities Government National M 2050-05-20 0.820000 28624900.00 28512008.74 Agency Collateralized Mortgage Obligation Federal National Mort 2041-06-01 5.500000 11432464.00 1425762.81 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-06-01 4.500000 20290379.00 20864970.46 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-02-20 3.000000 55974024.00 36557897.09 Agency Mortgage-Backed Securities Federal National Mort 2033-09-01 4.036000 7632565.00 1295372.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-04-01 4.000000 166000.00 48975.06 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 10758000.00 17244824.77 Agency Debentures and Agency Strips United States Treasur 254900HROIFWPRGM1V77 2043-02-15 0.000000 15527000.00 11358233.40 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2048-10-20 4.500000 21259395.00 10805635.80 Agency Mortgage-Backed Securities Government National M 2036-09-15 6.500000 2846552.00 101126.10 Agency Mortgage-Backed Securities Government National M 2042-07-20 3.250000 6507608.00 624550.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-08-01 4.000000 42610532.00 40682986.85 Agency Mortgage-Backed Securities Government National M 2043-06-20 3.875000 1478718.00 171863.21 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-06-20 3.500000 14804992.00 7461384.39 Agency Mortgage-Backed Securities Government National M 2024-09-15 4.000000 15008697.00 979293.44 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2043-01-01 3.000000 2275301.00 1106834.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-01-01 3.875000 40664.00 316.19 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.500000 242633.00 200803.58 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 1000.00 808.65 Agency Mortgage-Backed Securities Government National M 2042-10-20 3.125000 11984687.00 1203973.30 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-11-15 6.500000 100.00 139.21 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2047-11-20 3.000000 13070672.00 9255743.49 Agency Mortgage-Backed Securities Government National M 2043-01-20 3.000000 3460000.00 341839.37 Agency Mortgage-Backed Securities Federal Home Loan Ban 2036-02-25 3.900000 10000.00 10331.07 Agency Debentures and Agency Strips Government National M 2040-03-20 5.000000 19814818.00 542657.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-10-01 3.500000 6786515.00 5541269.88 Agency Mortgage-Backed Securities Federal National Mort 2041-09-01 3.784000 1131361.00 83154.93 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2027-01-15 2.375000 100.00 155.86 U.S. Treasuries (including strips) Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-12-01 3.000000 2783717.00 2133511.13 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 8073104.00 4319096.00 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.500000 49183708.00 51690505.01 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-07-20 3.500000 151489593.00 115012849.03 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-03-01 5.500000 2057450.00 193566.82 Agency Mortgage-Backed Securities Government National M 2045-09-20 2.000000 382235.00 344443.31 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-11-15 0.000000 0.02 0.02 U.S. Treasuries (including strips) Federal National Mort 2047-01-01 2.500000 20886940.00 17207728.97 Agency Mortgage-Backed Securities Government National M 2048-07-20 3.500000 1642662.00 474874.18 Agency Mortgage-Backed Securities Government National M 2043-01-20 2.750000 2637549.00 395864.15 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-03-20 4.000000 120858049.00 67490137.27 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 2.500000 1783504.00 1827515.17 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.625000 7177300.00 8409352.54 U.S. Treasuries (including strips) Government National M 2043-05-20 3.875000 419998.00 46104.70 Agency Mortgage-Backed Securities United States Treasur 2045-11-15 0.000000 800000.00 553660.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 0.000000 10.24 9.95 U.S. Treasuries (including strips) Government National M 2024-07-15 4.000000 6100000.00 296126.87 Agency Mortgage-Backed Securities Government National M 2045-12-20 2.500000 1000.00 140.20 Agency Mortgage-Backed Securities Government National M 2036-07-15 6.500000 3206504.00 116436.64 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 6264874.00 5755290.75 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 10025984.00 8246156.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-06-01 4.500000 49994754.00 10293853.89 Agency Mortgage-Backed Securities Federal Farm Credit B 2034-07-18 2.990000 1000.00 1058.50 Agency Debentures and Agency Strips Government National M 2044-07-20 3.250000 19262720.00 1524988.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-03-01 4.000000 2550681.00 1779436.61 Agency Mortgage-Backed Securities Government National M 2049-06-20 3.000000 121330.00 95368.83 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.000000 4323794.00 4110901.80 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 4.500000 2256801.00 2537846.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 4.500000 684876.00 560343.09 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 2.958000 534000.00 315405.60 Agency Mortgage-Backed Securities Government National M 2040-11-20 4.500000 1732008.00 115633.17 Agency Mortgage-Backed Securities Government National M 2043-08-20 3.250000 3000000.00 272397.99 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.500000 3717200.00 3792188.61 U.S. Treasuries (including strips) United States Treasur 2029-08-15 0.000000 25468451.36 23794919.42 U.S. Treasuries (including strips) Federal National Mort 2048-12-01 5.000000 39993984.00 33121060.59 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 12473015.00 8177880.69 Agency Mortgage-Backed Securities Government National M 2042-09-20 3.250000 750001.00 50889.85 Agency Mortgage-Backed Securities Federal Home Loan Ban 2033-07-11 3.930000 30000.00 33234.45 Agency Debentures and Agency Strips Federal National Mort 2049-09-01 3.500000 15558010.00 15884817.22 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 43257900.00 23678807.26 Agency Mortgage-Backed Securities Government National M 2049-07-20 0.850000 1019.00 906.30 Agency Collateralized Mortgage Obligation Government National M 2049-09-20 4.000000 800000.00 642526.06 Agency Mortgage-Backed Securities Federal Farm Credit B 2038-03-09 3.460000 860000.00 1097281.17 Agency Debentures and Agency Strips Government National M 2042-05-20 3.875000 1919.00 211.67 Agency Mortgage-Backed Securities Government National M 2041-08-20 3.750000 9660.00 367.50 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 3338080.00 2771755.68 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-08-15 0.000000 1.92 1.92 U.S. Treasuries (including strips) Government National M 2042-09-20 3.250000 9457105.00 779660.39 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2032-07-15 6.500000 4983938.00 602611.72 Agency Collateralized Mortgage Obligation Government National M 2042-08-20 3.250000 4800675.00 365466.10 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-12-20 3.000000 48344057.00 23683292.26 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-10-20 3.500000 3056130.00 2015697.25 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-08-15 0.000000 0.17 0.17 U.S. Treasuries (including strips) Government National M 2049-07-20 4.000000 5781986.00 4294077.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-05-01 3.000000 15696116.00 6151165.53 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 3.845000 5706.00 94.56 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2029-04-15 3.875000 1684200.00 3735889.49 U.S. Treasuries (including strips) Government National M 2042-11-20 3.125000 5026178.00 642999.43 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-11-15 0.000000 5.40 5.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-30 2.125000 21406800.00 23207043.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-05-15 0.000000 5.44 4.79 U.S. Treasuries (including strips) Government National M 2050-05-20 5.000000 1043241.00 1154456.85 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2032-08-15 0.000000 0.10 0.09 U.S. Treasuries (including strips) Federal Home Loan Mor 2047-03-01 4.000000 714943.00 534111.29 Agency Mortgage-Backed Securities Government National M 2038-04-15 5.000000 18692.00 288.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 3.000000 2342579.00 2133752.51 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2044-02-15 1.375000 3056900.00 4629526.22 U.S. Treasuries (including strips) Government National M 2043-04-20 3.500000 1100.00 452.22 Agency Mortgage-Backed Securities Government National M 2049-06-20 3.500000 1965868.00 1159348.34 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 2100700.00 2708679.34 U.S. Treasuries (including strips) Government National M 2041-09-20 3.625000 13269171.00 858106.19 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2028-03-23 0.000000 5218000.00 4774678.72 Agency Debentures and Agency Strips Federal Home Loan Ban 2030-11-26 4.050000 2815000.00 2941798.86 Agency Debentures and Agency Strips Federal Home Loan Mor 2027-02-01 3.000000 643839.00 172738.33 Agency Mortgage-Backed Securities Government National M 2049-04-20 3.000000 295001.00 151479.50 Agency Mortgage-Backed Securities Government National M 2048-06-20 4.500000 100389.00 53631.71 Agency Mortgage-Backed Securities Federal Home Loan Ban 2029-10-24 4.000000 40000.00 51057.45 Agency Debentures and Agency Strips Federal Home Loan Mor 2043-01-01 3.500000 2059.00 967.04 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 4.000000 14510000.00 12247371.13 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2028-11-15 5.250000 7126400.00 9921035.58 U.S. Treasuries (including strips) Government National M 2049-09-20 3.500000 195622.00 88200.59 Agency Collateralized Mortgage Obligation Government National M 2042-08-20 3.250000 1100000.00 103624.69 Agency Mortgage-Backed Securities Government National M 2043-09-20 3.250000 1050000.00 153860.43 Agency Mortgage-Backed Securities Government National M 2048-10-20 4.000000 1001.00 477.59 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-03-20 3.500000 3287477.00 891822.05 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-12-01 4.000000 120289.00 52746.10 Agency Mortgage-Backed Securities Government National M 2043-08-20 3.250000 598629.00 60122.68 Agency Mortgage-Backed Securities Government National M 2042-11-20 3.125000 525018.00 40841.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-15 4.500000 2847.00 3505.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2035-11-01 3.500000 4755040.00 2861621.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 3.500000 2261430.00 2419428.20 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-08-31 2.000000 100.00 102.79 U.S. Treasuries (including strips) Federal Farm Credit B 2038-01-25 3.540000 1000.00 1025.48 Agency Debentures and Agency Strips Federal Home Loan Mor 2039-02-01 7.000000 3000000.00 1482320.52 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-10-20 4.000000 31372280.00 17628180.12 Agency Mortgage-Backed Securities Government National M 2036-12-15 6.500000 582993.00 70416.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-11-01 6.500000 16267.00 51.25 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 4000000.00 2066418.81 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 2.500000 1936400.00 1946689.70 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-10-01 2.500000 37128530.00 28749193.95 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 4.500000 3584228.00 946633.10 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-07-01 4.000000 10979.00 6399.91 Agency Mortgage-Backed Securities Government National M 2042-09-20 3.125000 3261883.00 84168.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-01-01 3.500000 4298527.00 1501389.60 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2044-03-01 2.891000 300000.00 6842.05 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-04-15 3.000000 6775344.00 8304574.94 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2030-02-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 46670300.00 46595627.52 U.S. Treasuries (including strips) Government National M 2050-05-20 4.000000 10196539.00 11068882.48 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-06-20 4.500000 53623040.00 7030508.15 Agency Mortgage-Backed Securities Government National M 2049-08-20 3.000000 45289220.00 42295877.27 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- 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 2020-07-07 2020-07-07 2020-08-17 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- 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 0.0016 1000000000.00 1000000000.00 0.0051 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.070 0QK005K57 0000310732 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2022-06-30 0.125000 2190700.00 2188991.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-01-15 1.750000 300.00 441.59 U.S. Treasuries (including strips) United States Treasur 2046-08-15 0.000000 374067.03 249260.31 U.S. Treasuries (including strips) United States Treasur 2040-08-15 0.000000 100.00 78.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-10-31 3.000000 32658300.00 37433688.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 0.000000 200.00 149.75 U.S. Treasuries (including strips) United States Treasur 2043-05-15 0.000000 100.00 72.75 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 283020867.27 233386931.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-05-15 0.000000 21290788.46 19637963.26 U.S. Treasuries (including strips) Y Fitch Long Rating AA- 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 287153928.00 287153928.00 0.0015 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.120 0QK005HL6 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2029-07-01 7.500000 72843281.00 581452.94 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2032-08-15 0.000000 0.08 0.07 U.S. Treasuries (including strips) Federal National Mort 2049-01-01 4.000000 2368.00 1677.42 Agency Mortgage-Backed Securities Federal National Mort 2046-06-01 2.555000 1712100.00 544193.78 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.875000 19230900.00 20013669.75 U.S. Treasuries (including strips) Federal National Mort 2049-12-01 4.000000 554915.00 598791.56 Agency Mortgage-Backed Securities United States Treasur 2044-08-15 0.000000 272300.00 192559.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-28 1.125000 72201200.00 75367195.15 U.S. Treasuries (including strips) Government National M 2049-08-20 3.000000 7368320.00 6881318.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-06-01 4.500000 5280.00 1087.15 Agency Mortgage-Backed Securities Government National M 2040-03-20 5.000000 2353.00 64.44 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.625000 94345000.00 110540226.19 U.S. Treasuries (including strips) Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 14110206.00 8510271.12 Agency Mortgage-Backed Securities Government National M 2047-09-15 4.500000 1000.00 782.49 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-05-31 0.250000 2134600.00 2132625.32 U.S. Treasuries (including strips) Government National M 2042-10-20 3.125000 1037.00 17.30 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2030-08-15 0.000000 1262717.28 1161826.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 0.000000 6.66 6.36 U.S. Treasuries (including strips) Government National M 2041-07-15 4.000000 532862.00 181591.75 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-06-20 4.500000 5007.00 656.47 Agency Mortgage-Backed Securities Government National M 2036-09-15 6.500000 2591188.00 106679.91 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-11-15 0.000000 4.32 4.30 U.S. Treasuries (including strips) Government National M 2050-04-20 3.000000 2000.00 2093.71 Agency Mortgage-Backed Securities Government National M 2041-08-15 4.500000 3211.00 1421.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-04-01 5.000000 8271.00 9047.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-04-01 4.000000 35043008.00 37016478.20 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2043-02-15 0.000000 8230000.00 6020368.45 U.S. Treasuries (including strips) Government National M 2050-05-20 3.500000 1000.00 1054.18 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2032-11-15 0.000000 62.35 55.41 U.S. Treasuries (including strips) Government National M 2044-06-20 3.250000 11421075.00 998424.31 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.500000 3699.00 3061.30 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2029-04-15 3.875000 4984100.00 11055721.88 U.S. Treasuries (including strips) Government National M 2039-10-15 5.000000 1998510.00 104250.98 Agency Mortgage-Backed Securities United States Treasur 2034-05-15 0.000000 1.63 1.41 U.S. Treasuries (including strips) Government National M 2038-06-20 5.000000 4236.00 178.49 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 247719.00 258858.01 Agency Mortgage-Backed Securities Federal National Mort 2040-01-01 4.500000 12020733.00 2500524.90 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 6.000000 4173.00 14.91 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2038-05-15 0.000000 125.07 100.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.375000 64614200.00 66211720.42 U.S. Treasuries (including strips) Federal Home Loan Mor 2047-11-01 4.500000 4387.00 3589.30 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 2725.00 71.35 Agency Mortgage-Backed Securities Government National M 2047-05-15 4.500000 142381.00 48113.85 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.875000 57259600.00 59241020.32 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2048-09-20 4.500000 140687104.00 69571573.57 Agency Mortgage-Backed Securities Federal National Mort 2036-01-01 6.000000 1797.00 91.31 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 1024.00 674.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 3.000000 8168063.00 7439930.48 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2027-02-15 0.000000 21156167.68 20375801.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 0.455061 3700.00 3714.79 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 14026693.00 6445469.19 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2041-02-01 3.500000 8171583.00 1898189.52 Agency Mortgage-Backed Securities United States Treasur 2040-08-15 0.000000 12200.00 9586.11 U.S. Treasuries (including strips) Federal Home Loan Mor 2049-10-01 4.500000 251077.00 269655.48 Agency Mortgage-Backed Securities United States Treasur 2020-11-15 0.000000 3.00 3.00 U.S. Treasuries (including strips) United States Treasur 2036-02-15 0.000000 1.29 1.08 U.S. Treasuries (including strips) Federal National Mort 2023-11-01 6.000000 2520.00 87.59 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2044-02-15 1.375000 12016000.00 18197646.98 U.S. Treasuries (including strips) Government National M 2047-08-15 4.500000 26559.00 10240.06 Agency Mortgage-Backed Securities Government National M 2069-01-20 4.385000 39723.00 46812.03 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 5.500000 3132.00 20.44 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 309460.00 270020.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-15 4.500000 1663.00 2047.89 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 1000.00 724.62 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.500000 3805.00 29.72 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.000000 81.92 54.24 U.S. Treasuries (including strips) Government National M 2038-04-15 5.000000 3553.00 54.79 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-08-15 0.000000 61.72 44.85 U.S. Treasuries (including strips) Federal Home Loan Mor 2043-04-01 4.000000 5845957.00 3224236.96 Agency Mortgage-Backed Securities Federal National Mort 2034-03-01 6.000000 1388.00 50.77 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2049-05-15 0.000000 963300.00 633776.26 U.S. Treasuries (including strips) Government National M 2036-09-15 6.500000 127740.00 7662.50 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2032-05-15 0.000000 7.44 6.67 U.S. Treasuries (including strips) Government National M 2043-03-15 3.000000 136326.00 96645.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 4.000000 13134272.00 5300849.55 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-04-15 0.125000 9246100.00 10055752.59 U.S. Treasuries (including strips) Federal National Mort 2048-07-01 4.500000 3932330.00 2085676.98 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-05-15 0.000000 23.68 23.00 U.S. Treasuries (including strips) Federal National Mort 2036-08-01 6.000000 5808.00 57.83 Agency Mortgage-Backed Securities United States Treasur 2044-11-15 0.000000 100.00 70.37 U.S. Treasuries (including strips) Federal National Mort 2036-06-01 6.500000 4275580.00 549602.51 Agency Mortgage-Backed Securities Government National M 2045-12-20 2.500000 1000.00 140.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-12-01 7.000000 9951296.00 1293531.45 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-04-30 0.269061 360300.00 360657.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 0.000000 0.03 0.03 U.S. Treasuries (including strips) Federal National Mort 2041-07-25 0.634500 2574.00 408.73 Agency Collateralized Mortgage Obligation Federal National Mort 2036-09-01 3.919000 2000000.00 46632.78 Agency Mortgage-Backed Securities United States Treasur 2039-11-15 0.000000 607065.07 471435.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 3.125000 3205500.00 4400163.64 U.S. Treasuries (including strips) Government National M 2035-07-20 6.000000 2838.00 143.07 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-11-27 0.000000 100.00 99.93 U.S. Treasuries (including strips) Government National M 2044-07-20 3.250000 15269364.00 1237145.80 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-08-15 0.000000 233002.24 231294.57 U.S. Treasuries (including strips) Federal Home Loan Mor 2036-01-01 3.875000 7575.00 58.90 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2040-05-15 4.375000 39876108.00 63398495.75 U.S. Treasuries (including strips) Government National M 2042-08-20 3.250000 4725.00 359.71 Agency Mortgage-Backed Securities United States Treasur 2037-08-15 0.000000 2.30 1.88 U.S. Treasuries (including strips) Government National M 2045-05-15 4.000000 75000.00 24714.54 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2028-11-15 0.000000 45.65 43.05 U.S. Treasuries (including strips) Federal National Mort 2036-07-01 4.000000 1457860.00 806670.00 Agency Mortgage-Backed Securities Government National M 2049-01-20 4.000000 13100000.00 6598515.24 Agency Mortgage-Backed Securities Government National M 2040-04-20 5.000000 1694.00 52.40 Agency Mortgage-Backed Securities Government National M 2043-04-15 2.500000 472730.00 243666.80 Agency Mortgage-Backed Securities Government National M 2050-05-20 2.500000 16502000.00 17362870.35 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2040-02-15 0.000000 53.02 40.96 U.S. Treasuries (including strips) Federal National Mort B1V7KEBTPIMZEU4LTD58 2034-03-01 4.000000 4016483.00 3722530.27 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2033-06-15 5.500000 1724000.00 55046.54 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-03-20 4.500000 870190860.00 115060504.64 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.240000 1450000.00 1485827.61 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-02-15 0.000000 5.97 5.91 U.S. Treasuries (including strips) Federal National Mort 2036-09-01 3.845000 3624.00 60.06 Agency Mortgage-Backed Securities Federal National Mort 2041-01-01 4.000000 29000000.00 5014091.24 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 5.500000 1142.00 21.73 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 4.000000 1936192.00 2015773.30 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-11-20 5.000000 11376854.00 11507627.73 Agency Mortgage-Backed Securities Government National M 2023-05-15 4.000000 1694079.00 53671.38 Agency Mortgage-Backed Securities Government National M 2041-07-20 3.250000 6514360.00 204021.67 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-05-31 1.750000 100.00 103.16 U.S. Treasuries (including strips) Federal National Mort 2049-09-01 3.000000 4508544.00 4286555.20 Agency Mortgage-Backed Securities Federal National Mort 2032-12-01 3.500000 1064608.00 880301.81 Agency Mortgage-Backed Securities Government National M 2046-06-15 5.000000 53477.00 30319.47 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 2372800.00 2430344.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-04-15 3.375000 440000.00 951109.35 U.S. Treasuries (including strips) Federal Home Loan Mor 2044-07-01 4.000000 6666.00 3885.76 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 3.170000 2442812.00 2671656.12 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-05-20 4.500000 34273312.00 4432736.81 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 5008680.00 3066868.81 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-05-20 3.500000 33299608.00 21354440.09 Agency Mortgage-Backed Securities Government National M 2038-12-20 5.500000 5133.00 20.97 Agency Mortgage-Backed Securities Federal National Mort 2026-09-01 4.500000 4365.00 637.40 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 4.000000 720526.00 678669.31 Agency Mortgage-Backed Securities United States Treasur 2038-08-15 0.000000 249.22 199.11 U.S. Treasuries (including strips) Federal National Mort 2048-12-01 5.000000 11210048.00 9303142.95 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 4.500000 1082960.00 1181007.84 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-03-20 3.500000 5877696.00 1594492.95 Agency Mortgage-Backed Securities United States Treasur 2037-02-15 0.000000 7214969.54 5949665.90 U.S. Treasuries (including strips) United States Treasur 2045-05-15 0.000000 4005500.00 2791873.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-05-15 0.000000 43.97 40.56 U.S. Treasuries (including strips) Federal National Mort 2036-07-01 4.128000 2900000.00 66179.57 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2031-11-15 0.000000 1.34 1.21 U.S. Treasuries (including strips) Federal National Mort 2047-02-01 4.000000 172144.00 142938.79 Agency Mortgage-Backed Securities Government National M 2040-08-20 5.000000 1000.00 54.35 Agency Mortgage-Backed Securities Government National M 2040-09-20 4.500000 1092.00 49.31 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 0.04 0.03 U.S. Treasuries (including strips) Federal National Mort 2041-07-01 4.500000 2429.00 609.98 Agency Mortgage-Backed Securities Government National M 2039-02-15 5.500000 200000.00 52372.04 Agency Mortgage-Backed Securities Government National M 2049-03-20 0.900000 1277.00 1027.57 Agency Collateralized Mortgage Obligation Federal National Mort 2045-06-01 3.500000 8900000.00 4961051.39 Agency Mortgage-Backed Securities Government National M 2036-09-15 6.500000 1932965.00 33615.80 Agency Mortgage-Backed Securities Federal National Mort 2023-02-01 6.000000 3835.00 90.83 Agency Mortgage-Backed Securities Government National M 2039-12-20 5.000000 3194.00 101.38 Agency Mortgage-Backed Securities Government National M 2049-03-20 4.000000 21532704.00 13401066.00 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 1100.00 889.52 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-02-01 4.000000 1135.00 247.57 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-02-20 4.000000 44957000.00 24149476.99 Agency Mortgage-Backed Securities Government National M 2033-12-20 3.125000 3908733.00 253486.78 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-03-15 0.000000 2000.00 1838.10 Agency Debentures and Agency Strips Government National M 549300M8ZYFG0OCMTT87 2047-11-20 3.000000 12283812.00 8698543.80 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2027-08-15 0.000000 474312.46 454379.95 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2041-08-20 4.000000 40124240.00 6671377.33 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 21520768.00 15243280.47 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2034-01-01 3.500000 1032.00 345.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 4.500000 727981.00 780892.25 Agency Mortgage-Backed Securities Government National M 2041-09-20 3.625000 13303.00 860.29 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-12-20 3.000000 49161057.00 17371779.38 Agency Mortgage-Backed Securities United States Treasur 2047-08-15 0.000000 40.96 26.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 6.500000 100.00 139.21 U.S. Treasuries (including strips) Government National M 2037-01-15 6.500000 999859.00 25771.72 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-10-31 3.000000 9943600.00 11397581.29 U.S. Treasuries (including strips) Federal Farm Credit B 2038-01-25 3.540000 1000.00 1025.48 Agency Debentures and Agency Strips Government National M 549300M8ZYFG0OCMTT87 2048-06-20 4.500000 4776.00 2343.36 Agency Mortgage-Backed Securities Federal National Mort 2030-05-01 4.500000 1227.00 91.55 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2035-05-15 0.000000 5.45 4.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.125000 5996000.00 6820589.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-02-15 0.000000 0.02 0.02 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2041-11-20 4.000000 1139.00 201.72 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 4.500000 198016.00 143051.33 Agency Mortgage-Backed Securities Government National M 2047-10-15 4.500000 27514.00 11229.32 Agency Mortgage-Backed Securities Government National M 2049-09-20 3.500000 2354821.00 1061724.12 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.000000 83.19 61.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 0.000000 445.82 291.62 U.S. Treasuries (including strips) Federal National Mort 2029-05-15 0.000000 2000.00 1778.32 Agency Debentures and Agency Strips Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2042-12-01 3.000000 2518480.00 1251459.67 Agency Mortgage-Backed Securities Government National M 2045-07-20 3.500000 8711906.00 806866.87 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 1648.00 1788.86 Agency Mortgage-Backed Securities Federal National Mort 2022-09-01 6.000000 2632.00 46.50 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 5.500000 1002.00 71.58 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 3.000000 1001.00 217.40 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-11-01 2.500000 7738992.00 6183146.88 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-10-20 4.000000 1831392.00 308466.75 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2029-01-15 2.500000 7495100.00 11588910.12 U.S. Treasuries (including strips) Government National M 2049-07-20 0.850000 1000.00 889.40 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2023-02-28 1.500000 100.00 104.03 U.S. Treasuries (including strips) Government National M 2043-06-20 3.875000 1633020.00 189796.87 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2028-05-15 0.000000 14.94 14.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 0.000000 8.00 8.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.500000 2534400.00 2585527.50 U.S. Treasuries (including strips) United States Treasur 2036-05-15 0.000000 74.01 61.91 U.S. Treasuries (including strips) Government National M 2045-12-15 4.500000 73029.00 31641.20 Agency Mortgage-Backed Securities Government National M 2024-09-15 4.000000 1004.00 65.51 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 7070600.00 7059287.04 U.S. Treasuries (including strips) Government National M 2040-07-15 5.000000 573988.00 97391.98 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 14671856.00 10423042.30 Agency Mortgage-Backed Securities Government National M 2047-07-15 4.500000 149282.00 52129.60 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 4.000000 287087.00 274367.70 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2034-11-15 0.000000 10.24 8.80 U.S. Treasuries (including strips) Federal National Mort 2050-02-01 4.000000 6181816.00 6616026.88 Agency Mortgage-Backed Securities United States Treasur 2048-11-15 0.000000 10382500.00 6894395.30 U.S. Treasuries (including strips) Y Fitch Long Rating AA- 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0012 1000000000.00 1000000000.00 0.0051 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.090 0QK005K32 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2022-09-01 6.000000 3267.31 57.72 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-05-01 5.000000 2455.50 76.50 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 5.500000 5490.47 392.24 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.000000 1502.45 37.59 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 3.845000 8984010.58 148880.51 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2034-05-01 5.000000 471753.05 16602.43 Agency Mortgage-Backed Securities Federal National Mort 2034-07-01 3.625000 7558652.48 460635.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-03-01 4.500000 1640034.00 1331514.51 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2032-04-01 3.500000 144005.01 37796.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-05-01 2.735000 911130.00 17462.69 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 3.000000 5480269.28 4991737.02 Agency Mortgage-Backed Securities Federal National Mort 2034-03-01 6.000000 1890534.62 69157.32 Agency Mortgage-Backed Securities Federal National Mort 2041-11-01 4.000000 4550958.59 920453.75 Agency Mortgage-Backed Securities Federal National Mort 2035-12-01 3.810000 1822260.00 7684.67 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 1199.96 31.42 Agency Mortgage-Backed Securities Federal National Mort 2037-12-01 5.500000 2735.21 96.87 Agency Mortgage-Backed Securities Federal National Mort 2036-03-01 6.000000 3558.87 134.01 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 4.000000 788462.75 482849.45 Agency Mortgage-Backed Securities Federal National Mort 2027-04-01 3.882000 8061.68 229.65 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2034-01-01 3.500000 597220.20 200149.81 Agency Mortgage-Backed Securities Federal National Mort 2035-06-01 3.297000 3114336.19 22224.79 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 5803169.20 4692753.64 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 6.000000 5726.45 148.00 Agency Mortgage-Backed Securities Federal National Mort 2039-04-01 6.000000 925.71 60.09 Agency Mortgage-Backed Securities Federal National Mort 2046-05-01 4.000000 98807.49 49837.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-11-01 4.094000 1822260.00 96041.12 Agency Mortgage-Backed Securities Federal National Mort 2041-09-01 3.784000 1118.87 82.24 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 2726342.41 2504582.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-11-15 0.684750 2983.04 147.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2043-03-01 3.651000 2733390.00 144113.32 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 10022.43 16065.72 Agency Debentures and Agency Strips Federal Home Loan Mor 2036-01-01 3.875000 216175.61 1680.91 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.500000 2144963.11 1654665.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-09-01 4.000000 272511.69 22763.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-05-01 4.000000 4824122.65 2528024.25 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 1546734.29 1581576.20 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.000000 567619.41 470074.62 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 1395.85 715.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-11-01 3.570000 1822260.00 56243.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-01-01 3.000000 12047373.60 6294016.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 4.500000 954.86 781.24 Agency Mortgage-Backed Securities Federal National Mort 2035-03-01 3.937000 1822260.00 94646.50 Agency Mortgage-Backed Securities Federal National Mort 2030-11-15 0.000000 274250.13 238812.35 Agency Debentures and Agency Strips Federal Home Loan Mor 2045-04-15 3.000000 704660.65 863706.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2047-12-01 4.500000 131768.53 114690.37 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 83883.18 69651.92 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 4.500000 12978235.03 13923286.35 Agency Mortgage-Backed Securities Federal National Mort 2023-02-01 6.000000 8743.20 207.08 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 21367150.17 15179450.38 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 6.000000 8445799.71 84099.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-10-01 4.000000 3593119.51 2678706.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-11-01 4.000000 1471474.95 35207.80 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.500000 6875.39 53.70 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 16078636.40 9697488.11 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 6.000000 1185.38 4.23 Agency Mortgage-Backed Securities Federal National Mort 2040-10-01 4.000000 9983.25 3149.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-11-15 5.500000 13663761.96 2311551.61 Agency Collateralized Mortgage Obligation Federal National Mort 2048-07-01 4.500000 33864.88 26386.90 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 3747597.05 2654684.31 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2032-07-15 6.500000 7670.80 927.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 1934569.53 1268392.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 4.500000 1085089.32 1218636.12 Agency Mortgage-Backed Securities Federal National Mort 2038-09-01 3.414000 5388.42 366.33 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 10989047.82 7541999.51 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 346828.01 183954.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-11-01 6.500000 2019.06 6.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-15 0.000000 1514298.06 1273267.24 Agency Debentures and Agency Strips Federal Home Loan Mor 2050-04-01 5.000000 29468.68 32234.47 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2046-12-01 2.500000 42677.33 34596.96 Agency Mortgage-Backed Securities Federal National Mort 2039-07-01 6.000000 2403.56 451.45 Agency Mortgage-Backed Securities Federal National Mort 2035-06-01 3.155000 1822260.00 25724.53 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 2004216.31 1076193.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 2.155000 577610.86 598902.16 Agency Mortgage-Backed Securities Federal National Mort 2035-07-01 4.501000 1822260.00 80581.59 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 32217.56 22124.57 Agency Mortgage-Backed Securities Federal National Mort 2023-11-01 6.000000 2912.88 101.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-01-01 7.500000 321913.16 22786.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-01-01 3.500000 22184.19 11698.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-12-01 3.500000 635634.36 441757.06 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 62149.09 64943.70 Agency Mortgage-Backed Securities Federal National Mort 2036-02-01 6.000000 3608274.34 109228.60 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.500000 2608571.57 2158859.34 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 5.500000 13657.84 259.94 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 91113000.00 91113000.00 0.0005 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.090 0QK005K24 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2050-06-01 3.000000 744140.00 775647.38 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 16505.00 17542.12 Agency Mortgage-Backed Securities Government National M 2048-12-20 0.890000 37909812.00 30118517.42 Agency Collateralized Mortgage Obligation Government National M 2041-08-20 3.250000 19988315.00 342040.38 Agency Mortgage-Backed Securities Government National M 2040-09-15 4.500000 3000000.00 665736.89 Agency Mortgage-Backed Securities Federal National Mort 2043-11-01 4.000000 17599000.00 8926044.41 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-03-20 3.500000 24495101.00 6644995.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-03-01 7.000000 3312594.00 1792562.08 Agency Mortgage-Backed Securities Government National M 2048-04-20 3.500000 2219271.00 455875.20 Agency Mortgage-Backed Securities Government National M 2049-07-20 3.000000 1200002.00 1000405.12 Agency Mortgage-Backed Securities Government National M 2033-08-15 5.500000 2000000.00 190420.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-09-01 3.500000 30000000.00 8933423.11 Agency Mortgage-Backed Securities Government National M 2047-07-15 4.500000 38472.00 20430.34 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-02-15 0.000000 21669.36 21548.44 U.S. Treasuries (including strips) Federal Home Loan Mor 2047-03-01 4.000000 9775460.00 7302936.75 Agency Mortgage-Backed Securities Government National M 2045-06-20 3.000000 1000.00 162.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-03-01 3.000000 17074177.00 8507860.21 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-05-15 0.000000 0.48 0.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-07-15 0.750000 56255800.00 65083585.83 U.S. Treasuries (including strips) Federal Home Loan Mor 2049-09-01 4.500000 597903.00 641359.89 Agency Mortgage-Backed Securities Government National M 2032-06-15 6.500000 3039960.00 115170.65 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-05-20 4.500000 16215168.00 2097187.81 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 22074700.00 22039380.48 U.S. Treasuries (including strips) Federal Home Loan Mor 2036-10-01 5.500000 1304900.00 116462.98 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.000000 3739904.00 3823158.42 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 3.960000 2000000.00 62033.28 Agency Mortgage-Backed Securities Government National M 2041-09-20 3.625000 1734871.00 112192.66 Agency Mortgage-Backed Securities Federal National Mort 2037-12-01 5.500000 3400256.00 120418.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-04-01 7.000000 2069632.00 12999.44 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-11-20 3.500000 37620544.00 38327125.08 Agency Mortgage-Backed Securities Government National M 2044-10-20 3.125000 2217672.00 211428.81 Agency Mortgage-Backed Securities Government National M 2048-06-20 4.500000 52217.00 27896.35 Agency Mortgage-Backed Securities Government National M 2048-11-20 4.000000 9215798.00 4759905.06 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-06-30 1.375000 17033800.00 17643252.33 U.S. Treasuries (including strips) Federal Home Loan Mor 2023-06-01 5.000000 40500.00 897.38 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 2889000.00 1564645.83 Agency Mortgage-Backed Securities Government National M 2047-06-15 4.000000 306587.00 164032.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-03-01 4.500000 34445222.00 8283948.03 Agency Mortgage-Backed Securities Government National M 2042-09-20 3.250000 2614232.00 189311.09 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2046-12-01 2.500000 8249648.00 6687688.90 Agency Mortgage-Backed Securities Government National M 2034-08-20 3.250000 5120833.00 168773.34 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 3.500000 1895960.00 1417563.96 Agency Mortgage-Backed Securities Government National M 2028-09-15 6.500000 31352499.00 155084.49 Agency Mortgage-Backed Securities Government National M 2048-04-20 3.500000 633887.00 337745.06 Agency Mortgage-Backed Securities Government National M 2049-09-20 4.000000 825285.00 662833.90 Agency Mortgage-Backed Securities Government National M 2048-10-20 0.820000 20600192.00 15508698.42 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2048-11-20 3.500000 350749.00 236970.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-11-01 6.500000 2323300.00 7413.23 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-02-20 3.000000 2994372.00 1955691.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 4.500000 1457469.00 1564229.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 4.500000 44366.00 38615.84 Agency Mortgage-Backed Securities Government National M 2043-06-20 3.875000 3226005.00 374868.16 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-04-20 4.500000 50000000.00 24182378.45 Agency Mortgage-Backed Securities Government National M 2035-05-15 6.500000 4999000.00 231355.84 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-11-15 0.000000 7.96 7.92 U.S. Treasuries (including strips) Federal Home Loan Mor 2046-02-01 2.916000 1000000.00 428560.70 Agency Mortgage-Backed Securities Federal Home Loan Ban 2038-08-17 4.250000 2630000.00 2681420.15 Agency Debentures and Agency Strips Government National M 2041-08-20 3.750000 1879.00 71.48 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 4.000000 37640256.00 39187344.56 Agency Mortgage-Backed Securities Federal National Mort 2027-04-01 3.882000 22300339.00 635259.90 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-02-15 0.000000 0.02 0.02 U.S. Treasuries (including strips) Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2034-04-01 4.000000 14765418.00 5549381.88 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-08-15 0.000000 9371.72 9167.15 U.S. Treasuries (including strips) Government National M 2038-12-20 5.500000 4379.00 17.89 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.000000 4000000.00 3436753.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-03-01 3.500000 608900.00 480297.55 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 340800.00 196900.72 Agency Mortgage-Backed Securities Government National M 2045-06-15 2.500000 33534.00 15252.94 Agency Mortgage-Backed Securities Government National M 2048-10-15 5.500000 90291.00 46746.62 Agency Mortgage-Backed Securities Federal National Mort 2044-06-01 5.000000 3894096.00 1804683.95 Agency Mortgage-Backed Securities Government National M 2043-07-20 3.250000 1480568.00 86944.09 Agency Mortgage-Backed Securities Government National M 2026-12-15 2.500000 2264897.00 404596.02 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-11-20 3.000000 6457950.00 6682501.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-08-01 3.500000 6883740.00 5630260.49 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2042-08-01 2.891000 2000000.00 59215.75 Agency Mortgage-Backed Securities Government National M 2043-01-20 2.750000 557626.00 66325.09 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 9010900.00 4932448.51 Agency Mortgage-Backed Securities Government National M 2045-11-15 4.500000 104388.00 47631.41 Agency Mortgage-Backed Securities Government National M 2042-04-20 3.875000 54078.00 7781.88 Agency Mortgage-Backed Securities Government National M 2024-09-15 4.000000 1125270.00 73422.07 Agency Mortgage-Backed Securities Government National M 2049-09-20 3.500000 2739788.00 1235295.17 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2049-04-20 4.000000 875198.00 503155.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 4.500000 13255.00 10844.81 Agency Mortgage-Backed Securities Federal National Mort 2046-06-01 2.555000 1879056.00 597261.01 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 4.500000 489370.00 457738.34 Agency Mortgage-Backed Securities Government National M 2043-06-20 3.875000 366980.00 42652.05 Agency Mortgage-Backed Securities Federal Home Loan Ban 2032-07-14 3.200000 150000.00 152307.83 Agency Debentures and Agency Strips Federal National Mort 2048-07-01 4.500000 5150936.00 4013515.15 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 2.500000 1430246.00 1162582.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-09-01 6.500000 5755.00 68.61 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-05-31 0.250000 15673700.00 15659200.54 U.S. Treasuries (including strips) Government National M 2049-03-20 0.900000 6939997.00 5584443.02 Agency Collateralized Mortgage Obligation Government National M 2041-09-15 4.000000 67407.00 18808.46 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-12-01 3.000000 974436.00 746832.40 Agency Mortgage-Backed Securities Government National M 2042-07-20 3.250000 491391.00 47159.93 Agency Mortgage-Backed Securities Government National M 2043-04-15 2.500000 366270.00 202396.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 3.000000 3709804.00 3379097.82 Agency Mortgage-Backed Securities Government National M 2040-03-20 5.000000 4986234.00 136555.25 Agency Mortgage-Backed Securities Federal National Mort 2032-12-01 3.500000 541753.00 447964.08 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.500000 15186773.00 15960812.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-04-15 3.000000 4109333.00 5036831.17 Agency Collateralized Mortgage Obligation Federal National Mort 2048-07-01 4.000000 142000000.00 79023440.03 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2030-05-15 0.000000 109000.00 95863.32 Agency Debentures and Agency Strips Government National M 549300M8ZYFG0OCMTT87 2048-10-20 4.500000 16168588.00 8218101.84 Agency Mortgage-Backed Securities United States Treasur 2035-11-15 0.000000 34378792.96 29002396.67 U.S. Treasuries (including strips) Federal Home Loan Mor 2044-11-01 4.000000 9304157.00 3755056.73 Agency Mortgage-Backed Securities Government National M 2025-12-15 3.500000 6600000.00 639135.67 Agency Mortgage-Backed Securities Government National M 2043-08-20 3.250000 513125.00 66995.38 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 3.845000 1231.00 20.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-07-01 4.000000 2819206.00 2626911.69 Agency Mortgage-Backed Securities Government National M 2047-04-15 5.000000 273360.00 140127.65 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.000000 6231944.00 5171848.14 Agency Mortgage-Backed Securities Government National M 2045-09-20 3.500000 15400362.00 1845089.15 Agency Mortgage-Backed Securities Government National M 2033-08-15 5.500000 734526.00 45074.04 Agency Mortgage-Backed Securities Government National M 2042-08-20 3.250000 9064976.00 690099.08 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.875000 26151000.00 27055933.37 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2040-03-15 5.500000 389899.00 169623.84 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-10-20 4.000000 1473661.00 828054.62 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-06-01 6.000000 1084188.00 7740.97 Agency Mortgage-Backed Securities Government National M 2045-07-15 4.000000 134086.00 62414.36 Agency Mortgage-Backed Securities Government National M 2046-08-20 3.000000 432277.00 413551.52 Agency Mortgage-Backed Securities Government National M 2042-11-20 3.125000 307116.00 39289.38 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 3247360.00 1958576.23 Agency Mortgage-Backed Securities Government National M 2047-01-15 4.000000 233168.00 132769.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-12-01 4.000000 500000.00 18490.89 Agency Mortgage-Backed Securities Government National M 2049-06-20 3.000000 685610.00 538908.97 Agency Mortgage-Backed Securities Government National M 2047-11-20 5.000000 4531896.00 2333088.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 4.500000 95896.00 105520.34 Agency Mortgage-Backed Securities Government National M 2034-11-20 5.500000 1476460.00 69371.27 Agency Mortgage-Backed Securities Federal Home Loan Ban 2029-02-22 3.500000 160000.00 164491.75 Agency Debentures and Agency Strips Federal Home Loan Mor 2031-10-01 7.000000 11086512.00 816782.44 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2040-06-20 5.000000 346798080.00 39489468.40 Agency Mortgage-Backed Securities Government National M 2043-10-20 3.125000 4913208.00 576674.32 Agency Mortgage-Backed Securities Government National M 2035-08-15 5.000000 641868.00 52991.08 Agency Mortgage-Backed Securities Federal Farm Credit B 2038-04-05 3.980000 3669000.00 3754991.17 Agency Debentures and Agency Strips Federal National Mort 2036-05-01 3.895000 4630000.00 26057.22 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-01-20 4.000000 173750.00 88296.30 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-03-20 4.500000 32833472.00 4341387.66 Agency Mortgage-Backed Securities Government National M 2039-12-20 5.000000 213865.00 6788.02 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-06-20 4.500000 230929.00 167384.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-11-15 0.684750 1000.00 49.41 Agency Collateralized Mortgage Obligation Government National M 2036-07-15 6.500000 2499249.00 11176.69 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 5687424.00 5815539.54 Agency Mortgage-Backed Securities Government National M 2041-08-20 3.250000 25086276.00 1654185.36 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2043-07-01 3.000000 20106105.00 10621947.11 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2038-04-20 5.000000 5998960.00 282147.02 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-11-20 3.500000 8850011.00 3748427.87 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-10-20 3.000000 481677.00 294620.49 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-03-20 4.000000 3293280.00 1839049.37 Agency Mortgage-Backed Securities Government National M 2047-12-15 5.000000 281838.00 168207.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-12-01 4.000000 379851.00 166562.70 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 4.500000 2614027.00 2850716.65 Agency Mortgage-Backed Securities Federal National Mort 2039-09-01 2.500000 3499821.00 3124105.77 Agency Mortgage-Backed Securities Government National M 2048-09-20 3.500000 975395.00 488560.21 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2048-08-15 0.000000 95522700.00 63475598.33 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2034-07-20 5.500000 1586950.00 72931.99 Agency Mortgage-Backed Securities Government National M 2049-07-20 3.500000 1675639.00 1321507.21 Agency Mortgage-Backed Securities Government National M 2042-09-20 3.250000 6235520.00 514067.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-08-01 3.500000 194223.00 7051.92 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 745990.29 531159.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 8.000000 200.00 223.54 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2050-06-20 2.500000 37647066.00 39704436.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-01-01 3.500000 132514.00 69877.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-05-01 5.500000 1195000.00 6021.80 Agency Mortgage-Backed Securities Government National M 2048-06-20 4.000000 856455.00 372984.25 Agency Mortgage-Backed Securities Government National M 2038-04-15 5.000000 14970646.00 230843.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 5.000000 1343219.00 889349.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-01-01 3.875000 2918.00 22.69 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.500000 74800500.00 76309481.38 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2033-06-20 3.500000 865800.00 535409.53 Agency Mortgage-Backed Securities Federal National Mort 2046-12-01 3.000000 63903.00 48748.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-07-01 4.000000 1142333.00 665891.89 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-05-15 0.000000 5.12 5.11 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2045-12-20 3.000000 24632000.00 12066981.78 Agency Mortgage-Backed Securities Government National M 2041-07-20 3.250000 26358570.00 1142637.38 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-12-20 4.500000 3292672.00 1514411.57 Agency Mortgage-Backed Securities Government National M 2047-09-15 4.500000 205099.00 110348.68 Agency Mortgage-Backed Securities Government National M 2042-10-20 3.125000 1611.00 26.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-15 4.500000 426132.00 524757.04 Agency Collateralized Mortgage Obligation Federal National Mort 2049-09-01 3.000000 44428656.00 42241106.33 Agency Mortgage-Backed Securities Government National M 2024-09-15 4.000000 10000000.00 622009.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-11-01 6.500000 5721680.00 18027.98 Agency Mortgage-Backed Securities Federal National Mort 2028-09-01 3.500000 2990400.00 902398.34 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 8709592.00 5737397.87 Agency Mortgage-Backed Securities Government National M 2041-07-20 3.750000 10483614.00 285737.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-03-01 4.000000 772674.00 539042.09 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 899999999.82 899999999.82 0.0046 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.140 0QK005K16 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasur 254900HROIFWPRGM1V77 2031-02-15 0.000000 29608630.49 27033863.98 U.S. Treasuries (including strips) Government National M 2025-02-20 9.500000 11521.00 57.54 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 3.500000 1910000.00 1743178.80 Agency Mortgage-Backed Securities Government National M 2039-12-20 5.000000 2695.00 85.54 Agency Mortgage-Backed Securities Federal National Mort 2039-04-01 6.000000 1248.00 81.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-04-01 5.000000 1249990.00 1263958.35 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 3352600.00 3347235.84 U.S. Treasuries (including strips) Federal National Mort 2047-11-01 3.500000 525000.00 403448.59 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-10-20 4.500000 5240024.00 2663377.34 Agency Mortgage-Backed Securities Government National M 2047-10-15 4.000000 36052.00 36577.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 4.500000 842796.00 733563.52 Agency Mortgage-Backed Securities Government National M 2049-08-20 3.000000 25002223.00 23349727.72 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-12-20 4.000000 5984440.00 1543587.10 Agency Mortgage-Backed Securities Government National M 2039-09-15 5.000000 12889027.00 2277362.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-05-01 4.000000 1702550.00 415878.35 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-06-20 3.500000 49998000.00 13971524.27 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 2067741.00 1921079.82 Agency Mortgage-Backed Securities Federal National Mort 2044-03-01 4.500000 4013492.00 2241109.43 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-05-20 4.500000 26040796.00 3367984.83 Agency Mortgage-Backed Securities Federal National Mort 2056-04-01 4.000000 6680000.00 4537576.86 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-10-01 2.500000 2999928.00 2395535.78 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.000000 5452104.00 4524664.20 Agency Mortgage-Backed Securities Government National M 2045-09-20 3.500000 561108.00 67225.32 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2041-04-01 4.500000 126148.00 17574.57 Agency Mortgage-Backed Securities Government National M 2047-09-20 4.500000 1737550.00 611506.66 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 5.000000 2015.00 2040.28 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-11-20 3.500000 1799990.00 762386.93 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.347000 1000.00 1042.53 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.000000 30000000.00 31625908.51 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.000000 45698027.00 37844869.90 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 4.500000 1129045.00 1250696.63 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 2792960.00 1684514.51 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.500000 3684010.00 4118983.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-15 4.500000 544243.00 670203.94 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2034-02-01 4.000000 2781008.00 606600.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-04-01 4.000000 15349806.00 16214240.49 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 4.000000 3080046.00 2597082.94 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-04-20 4.500000 900000.00 354214.24 Agency Mortgage-Backed Securities Government National M 2042-09-20 3.250000 465870.00 31610.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-12-01 4.500000 5200000.00 3757948.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-08-01 4.500000 7957869.00 6869084.04 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.000000 13829431.00 346045.52 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 6.000000 1070.00 10.65 Agency Mortgage-Backed Securities Government National M 2042-05-20 3.500000 2023318.00 372023.30 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-06-20 4.000000 4206136.00 2175301.24 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 933305.00 1013080.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-03-01 3.500000 1997053.00 939001.48 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.000000 2037922.00 2247484.83 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-06-20 4.500000 3555120.00 466111.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-07-01 4.000000 198485.00 115701.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-11-01 6.500000 3874.00 12.21 Agency Mortgage-Backed Securities Government National M 2042-10-20 3.125000 2599.00 43.37 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 5.500000 2099.00 13.70 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-09-20 3.000000 2775840.00 1691060.64 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-03-20 4.000000 149336873.00 83393420.15 Agency Mortgage-Backed Securities Government National M 2049-09-20 3.500000 1885.00 849.89 Agency Collateralized Mortgage Obligation Government National M 2049-03-20 4.000000 1000.00 478.28 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 2.500000 253544.00 259800.65 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-11-20 3.000000 50000000.00 21251647.54 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-10-20 3.000000 7360440.00 4502055.19 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 3.500000 890649.00 241005.11 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 19030193.00 14532825.66 Agency Mortgage-Backed Securities Federal National Mort 2036-01-01 6.000000 1001.00 16.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-01-01 4.500000 4318697.00 1986939.64 Agency Mortgage-Backed Securities Government National M 2042-08-20 3.250000 4996.00 380.34 Agency Mortgage-Backed Securities Government National M 2050-04-20 3.000000 96719.00 101250.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 3.000000 2865451.00 3055685.32 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-03-20 4.500000 7027432.00 929198.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-01-01 3.000000 675217.00 381676.04 Agency Mortgage-Backed Securities Government National M 2042-09-20 3.000000 44407210.00 16118708.82 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 4.000000 18646304.00 11418875.09 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-04-20 4.000000 1040.00 597.90 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2039-11-15 5.000000 19769995.00 3482752.92 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-10-01 2.500000 12962307.00 10036914.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 4.500000 3920063.00 3207267.06 Agency Mortgage-Backed Securities Government National M 2048-04-20 3.500000 12889673.00 6213176.52 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-11-20 3.000000 8491755.00 8787024.14 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-11-20 3.500000 7124184.00 4813186.80 Agency Mortgage-Backed Securities United States Treasur 2037-11-15 0.000000 20.18 16.39 U.S. Treasuries (including strips) Government National M 2038-12-20 5.500000 5263.00 21.50 Agency Mortgage-Backed Securities Government National M 2041-08-15 4.500000 292747.00 129594.80 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 99659200.00 57579132.21 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 4705879.00 2495961.30 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.500000 2502220.00 2070842.55 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-02-20 3.000000 56511840.00 36909156.84 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- 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 2020-08-28 2020-08-28 2020-08-28 N N N 0.0014 500000000.00 500000000.00 0.0026 N N N Y BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 0.090 0SB001WK6 0001675365 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2065-07-20 4.530000 1489077.10 1385423.24 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.980000 429557.94 455364.01 Agency Mortgage-Backed Securities Government National M 2068-06-20 4.271000 1011822.66 1054588.73 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 24100030.40 18026546.44 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 22074609.00 14472304.61 Agency Mortgage-Backed Securities Government National M 2068-12-20 3.682000 962335.43 938351.18 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.379000 1162939.92 1267852.88 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.127000 3511927.66 3766848.69 Agency Mortgage-Backed Securities Government National M 2064-09-20 4.491000 941571.00 729726.96 Agency Mortgage-Backed Securities Government National M 2064-09-20 4.695000 968691.73 820498.81 Agency Mortgage-Backed Securities Government National M 2069-12-20 3.868000 8276653.55 9325836.77 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 17471387.30 18556888.16 Agency Mortgage-Backed Securities Government National M 2064-11-20 4.467000 1185682.00 945837.42 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 2.705000 19222045.38 17569596.72 Agency Mortgage-Backed Securities Government National M 2070-05-20 2.627000 360292.14 377225.22 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.372000 3510414.17 3791224.92 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.500000 18336447.98 19189193.91 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.410000 657071.14 536131.78 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.288000 3488420.47 3722459.54 Agency Mortgage-Backed Securities Federal National Mort 2036-03-01 3.000000 21446895.00 17277872.50 Agency Mortgage-Backed Securities Government National M 2070-03-20 4.485000 1574088.76 1356054.62 Agency Mortgage-Backed Securities Government National M 2059-12-20 1.580000 313857.00 138997.84 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-05-01 3.000000 21775747.39 16449275.47 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.401000 1718781.02 1798686.16 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.197000 7014838.91 7866206.55 Agency Mortgage-Backed Securities Government National M 2070-04-20 3.501000 2059293.54 2233929.64 Agency Mortgage-Backed Securities Government National M 2070-04-20 2.793000 394168.82 409775.75 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 23226464.19 17988705.13 Agency Mortgage-Backed Securities Government National M 2059-10-20 1.610000 69746.00 15214.00 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.791000 5166785.77 5614134.78 Agency Mortgage-Backed Securities Government National M 2058-08-20 1.261000 69746.00 27612.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-05-01 2.500000 40365497.50 18203642.37 Agency Mortgage-Backed Securities Government National M 2068-07-20 4.117000 1724591.56 1142911.92 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 17436500.00 14534088.41 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.589000 5443486.29 5765622.55 Agency Mortgage-Backed Securities Government National M 2063-10-20 4.713000 672785.26 492419.18 Agency Mortgage-Backed Securities Government National M 2065-09-20 4.665000 116127.09 94253.34 Agency Mortgage-Backed Securities Federal National Mort 2058-05-01 4.000000 16739040.00 14844728.33 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 5.000000 19741130.68 16863501.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-10-01 3.000000 26760842.74 19560945.93 Agency Mortgage-Backed Securities Government National M 2069-12-20 3.684000 4161832.05 4637528.89 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.500000 21414355.00 14587057.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-07-01 3.000000 38855299.92 41205605.20 Agency Mortgage-Backed Securities Government National M 2069-05-20 4.352000 1068047.70 1227893.95 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.208000 12785.84 13732.11 Agency Mortgage-Backed Securities Government National M 2065-10-20 2.943000 918117.51 697406.44 Agency Mortgage-Backed Securities Government National M 2064-03-20 4.700000 1883142.00 1193505.49 Agency Mortgage-Backed Securities Government National M 2062-05-20 5.237000 355697.63 259171.50 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.403000 5489288.14 5986140.93 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.578000 4301434.94 4574294.54 Agency Mortgage-Backed Securities Government National M 2060-07-20 2.123000 69746.00 24244.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-12-01 4.500000 12440739.09 9382309.06 Agency Mortgage-Backed Securities Government National M 2067-05-20 4.325000 62073.94 77870.62 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 2.946000 24565591.57 14309418.79 Agency Mortgage-Backed Securities Government National M 2070-05-20 1.304000 1280764.28 1295444.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 4.000000 15722356.39 17034567.19 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 4.000000 14647670.62 15573932.89 Agency Mortgage-Backed Securities Government National M 2065-01-20 4.547000 958277.26 966932.58 Agency Mortgage-Backed Securities Government National M 2070-03-20 1.019000 356737.54 345876.68 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 23477395.65 19197175.61 Agency Mortgage-Backed Securities Government National M 2066-11-20 4.539000 1157364.78 1279149.37 Agency Mortgage-Backed Securities Government National M 2070-05-20 3.259000 471950.26 533648.93 Agency Mortgage-Backed Securities Federal National Mort 2043-10-01 3.500000 18622592.80 16356595.60 Agency Mortgage-Backed Securities Government National M 2069-06-20 4.212000 5424445.28 6010148.21 Agency Mortgage-Backed Securities Government National M 2070-04-20 2.662000 3455094.44 3798277.47 Agency Mortgage-Backed Securities Government National M 2066-02-20 4.564000 486802.67 427907.41 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.416000 3135127.69 3371605.26 Agency Mortgage-Backed Securities Government National M 2063-11-20 4.615000 1921408.84 1635074.03 Agency Mortgage-Backed Securities Government National M 2070-04-20 4.010000 381371.48 407451.44 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-04-01 3.000000 11507992.70 8966888.63 Agency Mortgage-Backed Securities Government National M 2067-08-20 4.700000 175411.19 202478.47 Agency Mortgage-Backed Securities Government National M 2067-05-20 4.700000 127983.91 146520.64 Agency Mortgage-Backed Securities Government National M 2067-04-20 4.632000 1150802.37 1418865.47 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.115000 682468.45 706297.11 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.131000 3504753.24 3782611.77 Agency Mortgage-Backed Securities Government National M 2067-03-20 4.628000 1671618.42 1739014.72 Agency Mortgage-Backed Securities Government National M 2070-04-20 1.316000 1324392.50 1323279.36 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.857000 4534115.27 4876104.51 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 17701186.42 18256248.18 Agency Mortgage-Backed Securities Government National M 2070-03-20 1.266000 792546.12 634591.01 Agency Mortgage-Backed Securities Government National M 2070-03-20 1.912000 366586.37 364352.83 Agency Mortgage-Backed Securities Government National M 2067-10-20 4.632000 2986558.24 3392053.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-03-01 4.000000 25846907.89 14869691.77 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 4.000000 14193311.00 15088244.99 Agency Mortgage-Backed Securities Government National M 2069-02-20 4.349000 532223.71 664360.37 Agency Mortgage-Backed Securities Government National M 2064-11-20 4.626000 1117958.63 1017112.88 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 2.697000 18133960.00 18231378.30 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.103000 6982230.56 7610709.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 3.000000 15457457.25 16121942.91 Agency Mortgage-Backed Securities Government National M 2070-01-20 3.660000 10613499.56 11582677.15 Agency Mortgage-Backed Securities Government National M 2069-04-20 4.332000 1061565.85 1317727.27 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-05-01 4.000000 18137391.85 17490596.66 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.059000 873259.33 872712.56 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.324000 350709.04 369494.33 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 18421023.73 19047575.49 Agency Mortgage-Backed Securities Government National M 2070-04-20 3.355000 3100558.08 3341970.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.000000 25840893.00 18075979.38 Agency Mortgage-Backed Securities Government National M 2064-10-20 4.600000 1310701.36 937625.15 Agency Mortgage-Backed Securities Government National M 2066-02-20 3.180000 434423.42 307651.93 Agency Mortgage-Backed Securities Government National M 2067-03-20 4.511000 219351.17 255430.84 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.920000 8584920.06 9616345.16 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 17502747.89 18654207.58 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 17436500.00 18750191.11 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-06-01 2.500000 16308486.43 17113504.13 Agency Mortgage-Backed Securities Government National M 2060-07-20 1.398000 69746.00 27910.96 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.239000 1306159.85 1421162.44 Agency Mortgage-Backed Securities Government National M 2061-06-20 4.847000 569476.09 296874.01 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 18657055.00 16049854.52 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.964000 3341969.56 3359257.61 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 3.500000 18435500.55 15733273.53 Agency Mortgage-Backed Securities Federal National Mort 2044-09-01 3.724000 14488976.50 14953577.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-10-01 3.500000 33519459.26 15914345.98 Agency Mortgage-Backed Securities Government National M 2060-01-20 1.610000 313857.00 124602.56 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-07-01 2.500000 38662945.33 17326400.77 Agency Mortgage-Backed Securities Government National M 2059-12-20 1.543000 104619.00 30912.43 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-01-01 2.500000 18751212.10 18438422.49 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.524000 3539799.21 3864418.88 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.141000 2659499.02 2779049.50 Agency Mortgage-Backed Securities Government National M 2067-04-20 4.651000 1446375.46 1503034.54 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-06-01 2.000000 18313998.14 18969568.05 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 2.684000 18482690.00 16933679.52 Agency Mortgage-Backed Securities Federal National Mort 2044-01-01 4.000000 31559168.41 15658504.16 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 4.000000 17034031.40 15803720.38 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.807000 3489113.40 3823050.69 Agency Mortgage-Backed Securities Government National M 2070-05-20 3.291000 3115802.12 3373582.03 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 5.000000 18306076.74 17749360.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-03-01 4.000000 51011525.54 15315745.18 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 924134499.99 924134499.99 0.0047 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) 0.140 0SI001D95 0001045520 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2047-06-01 4.000000 6046649.00 4500606.60 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2046-11-15 2.875000 4697000.00 6298271.88 U.S. Treasuries (including strips) Federal National Mort 2050-02-01 4.500000 55274988.00 59628003.85 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2048-02-01 3.500000 1114.00 754.20 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 3.500000 58884126.00 44478934.78 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 47039939.00 35623262.18 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.000000 45033416.00 35739501.64 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 44484584.00 46978902.00 Agency Mortgage-Backed Securities Federal National Mort 2043-07-01 3.000000 110449430.00 56937480.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-11-01 3.000000 20877.00 8382.71 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-06-30 0.125000 28612400.00 28598294.09 U.S. Treasuries (including strips) Government National M 2050-06-20 5.000000 1238.00 1359.57 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.000000 68676593.00 38247977.17 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 2020-07-29 2020-07-29 2020-07-29 N N N 0.0014 350000000.00 350000000.00 0.0018 N N N Y CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) 0.070 0SI001DB0 0001045520 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2049-02-15 1.000000 4352700.00 5992028.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-12-31 2.625000 64764800.00 72810790.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-01-15 0.125000 100.00 108.02 U.S. Treasuries (including strips) United States Treasur 2026-11-15 0.000000 13653900.00 13299062.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 100.00 107.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 2.875000 45395300.00 60643661.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-31 2.000000 1600.00 1713.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 1.000000 200.00 278.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-02-15 3.625000 59749100.00 88757165.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 700.00 795.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 2.500000 3722800.00 3899088.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 3.000000 100.00 138.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 3.125000 191511500.00 263290168.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 0.125000 1305700.00 1305056.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-28 2.500000 800.00 902.77 U.S. Treasuries (including strips) 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 500000000.00 500000000.00 0.0026 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) 0.090 0SI001DA2 0001045520 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2049-11-01 3.500000 9644176.00 10184939.56 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 23421528.00 16971643.12 Agency Mortgage-Backed Securities Government National M 2048-10-15 4.000000 7169837.00 7054492.35 Agency Mortgage-Backed Securities Federal National Mort 2044-06-01 4.000000 5349965.00 1564127.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 3.500000 14216146.00 11484836.99 Agency Mortgage-Backed Securities Government National M 2050-03-20 4.000000 12505975.00 13630754.69 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-11-20 5.000000 182487753.00 81765743.24 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 26282918.00 19573903.32 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-01-15 1.500000 100.00 104.06 U.S. Treasuries (including strips) Federal Home Loan Mor 2047-10-01 4.000000 8824039.00 6868911.73 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 4.000000 9794488.00 8070846.35 Agency Mortgage-Backed Securities Government National M 2050-01-20 4.000000 7755794.00 8476071.92 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-12-01 3.500000 527644.00 240078.41 Agency Mortgage-Backed Securities Government National M 2050-01-20 4.500000 6440596.00 6080941.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-07-01 4.025000 1007.00 28.07 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 3939448.00 3181034.04 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 3.500000 1570232.00 1701272.82 Agency Mortgage-Backed Securities Government National M 2049-10-15 2.500000 11055070.00 11430485.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-03-01 3.000000 178220.00 81776.73 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-05-01 3.000000 20088551.00 21039316.38 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-06-30 0.125000 78800.00 78761.15 U.S. Treasuries (including strips) Federal National Mort 2043-05-01 3.500000 62078045.00 28266330.02 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-11-01 3.500000 11424122.00 8354731.33 Agency Mortgage-Backed Securities Government National M 2047-07-20 3.500000 1633.00 1309.35 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2048-09-01 3.500000 2406663.00 1380137.90 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.000000 60342801.00 33606647.83 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 4219963.00 3412425.49 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-07-31 2.125000 482900.00 524442.07 U.S. Treasuries (including strips) Federal National Mort 2050-02-01 4.500000 9997160.00 10784456.34 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.500000 6223456.00 6936981.45 Agency Mortgage-Backed Securities Government National M 2049-10-20 4.500000 7841600.00 8555247.67 Agency Mortgage-Backed Securities Government National M 2050-01-15 2.500000 5527127.00 5758166.87 Agency Mortgage-Backed Securities Government National M 2049-09-15 2.500000 6636161.00 6859732.46 Agency Mortgage-Backed Securities Government National M 2050-03-20 4.000000 6779716.00 7454081.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-04-01 3.500000 399858.00 424007.73 Agency Mortgage-Backed Securities Federal National Mort 2042-05-01 4.000000 6712512.00 2953859.77 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 11344160.00 10610442.53 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.000000 3973.00 3530.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-10-01 3.194000 16216.00 753.83 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.500000 20454269.00 22058579.13 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 4.000000 3548524.00 3640450.53 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 4.000000 17247468.00 16007658.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-03-01 4.500000 61904384.00 31044073.28 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 4121390.00 3983648.28 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 2950838.00 2521678.14 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 5426701.00 3978928.00 Agency Mortgage-Backed Securities Government National M 2050-03-20 4.000000 10101621.00 11023195.27 Agency Mortgage-Backed Securities Federal National Mort 2047-01-01 3.500000 16514064.00 10811562.04 Agency Mortgage-Backed Securities Federal National Mort 2042-07-01 3.500000 75669533.00 29746746.04 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-05-20 4.000000 34555527.00 16946345.70 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.000000 30312096.00 18742662.99 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-01-20 5.000000 15500000.00 7358533.49 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 1000.00 518.71 Agency Mortgage-Backed Securities Government National M 2049-08-20 4.000000 13371170.00 10825619.46 Agency Mortgage-Backed Securities Government National M 2049-08-20 4.500000 10093802.00 6943865.70 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 550000000.00 550000000.00 0.0028 N Y Y N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 0.090 0CAN06IO9 E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2041-07-01 4.500000 4209493.33 1325455.84 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 4.000000 8694821.97 3942287.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 3.000000 2848029.79 2318035.55 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.320000 5539926.87 6114879.02 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 681663.93 385176.55 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.000000 876471.48 743430.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-02-01 4.000000 8670674.86 5400740.28 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 1138447.92 743049.66 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 1874847.46 853664.19 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 583668.01 582425.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 3.500000 7049676.34 3396223.85 Agency Mortgage-Backed Securities Federal National Mort 2024-07-01 5.939000 1272864.50 1034223.94 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 4304745.09 2105328.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 3.500000 1459086.32 1178756.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-10-01 3.000000 5432704.60 3210675.80 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.500000 7672275.52 6079655.71 Agency Mortgage-Backed Securities Federal National Mort 2043-11-01 2.831000 7323330.00 1491491.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-04-01 3.500000 6956685.04 3281856.32 Agency Mortgage-Backed Securities Federal National Mort 2023-04-01 2.440000 662587.00 600108.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-11-01 3.000000 761790.92 390309.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-07-01 4.500000 6840301.29 1415241.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 3.500000 4219426.20 3730068.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-06-01 2.500000 386633.46 114547.50 Agency Mortgage-Backed Securities Federal National Mort 2022-12-01 2.430000 1116982.19 1099759.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-09-01 3.500000 511617.60 198871.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-08-01 3.500000 13045595.58 5790794.89 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 454711.49 135983.01 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 3.550000 2441110.00 2524097.47 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 3.000000 4365396.56 3092389.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-01-01 4.500000 2023744.71 638422.80 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 3836030.00 3593379.15 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 3.000000 6207394.00 2795169.27 Agency Mortgage-Backed Securities Federal National Mort 2021-06-01 4.095000 313857.00 273546.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-06-01 3.500000 4024729.20 1642995.47 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.480000 3525086.99 3918370.30 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.500000 2986978.12 746046.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-07-01 4.500000 11255228.67 2726484.64 Agency Mortgage-Backed Securities Federal Home Loan Ban 2549001DPIFGXC1TOL40 2029-12-14 2.125000 1461178.70 1607284.07 Agency Debentures and Agency Strips Federal National Mort 2042-06-01 3.500000 8753123.00 3869477.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-03-01 4.500000 6225285.24 2089069.20 Agency Mortgage-Backed Securities Federal National Mort 2045-06-01 3.500000 824062.94 426856.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-04-01 4.000000 4066296.77 2345463.96 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 2.564000 3806111.06 1127430.81 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 1615088.24 1433101.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-12-01 4.000000 2621199.40 1194756.82 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 1240674.28 695228.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 3.000000 1499152.61 1081591.48 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 4.000000 12467097.50 3935087.62 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.590000 1133372.50 1165064.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-08-01 4.000000 1150809.00 930842.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-02-01 4.000000 2314863.46 287982.12 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 9694377.35 277924.65 Agency Mortgage-Backed Securities Federal National Mort 2024-06-01 6.100000 130773.75 107740.54 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 4731005.09 4022168.87 Agency Mortgage-Backed Securities Federal National Mort 2021-04-01 4.330000 671607.25 580585.83 Agency Mortgage-Backed Securities Federal National Mort 2024-07-01 2.405000 3637750.49 3884544.07 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 2.265000 2062947.19 1267669.69 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 1124085.12 511026.75 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.000000 592841.00 215223.22 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 548817.67 341568.94 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.000000 1609672.82 1102438.39 Agency Mortgage-Backed Securities Federal National Mort 2042-11-01 3.000000 622966.74 263008.66 Agency Mortgage-Backed Securities Federal National Mort 2029-06-01 3.500000 7339010.99 2401577.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-05-01 3.500000 3142297.92 1165985.58 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 6.000000 17436500.00 1035931.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-12-01 3.000000 9804802.01 4046024.05 Agency Mortgage-Backed Securities Federal Home Loan Ban 2043-06-22 3.625000 3119389.85 4052884.59 Agency Debentures and Agency Strips Federal Home Loan Mor 2048-07-01 5.000000 881835.64 113533.69 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 1569285.00 794337.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-05-01 4.000000 1054835.02 522172.97 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.500000 7809717.68 3783435.08 Agency Mortgage-Backed Securities Federal National Mort 2022-11-01 2.260000 549249.75 480163.10 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 3539434.09 2535222.66 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.000000 5182127.80 4024562.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-10-01 4.000000 4970654.44 4080660.30 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 723254.51 361241.18 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-09-01 2.603000 5230950.00 2091948.50 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 3089426.27 2833064.10 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 4.000000 836952.00 262273.79 Agency Mortgage-Backed Securities Federal National Mort 2031-03-01 4.500000 18953337.75 2940083.22 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 4.000000 7124728.96 2565322.70 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 3.500000 4438662.99 1592511.63 Agency Mortgage-Backed Securities Federal Home Loan Ban 2038-05-10 3.600000 373141.10 482870.70 Agency Debentures and Agency Strips Federal Home Loan Mor 2041-12-01 3.500000 1548155.10 850981.35 Agency Mortgage-Backed Securities Federal National Mort 2023-01-01 2.360000 761975.05 676473.93 Agency Mortgage-Backed Securities Federal National Mort 2032-04-01 3.500000 693972.70 216595.54 Agency Mortgage-Backed Securities Federal National Mort 2028-01-01 2.500000 1884934.47 508759.44 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 4.000000 1739342.49 1328396.60 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 156928500.00 156928500.00 0.0008 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 0.070 0CTG10YX8 82VOJDD5PTRDMVVMGV31 0000200245 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2020-08-06 0.000000 100.00 99.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-25 0.000000 102678000.00 102654589.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-01 0.000000 130977700.00 130925832.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-18 0.000000 117100.00 117076.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-13 0.000000 2300.00 2299.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-20 0.000000 5968900.00 5967676.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-27 0.000000 294430600.00 294361408.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-08 0.000000 180020400.00 179968914.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 2.125000 2100.00 2162.29 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 700000000.00 700000000.00 0.0036 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 0.090 0CTG10YU4 82VOJDD5PTRDMVVMGV31 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasur 254900HROIFWPRGM1V77 2026-08-15 6.750000 15975495.65 22536979.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-06-30 1.875000 14542.04 15819.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.125000 709735.30 807340.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-28 0.000000 8160.28 8159.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 63322497.98 72640088.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-31 2.125000 278.98 307.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-09-30 1.625000 37712045.78 40672075.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 1.625000 34.87 37.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 38417212.71 41171511.56 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 174364999.89 174364999.89 0.0009 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 0.120 0CTG10YY6 82VOJDD5PTRDMVVMGV31 0000200245 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.625000 288343900.00 312775278.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 168500.00 184325.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-15 0.625000 169764900.00 197082684.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-15 0.250000 2555000.00 2560959.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.125000 42800.00 42748.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 100.00 107.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 2.500000 337243900.00 364766934.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-15 0.375000 43648200.00 50164405.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 1.250000 25008800.00 25965147.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.125000 5220700.00 5572563.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-30 1.375000 57700000.00 59764448.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-09-30 2.875000 39271400.00 42974034.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 2.750000 102346600.00 111597398.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 2.750000 203624000.00 221815259.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.250000 12472200.00 13364311.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 1.750000 2082200.00 2180986.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-28 0.000000 91900.00 91889.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 2.750000 103264800.00 111224357.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.500000 7518800.00 7872166.00 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0012 1500000000.00 1500000000.00 0.0077 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 0.090 0CTG10YV2 82VOJDD5PTRDMVVMGV31 0000200245 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.125000 199571700.00 214976008.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 2.750000 117443800.00 129441474.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.125000 800.00 853.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-15 0.500000 136501100.00 146049405.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.500000 1756000.00 1838527.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-31 2.250000 84568400.00 91549334.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-28 0.000000 150500.00 150483.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.250000 201400.00 215805.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-15 0.625000 90261500.00 104785964.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-03-31 2.125000 361200.00 388900.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-31 2.500000 98814000.00 107940547.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.625000 37100.00 40243.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.375000 204779300.00 222622466.07 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 1000000000.00 1000000000.00 0.0051 N Y Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) 0.090 0PW004XG1 1VUV7VQFKUOQSJ21A208 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2021-03-31 1.250000 150000500.00 151686044.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-11-15 2.375000 73600600.00 91542788.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-15 0.250000 162570000.00 162949187.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 117000700.00 163535948.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-03-31 0.500000 150000000.00 151791475.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 3.750000 105380200.00 157974245.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 3.000000 101371100.00 140520394.91 U.S. Treasuries (including strips) Y Fitch Long Rating AA- 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 2020-07-07 2020-07-07 2020-07-07 N N N 0.0009 1000000000.00 1000000000.00 0.0051 N N Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) 0.090 0PW004XD8 1VUV7VQFKUOQSJ21A208 0001330437 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2047-06-01 4.000000 35109155.00 20207088.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-05-01 4.000000 37500000.00 20143539.27 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-06-01 3.000000 20642193.00 15197411.54 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 27369030.00 17172743.97 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-04-01 3.500000 38295950.00 27424678.41 Agency Mortgage-Backed Securities Government National M 2050-03-20 4.000000 17354209.00 18955593.81 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 35000000.00 19158541.08 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 30619374.00 22898693.27 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 3.500000 18673129.00 14392277.40 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 34532589.00 23224654.16 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.500000 23429661.00 22731896.35 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 4.000000 36023824.00 26569414.92 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-04-01 4.000000 37593984.00 19830096.82 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.000000 19000000.00 16183278.01 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.000000 30604008.00 23545311.71 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-07-20 4.000000 100000000.00 27318590.74 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-01-20 4.000000 46500000.00 16031053.05 Agency Mortgage-Backed Securities Government National M 2050-03-20 4.000000 17696444.00 19270757.17 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.000000 35805766.00 24288380.32 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 4.000000 52021294.00 27451293.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-01-01 3.000000 38190392.00 25717170.84 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 4.000000 19000000.00 16070866.72 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2039-10-20 5.000000 200000000.00 17849089.98 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-09-20 4.000000 27000000.00 15262671.27 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 35893357.00 20480165.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-12-01 3.500000 33375410.00 23753065.03 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-12-01 2.500000 20000000.00 16367559.88 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 38662564.00 25644234.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-01-01 3.500000 25252035.00 17568756.26 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 47725835.00 26944594.60 Agency Mortgage-Backed Securities Federal National Mort 2055-07-01 4.500000 30500000.00 19646367.62 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-07-01 3.500000 12587111.00 11506781.44 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 40700979.00 23805401.99 Agency Mortgage-Backed Securities Federal National Mort 2057-01-01 4.000000 22600000.00 17643296.39 Agency Mortgage-Backed Securities Federal National Mort 2045-12-01 4.000000 16742331.00 15023465.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 4.000000 35561862.00 24025283.90 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.000000 33789567.00 24735353.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-01-01 4.000000 23582559.00 16178133.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-08-01 4.000000 36332280.00 23393102.90 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 41055468.00 25021337.28 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 63844813.00 25017106.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-07-01 4.000000 24606195.00 22228905.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-11-01 3.000000 50000000.00 25680406.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-12-01 4.500000 34136075.00 16441589.61 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 899999999.82 899999999.82 0.0046 N Y Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) 0.070 0PW004XE6 1VUV7VQFKUOQSJ21A208 0001330437 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2040-11-15 4.250000 24266933.33 38151052.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-08 0.000000 37777777.77 37766973.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-12-31 1.750000 39555600.00 42197914.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.625000 33686444.44 39469046.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 2.750000 38222488.89 41664494.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 0.309061 7495555.55 7508526.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-28 1.125000 39155555.55 40872511.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-04-15 3.875000 20003111.11 44370866.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 30000133.33 40567950.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-30 2.250000 36889244.44 37664789.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 38495377.77 41379188.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-15 0.125000 36000133.33 37456956.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-30 2.875000 37879288.89 43135667.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-05-15 3.000000 28711244.44 39401589.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-01-15 0.125000 35449288.89 38271665.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-08-15 3.000000 30465822.22 42414815.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-15 1.750000 42222488.88 43560824.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-30 2.000000 23090711.11 24145179.47 U.S. Treasuries (including strips) Y Fitch Long Rating AA- 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 666666666.60 666666666.60 0.0034 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. (REPO) DAIWA CAPITAL MARKETS AMERICA INC. (REPO) 0.090 0QR002B57 0000026617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2050-04-01 4.500000 1983354.00 2081962.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 5.500000 476445.00 233554.96 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.125000 53800.00 53734.70 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2050-06-20 4.500000 18012330.00 19462016.36 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 1479962.00 804281.09 Agency Mortgage-Backed Securities Federal National Mort 2037-07-01 3.500000 3000000.00 678798.30 Agency Mortgage-Backed Securities Government National M 2035-10-15 5.000000 239319.00 10900.11 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-01-20 4.500000 38754559.00 40139885.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-01-01 4.500000 8122793.00 3086849.93 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-03-31 0.500000 96200.00 97348.93 U.S. Treasuries (including strips) Federal National Mort 2027-09-01 2.500000 10000.00 2806.96 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2040-01-01 3.500000 2107653.00 2099006.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 4.500000 171616.00 184004.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-05-01 4.000000 20154281.00 16537584.67 Agency Mortgage-Backed Securities Federal National Mort 2025-05-01 5.500000 3833.00 57.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 3.000000 94281453.00 90689341.93 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.000000 1638923.00 1199825.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 3.000000 60863733.00 58982562.09 Agency Mortgage-Backed Securities Federal National Mort 2032-04-01 4.000000 1828138.00 1053132.16 Agency Mortgage-Backed Securities Government National M 2039-04-15 5.000000 388744.00 5760.35 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 2.667000 10097687.00 2292015.14 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 3.075000 25127072.00 4041229.90 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-11-20 4.000000 1645.00 341.57 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-12-20 3.000000 112841.00 117523.18 Agency Mortgage-Backed Securities Government National M 2048-08-20 5.000000 1018287.00 1105649.23 Agency Mortgage-Backed Securities Government National M 2050-06-20 4.000000 34231317.00 37805450.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-04-01 2.474000 20004973.00 9680256.61 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.500000 113224.00 121649.53 Agency Mortgage-Backed Securities Government National M 2050-03-15 3.500000 216958.00 228317.35 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-11-19 0.000000 1000000.00 999320.00 U.S. Treasuries (including strips) Federal National Mort 2052-03-01 4.000000 869687.00 764690.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 4.000000 1340590.00 1426243.27 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-07-31 0.375061 84400.00 84607.90 U.S. Treasuries (including strips) Federal Home Loan Mor 2035-08-01 4.500000 2000.00 67.50 Agency Mortgage-Backed Securities Federal National Mort 2022-03-01 6.500000 7097.00 11.83 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-06-20 2.500000 98671560.00 104063851.12 Agency Mortgage-Backed Securities Government National M 2043-12-20 4.500000 75016248.00 17111791.94 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.000000 6438245.00 6849598.78 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 38115359.00 31256550.62 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 5.500000 230517.00 117939.52 Agency Mortgage-Backed Securities Government National M 2047-04-20 4.000000 106427.00 104188.53 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 3.875000 28000000.00 3848258.93 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 8496508.00 3904268.85 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.500000 1037936.00 845511.41 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 5.000000 180850.00 104864.84 Agency Mortgage-Backed Securities Federal National Mort 2032-08-01 3.000000 10000.00 6982.35 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-03-25 0.000000 105000.00 104872.95 U.S. Treasuries (including strips) Federal National Mort 2040-08-01 3.612000 3913354.00 1653403.21 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-07-28 0.000000 800000.00 799911.20 U.S. Treasuries (including strips) Federal Home Loan Mor 2042-01-01 4.268000 1993859.00 146082.46 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 123873280.00 131657064.00 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-05-01 4.000000 29060685.00 30609196.37 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 3.500000 33157465.00 25556050.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-06-01 2.500000 27510785.00 28628683.64 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-07-20 3.500000 200893.00 129984.81 Agency Mortgage-Backed Securities Government National M 2034-05-20 4.000000 205825.00 147255.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.500000 26464735.00 20305489.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-02-01 3.500000 8874817.00 3269638.98 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-01-28 0.000000 343000.00 342654.60 U.S. Treasuries (including strips) Federal Home Loan Mor 2049-02-01 3.669000 4916234.00 2549293.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-08-01 2.888000 4300000.00 2194648.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-04-01 4.000000 25306480.00 26198075.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-03-01 4.500000 1010097.00 869655.72 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.000000 8477.00 4779.95 Agency Mortgage-Backed Securities Government National M 2047-12-15 5.000000 253644.00 151380.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-08-01 4.401000 18825.00 176.91 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-02-28 1.125000 39600000.00 41336444.93 U.S. Treasuries (including strips) Federal National Mort 2050-06-01 4.000000 82434289.00 87290985.02 Agency Mortgage-Backed Securities Government National M 2049-10-20 5.000000 848734.00 834564.92 Agency Mortgage-Backed Securities Government National M 2038-04-15 5.000000 324058.00 11718.77 Agency Mortgage-Backed Securities Government National M 2040-07-15 4.500000 100000000.00 13163308.52 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 3.500000 3117503.00 2722407.79 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.500000 16145917.00 17593679.54 Agency Mortgage-Backed Securities Government National M 2047-01-20 3.000000 7953.00 5099.99 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 589208.00 373971.42 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.500000 20503573.00 21376611.79 Agency Mortgage-Backed Securities Government National M 2033-10-15 5.000000 470797.00 13405.37 Agency Mortgage-Backed Securities Federal National Mort 2029-06-01 3.500000 1508787.00 1177272.02 Agency Mortgage-Backed Securities Federal National Mort 2046-02-01 2.709000 10109289.00 2998472.99 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 2.712000 20079652.00 20726341.57 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-09-08 0.000000 840000.00 839759.76 U.S. Treasuries (including strips) Federal Home Loan Mor 2046-08-01 3.500000 19280013.00 12043284.12 Agency Mortgage-Backed Securities Federal Farm Credit B 2022-02-17 0.280000 121935000.00 121907090.43 Agency Debentures and Agency Strips Federal National Mort 2035-03-01 3.000000 504153.00 524312.16 Agency Mortgage-Backed Securities Government National M 2047-08-15 5.000000 284383.00 70349.82 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 1919547.00 1092052.02 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-09-15 0.000000 92034000.00 92005285.39 U.S. Treasuries (including strips) Federal Home Loan Mor 2049-09-01 3.000000 41134293.00 35008506.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.500000 5183032.00 5466344.02 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-11-03 0.000000 626900.00 626429.82 U.S. Treasuries (including strips) Federal Home Loan Mor 2050-06-01 2.500000 13012697.00 13667910.87 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 2.726000 7830756.00 7723198.13 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-11-30 2.000000 100000.00 100921.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 2.250000 100.00 102.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-08 0.000000 443600.00 443406.59 U.S. Treasuries (including strips) Federal Home Loan Mor 2050-06-01 5.000000 138750.00 153600.47 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 100896000.00 105895245.98 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.500000 12367791.00 12998153.02 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 5.000000 21113224.00 12640899.96 Agency Mortgage-Backed Securities Government National M 2034-05-20 3.500000 562693.00 432783.19 Agency Mortgage-Backed Securities Federal National Mort 2029-08-01 3.500000 5321592.00 4471273.46 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 198854.00 207853.46 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 12509281.00 5813009.75 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-02-15 7.875000 3272700.00 3526170.87 U.S. Treasuries (including strips) Federal Home Loan Mor 2035-06-01 2.000000 2735984.00 2833921.59 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 13711148.00 14481024.39 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-04-20 4.500000 3589.00 3844.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 2.789000 6500000.00 6716199.02 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 4.500000 7050000.00 1066691.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.500000 10551633.00 11174796.03 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 4.000000 11336249.00 11475193.98 Agency Mortgage-Backed Securities Federal National Mort 2025-09-01 5.500000 4869160.00 323722.43 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 2.405000 13400000.00 5970695.88 Agency Mortgage-Backed Securities Government National M 2048-01-15 5.000000 7280110.00 1340261.53 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 3.500000 2167231.00 2265995.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.500000 11518343.00 12135615.90 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 5.000000 4543725.00 3950946.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 3.788000 1110.00 574.58 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-09-29 0.000000 75000.00 74971.80 U.S. Treasuries (including strips) Federal Home Loan Mor 2027-05-01 4.000000 2558664.00 420470.68 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-04-30 1.625000 5000000.00 5218188.07 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 23560173.00 13188121.72 Agency Mortgage-Backed Securities Federal National Mort 2035-08-01 4.212000 115040515.00 3691253.62 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 4.000000 49851192.00 20357885.74 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-05-20 5.000000 2034119.00 2236591.40 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 3.500000 102000000.00 75939177.83 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2027-02-28 1.125000 88000.00 92212.53 U.S. Treasuries (including strips) Federal National Mort 2047-08-01 4.000000 4797275.00 4330595.68 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-12-15 1.875000 2700.00 2723.51 U.S. Treasuries (including strips) Federal National Mort 2042-10-01 3.500000 4115404.00 1517938.22 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 124970804.00 113367092.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 5.000000 34067.00 30029.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-05-01 2.500000 883779.00 913685.24 Agency Mortgage-Backed Securities Government National M 2046-06-15 5.000000 131914.00 13880.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 5.000000 741585.00 710167.16 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-02-01 3.500000 37949521.00 15528446.44 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.000000 28283341.00 23396861.84 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.000000 1767849.00 1346064.13 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 1121465.00 1118245.05 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 2.976000 8921054.00 4176019.96 Agency Mortgage-Backed Securities Government National M 2033-12-20 4.000000 57291.00 33747.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-01-01 3.164000 9794.00 8117.97 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 2611307.00 1461173.98 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-06-01 3.500000 1672021.00 1374841.32 Agency Mortgage-Backed Securities Government National M 2050-06-20 4.000000 13854522.00 14844458.38 Agency Mortgage-Backed Securities Federal National Mort 2031-08-01 2.500000 46528.00 45772.19 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-10-15 1.625000 200.00 201.52 U.S. Treasuries (including strips) Government National M 2047-10-15 5.000000 61254.00 11957.74 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.250000 49900.00 53469.25 U.S. Treasuries (including strips) Federal Home Loan Mor 2048-07-01 3.759000 3680.00 2097.71 Agency Mortgage-Backed Securities Federal National Mort 2044-05-01 4.500000 1253.00 359.93 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 2128000.00 2124595.20 U.S. Treasuries (including strips) Federal Home Loan Mor 2048-12-01 4.500000 111000.00 53462.98 Agency Mortgage-Backed Securities Federal National Mort 2038-10-01 3.631000 25000000.00 7899574.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-10-01 3.500000 13956974.00 14682499.54 Agency Mortgage-Backed Securities Federal National Mort 2041-11-01 3.989000 34049517.00 6603193.74 Agency Mortgage-Backed Securities Federal National Mort 2042-07-01 4.000000 63628735.00 22045270.77 Agency Mortgage-Backed Securities Government National M 2034-10-20 4.000000 135329.00 133682.20 Agency Mortgage-Backed Securities Federal National Mort 2023-03-01 4.500000 16127.00 14.00 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-07-20 4.500000 17924989.00 18992792.72 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 3.799000 35183179.00 10004203.88 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.500000 62898474.00 66643980.28 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-05-20 3.500000 3108602.00 3289562.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-07-01 3.578000 8071173.00 6274371.69 Agency Mortgage-Backed Securities Government National M 2050-05-20 4.500000 11450894.00 12289036.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-02-01 3.829000 5973714.00 4106951.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-05-01 3.500000 958992.00 988079.61 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-07-15 3.500000 23476.00 4096.72 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-06-15 2.625000 501300.00 513554.19 U.S. Treasuries (including strips) Federal Home Loan Mor 2037-03-01 3.870000 39230423.00 738866.95 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.000000 6578331.00 6906452.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-11-01 4.000000 58341907.00 20206914.70 Agency Mortgage-Backed Securities Government National M 2046-01-15 5.000000 110756.00 31976.83 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-11-20 4.500000 12017999.00 12223814.34 Agency Mortgage-Backed Securities Government National M 2033-07-20 4.000000 694278.00 425303.98 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 2.500000 36262792.00 36856263.06 Agency Mortgage-Backed Securities Federal National Mort 2041-09-01 4.500000 16132294.00 1508520.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-02-01 4.500000 1260628.00 1315722.95 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 1202169.00 1229249.19 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.500000 418616.00 299755.41 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 6284672.00 6652362.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-12-01 3.500000 58232279.00 22232585.38 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 181560861.00 139246625.92 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 2.500000 19161177.00 19948049.15 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-06-20 3.500000 23642498.00 11915289.49 Agency Mortgage-Backed Securities Federal National Mort 2037-01-01 3.179000 25762.00 7193.29 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.125000 882000.00 899337.14 U.S. Treasuries (including strips) Federal Home Loan Mor 2045-04-01 3.360000 3888224.00 874587.97 Agency Mortgage-Backed Securities Government National M 2039-03-15 5.000000 330283.00 13795.62 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2046-12-01 3.000000 74040.00 52718.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-10-01 3.890000 43947818.00 1080494.78 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-10-20 3.500000 13320843.00 7258173.95 Agency Mortgage-Backed Securities Federal National Mort 2029-07-01 3.500000 413083.00 327153.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-10-01 3.773000 25231522.00 14808303.98 Agency Mortgage-Backed Securities Federal Home Loan Ban 2549001DPIFGXC1TOL40 2022-03-11 2.500000 5610000.00 5864129.88 Agency Debentures and Agency Strips Government National M 549300M8ZYFG0OCMTT87 2048-06-20 3.500000 96735303.00 65299374.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-06-01 2.645000 7331676.00 363691.06 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 3.500000 202220202.00 65977395.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 4.000000 1241505.00 1298377.85 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 78700.00 87563.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-17 0.000000 28700.00 28691.02 U.S. Treasuries (including strips) Federal Home Loan Mor 2048-05-01 3.500000 2172636.00 2042117.18 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 3.000000 4782252.00 5052428.51 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 4.500000 2257840.00 2434660.48 Agency Mortgage-Backed Securities Government National M 2047-01-20 3.500000 176974.00 170725.25 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.000000 11366339.00 10362085.89 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-04-20 5.000000 126049.00 137286.07 Agency Mortgage-Backed Securities Federal Home Loan Ban 2023-06-29 0.440000 15000000.00 14987433.33 Agency Debentures and Agency Strips Federal National Mort 2024-08-01 6.000000 2125.00 39.04 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 4939700.00 5403649.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 0.000000 9.89 9.83 U.S. Treasuries (including strips) Federal Home Loan Mor 2049-02-01 4.000000 1106121.00 887780.46 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-01-20 5.000000 20221324.00 21020684.16 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 1394052.00 1521562.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-01-01 3.177000 9442.00 7273.29 Agency Mortgage-Backed Securities Federal National Mort 2039-05-01 4.000000 20291.00 14193.00 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-03-20 5.000000 5433979.00 5891221.34 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-08-20 0.000000 547100.00 546987.84 U.S. Treasuries (including strips) Federal Home Loan Mor 2050-06-01 2.500000 51419661.00 53684742.77 Agency Mortgage-Backed Securities Government National M 2049-01-20 4.500000 1485428.00 1379989.43 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 2.818000 15600000.00 8293432.60 Agency Mortgage-Backed Securities Federal National Mort 2039-09-01 5.500000 2201.00 164.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-02-01 4.000000 489000.00 314567.33 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 3.282000 13000000.00 7825238.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 62660.00 65869.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-01-01 4.000000 12074803.00 8727160.84 Agency Mortgage-Backed Securities Federal Farm Credit B 2026-06-18 0.580000 3350000.00 3350128.42 Agency Debentures and Agency Strips Federal National Mort 2048-09-01 4.500000 1370702.00 1528297.78 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-12-31 1.750000 73700.00 78623.16 U.S. Treasuries (including strips) Government National M 2035-01-20 3.500000 32868.00 33755.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 3.500000 73865.00 77032.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 4.000000 1051778.00 1125719.21 Agency Mortgage-Backed Securities Federal National Mort 2025-03-01 4.500000 163543.00 0.35 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-06-20 3.500000 11077677.00 11782421.58 Agency Mortgage-Backed Securities Federal National Mort 2037-09-01 3.529000 10874518.00 3065975.11 Agency Mortgage-Backed Securities Federal National Mort 2029-01-01 4.000000 28291.00 17056.70 Agency Mortgage-Backed Securities Federal National Mort 2032-11-01 3.500000 4995775.00 1011745.62 Agency Mortgage-Backed Securities Government National M 2046-11-20 3.500000 786144.00 387485.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-10-01 3.055000 25148760.00 13442451.10 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.500000 2132850.00 2282156.19 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.500000 1051225.00 1136056.17 Agency Mortgage-Backed Securities Federal National Mort 2042-01-01 4.189000 10827654.00 4595269.60 Agency Mortgage-Backed Securities Government National M 2046-07-15 5.000000 46592.00 20378.00 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.500000 143375.00 100959.57 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 5.500000 12779.00 729.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-01-01 3.500000 20077919.00 6665065.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-02-01 3.674000 2834.00 975.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-07-01 4.319000 15010623.00 1991609.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 4.000000 5082945.00 4526608.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-04-01 3.479000 1164.00 17.27 Agency Mortgage-Backed Securities Government National M 2049-10-20 4.500000 16206765.00 16126215.28 Agency Mortgage-Backed Securities Federal National Mort 2030-08-01 4.500000 95997792.00 12220494.48 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-02-15 1.625000 300000.00 322914.43 U.S. Treasuries (including strips) Federal National Mort 2038-01-01 4.000000 14300583.00 10705711.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-06-01 5.500000 57852.00 37783.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-06-01 4.000000 4087315.00 3074767.83 Agency Mortgage-Backed Securities Government National M 2047-04-20 3.500000 185039.00 179090.28 Agency Mortgage-Backed Securities Government National M 2039-06-15 4.500000 498100.00 26893.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-02-01 2.500000 20539562.00 20600925.19 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-12-20 3.500000 130348641.00 134195406.65 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-05-20 4.500000 75000000.00 10465636.51 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 9956.78 9890.63 U.S. Treasuries (including strips) Federal National Mort 2048-05-01 4.000000 22611937.00 11711791.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 3.000000 1994.00 2010.37 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-12-31 1.750000 3564000.00 3863589.84 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2050-01-20 4.500000 65315169.00 68544513.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-03-01 3.600000 12178643.00 1452255.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 58562617.00 61871092.53 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 5.000000 72000.00 78963.44 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 60000000.00 49054618.47 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 3.613000 641342.00 371465.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-10-01 5.500000 700000.00 28732.00 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-08-20 5.000000 12795232.00 13590149.48 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 4.000000 2325000.00 1950095.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-09-01 4.500000 26804974.00 20170961.09 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 26445609.00 22600777.52 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-2 2020-07-01 2020-07-01 2020-07-01 N Y DAIWA SECURITIES CO LTD 1.0000 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 N 0.0009 3000000000.00 3000000000.00 0.0154 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.203 3133EKJ64 US3133EKJ649 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-30 2020-09-30 2020-09-30 N N N 0.0021 250040137.50 250040137.50 0.0013 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.210 3133EJR84 US3133EJR842 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-11-09 2020-11-09 N N N 0.0021 274959852.75 274959852.75 0.0014 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.249 3133EJ4D8 US3133EJ4D89 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-28 2020-12-28 2020-12-28 N N N 0.0025 20015461.20 20015461.20 0.0001 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.240 3133EKZ90 US3133EKZ900 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-15 2020-10-15 2020-10-15 N N N 0.0025 375089561.25 375089561.25 0.0019 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.175 3133EKPK6 US3133EKPK60 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-06 2020-11-06 2020-11-06 N N N 0.0018 400014952.00 400014952.00 0.0021 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.195 3133ELAV6 US3133ELAV63 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-25 2021-02-25 2021-02-25 N N N 0.0020 400097612.00 400097612.00 0.0021 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.250 3133EKQ58 US3133EKQ586 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-03-18 2021-03-18 N N N 0.0025 175013396.25 175013396.25 0.0009 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.275 3133EKKM7 US3133EKKM71 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-05-10 2021-05-10 N N N 0.0025 255012000.30 255012000.30 0.0013 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.215 3133EKPJ9 US3133EKPJ97 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-08 2021-06-07 2021-06-07 N N N 0.0022 400173584.00 400173584.00 0.0021 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.260 3133EKX43 US3133EKX434 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-08 2020-10-08 2020-10-08 N N N 0.0027 550174944.00 550174944.00 0.0028 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.250 3133EK3U8 US3133EK3U87 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-23 2020-12-23 2020-12-23 N N N 0.0025 275132288.75 275132288.75 0.0014 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.180 3133EKDN3 US3133EKDN38 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-15 2020-07-15 2020-07-15 N N N 0.0022 200003470.00 200003470.00 0.0010 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.520 313312K82 US313312K825 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-16 2020-10-16 2020-10-16 N N N 0.0052 49977708.50 49977708.50 0.0003 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.175 3133EKCP9 US3133EKCP94 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-08 2020-10-07 2020-10-07 N N N 0.0020 90008121.60 90008121.60 0.0005 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.145 3133EKD29 US3133EKD295 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-08-20 2021-08-20 N N N 0.0015 104888524.65 104888524.65 0.0005 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.224 3133EK4V5 US3133EK4V51 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-05 2020-11-05 2020-11-05 N N N 0.0023 450096124.50 450096124.50 0.0023 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.325 3133EJX20 US3133EJX204 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-11-27 2020-11-27 N N N 0.0033 325099417.50 325099417.50 0.0017 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.225 3133EKHQ2 US3133EKHQ23 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-24 2021-02-24 2021-02-24 N N N 0.0023 550240542.50 550240542.50 0.0028 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.213 3133EKFZ4 US3133EKFZ40 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-04-01 2021-04-01 N N N 0.0022 450203944.50 450203944.50 0.0023 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.240 3133EKGX8 US3133EKGX82 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-16 2021-04-16 2021-04-16 N N N 0.0024 50024594.00 50024594.00 0.0003 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.208 3133ELBV5 US3133ELBV54 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-03 2021-05-03 2021-05-03 N N N 0.0021 350128201.50 350128201.50 0.0018 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.524 3133EFYB7 US3133EFYB75 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-05 2021-02-05 2021-02-05 N N N 0.0023 50113867.50 50113867.50 0.0003 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.180 3133ELMY7 US3133ELMY74 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-14 2021-05-14 2021-05-14 N N N 0.0019 250013992.50 250013992.50 0.0013 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.380 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-04-27 2021-04-27 N N N 0.0039 1001339270.00 1001339270.00 0.0051 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.430 3133ELUP7 US3133ELUP75 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-09-27 2021-09-27 N N N 0.0043 1503518265.00 1503518265.00 0.0077 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.163 3133ELLR3 US3133ELLR33 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-04 2021-06-04 2021-06-04 N N N 0.0017 299975376.00 299975376.00 0.0015 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.219 3133EKSM9 US3133EKSM99 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-27 2020-10-27 2020-10-27 N N N 0.0023 185031860.70 185031860.70 0.0009 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.520 313312G20 US313312G203 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-09-16 2020-09-16 2020-09-16 N N N 0.0052 99970056.00 99970056.00 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.320 313384J26 2549001DPIFGXC1TOL40 US313384J263 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-02 2020-10-02 2020-10-02 N N N 0.0032 374854687.50 374854687.50 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.300 313384J59 2549001DPIFGXC1TOL40 US313384J594 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-05 2020-10-05 2020-10-05 N N N 0.0030 2998300200.00 2998300200.00 0.0154 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.520 313384H85 2549001DPIFGXC1TOL40 US313384H853 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0052 999646110.00 999646110.00 0.0051 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.270 313384G86 2549001DPIFGXC1TOL40 US313384G863 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-09-22 2020-09-22 2020-09-22 N N N 0.0027 499838610.00 499838610.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.190 3130AGJ48 2549001DPIFGXC1TOL40 US3130AGJ484 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-24 2020-11-24 2020-11-24 N N N 0.0019 469968021.20 469968021.20 0.0024 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.320 313384J67 2549001DPIFGXC1TOL40 US313384J677 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-06 2020-10-06 2020-10-06 N N N 0.0032 999595830.00 999595830.00 0.0051 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.333 313384YW3 2549001DPIFGXC1TOL40 US313384YW31 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0033 1348645509.00 1348645509.00 0.0069 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.240 313384C56 2549001DPIFGXC1TOL40 US313384C565 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-18 2020-08-18 2020-08-18 N N N 0.0024 1999600000.00 1999600000.00 0.0102 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.200 313384K73 2549001DPIFGXC1TOL40 US313384K733 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-15 2020-10-15 2020-10-15 N N N 0.0020 249889582.50 249889582.50 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.520 313384J91 2549001DPIFGXC1TOL40 US313384J917 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-09 2020-10-09 2020-10-09 N N N 0.0052 499791665.00 499791665.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.200 313384K65 2549001DPIFGXC1TOL40 US313384K659 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-14 2020-10-14 2020-10-14 N N N 0.0020 499781250.00 499781250.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.520 313384E21 2549001DPIFGXC1TOL40 US313384E215 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0052 1299669579.00 1299669579.00 0.0067 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.200 313384ZK8 2549001DPIFGXC1TOL40 US313384ZK83 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-15 2020-07-15 2020-07-15 N N N 0.0020 749964997.50 749964997.50 0.0038 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.200 313384ZQ5 2549001DPIFGXC1TOL40 US313384ZQ53 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-20 2020-07-20 2020-07-20 N N N 0.0020 1399411369.67 1399411369.67 0.0072 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.520 313384C49 2549001DPIFGXC1TOL40 US313384C490 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-17 2020-08-17 2020-08-17 N N N 0.0052 1999608340.00 1999608340.00 0.0102 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.625 3130AEWA4 2549001DPIFGXC1TOL40 US3130AEWA43 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0163 206184122.42 206184122.42 0.0011 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.213 3130AG6K6 2549001DPIFGXC1TOL40 US3130AG6K62 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-04-01 2021-04-01 N N N 0.0022 900161064.00 900161064.00 0.0046 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.520 313384F38 2549001DPIFGXC1TOL40 US313384F386 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-09-09 2020-09-09 2020-09-09 N N N 0.0052 999727780.00 999727780.00 0.0051 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.520 313384A74 2549001DPIFGXC1TOL40 US313384A742 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-04 2020-08-04 2020-08-04 N N N 0.0052 399943332.00 399943332.00 0.0020 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.310 313384ZE2 2549001DPIFGXC1TOL40 US313384ZE24 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-10 2020-07-10 2020-07-10 N N N 0.0031 1199964000.00 1199964000.00 0.0062 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.288 3130AG7A7 2549001DPIFGXC1TOL40 US3130AG7A71 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-04 2021-01-04 2021-01-04 N N N 0.0131 500187185.00 500187185.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.300 313384ZH5 2549001DPIFGXC1TOL40 US313384ZH54 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-13 2020-07-13 2020-07-13 N N N 0.0030 1499940000.00 1499940000.00 0.0077 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.155 3130AHYB3 2549001DPIFGXC1TOL40 US3130AHYB39 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-24 2021-03-24 2021-03-24 N N N 0.0017 897644131.58 897644131.58 0.0046 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.150 3130AHYD9 2549001DPIFGXC1TOL40 US3130AHYD94 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-26 2021-03-26 2021-03-26 N N N 0.0015 249917085.00 249917085.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.186 3130AHW74 2549001DPIFGXC1TOL40 US3130AHW741 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-14 2021-04-14 2021-04-14 N N N 0.0120 99997502.00 99997502.00 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.191 3130AHWW9 2549001DPIFGXC1TOL40 US3130AHWW93 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-16 2020-11-16 2020-11-16 N N N 0.0019 1799865504.00 1799865504.00 0.0092 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.150 3130AHYE7 2549001DPIFGXC1TOL40 US3130AHYE77 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-26 2021-03-26 2021-03-26 N N N 0.0015 499834170.00 499834170.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.712 3130AHYZ0 2549001DPIFGXC1TOL40 US3130AHYZ07 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-28 2020-10-28 2020-10-28 N N N 0.0072 1249918812.50 1249918812.50 0.0064 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.150 3130AHZ30 2549001DPIFGXC1TOL40 US3130AHZ306 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-26 2021-03-26 2021-03-26 N N N 0.0019 89976321.00 89976321.00 0.0005 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.155 3130AHYS6 2549001DPIFGXC1TOL40 US3130AHYS63 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-24 2021-03-24 2021-03-24 N N N 0.0016 249938325.00 249938325.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.164 3130AHYV9 2549001DPIFGXC1TOL40 US3130AHYV92 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-27 2021-04-27 2021-04-27 N N N 0.0017 999674850.00 999674850.00 0.0051 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.191 3130AHW33 2549001DPIFGXC1TOL40 US3130AHW337 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-16 2020-11-16 2020-11-16 N N N 0.0019 999925520.00 999925520.00 0.0051 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.211 3130AHC92 2549001DPIFGXC1TOL40 US3130AHC925 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-13 2020-10-13 2020-10-13 N N N 0.0123 700170093.00 700170093.00 0.0036 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.426 3130AHHG1 2549001DPIFGXC1TOL40 US3130AHHG19 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-05 2020-11-05 2020-11-05 N N N 0.0043 1000223470.00 1000223470.00 0.0051 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.200 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-10-07 2020-10-07 N N N 0.0020 515019739.95 515019739.95 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.220 3130AHBZ5 2549001DPIFGXC1TOL40 US3130AHBZ53 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-09 2020-10-09 2020-10-09 N N N 0.0124 1300309010.00 1300309010.00 0.0067 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.155 3130AHKX0 2549001DPIFGXC1TOL40 US3130AHKX05 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-16 2020-11-16 2020-11-16 N N N 0.0016 499962940.00 499962940.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.253 3130AHVK6 2549001DPIFGXC1TOL40 US3130AHVK64 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-09 2020-11-09 2020-11-09 N N N 0.0023 499969030.00 499969030.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.185 3130AHW25 2549001DPIFGXC1TOL40 US3130AHW253 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-14 2021-04-14 2021-04-14 N N N 0.0019 499929725.00 499929725.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.133 3130AHQL0 2549001DPIFGXC1TOL40 US3130AHQL03 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-11 2020-09-11 2020-09-11 N N N 0.0014 1499919960.00 1499919960.00 0.0077 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.214 3130AHSM6 2549001DPIFGXC1TOL40 US3130AHSM67 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-19 2021-03-19 2021-03-19 N N N 0.0020 630278676.22 630278676.22 0.0032 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.174 3130AHZS5 2549001DPIFGXC1TOL40 US3130AHZS54 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-28 2021-04-28 2021-04-28 N N N 0.0018 999755110.00 999755110.00 0.0051 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.320 3130AJHA0 2549001DPIFGXC1TOL40 US3130AJHA05 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-05-13 2021-05-13 N N N 0.0032 200170002.00 200170002.00 0.0010 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.280 3130AJM48 2549001DPIFGXC1TOL40 US3130AJM482 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2022-05-13 2022-05-13 N N N 0.0028 249960795.00 249960795.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.110 3130AGVA0 2549001DPIFGXC1TOL40 US3130AGVA00 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-11-06 2020-11-06 N N N 0.0011 273916350.54 273916350.54 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.240 3130AJFR5 2549001DPIFGXC1TOL40 US3130AJFR57 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-07-24 2020-07-24 N N N 0.0024 1000042360.00 1000042360.00 0.0051 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.120 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-02-09 2021-02-09 N N N 0.0012 504725340.60 504725340.60 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.240 3130AJMY2 2549001DPIFGXC1TOL40 US3130AJMY26 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-26 2021-05-26 2021-05-26 N N N 0.0024 399927628.00 399927628.00 0.0021 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.180 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-12-23 2020-12-23 N N N 0.0018 450032805.00 450032805.00 0.0023 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.500 313384A33 2549001DPIFGXC1TOL40 US313384A338 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0050 1499500035.00 1499500035.00 0.0077 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.200 3130AJQ36 2549001DPIFGXC1TOL40 US3130AJQ368 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-12-11 2020-12-11 2020-12-11 N N N 0.0020 250062360.00 250062360.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.238 3130AJMZ9 2549001DPIFGXC1TOL40 US3130AJMZ90 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-24 2021-05-24 2021-05-24 N N N 0.0024 349937066.50 349937066.50 0.0018 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.190 3130AJPR4 2549001DPIFGXC1TOL40 US3130AJPR48 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-12-10 2020-12-10 2020-12-10 N N N 0.0020 500103445.00 500103445.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.164 3130AJ2X6 2549001DPIFGXC1TOL40 US3130AJ2X65 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-05 2021-04-05 2021-04-05 N N N 0.0018 62765759.04 62765759.04 0.0003 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.165 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-09-11 2020-09-11 N N N 0.0017 1707657764.42 1707657764.42 0.0088 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.145 3130AGZ24 2549001DPIFGXC1TOL40 US3130AGZ241 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-02-26 2021-02-26 N N N 0.0015 9995632.90 9995632.90 0.0001 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.177 3130AJ3R8 2549001DPIFGXC1TOL40 US3130AJ3R88 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-10 2021-05-10 2021-05-10 N N N 0.0018 224958971.25 224958971.25 0.0012 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.170 3130AJ4S5 2549001DPIFGXC1TOL40 US3130AJ4S52 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-26 2021-03-26 2021-03-26 N N N 0.0019 279830996.25 279830996.25 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.135 3130AGWA9 2549001DPIFGXC1TOL40 US3130AGWA90 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-05-14 2021-05-14 N N N 0.0014 499626865.00 499626865.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.160 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-03-04 2021-03-04 N N N 0.0016 274703435.28 274703435.28 0.0014 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.110 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-08-21 2020-08-21 N N N 0.0011 379956406.40 379956406.40 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORP. FEDERAL HOME LOAN MORTGAGE CORP. 0.350 3134GVHQ4 S6XOOCT0IEG5ABCC6L87 US3134GVHQ43 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-06-24 2021-06-24 N N N 0.0035 1251469662.50 1251469662.50 0.0064 N N N N FEDERAL HOME LOAN MORTGAGE CORP. FEDERAL HOME LOAN MORTGAGE CORP. 0.380 3134GVHW1 S6XOOCT0IEG5ABCC6L87 US3134GVHW11 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-06-30 2021-06-30 N N N 0.0036 2503733725.00 2503733725.00 0.0128 N N N N FEDERAL HOME LOAN MORTGAGE CORP. FEDERAL HOME LOAN MORTGAGE CORP. 0.120 3134GVFF0 S6XOOCT0IEG5ABCC6L87 US3134GVFF06 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-12-04 2020-12-04 N N N 0.0012 999643410.00 999643410.00 0.0051 N N N N FEDERAL HOME LOAN MORTGAGE CORP. FEDERAL HOME LOAN MORTGAGE CORP. 0.360 3134GVHS0 S6XOOCT0IEG5ABCC6L87 US3134GVHS09 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-06-25 2021-06-25 N N N 0.0037 1001277800.00 1001277800.00 0.0051 N N N N FEDERAL HOME LOAN MORTGAGE CORP. FEDERAL HOME LOAN MORTGAGE CORP. 0.110 3134GTSS3 S6XOOCT0IEG5ABCC6L87 US3134GTSS34 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-09-09 2020-09-09 N N N 0.0018 126980430.57 126980430.57 0.0007 N N N N FEDERAL HOME LOAN MORTGAGE CORP. FEDERAL HOME LOAN MORTGAGE CORP. 0.120 3134GT6K4 S6XOOCT0IEG5ABCC6L87 US3134GT6K49 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-09-10 2020-09-10 N N N 0.0012 924873386.00 924873386.00 0.0047 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.340 3135G02P7 B1V7KEBTPIMZEU4LTD58 US3135G02P70 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-05-24 2021-05-24 N N N 0.0034 1001285860.00 1001285860.00 0.0051 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.310 3135G04K6 B1V7KEBTPIMZEU4LTD58 US3135G04K65 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2022-05-06 2022-05-06 N N N 0.0031 840783703.20 840783703.20 0.0043 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280 3135G04M2 B1V7KEBTPIMZEU4LTD58 US3135G04M22 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2022-05-13 2022-05-13 N N N 0.0028 1950673686.00 1950673686.00 0.0100 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.320 3135G04H3 B1V7KEBTPIMZEU4LTD58 US3135G04H37 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2022-05-05 2022-05-05 N N N 0.0032 1001122440.00 1001122440.00 0.0051 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.430 3135G03A9 B1V7KEBTPIMZEU4LTD58 US3135G03A92 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2022-04-07 2022-04-07 N N N 0.0044 752370090.00 752370090.00 0.0038 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.430 3135G03H4 B1V7KEBTPIMZEU4LTD58 US3135G03H46 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-10-15 2021-10-15 N N N 0.0044 2506793150.00 2506793150.00 0.0128 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400 3135G03S0 B1V7KEBTPIMZEU4LTD58 US3135G03S01 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-10-22 2021-10-22 N N N 0.0041 2455769186.50 2455769186.50 0.0126 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2022-03-09 2022-03-09 N N N 0.0025 249664752.83 249664752.83 0.0013 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.360 3135G02R3 B1V7KEBTPIMZEU4LTD58 US3135G02R37 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-04-26 2021-04-26 N N N 0.0036 1001380930.00 1001380930.00 0.0051 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.130 3135G0Y64 B1V7KEBTPIMZEU4LTD58 US3135G0Y641 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-03-04 2021-03-04 N N N 0.0013 349661451.22 349661451.22 0.0018 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280 3135G04X8 US3135G04X86 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2022-06-15 2022-06-15 N N N 0.0028 1199525508.00 1199525508.00 0.0062 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.120 3135G0Y56 B1V7KEBTPIMZEU4LTD58 US3135G0Y567 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2020-12-04 2020-12-04 N N N 0.0012 499864955.00 499864955.00 0.0026 N N N N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 0.090 ORS002IP7 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2024-12-31 1.750000 665000000.00 709422000.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.875000 772300000.00 798912710.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 2.875000 669572800.00 800950856.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-20 0.000000 489614500.00 488901131.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-09-30 1.625000 560000000.00 603954568.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-31 1.375000 797377100.00 847857787.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 0.125000 550000000.00 549571000.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-28 1.125000 686485000.00 716587106.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-06-30 0.500000 805659800.00 807077761.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.375000 495802000.00 539003033.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 487400000.00 542293065.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-15 1.500000 612600000.00 633314709.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 2.875000 452898000.00 536667712.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-30 1.625000 562259000.00 605486578.00 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 9000000000.00 9000000000.00 0.0461 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 0.090 OSA002B97 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2044-11-15 3.000000 145646200.00 196457352.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-08-15 2.250000 93688200.00 113981962.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-05-15 2.875000 1475000000.00 2010148806.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 575000000.00 803943029.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-11-15 3.375000 607800000.00 899852610.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-08-15 3.000000 155000000.00 215897762.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-05-15 3.125000 155800000.00 219945703.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-08-15 2.750000 34700000.00 45888068.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-05-15 3.000000 225000000.00 308786175.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 3.000000 393200000.00 542553791.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-11-15 2.875000 277650000.00 372105349.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-05-15 2.500000 50000000.00 62498050.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 2.500000 6700000.00 8403821.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 3.000000 35000000.00 47548060.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 2.875000 20000000.00 26696075.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 264800000.00 358214290.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 2.500000 277200000.00 346079116.15 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 6450000000.00 6450000000.00 0.0331 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 0.070 0GOL22U87 FOR8UP27PHTHYVLBNG30 0000042352 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2024-09-30 2.125000 153292300.00 166293551.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 1.500000 1812441600.00 1873706467.97 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 2000000000.00 2000000000.00 0.0103 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 0.090 0GOL22U38 FOR8UP27PHTHYVLBNG30 0000042352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mor 2022-08-01 6.000000 4250488.00 9528.99 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.500000 446367.00 431420.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 4.500000 1000000.00 29237.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-01-01 5.000000 24302.00 9922.06 Agency Mortgage-Backed Securities Federal National Mort 2022-02-01 6.500000 98130688.00 212942.46 Agency Mortgage-Backed Securities Federal National Mort 2034-10-01 2.500000 1010908.00 952399.76 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-07-01 4.000000 66622592.00 42384648.96 Agency Mortgage-Backed Securities Federal National Mort 2029-04-01 5.500000 199060.00 25691.68 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2027-04-20 2.500000 223393.00 45414.69 Agency Mortgage-Backed Securities Federal National Mort 2040-05-01 5.500000 180000.00 19273.41 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 97190.00 49547.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-06-01 5.500000 100000.00 24469.73 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2045-02-01 4.000000 23000.00 7384.18 Agency Mortgage-Backed Securities Federal National Mort 2046-02-01 4.500000 37000.00 13700.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-03-01 5.000000 421518.00 118196.06 Agency Mortgage-Backed Securities Government National M 2041-08-15 4.000000 300000.00 42214.43 Agency Mortgage-Backed Securities Federal National Mort 2046-02-01 4.000000 1000000.00 556949.61 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.500000 35028992.00 29983743.15 Agency Mortgage-Backed Securities Federal National Mort 2044-01-01 3.500000 4535000.00 3771669.03 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-06-01 5.000000 100000.00 87000.81 Agency Mortgage-Backed Securities Government National M 2045-01-20 4.000000 2550344.00 928994.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-09-01 3.500000 72797.00 53477.76 Agency Mortgage-Backed Securities Government National M 2043-01-20 3.500000 63094.00 20518.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-09-01 5.000000 25067.00 8832.11 Agency Mortgage-Backed Securities Government National M 2024-11-15 5.500000 1658544.00 174776.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-02-01 4.000000 50362.00 39301.74 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-01-15 3.500000 444400.00 98881.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-02-01 5.000000 1112182.00 16365.80 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.750000 2225000.00 2723346.23 Agency Mortgage-Backed Securities Federal National Mort 2041-06-01 3.500000 1105136.00 638664.84 Agency Mortgage-Backed Securities Federal National Mort 2034-03-01 5.000000 5834100.00 154567.96 Agency Mortgage-Backed Securities Government National M 2041-11-20 4.000000 1035518.00 353219.85 Agency Mortgage-Backed Securities Government National M 2046-09-20 3.000000 154000.00 120981.74 Agency Mortgage-Backed Securities Federal National Mort 2025-12-01 4.000000 910964.00 113693.69 Agency Mortgage-Backed Securities Federal National Mort 2038-04-01 3.510000 17124000.00 20080415.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-09-01 5.000000 355624.00 22308.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-12-01 4.500000 50004.00 27594.81 Agency Mortgage-Backed Securities Government National M 2043-06-15 3.500000 1412062.00 390678.99 Agency Mortgage-Backed Securities Government National M 2041-11-15 4.000000 40000.00 5804.68 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2041-03-01 4.000000 1600000.00 317461.34 Agency Mortgage-Backed Securities Government National M 2038-11-20 5.500000 1500000.00 51600.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-11-01 3.000000 27018752.00 27375773.54 Agency Mortgage-Backed Securities Government National M 2022-05-15 6.000000 2850000.00 25264.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-11-01 4.000000 200000.00 132778.42 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 4.000000 6050360.00 6597379.38 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 134000.00 106443.04 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2028-07-01 5.500000 589617.00 12043.55 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 200000.00 128436.85 Agency Mortgage-Backed Securities Government National M 2045-10-15 4.000000 25000.00 21070.74 Agency Mortgage-Backed Securities Government National M 2042-01-15 4.000000 1000000.00 178131.22 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 1050512.00 752187.90 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 5.500000 2000000.00 180314.93 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-04-15 3.500000 46941.00 14023.15 Agency Mortgage-Backed Securities Government National M 2046-07-20 4.500000 1073346.00 588188.00 Agency Mortgage-Backed Securities Government National M 2042-06-15 3.500000 53636.00 12468.04 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 3.500000 284179.00 128606.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-05-01 6.000000 223991.00 74748.00 Agency Mortgage-Backed Securities Federal National Mort 2036-02-01 4.000000 11135104.00 12147176.08 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2033-07-01 4.000000 96000.00 53346.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-07-01 4.500000 6500000.00 4604138.63 Agency Mortgage-Backed Securities Federal National Mort 2033-10-01 5.500000 1000174.00 85829.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-09-01 5.000000 299830.00 30949.23 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.000000 1810488.00 1981132.58 Agency Mortgage-Backed Securities Federal National Mort 2041-09-01 4.500000 17369152.00 2189480.68 Agency Mortgage-Backed Securities Federal National Mort 2031-11-01 6.000000 1061178.00 16076.51 Agency Mortgage-Backed Securities Federal National Mort 2029-05-01 4.500000 342200.00 10249.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-01-01 3.500000 15874980.00 8371244.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-02-01 7.500000 3478112.00 11337.62 Agency Mortgage-Backed Securities Federal National Mort 2035-10-01 5.500000 400000.00 9318.29 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.020000 11731000.00 14243877.96 Agency Mortgage-Backed Securities Federal National Mort 2047-01-01 3.000000 226000.00 172242.86 Agency Mortgage-Backed Securities Federal National Mort 2026-06-01 6.500000 3015032.00 29835.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 357346.00 373087.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-06-01 4.500000 1990000.00 150689.74 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 893637.00 666577.40 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 452817.00 312415.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-04-01 5.000000 1600000.00 82836.16 Agency Mortgage-Backed Securities Federal National Mort 2044-05-01 3.500000 17088.00 8194.91 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 46634.00 29612.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-11-01 5.500000 22159900.00 284913.71 Agency Mortgage-Backed Securities Government National M 2043-02-20 3.500000 80415.00 35380.80 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 3.500000 342003.00 78587.26 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2046-03-01 3.500000 18816896.00 9579232.91 Agency Mortgage-Backed Securities Government National M 2048-11-20 5.000000 5601688.00 2763944.27 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-01-01 4.000000 600000.00 29970.32 Agency Mortgage-Backed Securities Federal National Mort 2035-12-01 4.000000 1290352.00 657101.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-05-01 3.500000 79000.00 76299.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-12-01 5.000000 2060010.00 85858.86 Agency Mortgage-Backed Securities Government National M 2047-12-15 3.500000 250101.00 164562.04 Agency Mortgage-Backed Securities Federal National Mort 2032-01-01 7.500000 4000400.00 26469.80 Agency Mortgage-Backed Securities Government National M 2027-04-15 3.000000 120588.00 23822.18 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2044-12-01 3.500000 17905.00 6732.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-01-01 3.000000 8370000.00 6552371.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-09-01 6.500000 1000000.00 16127.76 Agency Mortgage-Backed Securities Federal National Mort 2045-05-01 3.500000 23434.00 10263.95 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 6.000000 1527358.00 39310.42 Agency Mortgage-Backed Securities Federal National Mort 2044-11-01 4.000000 58886.00 39657.75 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-12-01 3.000000 187667.00 135383.67 Agency Mortgage-Backed Securities Government National M 2045-11-20 3.500000 3463332.00 861721.93 Agency Mortgage-Backed Securities Government National M 2042-03-20 4.000000 1622670.00 453681.20 Agency Mortgage-Backed Securities Government National M 2043-01-15 3.500000 31147.00 13482.62 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-03-01 4.500000 242000.00 20367.25 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 3.000000 9263200.00 9782747.60 Agency Mortgage-Backed Securities Government National M 2048-05-20 4.500000 115362.00 92940.52 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-10-01 4.000000 1789672.00 1925698.33 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-06-15 3.000000 101018.00 30124.32 Agency Mortgage-Backed Securities Government National M 2022-09-15 7.500000 2536592.00 31804.55 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 5.000000 39000.00 6294.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-02-01 4.000000 164024.00 101614.34 Agency Mortgage-Backed Securities Federal National Mort 2031-08-01 5.000000 179462.00 96970.62 Agency Mortgage-Backed Securities Federal National Mort 2043-10-01 4.000000 1490140.00 705581.23 Agency Mortgage-Backed Securities Federal National Mort 2043-09-01 4.000000 15133340.00 6220203.78 Agency Mortgage-Backed Securities Government National M 2042-06-20 4.000000 125000.00 36997.10 Agency Mortgage-Backed Securities Federal National Mort 2035-04-01 6.000000 1397014.00 61534.65 Agency Mortgage-Backed Securities Government National M 2042-01-15 4.000000 136884.00 30392.14 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.500000 100100000.00 100257782.90 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2027-05-20 3.000000 60000.00 10581.85 Agency Mortgage-Backed Securities Federal National Mort 2033-05-01 5.000000 8047056.00 172631.45 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 2.500000 23886.00 17741.09 Agency Mortgage-Backed Securities Government National M 2048-04-20 4.000000 79000.00 74662.13 Agency Mortgage-Backed Securities Government National M 2047-03-15 4.500000 1231008.00 172838.18 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-11-01 3.500000 1653106.00 1721495.05 Agency Mortgage-Backed Securities Federal National Mort 2041-11-01 3.500000 19003000.00 4012008.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-09-01 4.000000 53848128.00 32769907.76 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-09-01 4.000000 1260288.00 430290.26 Agency Mortgage-Backed Securities Federal National Mort 2025-12-01 4.000000 236559.00 16220.31 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 260000000.00 243183722.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-06-01 4.500000 1726840.00 70371.91 Agency Mortgage-Backed Securities Federal National Mort 2044-04-01 4.500000 20178.00 8288.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-07-01 8.500000 764999.00 5544.53 Agency Mortgage-Backed Securities Government National M 2029-04-20 4.000000 3262450.00 743028.34 Agency Mortgage-Backed Securities Federal National Mort 2025-09-01 5.000000 1745780.00 22613.23 Agency Mortgage-Backed Securities Government National M 2042-10-15 3.500000 290952.00 70703.77 Agency Mortgage-Backed Securities Federal National Mort 2032-07-01 6.000000 750000.00 6278.92 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-02-01 5.500000 899912.00 14491.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-08-01 5.000000 3460792.00 96362.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-04-01 5.000000 10000000.00 479046.25 Agency Mortgage-Backed Securities Federal National Mort 2031-02-01 7.500000 13067424.00 540246.70 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 3.000000 325000.00 319661.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-01-01 5.000000 150000.00 24521.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 3.000000 147090000.00 152789912.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-03-01 5.500000 2844320.00 80061.80 Agency Mortgage-Backed Securities Government National M 2040-07-15 5.000000 47429.00 11671.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-06-01 4.000000 2000000.00 237836.17 Agency Mortgage-Backed Securities Government National M 2047-07-20 4.500000 6244608.00 4076323.68 Agency Mortgage-Backed Securities Federal National Mort 2036-03-01 6.000000 45274688.00 1354905.21 Agency Mortgage-Backed Securities Federal National Mort 2030-08-01 3.500000 20000.00 8504.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-04-01 4.000000 1222428.00 318864.27 Agency Mortgage-Backed Securities Federal National Mort 2031-12-01 6.500000 1310132.00 66739.79 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 3.500000 50000.00 35276.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-08-01 5.500000 2005636.00 514542.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-12-01 6.000000 32581.00 10351.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-02-01 7.000000 5207560.00 42337.10 Agency Mortgage-Backed Securities Government National M 2033-07-15 5.000000 1276000.00 26850.28 Agency Mortgage-Backed Securities Federal National Mort 2035-07-01 5.500000 3914184.00 623543.62 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-08-01 5.000000 4919408.00 884752.15 Agency Mortgage-Backed Securities Government National M 2043-09-15 3.000000 100000.00 41159.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-12-01 5.500000 2083000.00 30858.76 Agency Mortgage-Backed Securities Federal National Mort 2045-04-01 3.500000 18591.00 9261.52 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 5.500000 3687116.00 263275.50 Agency Mortgage-Backed Securities Federal National Mort 2036-11-01 3.000000 178000.00 120975.44 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 4.500000 1348640.00 62787.62 Agency Mortgage-Backed Securities Government National M 2022-07-15 6.000000 3800350.00 8816.94 Agency Mortgage-Backed Securities Federal National Mort 2032-06-01 2.500000 875000.00 615097.49 Agency Mortgage-Backed Securities Federal National Mort 2037-02-01 5.000000 402069.00 5452.56 Agency Mortgage-Backed Securities Federal National Mort 2022-01-01 6.500000 3726896.00 21563.76 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-02-01 6.000000 2859640.00 69056.61 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 3.500000 6375000.00 4824622.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-12-01 3.500000 2023436.00 759472.58 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 2103084.00 1745830.67 Agency Mortgage-Backed Securities Government National M 2032-12-20 2.500000 33195.00 23083.94 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-07-20 4.000000 4951420.00 744843.85 Agency Mortgage-Backed Securities Federal National Mort 2037-04-01 5.500000 1950000.00 102846.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-09-01 4.500000 1355798.00 718224.73 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.000000 19793.00 18166.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-10-01 3.000000 2500000.00 824993.82 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 219575.00 152035.21 Agency Mortgage-Backed Securities Government National M 2036-06-20 5.500000 23160544.00 693227.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-10-01 4.500000 1671280.00 1616101.13 Agency Mortgage-Backed Securities Federal National Mort 2044-05-01 4.500000 2157524.00 1319728.12 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2031-11-01 2.000000 17000.00 10874.57 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 4.000000 12601488.00 13274820.90 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-03-15 3.500000 14689.00 6990.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-04-01 5.000000 1417994.00 44476.95 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-04-01 3.000000 3640720.00 1754516.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-03-01 3.500000 400000.00 371572.26 Agency Mortgage-Backed Securities Government National M 2040-03-15 5.000000 850000.00 156122.28 Agency Mortgage-Backed Securities Federal National Mort 2041-12-01 4.000000 47000.00 9414.60 Agency Mortgage-Backed Securities Government National M 2039-10-15 5.500000 126993.00 10274.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-05-01 5.000000 4681000.00 172520.61 Agency Mortgage-Backed Securities Federal National Mort 2030-06-01 3.000000 11715.00 5305.63 Agency Mortgage-Backed Securities Federal National Mort 2045-12-01 4.000000 1225000.00 509523.83 Agency Mortgage-Backed Securities Federal National Mort 2033-10-01 4.500000 1312758.00 360320.83 Agency Mortgage-Backed Securities Federal National Mort 2030-08-01 2.500000 5000000.00 2418411.59 Agency Mortgage-Backed Securities Government National M 2039-03-15 4.000000 14081.00 5766.35 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 4.000000 10256240.00 1966454.84 Agency Mortgage-Backed Securities Federal National Mort 2029-09-01 2.500000 5873400.00 1811525.70 Agency Mortgage-Backed Securities Government National M 2042-12-15 3.000000 25000.00 5874.04 Agency Mortgage-Backed Securities Federal National Mort 2056-04-01 4.000000 2500000.00 1698194.93 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2037-03-01 7.000000 7850000.00 43068.42 Agency Mortgage-Backed Securities Government National M 2045-02-15 3.500000 139473.00 82983.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 5.500000 6795000.00 96982.07 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-04-20 3.000000 27685184.00 14017365.53 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 5.000000 501145.00 75518.10 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-12-20 4.000000 1190000.00 326282.49 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 451823.00 383626.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-12-01 6.000000 11359712.00 139770.58 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 3.000000 8636368.00 9239353.54 Agency Mortgage-Backed Securities Federal National Mort 2030-08-01 4.000000 1500000.00 99741.01 Agency Mortgage-Backed Securities Government National M 2037-08-20 6.000000 98000.00 43461.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-05-01 4.500000 1494788.00 36223.55 Agency Mortgage-Backed Securities Federal National Mort 2031-08-01 2.500000 4995500.00 2949412.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-10-01 3.000000 3000000.00 1738584.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-03-01 2.500000 1925000.00 571411.96 Agency Mortgage-Backed Securities Federal National Mort 2030-04-01 3.500000 1290286.00 484581.29 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.000000 1691960.00 1793596.00 Agency Mortgage-Backed Securities Federal National Mort 2040-01-01 4.000000 12887712.00 14191899.77 Agency Mortgage-Backed Securities Federal National Mort 2034-09-01 6.000000 9850112.00 295500.54 Agency Mortgage-Backed Securities Federal National Mort 2035-09-01 3.000000 1723304.00 1381475.90 Agency Mortgage-Backed Securities Federal National Mort 2044-06-01 5.000000 155000.00 89920.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-11-01 2.500000 30000.00 19323.14 Agency Mortgage-Backed Securities Federal National Mort 2035-05-01 3.500000 66007120.00 70907913.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-09-01 2.460000 1450000.00 1587646.57 Agency Mortgage-Backed Securities Federal National Mort 2035-07-01 4.000000 1232848.00 639265.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-03-01 3.500000 570000.00 487982.14 Agency Mortgage-Backed Securities Government National M 2041-07-15 4.500000 33146.00 15526.18 Agency Mortgage-Backed Securities Federal National Mort 2026-08-01 3.500000 15038736.00 837557.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-05-01 4.000000 26000.00 10094.89 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 140000.00 143357.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-06-01 3.000000 21534.00 14515.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-06-01 4.500000 24000.00 7353.58 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-02-01 3.500000 3216528.00 1653019.11 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2032-11-01 3.000000 815780.00 595124.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-02-01 5.500000 8826770.00 169818.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-08-01 6.000000 2630000.00 53786.04 Agency Mortgage-Backed Securities Federal National Mort 2034-05-01 5.000000 8601344.00 1221220.67 Agency Mortgage-Backed Securities Government National M 2025-04-20 4.500000 1122222.00 73620.33 Agency Mortgage-Backed Securities Federal National Mort 2035-09-01 5.500000 3713872.00 210427.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-10-01 3.500000 1720330.00 1794150.66 Agency Mortgage-Backed Securities Federal National Mort 2056-06-01 4.500000 3160000.00 1923084.36 Agency Mortgage-Backed Securities Federal National Mort 2035-12-01 6.000000 13307152.00 196497.18 Agency Mortgage-Backed Securities Federal National Mort 2030-03-01 4.500000 272600.00 21613.78 Agency Mortgage-Backed Securities Government National M 2045-02-15 3.500000 155000.00 73600.60 Agency Mortgage-Backed Securities Government National M 2042-04-20 4.000000 5176590.00 683187.35 Agency Mortgage-Backed Securities Federal National Mort 2039-12-01 4.500000 8015152.00 8780182.23 Agency Mortgage-Backed Securities Government National M 2040-11-20 3.500000 1420000.00 165689.93 Agency Mortgage-Backed Securities Government National M 2041-04-20 5.500000 1875586.00 221864.75 Agency Mortgage-Backed Securities Federal National Mort 2028-12-01 3.000000 61366.00 22952.48 Agency Mortgage-Backed Securities Federal National Mort 2035-07-01 3.000000 1210420.00 1304840.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-02-01 4.000000 753750.00 40353.78 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-01-01 3.899000 157667072.00 2269626.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-02-01 5.500000 4850000.00 48470.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-09-01 6.000000 4000000.00 118034.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-12-01 4.500000 1570000.00 71716.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-07-01 4.000000 11000000.00 4476252.81 Agency Mortgage-Backed Securities Federal National Mort 2032-02-01 4.000000 1000000.00 218950.99 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 10000.00 5182.05 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 197000.00 72995.42 Agency Mortgage-Backed Securities Government National M 2041-10-20 4.500000 82050.00 28938.06 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2025-07-01 4.000000 1145000.00 55002.89 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.000000 4917032.00 2759528.47 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 1016456.00 502710.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-01 4.500000 5964560.00 160619.59 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.500000 10101472.00 10842490.72 Agency Mortgage-Backed Securities Government National M 2037-05-15 5.500000 500000.00 11967.52 Agency Mortgage-Backed Securities Government National M 2033-07-15 5.500000 6940392.00 613516.84 Agency Mortgage-Backed Securities Federal National Mort 2026-08-01 5.000000 6935184.00 4224879.35 Agency Mortgage-Backed Securities Federal National Mort 2045-04-01 4.000000 544248.00 44968.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-05-01 4.000000 1050000.00 88173.52 Agency Mortgage-Backed Securities Federal National Mort 2037-02-01 3.500000 1228278.00 713605.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-02-01 5.000000 852679.00 70748.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-02-01 3.500000 21000.00 6695.01 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-01-15 4.000000 25000.00 24257.51 Agency Mortgage-Backed Securities Federal National Mort 2038-08-01 6.000000 2453068.00 190581.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-07-01 5.000000 129449.00 18726.85 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 4.500000 185766.00 8345.13 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 3.000000 397000.00 272992.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-06-01 6.000000 237778.00 5410.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-01-01 6.000000 471515.00 172582.32 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-02-01 2.500000 419374.00 239512.77 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-04-15 3.500000 781500.00 330834.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-09-01 5.000000 230000.00 183006.63 Agency Mortgage-Backed Securities Federal National Mort 2027-04-01 5.500000 1050000.00 19984.07 Agency Mortgage-Backed Securities Government National M 2043-11-20 3.500000 3927664.00 1179461.90 Agency Mortgage-Backed Securities Federal National Mort 2029-12-01 3.500000 1452936.00 761645.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-12-01 5.500000 5348832.00 92478.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-08-01 5.000000 1265520.00 37476.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-01-01 5.000000 40318.00 21941.02 Agency Mortgage-Backed Securities Government National M 2044-11-20 4.500000 252013.00 48257.71 Agency Mortgage-Backed Securities Government National M 2048-07-20 4.500000 13908592.00 2063128.72 Agency Mortgage-Backed Securities Government National M 2046-11-20 3.500000 7937048.00 4825539.77 Agency Mortgage-Backed Securities Federal National Mort 2030-10-01 4.000000 400000.00 62041.09 Agency Mortgage-Backed Securities Government National M 2046-02-15 2.900000 250000.00 271378.97 Agency Mortgage-Backed Securities Federal National Mort 2032-10-01 3.500000 1475000.00 657771.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 3.000000 2531584.00 2631402.25 Agency Mortgage-Backed Securities Federal National Mort 2024-04-01 4.000000 1500000.00 13855.32 Agency Mortgage-Backed Securities Government National M 2045-03-15 4.000000 22717.00 12937.93 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-09-20 4.500000 750000.00 370884.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-05-01 4.000000 124340.00 12490.82 Agency Mortgage-Backed Securities Federal National Mort 2044-06-01 3.990000 10000000.00 10097698.64 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2040-12-15 4.000000 64077.00 24352.00 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-08-01 4.000000 75000.00 57102.29 Agency Mortgage-Backed Securities Federal National Mort 2042-11-01 2.500000 45000.00 24722.01 Agency Mortgage-Backed Securities Federal National Mort 2034-12-01 6.000000 872386.00 60994.02 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 29477.00 18621.34 Agency Mortgage-Backed Securities Federal National Mort 2034-09-01 6.000000 12361920.00 602015.21 Agency Mortgage-Backed Securities Federal National Mort 2031-09-01 6.000000 2000000.00 7567.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-10-01 6.000000 128247.00 6189.95 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-03-01 6.000000 944993.00 42398.01 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-11-20 3.000000 1081524.00 536562.53 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 3.500000 27000.00 28241.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-01-01 5.000000 1700000.00 23546.26 Agency Mortgage-Backed Securities Government National M 2042-03-15 3.500000 70755.00 20757.91 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-05-15 3.000000 229780.00 100094.49 Agency Mortgage-Backed Securities Federal National Mort 2032-02-01 7.500000 630169.00 8357.62 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 21000.00 16141.65 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 58667776.00 43357537.66 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-04-20 3.000000 5000000.00 1832031.12 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2045-01-01 4.000000 168538.00 111869.33 Agency Mortgage-Backed Securities Federal National Mort 2024-09-01 5.500000 4800000.00 76967.08 Agency Mortgage-Backed Securities Federal National Mort 2030-06-01 2.500000 10777.00 5132.69 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 1637304.00 1726627.71 Agency Mortgage-Backed Securities Government National M 2042-11-15 3.000000 875000.00 348691.21 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 4.000000 208741.00 218611.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-06-01 6.000000 4993272.00 154437.83 Agency Mortgage-Backed Securities Federal National Mort 2043-10-01 4.000000 618973.00 130166.51 Agency Mortgage-Backed Securities Federal National Mort 2028-12-01 5.000000 622002.00 85585.67 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2039-07-01 6.000000 130945.00 65442.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-03-01 5.500000 25292160.00 999190.90 Agency Mortgage-Backed Securities Government National M 2042-06-20 4.500000 200826.00 45168.66 Agency Mortgage-Backed Securities Government National M 2047-07-20 4.500000 1048404.00 365162.20 Agency Mortgage-Backed Securities Federal National Mort 2036-01-01 5.500000 3750000.00 162110.97 Agency Mortgage-Backed Securities Federal National Mort 2027-10-01 6.500000 1432910.00 42372.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-08-01 4.000000 1191418.00 1278323.59 Agency Mortgage-Backed Securities Federal National Mort 2030-01-01 7.000000 4444020.00 384732.66 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-10-01 6.000000 3900000.00 106349.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 3.500000 3092000.00 2497942.55 Agency Mortgage-Backed Securities Federal National Mort 2027-04-01 4.000000 31020.00 9727.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-10-01 4.500000 2659512.00 2761606.93 Agency Mortgage-Backed Securities Government National M 2042-03-15 3.500000 889355.00 210330.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-06-01 5.000000 45869568.00 1083312.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-06-01 5.500000 1275568.00 137618.41 Agency Mortgage-Backed Securities Government National M 2047-10-20 4.000000 800000.00 438558.68 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2040-03-01 5.500000 301822.00 122573.92 Agency Mortgage-Backed Securities Federal National Mort 2033-03-01 6.500000 1980000.00 63362.07 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-03-01 4.000000 26866800.00 12779474.50 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.500000 16621.00 12725.77 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.000000 1209000.00 943104.09 Agency Mortgage-Backed Securities Federal National Mort 2038-12-01 6.500000 1260000.00 19166.05 Agency Mortgage-Backed Securities Federal National Mort 2041-10-01 4.500000 14116480.00 2083088.74 Agency Mortgage-Backed Securities Federal National Mort 2035-01-01 6.000000 4568328.00 128439.34 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.500000 960798.00 1024853.47 Agency Mortgage-Backed Securities Federal National Mort 2032-01-01 2.500000 9275.00 5570.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 3.500000 3000000.00 2767512.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-12-01 4.500000 622000.00 173010.39 Agency Mortgage-Backed Securities Federal National Mort 2038-06-01 5.500000 250842.00 12662.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-05-01 2.500000 1480376.00 510550.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 4.000000 100000.00 69072.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-11-01 5.500000 8100000.00 307985.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-04-01 3.500000 23474.00 20809.44 Agency Mortgage-Backed Securities Government National M 2024-01-20 6.000000 466105.00 18158.84 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 5.000000 55001984.00 39137420.22 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2032-03-01 3.000000 9626.00 6210.74 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2030-10-01 4.000000 750000.00 67154.88 Agency Mortgage-Backed Securities Government National M 2043-05-15 3.500000 72812.00 29931.76 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 4.500000 322000.00 205453.15 Agency Mortgage-Backed Securities Federal National Mort 2034-05-01 4.000000 60000.00 45529.68 Agency Mortgage-Backed Securities Federal National Mort 2032-05-01 6.000000 2250000.00 19488.21 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 5.000000 503226.00 15453.73 Agency Mortgage-Backed Securities Government National M 2041-07-15 4.000000 65120.00 8299.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-03-01 3.500000 600000.00 254974.20 Agency Mortgage-Backed Securities Federal National Mort 2040-05-01 6.500000 725009.00 81545.84 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.750000 13490000.00 16511433.99 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 4.500000 5007448.00 174498.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-06-01 3.500000 50000000.00 20501358.34 Agency Mortgage-Backed Securities Federal National Mort 2044-09-01 5.500000 52000.00 16394.44 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 5.000000 162000.00 130131.51 Agency Mortgage-Backed Securities Government National M 2049-12-20 4.000000 1043882.00 1147711.99 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 3.500000 801086.00 586961.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-12-01 5.500000 8984096.00 55407.65 Agency Mortgage-Backed Securities Federal National Mort 2035-10-01 5.000000 1490000.00 48613.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-01-01 3.500000 21928.00 20370.68 Agency Mortgage-Backed Securities Government National M 2047-06-20 6.000000 390000.00 174645.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-05-01 4.500000 558000.00 239794.90 Agency Mortgage-Backed Securities Government National M 2045-07-15 3.000000 830921.00 395045.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-04-01 3.500000 100000.00 59260.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 3.000000 3160000.00 2455945.48 Agency Mortgage-Backed Securities Government National M 2042-10-15 3.500000 26093.00 7712.13 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-05-20 4.000000 63446400.00 39163809.46 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 4.000000 1420000.00 899416.16 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 2.500000 637434.00 336970.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-12-01 3.500000 1235384.00 971821.67 Agency Mortgage-Backed Securities Government National M 2040-10-15 4.500000 74937.00 16935.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-03-01 4.000000 1250000.00 58754.14 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2028-07-01 3.000000 25000.00 7613.37 Agency Mortgage-Backed Securities Government National M 2041-12-15 4.000000 400000.00 64959.37 Agency Mortgage-Backed Securities Government National M 2032-11-20 5.000000 4611488.00 148346.41 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 4.000000 106377.00 17978.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-11-01 3.500000 29976640.00 12571606.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-08-01 6.000000 415213.00 7221.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-08-01 4.000000 16000.00 11229.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-07-01 3.500000 146307.00 94858.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-12-01 5.000000 711073.00 65843.67 Agency Mortgage-Backed Securities Government National M 2047-04-20 4.500000 3904244.00 1782556.73 Agency Mortgage-Backed Securities Government National M 2041-04-15 4.500000 165709.00 26078.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-04-01 3.000000 497266.00 261175.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-02-01 4.500000 25519000.00 3203202.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-09-01 3.500000 104920.00 68769.56 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 4.000000 179000.00 119162.45 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2045-11-01 3.500000 150000.00 100135.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 20555680.00 21716966.29 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2023-05-01 2.520000 175000.00 182961.98 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 9173488.00 6526302.40 Agency Mortgage-Backed Securities Federal National Mort 2027-06-01 5.500000 1073590.00 21371.95 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-01-01 4.500000 16564.00 9532.95 Agency Mortgage-Backed Securities Federal National Mort 2028-06-01 2.000000 22947.00 8884.18 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 3.500000 150000.00 96948.93 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-09-15 3.500000 350000.00 81733.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-03-01 4.000000 2847736.00 627754.71 Agency Mortgage-Backed Securities Government National M 2042-06-15 3.500000 73203.00 15620.98 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 4.500000 100000.00 34886.59 Agency Mortgage-Backed Securities Federal National Mort 2038-02-01 5.500000 598545.00 35885.07 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 100000.00 94819.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-03-01 6.000000 901884.00 110146.43 Agency Mortgage-Backed Securities Government National M 2044-05-15 4.500000 56832.00 37034.06 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.000000 68418176.00 67937870.66 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.500000 784366.00 777130.16 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-06-01 4.000000 7581.00 5399.39 Agency Mortgage-Backed Securities Federal National Mort 2046-05-01 2.500000 305000.00 175819.48 Agency Mortgage-Backed Securities Government National M 2042-11-15 3.000000 79231.00 31676.11 Agency Mortgage-Backed Securities Federal National Mort 2031-04-01 5.500000 1650000.00 26682.18 Agency Mortgage-Backed Securities Federal National Mort 2028-04-01 6.000000 9096848.00 38512.11 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-02-15 4.000000 161918.00 54667.60 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-09-20 3.500000 8584064.00 4656539.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-11-01 6.500000 8000000.00 203580.64 Agency Mortgage-Backed Securities Federal National Mort 2045-07-01 4.000000 20000000.00 8104842.34 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2044-09-01 3.000000 46999.00 26048.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-01-01 3.000000 8800000.00 8695812.93 Agency Mortgage-Backed Securities Federal National Mort 2046-01-01 3.500000 81922560.00 84637749.24 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 4.000000 525000.00 67032.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-07-01 4.000000 14000.00 5576.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-07-01 3.500000 1005178.00 620788.42 Agency Mortgage-Backed Securities Federal National Mort 2029-03-01 6.000000 1450000.00 63228.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-06-01 4.000000 25939776.00 15459862.78 Agency Mortgage-Backed Securities Federal National Mort 2032-08-01 2.500000 20948.00 14089.11 Agency Mortgage-Backed Securities Federal National Mort 2040-07-01 5.000000 1342000.00 613971.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-01-01 4.000000 18273920.00 4768922.98 Agency Mortgage-Backed Securities Federal National Mort 2031-06-01 3.500000 1032000.00 649585.35 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 855254.00 620015.27 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 155000.00 67920.31 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 1000000.00 542801.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-04-01 3.500000 22152.00 15384.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.500000 343000.00 283211.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-02-01 3.000000 1543564.00 1609750.43 Agency Mortgage-Backed Securities Federal National Mort 2023-02-01 5.000000 13368544.00 35267.33 Agency Mortgage-Backed Securities Federal National Mort 2031-09-01 7.000000 2100000.00 6261.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-09-01 5.500000 2089352.00 43400.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-05-01 3.000000 162347.00 131921.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-04-01 5.500000 278657.00 49007.07 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-08-01 3.000000 3000000.00 1996126.32 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 470000.00 426442.85 Agency Mortgage-Backed Securities Federal National Mort 2045-06-01 4.000000 928703.00 348072.59 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 3.500000 14464160.00 15020606.88 Agency Mortgage-Backed Securities Federal National Mort 2032-10-01 6.000000 2250000.00 14746.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-08-01 4.000000 2225556.00 2119948.16 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-11-01 4.000000 910695.00 856203.07 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-05-01 5.500000 1410094.00 431871.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-09-01 7.500000 8135616.00 13809.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-03-01 8.000000 194000.00 5999.07 Agency Mortgage-Backed Securities Federal National Mort 2030-04-01 2.500000 23419.00 10990.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-04-01 4.000000 120000.00 88012.83 Agency Mortgage-Backed Securities Federal National Mort 2045-03-01 4.000000 775000.00 369374.57 Agency Mortgage-Backed Securities Government National M 2046-07-20 3.000000 122000.00 87348.59 Agency Mortgage-Backed Securities Federal National Mort 2032-02-01 7.500000 981032.00 33689.85 Agency Mortgage-Backed Securities Government National M 2024-09-20 4.500000 10425000.00 526269.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-07-01 5.500000 875545.00 37351.66 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 5.500000 3204292.00 140253.58 Agency Mortgage-Backed Securities Federal National Mort 2031-09-01 3.000000 22484.00 14135.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-04-01 4.000000 500000.00 276050.13 Agency Mortgage-Backed Securities Federal National Mort 2039-04-01 4.500000 7248976.00 837693.48 Agency Mortgage-Backed Securities Government National M 2024-01-20 5.500000 220190.00 29318.14 Agency Mortgage-Backed Securities Government National M 2045-02-15 3.500000 25790.00 15528.28 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-11-01 5.500000 2403332.00 41541.55 Agency Mortgage-Backed Securities Federal National Mort 2030-08-01 3.000000 237000.00 105308.92 Agency Mortgage-Backed Securities Federal National Mort 2034-02-01 5.500000 4250000.00 92819.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-06-01 5.000000 1209330.00 7666.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-06-01 3.000000 37748.00 16842.32 Agency Mortgage-Backed Securities Federal National Mort 2032-09-01 3.000000 16048.00 10049.02 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 5.000000 228811.00 121379.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-12-01 3.500000 11622912.00 5745962.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-08-01 6.000000 2934230.00 80537.08 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-07-20 3.500000 50000000.00 37960643.62 Agency Mortgage-Backed Securities Government National M 2041-02-15 4.000000 25000.00 7153.06 Agency Mortgage-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 1500000000.00 1500000000.00 0.0077 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 0.080 0GOL22U46 FOR8UP27PHTHYVLBNG30 0000042352 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2023-06-30 1.375000 7623400.00 7896157.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 3.000000 2765000.00 3706399.55 U.S. Treasuries (including strips) United States Treasur 2020-08-15 1.500000 49586700.00 49947909.14 U.S. Treasuries (including strips) United States Treasur 2035-11-15 0.000000 40848752.64 34460538.76 U.S. Treasuries (including strips) United States Treasur 2025-08-15 0.000000 37300.00 36719.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-02-15 0.000000 53918656.00 42567053.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 1657900.00 2241910.20 U.S. Treasuries (including strips) United States Treasur 2048-08-15 0.000000 35560000.00 23095899.96 U.S. Treasuries (including strips) United States Treasur 2046-08-15 0.000000 5176050.00 3449071.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-05-15 0.000000 2151754.24 1929344.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 41477734.40 30878140.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-10 0.000000 362491000.00 362218044.28 U.S. Treasuries (including strips) United States Treasur 2045-02-15 0.000000 116354400.00 81452850.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-11-15 0.000000 46235975.68 41091298.67 U.S. Treasuries (including strips) United States Treasur 2037-08-15 0.000000 36200896.00 29558755.60 U.S. Treasuries (including strips) United States Treasur 2041-02-15 0.000000 61540600.00 47824431.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 1.750000 58941000.00 62525791.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.625000 56393500.00 61171721.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 0.000000 5532303.36 5447736.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 0.000000 39425920.00 27950848.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.875000 76609900.00 82302247.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 171521600.00 171247165.44 U.S. Treasuries (including strips) United States Treasur 2036-02-15 0.000000 12709952.00 10677579.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 0.000000 252084800.00 173538453.42 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 45050368.00 37149794.86 U.S. Treasuries (including strips) United States Treasur 2049-08-15 0.000000 2186000.00 1401269.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 0.000000 12630425.60 12576455.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 2.125000 111844800.00 116210549.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-30 2.750000 30354000.00 32702441.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-08-15 0.000000 49555865.60 43464458.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-12 0.000000 613800.00 613418.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-05-15 0.000000 52382679.04 44563516.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 0.000000 20781015.04 20014486.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-04-15 3.625000 143283200.00 307520847.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-11-15 0.000000 41334702.08 38464461.70 U.S. Treasuries (including strips) United States Treasur 2044-08-15 0.000000 40692900.00 28102231.89 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 2000000000.00 2000000000.00 0.0103 N Y Y N ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 0.160 0QZ001UG5 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mor 2048-11-01 3.462000 2873392.00 2094398.25 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 82485368.00 68703884.97 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 33892288.00 30507839.76 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 3.500000 444205.00 325762.68 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 2177444.00 1773363.93 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 77032.00 80403.53 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 6630768.00 4826802.78 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 4.000000 29419.00 22916.85 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 1024.00 1068.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-05-01 4.000000 11388938.00 5673216.49 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 401424.00 422764.95 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 2160088.00 2016660.59 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 3.141000 28005632.00 14194726.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.500000 461621.00 408682.64 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 4.000000 7153650.00 2995208.14 Agency Mortgage-Backed Securities Federal National Mort 2041-12-01 3.031000 419317.00 52168.17 Agency Mortgage-Backed Securities Federal National Mort 2052-07-01 3.500000 8685038.00 7964624.06 Agency Mortgage-Backed Securities Federal National Mort 2045-01-01 3.500000 7502980.00 4397775.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-06-01 4.000000 9278156.00 7369066.29 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.500000 276432.00 265165.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 3.500000 3303114.00 2668495.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 3.096000 546414.00 482007.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.000000 38963261.00 27786605.62 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 190088.00 87348.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.000000 49781.00 41166.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-06-01 4.000000 5089000.00 1167697.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-01-01 3.500000 1192248.00 1294474.98 Agency Mortgage-Backed Securities Federal National Mort 2044-04-01 4.500000 108808.00 96927.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.500000 99777.00 90498.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.500000 204736.00 181752.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-03-01 4.000000 19874868.00 11719560.13 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 32254851.00 16492252.30 Agency Mortgage-Backed Securities Federal National Mort 2027-06-01 3.500000 14425584.00 3001996.52 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.000000 222161.00 172535.46 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.500000 6001040.00 6367263.88 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.000000 4669306.00 3794632.83 Agency Mortgage-Backed Securities Federal National Mort 2057-02-01 4.500000 33900.00 23512.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-06-01 4.000000 19172.00 14340.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-03-01 3.500000 1696664.00 1454319.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-09-01 3.650000 27778.00 470.46 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 3.500000 9739810.00 7026674.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 4.000000 3114958.00 2656457.22 Agency Mortgage-Backed Securities Federal National Mort 2039-01-01 3.500000 3577256.00 1894894.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.500000 237030.00 193516.66 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 3.129000 800000.00 593273.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-10-01 4.000000 3102470.00 2279431.96 Agency Mortgage-Backed Securities Federal National Mort 2041-06-01 4.500000 17244000.00 6193840.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-04-01 3.491000 1000.00 149.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 3.500000 10983.00 11389.47 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 4.000000 19585.00 15719.59 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 718681.00 611002.59 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.500000 114993.00 46180.03 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 96869.00 78044.42 Agency Mortgage-Backed Securities Federal National Mort 2035-08-01 3.500000 39292416.00 31247425.29 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.000000 75263360.00 63454882.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-10-01 4.000000 1680905.00 985113.42 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 5.500000 1683.00 40.53 Agency Mortgage-Backed Securities Federal National Mort 2039-01-01 5.500000 42747584.00 383679.52 Agency Mortgage-Backed Securities Federal National Mort 2034-08-01 3.500000 521733.00 267305.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-02-01 4.000000 1197876.00 606210.75 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 3.500000 1318340.00 678445.05 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.000000 1000.00 883.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.500000 156874.00 129529.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-07-01 3.500000 24647.00 19562.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-08-01 4.209000 4092001.00 370224.29 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 5561455.00 4608829.30 Agency Mortgage-Backed Securities Federal National Mort 2032-05-01 3.500000 249267.00 66231.37 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 3.140000 9323977.00 9390191.33 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 926640.00 801675.77 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 4.000000 627792.00 518693.41 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 1630023.00 1106086.21 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 445175.00 278950.59 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.110000 2822000.00 2295557.06 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 3.500000 35509.00 14419.24 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 392901.00 382298.48 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 1613180.00 1187805.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-08-01 3.500000 14442756.00 10900956.89 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.469000 1663682.00 1015910.52 Agency Mortgage-Backed Securities Federal National Mort 2057-01-01 3.500000 13606.00 10736.38 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.000000 345300.00 255174.24 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 4.000000 10635969.00 6560259.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 3.014000 27984694.00 24663814.97 Agency Mortgage-Backed Securities Federal National Mort 2058-05-01 4.000000 46596167.00 41323005.41 Agency Mortgage-Backed Securities Federal National Mort 2039-06-01 3.397000 1151.00 88.66 Agency Mortgage-Backed Securities Federal National Mort 2045-11-01 3.500000 376856.00 277811.74 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 20697.00 15019.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-11-01 4.032000 4160.00 84.16 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-02-01 4.000000 3224237.00 2611404.35 Agency Mortgage-Backed Securities 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 2020-07-20 2020-07-20 2020-07-20 N N N 0.0016 450000000.00 450000000.00 0.0023 N N N Y ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 0.150 0QZ001UB6 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2037-05-01 3.500000 505215.00 146546.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-07-01 3.500000 4859700.00 3857188.38 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 155061.00 56978.16 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 446994.00 380021.86 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 1024.00 1068.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-08-01 4.209000 8671780.00 784580.36 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.000000 1163.00 1080.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-03-01 4.500000 2301240.00 1864263.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 3.500000 122051.00 126568.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.500000 898365.00 733445.52 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 32773920.00 28354115.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.500000 1362783.00 1206500.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-03-01 3.500000 389327.00 333717.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-09-01 3.650000 13268320.00 224715.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-09-01 4.500000 4318640.00 3249811.75 Agency Mortgage-Backed Securities Federal National Mort 2040-10-01 4.500000 2450.00 323.20 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 4.000000 4162091.00 1262329.42 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 3842870.00 3184621.98 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 3.500000 11953654.00 8623826.92 Agency Mortgage-Backed Securities Federal National Mort 2058-05-01 4.000000 40019.00 35490.16 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 3.707000 2507734.00 1201854.50 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.000000 227059.00 176339.36 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 4.000000 52043456.00 40540871.26 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 3.000000 44582528.00 31581674.72 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.469000 594669.00 363128.59 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 6.500000 49981534.00 478536.13 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 4.000000 482794.00 202144.15 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 56632.00 59110.66 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.500000 1000.00 1061.03 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 45546900.00 38355700.47 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.000000 7867144.00 6507946.90 Agency Mortgage-Backed Securities Federal National Mort 2057-09-01 4.000000 1412.00 1191.11 Agency Mortgage-Backed Securities Federal National Mort 2035-05-01 3.150000 33940000.00 33783522.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-09-01 2.791000 42263.00 30793.60 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 3.500000 6120219.00 5247527.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-02-01 3.660000 1000.00 470.32 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 3309.00 1691.93 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 5117634.00 4167926.95 Agency Mortgage-Backed Securities Federal National Mort 2056-07-01 3.500000 10738135.00 8054397.40 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 4.000000 535100.00 442109.55 Agency Mortgage-Backed Securities Federal National Mort 2052-07-01 3.500000 12979333.00 11902712.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-02-01 3.500000 2137996.00 1528619.65 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 164205.00 172934.65 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 3.236000 24112344.00 16983349.21 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.500000 1024.00 982.27 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 4.000000 2780650.00 2405969.87 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 12000384.00 10100050.61 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 5.000000 42917500.00 37318440.78 Agency Mortgage-Backed Securities 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 2020-07-10 2020-07-10 2020-07-10 N N N 0.0015 300000000.00 300000000.00 0.0015 N N N Y ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 0.150 0QZ001U91 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2047-08-01 4.000000 1877.00 1506.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-06-01 4.000000 179769.00 142779.41 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.000000 5056000.00 3781817.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-03-01 4.500000 205754.00 166683.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-09-01 4.000000 266804.00 100916.95 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 1016.00 1059.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-09-01 4.000000 13482956.00 4053673.57 Agency Mortgage-Backed Securities Federal National Mort 2057-02-01 4.500000 90200.00 62561.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.000000 2112779.00 1909352.51 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 3.236000 9193004.00 6475023.63 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.500000 148505.00 157567.78 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 4.000000 5720625.00 3857235.46 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.000000 1344276.00 993410.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 3.500000 55302.00 44676.98 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 391926.00 365902.55 Agency Mortgage-Backed Securities Federal National Mort 2057-01-01 3.500000 38526.00 30400.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-06-01 3.500000 1002.00 410.85 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 26640.00 27805.98 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 4.000000 1036.00 433.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-10-01 4.000000 75616297.00 44315787.76 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-01-01 5.500000 17872.00 6973.48 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.469000 10935.00 6677.35 Agency Mortgage-Backed Securities Federal National Mort 2039-06-01 3.397000 21091571.00 1624645.58 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 143434.00 73339.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-04-01 4.500000 6890.00 4701.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.500000 178534.00 145759.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-08-01 3.500000 8496885.00 6413192.68 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 3.500000 6998505.00 6000577.11 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 2609840.00 2257883.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-12-01 3.500000 1328486.00 500012.87 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.500000 1008.00 966.92 Agency Mortgage-Backed Securities Federal National Mort 2040-10-01 4.500000 1638.00 216.09 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 43622326.00 16029303.86 Agency Mortgage-Backed Securities Federal National Mort 2043-10-01 3.500000 59510.00 52268.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.500000 81084.00 66950.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-03-01 3.500000 39730.00 34055.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 3.500000 189968.00 196998.55 Agency Mortgage-Backed Securities Federal National Mort 2046-10-01 2.598000 7660651.00 2968040.04 Agency Mortgage-Backed Securities Federal National Mort 2042-07-01 3.500000 2344992.00 1033533.60 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 37980352.00 26582614.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 3.014000 11511.00 10145.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-04-01 4.000000 4165440.00 1228931.69 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 6180099.00 4193635.47 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 4.000000 5758085.00 4485439.68 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 4753995.00 3939679.71 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 11083740.00 9096819.66 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 3.500000 9527772.00 6873702.10 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-07-01 3.500000 6845760.00 2606199.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-10-01 4.500000 116332.00 91850.63 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 392850.00 333990.14 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 4.000000 223478.00 67875.61 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 2020.00 1465.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.000000 1611997.00 1149593.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-07-01 2.242000 2942506.00 588374.07 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-06-01 4.000000 443737.00 331905.50 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 11795131.00 5017695.68 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.500000 9214431.00 9200150.41 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.000000 29715.00 23077.37 Agency Mortgage-Backed Securities Federal National Mort 2027-10-01 3.000000 4689744.00 1169044.18 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.500000 37021541.00 31797655.86 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.182000 79363.00 47011.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-09-01 4.000000 18250000.00 14255263.12 Agency Mortgage-Backed Securities Federal National Mort 2037-02-01 4.045000 5891000.00 4263572.91 Agency Mortgage-Backed Securities Federal National Mort 2045-12-01 4.000000 498592.00 175085.81 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 7166248.00 6972865.15 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 94649.00 43492.59 Agency Mortgage-Backed Securities Federal National Mort 2042-05-01 4.000000 5984520.00 1783561.40 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 3.707000 29340.00 14061.46 Agency Mortgage-Backed Securities Federal National Mort 2044-04-01 4.500000 45796584.00 40796151.49 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.000000 38788396.00 36043838.19 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 12064.00 10048.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-08-01 5.500000 1188.00 144.25 Agency Mortgage-Backed Securities Federal National Mort 2046-04-01 3.500000 1260278.00 814260.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-05-01 5.500000 6881053.00 950485.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.500000 33727183.00 30590826.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-07-01 3.500000 174283.00 138330.01 Agency Mortgage-Backed Securities Federal National Mort 2056-07-01 3.500000 266584.00 199957.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 3.500000 147212.00 126500.70 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 1816783.00 1479632.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-02-01 3.500000 4418822.00 3159359.59 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 968277.00 1019753.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-10-01 4.000000 2508368.00 1468446.91 Agency Mortgage-Backed Securities 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 2020-07-06 2020-07-06 2020-07-06 N N N 0.0015 350000000.00 350000000.00 0.0018 N N Y N ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 0.150 0QZ001UC4 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2045-11-01 3.500000 905001.00 667151.13 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 9029589.00 7353919.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-04-01 4.110000 5330000.00 2976557.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-10-01 4.000000 5649680.00 3307431.41 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.500000 188944.00 181243.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-09-01 4.000000 3031693.00 845137.26 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 3481480.00 2610506.08 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 3.500000 1728052.00 989431.17 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 2181650.00 1757689.27 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 8980177.00 7634696.57 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 8720675.00 8485345.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.114000 527739.00 349995.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-04-01 3.500000 400298.00 342834.16 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-04-01 3.491000 1000.00 149.00 Agency Mortgage-Backed Securities Federal National Mort 2046-04-01 3.500000 382919.00 247402.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-10-01 4.500000 1018.00 782.90 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 1206218.00 1089918.98 Agency Mortgage-Backed Securities Federal National Mort 2028-08-01 3.000000 5707144.00 1786726.78 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 867488.00 905456.14 Agency Mortgage-Backed Securities Federal National Mort 2032-04-01 3.500000 1604630.00 504204.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.500000 38742912.00 35140132.99 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 139101.00 63918.93 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 3.500000 15364.00 14129.65 Agency Mortgage-Backed Securities Federal National Mort 2039-07-01 3.494000 7177488.00 392462.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-06-01 4.000000 9768093.00 7758192.99 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 4.000000 6352368.00 5488567.92 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-05-01 5.500000 590411.00 149083.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.000000 31048245.00 22142020.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-09-01 4.000000 8544784.00 6531632.26 Agency Mortgage-Backed Securities Federal National Mort 2058-05-01 4.000000 1204046.00 1067787.39 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 3.500000 672191.00 345923.40 Agency Mortgage-Backed Securities Federal National Mort 2032-05-01 3.500000 1254329.00 333280.88 Agency Mortgage-Backed Securities Federal National Mort 2056-07-01 3.500000 3572222.00 2679431.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.500000 14633765.00 12955575.51 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 4.000000 1001.00 304.03 Agency Mortgage-Backed Securities Federal National Mort 2044-03-01 4.000000 73221.00 34531.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-09-01 3.500000 4141820.00 1554293.97 Agency Mortgage-Backed Securities Federal National Mort 2040-12-01 3.796000 13850439.00 577420.33 Agency Mortgage-Backed Securities Federal National Mort 2042-07-01 3.500000 126214.00 55627.66 Agency Mortgage-Backed Securities Federal National Mort 2056-07-01 4.000000 7027643.00 5256396.66 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.500000 3762169.00 1510849.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 3.500000 1047128.00 1085881.29 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.000000 638292.00 495712.59 Agency Mortgage-Backed Securities Federal National Mort 2044-03-01 4.500000 1376640.00 432493.63 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 3.663000 4499088.00 697398.93 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 190837.00 70124.28 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 3593598.00 1837445.32 Agency Mortgage-Backed Securities Federal National Mort 2039-01-01 5.500000 5169.00 46.39 Agency Mortgage-Backed Securities Federal National Mort 2057-09-01 4.000000 16146364.00 13620486.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-12-01 3.500000 23534538.00 19646555.03 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 1000.00 996.58 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.500000 147620.00 120331.88 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 3.500000 16887623.00 12183382.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-12-01 4.000000 8031642.00 4390155.38 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 4.000000 5401494.00 4673666.89 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 2463832.00 2351323.73 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 565660.00 468767.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-09-01 3.500000 293177.00 275016.87 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 3.500000 4985584.00 1838987.90 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 1005200.00 904821.78 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 3.500000 25483.00 21849.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-03-01 3.500000 620784.00 532113.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-03-01 4.500000 1991802.00 1613583.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.000000 2131877.00 1883800.09 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.000000 5475.00 6017.14 Agency Mortgage-Backed Securities Federal National Mort 2039-01-01 3.500000 368768.00 195338.69 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 3.500000 5698623.00 4603762.25 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 5783776.00 6032519.07 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-02-01 4.000000 2839256.00 2299596.92 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-01-01 3.500000 2997720.00 3254753.66 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 7726.00 7246.81 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-10-01 4.000000 11568.00 6779.56 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.755000 1369190.00 983605.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-04-01 3.500000 3069208.00 2604253.92 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-11-01 4.032000 4222.00 85.41 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 3.000000 1000.00 708.39 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 3.815000 11233.00 96.66 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 4.000000 1602044.00 975081.60 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 663958.00 544933.95 Agency Mortgage-Backed Securities Federal National Mort 2052-07-01 3.500000 26033993.00 23874503.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-08-01 3.500000 166172.00 125421.62 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.000000 3176.00 2626.40 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 4.000000 1265.00 529.65 Agency Mortgage-Backed Securities Federal National Mort 2042-05-01 4.000000 2765830.00 824297.96 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 5.500000 2641.00 63.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.500000 176618.00 144194.93 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 6.500000 1160.00 11.11 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 3.056000 1649880.00 532100.16 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 297519.00 262674.92 Agency Mortgage-Backed Securities Federal National Mort 2039-06-01 3.397000 1222.00 94.13 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 3689952.00 2582613.59 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 3781237.00 3982259.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-02-01 3.500000 741453.00 530122.43 Agency Mortgage-Backed Securities Federal National Mort 2041-06-01 4.500000 714763.00 256734.41 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 3.500000 20246246.00 19557644.68 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 4.000000 364790.00 301396.27 Agency Mortgage-Backed Securities Federal National Mort 2034-08-01 4.000000 50773222.00 40522336.73 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.000000 25745.00 26289.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-10-01 4.500000 129518.00 102261.72 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.000000 213391.00 198292.05 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 3.500000 1007349.00 738750.59 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 5752.00 5145.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-06-01 2.309000 2230065.00 800550.84 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 3.500000 574203.00 233168.31 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 1458096.00 1205005.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-07-01 3.500000 949729.00 361564.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-09-01 3.650000 26555.00 449.74 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.500000 2204.00 2338.50 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 3.569000 1028766.00 82597.02 Agency Mortgage-Backed Securities Federal National Mort 2034-08-01 3.500000 3038409.00 1556702.26 Agency Mortgage-Backed Securities Federal National Mort 2045-12-01 4.000000 1729128.00 607201.43 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 608589.00 443016.42 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 11060919.00 8964451.05 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.000000 13322496.00 11020784.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-06-01 4.000000 187200.00 42954.02 Agency Mortgage-Backed Securities Federal National Mort 2034-11-01 3.000000 420657.00 405613.96 Agency Mortgage-Backed Securities 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 2020-07-10 2020-07-10 2020-07-10 N N N 0.0015 350000000.00 350000000.00 0.0018 N N N Y ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 0.160 0QZ001UD2 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mor 2044-01-01 2.922000 2814608.00 776750.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-06-01 4.500000 70315288.00 49601609.25 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 84867.00 38997.62 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-09-01 4.000000 92431329.00 34961573.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.000000 1002130.00 714667.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.500000 22753523.00 16843053.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-05-01 3.500000 2429750.00 757127.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-09-01 4.000000 2243872.00 625518.42 Agency Mortgage-Backed Securities Federal National Mort 2052-07-01 3.500000 18343264.00 16821711.28 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 313840.00 330524.72 Agency Mortgage-Backed Securities Federal National Mort 2044-04-01 4.500000 66881.00 59578.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 3.000000 575222.00 587486.04 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 343382.00 291933.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.000000 30198976.00 24973144.55 Agency Mortgage-Backed Securities Federal National Mort 2041-02-01 3.743000 1544000.00 1552940.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 11639228.00 12202961.08 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 22100.00 20729.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 4.500000 18294673.00 15053200.63 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 23013.00 16700.71 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.500000 382687.00 382093.91 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 19175741.00 15891114.27 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 1598380.00 1701034.18 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 3.500000 8158800.00 4651042.32 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 44077.00 37097.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 10386075.00 10894181.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.500000 54076892.00 44149598.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-10-01 4.000000 77740876.00 45560921.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.500000 6224956.00 5511082.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-12-01 4.000000 1888789.00 1032426.15 Agency Mortgage-Backed Securities 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 2020-07-15 2020-07-15 2020-07-15 N N N 0.0016 300000000.00 300000000.00 0.0015 N N N Y ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 0.170 0QZ001UF7 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2047-05-01 3.500000 11577424.00 8490432.66 Agency Mortgage-Backed Securities Federal National Mort 2043-12-01 4.000000 15968256.00 8299487.29 Agency Mortgage-Backed Securities Federal National Mort 2037-09-01 3.199000 3946532.00 893551.99 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.500000 23613499.00 18301129.24 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 4.000000 23712576.00 9928372.31 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 1016.00 1059.70 Agency Mortgage-Backed Securities Federal National Mort 2057-09-01 4.000000 14778560.00 12466657.06 Agency Mortgage-Backed Securities Federal National Mort 2031-01-01 4.000000 149540900.00 20158085.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-09-01 2.791000 100857.00 73486.27 Agency Mortgage-Backed Securities Federal National Mort 2052-07-01 3.500000 12328400.00 11305773.36 Agency Mortgage-Backed Securities Federal National Mort 2040-10-01 4.500000 1852.00 244.32 Agency Mortgage-Backed Securities Federal National Mort 2056-07-01 3.500000 20738720.00 15555577.62 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.500000 24646632.00 26150735.51 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.500000 13595248.00 13041148.77 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 2851.00 1310.08 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.000000 35262592.00 27385758.74 Agency Mortgage-Backed Securities Federal National Mort 2058-05-01 4.000000 33589440.00 29788214.36 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 15824032.00 13318200.82 Agency Mortgage-Backed Securities Federal National Mort 2057-01-01 3.500000 60673024.00 47876574.20 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 3.140000 15093632.00 15200819.60 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 10101472.00 8226887.16 Agency Mortgage-Backed Securities Federal National Mort 2042-07-01 3.500000 9965292.00 4392110.55 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.500000 7852888.00 5600211.48 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 143088.00 149350.66 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 57394144.00 60445396.06 Agency Mortgage-Backed Securities 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 2020-07-17 2020-07-17 2020-07-17 N N N 0.0017 350000000.00 350000000.00 0.0018 N N N Y METROPOLITAN LIFE INSURANCE COMPANY (REPO) METROPOLITAN LIFE INSURANCE COMPANY (REPO) 0.080 0QT001FS3 0000937834 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 2045-11-15 0.000000 200000000.00 139316370.00 U.S. Treasuries (including strips) United States Treasur 2047-08-15 0.000000 154999700.00 105110520.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-11-15 0.000000 149203100.00 100847500.30 U.S. Treasuries (including strips) United States Treasur 2042-11-15 0.000000 372000000.00 275724830.20 U.S. Treasuries (including strips) United States Treasur 2044-02-15 0.000000 132923600.00 95531282.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-11-15 0.000000 98988310.43 79903794.77 U.S. Treasuries (including strips) United States Treasur 2039-08-15 0.000000 115000000.00 93625566.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.000000 150000000.00 113878210.50 U.S. Treasuries (including strips) United States Treasur 2027-11-15 0.000000 16556700.00 16065256.08 U.S. Treasuries (including strips) 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 AA- Standard & Poor's Short Rating A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 1000000000.00 1000000000.00 0.0051 N Y Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO) MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO) 0.090 ORL001K73 JBONEPAGQXF4QP29B387 0001462160 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 549300M8ZYFG0OCMTT87 2041-08-20 4.500000 74991400.00 10552503.33 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-09-20 4.500000 150000000.00 22430589.00 Agency Mortgage-Backed Securities Government National M 2041-10-20 4.500000 87500000.00 12670355.25 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-08-20 3.500000 90000000.00 26422503.30 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-07-20 3.500000 30000000.00 8364213.00 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-02-20 3.500000 50000000.00 15388385.50 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-03-20 4.000000 35000000.00 7224141.75 Agency Mortgage-Backed Securities Government National M 2044-07-20 4.500000 23294000.00 5169440.58 Agency Mortgage-Backed Securities Government National M 2038-08-15 5.000000 43997300.00 1888684.41 Agency Mortgage-Backed Securities Government National M 2049-06-20 3.000000 250000000.00 196176345.00 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-07-20 3.000000 100000000.00 82917212.00 Agency Mortgage-Backed Securities Government National M 2049-04-20 3.000000 100000000.00 74666483.00 Agency Mortgage-Backed Securities Government National M 2049-12-20 2.500000 103374700.00 107275141.10 Agency Mortgage-Backed Securities Government National M 2050-02-20 2.500000 300000000.00 313425183.00 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 154370900.00 161806368.90 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-10-20 2.500000 50000000.00 34574768.50 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-04-20 3.500000 100000000.00 63845535.00 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-05-20 3.500000 225000000.00 78408679.50 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-04-20 4.000000 100000000.00 22183554.00 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-03-20 3.500000 35000000.00 9475471.60 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-05-20 3.500000 100000000.00 68284755.00 Agency Mortgage-Backed Securities Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-07-06 2020-07-06 2020-07-06 N N N 0.0009 1300000000.00 1300000000.00 0.0067 N N Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 0.090 0RG002AS8 KX1WK48MPD4Y2NCUIZ63 0001274981 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Farm Credit B 2038-04-05 3.980000 2000.00 2046.87 Agency Debentures and Agency Strips Federal National Mort 2041-08-25 4.000000 18413000.00 19342999.47 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2030-05-15 0.625000 100.00 99.95 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2050-01-20 4.500000 6270222.00 6494358.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-05-01 5.000000 1085002.00 1233970.63 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.750000 1600.00 2188.16 U.S. Treasuries (including strips) Federal Home Loan Mor 2050-02-01 5.000000 4795080.00 5394772.83 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 5.000000 3113099.00 3069540.94 Agency Mortgage-Backed Securities Government National M 2049-10-20 4.000000 1681617.00 1851424.87 Agency Mortgage-Backed Securities Federal National Mort 2039-06-01 3.370000 3011989.00 3488358.32 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.500000 219373934.00 236580309.14 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 5.000000 959413.00 997290.02 Agency Mortgage-Backed Securities Federal National Mort 2028-07-15 0.000000 2181000.00 1974921.67 Agency Debentures and Agency Strips Federal Home Loan Mor 2049-06-01 5.000000 2218337.00 2042072.08 Agency Mortgage-Backed Securities Government National M 2043-08-20 3.000000 15426700.00 19655422.77 Agency Collateralized Mortgage Obligation Federal National Mort 2030-01-15 0.000000 3000.00 2644.05 Agency Debentures and Agency Strips Federal National Mort 2050-01-01 5.000000 1052585.00 1191687.33 Agency Mortgage-Backed Securities Government National M 2043-11-16 2.500000 1173448.00 1433458.97 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.125000 1000.00 1137.52 U.S. Treasuries (including strips) Federal Home Loan Mor 2049-05-01 5.000000 1573430.00 1593694.89 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 5.000000 1014013.00 1034364.12 Agency Mortgage-Backed Securities Federal National Mort 2048-11-25 3.500000 7489000.00 8714288.61 Agency Collateralized Mortgage Obligation United States Treasur 2021-01-15 1.125000 2220200.00 2641156.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 0.125000 200.00 229.89 U.S. Treasuries (including strips) Federal Home Loan Mor 2048-05-15 4.000000 20143000.00 24417931.71 Agency Collateralized Mortgage Obligation Federal National Mort 2048-10-25 4.000000 10043000.00 11830561.78 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-07-21 0.000000 200.00 199.98 U.S. Treasuries (including strips) Federal Farm Credit B 2033-04-26 3.900000 998000.00 1025768.68 Agency Debentures and Agency Strips Federal Home Loan Mor 2048-05-15 4.000000 13035000.00 15562061.05 Agency Collateralized Mortgage Obligation Government National M 2050-03-20 5.000000 1562661.00 1748489.00 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.750000 824956.00 1009726.21 Agency Mortgage-Backed Securities Federal National Mort 2048-06-25 3.500000 25969000.00 30196383.87 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2045-08-15 2.875000 1700.00 2268.02 U.S. Treasuries (including strips) Government National M 2044-04-15 4.000000 22114953.00 8322230.79 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2044-11-15 3.000000 100.00 134.86 U.S. Treasuries (including strips) Federal Home Loan Mor 2029-03-15 0.000000 345000.00 309841.74 Agency Debentures and Agency Strips United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 100.00 114.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 0.125000 100.00 99.92 U.S. Treasuries (including strips) Government National M 2050-01-20 4.000000 2085.00 2316.78 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 5.000000 1691043.00 1768430.91 Agency Mortgage-Backed Securities Federal National Mort 2043-10-25 3.000000 7637000.00 9936896.44 Agency Collateralized Mortgage Obligation Federal National Mort 2033-08-01 3.850000 391031.00 451531.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 4.500000 1275708.00 1405092.81 Agency Mortgage-Backed Securities Federal Home Loan Ban 2038-04-30 4.080000 600000.00 617652.00 Agency Debentures and Agency Strips Federal Home Loan Mor 2049-05-01 5.000000 1615236.00 1601606.00 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 5.000000 1401431.00 1586039.86 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-08-15 2.750000 200.00 259.45 U.S. Treasuries (including strips) Federal Farm Credit B 2032-12-07 3.280000 2000.00 2022.73 Agency Debentures and Agency Strips Federal Home Loan Mor 2047-03-15 3.000000 27951000.00 31861279.98 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2021-04-15 0.125000 400.00 435.03 U.S. Treasuries (including strips) Federal National Mort 2050-01-01 5.000000 1051951.00 1163027.10 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-03-15 3.000000 7925820.00 8850087.74 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2025-04-15 0.125000 200.00 208.09 U.S. Treasuries (including strips) Federal Home Loan Mor 2045-09-15 3.000000 33202000.00 39736996.91 Agency Collateralized Mortgage Obligation Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 500000000.00 500000000.00 0.0026 N Y Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 0.070 0RG002AR0 KX1WK48MPD4Y2NCUIZ63 0001274981 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2044-11-15 3.000000 100.00 134.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 3.125000 37480000.00 51448489.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 1.625000 46999900.00 48711789.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-22 0.000000 5785000.00 5781986.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 7392000.00 10332055.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 2.625000 100.00 118.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-15 1.500000 31621400.00 32690659.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 3.750000 200.00 299.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-09-30 2.875000 100.00 109.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-15 2.375000 100.00 109.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-04-15 3.375000 19537400.00 42232281.20 U.S. Treasuries (including strips) United States Treasur 2021-05-31 2.125000 4023800.00 4102235.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-05-15 3.000000 23921700.00 32828705.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-01-15 0.125000 300.00 323.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.750000 200.00 273.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-15 0.125000 31224500.00 35551063.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-02-15 3.625000 4999700.00 7418734.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 3.625000 3579100.00 5298442.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.125000 100.00 102.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-20 0.000000 1900.00 1897.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-03-15 0.500000 100.00 101.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 0.125000 100.00 114.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-05-15 3.375000 600.00 854.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 1667800.00 1895603.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-05-15 2.500000 100.00 124.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-05-15 3.125000 774000.00 1092405.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 0.125000 38050800.00 40733311.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 3.125000 48413000.00 58779978.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 2.250000 50000000.00 54486125.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-05-15 2.875000 57563700.00 78419244.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-31 0.500000 300.00 300.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-05-15 1.125000 8911600.00 8872266.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.750000 73100.00 98103.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 2.000000 6198800.00 6541485.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 2.125000 300.00 528.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 2.875000 650000.00 855016.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 3.000000 40008000.00 55459001.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-08-15 3.875000 3517600.00 5308846.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-04-30 0.500000 1369000.00 1373338.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.750000 563200.00 576592.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 1.750000 8842800.00 9262333.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 0.125000 191089700.00 207822838.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-08-15 2.750000 200.00 264.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-02-15 5.375000 1700.00 2563.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 2.750000 400.00 518.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-30 1.625000 4000000.00 4307527.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-15 0.125000 1000.00 1040.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-07-15 0.375000 134999200.00 154241555.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2037-02-15 4.750000 24997800.00 40414524.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-30 2.625000 3898200.00 4183255.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-08-15 3.125000 500.00 690.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 1.375000 8760500.00 8871355.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-30 2.000000 400.00 418.27 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 1000000000.00 1000000000.00 0.0051 N Y Y N NATWEST MARKETS SECURITIES NATWEST MARKETS SECURITIES 0.070 ORSI06IW4 0000808379 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.250000 24699900.00 24772718.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-31 1.500000 5599500.00 5917525.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 2.125000 19824500.00 20602755.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.875000 9800300.00 10140744.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-21 0.000000 9505000.00 9504287.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 2.125000 24999900.00 25979771.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-15 0.375000 23338000.00 27021742.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 0.250000 26092500.00 26078799.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.750000 3563300.00 4797642.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-24 0.000000 288000.00 287774.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 6012000.00 7759847.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-30 2.625000 19909500.00 21367890.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-10 0.000000 193500.00 193442.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.875000 24999500.00 26862713.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-04 0.000000 5587500.00 5586784.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 1.875000 499700.00 516919.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 1.750000 24999600.00 25798714.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-15 2.625000 24999800.00 25922588.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-09-30 2.875000 14486600.00 15853269.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 2.000000 2475100.00 2544158.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 2.250000 4468000.00 4655348.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 2.375000 13845800.00 21598667.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 1.375000 24974800.00 25292603.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.125000 24986800.00 26920374.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-31 2.500000 500300.00 556637.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 2.000000 20961700.00 21345243.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 2.125000 360200.00 370745.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-27 0.000000 376000.00 375812.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 2.625000 8753300.00 10360578.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-03 0.000000 86400.00 86340.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 0.250000 18127400.00 20693181.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 0.200061 49600.00 49623.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-03 0.000000 347000.00 346739.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.125000 3059400.00 3150330.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 2.000000 6427400.00 6989389.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 3.000000 2140000.00 2871178.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-28 1.125000 4070000.00 4250022.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-24 0.000000 1577000.00 1576492.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-31 1.875000 24999800.00 26071241.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 2.375000 24999900.00 26668551.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-29 0.000000 24457000.00 24448146.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.375000 578100.00 584469.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 1.625000 300.00 315.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-11-15 2.750000 200.00 263.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 2.875000 41400.00 41968.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 1.875000 21100400.00 22015401.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 1.500000 1000100.00 1034105.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 2.500000 814600.00 881151.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 7.875000 999800.00 1076121.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-17 0.000000 499500.00 499345.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-10-31 1.625000 12498400.00 13470033.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-30 1.375000 9006200.00 9329486.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-03-31 2.500000 24999900.00 26752964.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-31 2.000000 24494500.00 26238492.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-08-15 6.125000 999900.00 1517919.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-09-30 3.000000 400.00 458.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-04-15 3.375000 300700.00 651869.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-15 1.500000 12506500.00 13013674.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-15 1.375000 500.00 503.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.375000 218700.00 237802.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.750000 999900.00 1031980.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-02-15 3.625000 14125300.00 20983104.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 5.250000 2679900.00 3731140.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-31 1.375000 19038200.00 20116199.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 2.875000 8960200.00 10115667.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-12-15 1.625000 6320000.00 6551153.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 1.625000 999600.00 1043223.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 2.750000 34300.00 37393.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-08-15 1.625000 11288500.00 12406450.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-11-15 2.375000 17567400.00 21884830.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.750000 1107100.00 1133549.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 6.125000 1316700.00 1867245.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 0.270061 500100.00 500590.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 2.500000 26115700.00 26739235.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 1.750000 999500.00 1007311.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-03 0.000000 24999800.00 24992875.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-04-15 3.875000 3263700.00 7253196.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 2.000000 1669900.00 1762463.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 7.250000 999800.00 1176227.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-30 2.875000 1700100.00 1920286.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-10-31 3.000000 695500.00 797419.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 1.625000 200.00 201.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 2.625000 143800.00 145645.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.625000 800.00 811.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 1.625000 24999600.00 25182696.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 1.750000 999900.00 1047796.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-31 2.250000 4699900.00 5123838.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.875000 226100.00 233921.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.875000 999700.00 1042887.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 4.750000 999700.00 1682425.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-15 0.250000 19241000.00 19289611.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-15 2.625000 26044600.00 26368679.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 2.750000 24000700.00 26172666.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-08 0.000000 1923600.00 1922755.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-31 2.000000 41400.00 43302.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-09 0.000000 512500.00 512486.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-24 0.000000 22045000.00 22027760.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-15 0.375000 18602600.00 21393464.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-15 0.125000 7686500.00 8681958.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 0.375061 1659500.00 1663639.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2037-05-15 5.000000 1722500.00 2844129.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 3.125000 7419900.00 10119053.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-03-31 2.125000 399800.00 430541.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-05 0.000000 16999700.00 16989517.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 3.125000 11982500.00 12336166.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 2.000000 960400.00 1005082.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 7.625000 976500.00 1157533.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 2.125000 23276100.00 23964734.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.750000 24999700.00 25978506.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-05-15 3.375000 16400500.00 23388306.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-06 0.000000 2030000.00 2029736.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-06-30 1.875000 21200300.00 23062152.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 2.000000 1759400.00 1775643.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-15 2.500000 4357000.00 4754598.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.125000 25814400.00 26056564.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.750000 24999900.00 25996848.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 1.375000 24999500.00 25301545.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 0.198061 24883300.00 24891670.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-30 0.375000 16042200.00 16132270.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 6.250000 999700.00 1211504.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-30 2.750000 1000200.00 1013525.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 7.625000 2625600.00 3589108.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.875000 3999400.00 4374158.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-30 2.000000 100.00 104.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.500000 16233300.00 16564700.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-31 2.125000 200.00 202.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-28 0.000000 400.00 399.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-30 1.625000 11863000.00 12775359.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-15 1.500000 5067000.00 5238732.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 1.750000 5138000.00 5382098.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 0.309061 18515100.00 18544455.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-31 1.375000 2035100.00 2048538.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-02-15 0.250000 849300.00 957971.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-15 2.375000 17509500.00 19208580.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-31 2.625000 9500.00 9622.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-05-15 1.250000 8918000.00 8643116.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 2700500.00 3656736.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.500000 100.00 102.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-30 2.750000 21821900.00 23512408.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 7.125000 499800.00 604006.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 1.500000 23906800.00 24391140.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-10 0.000000 22530000.00 22514431.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-13 0.000000 216100.00 216062.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-06 0.000000 24977000.00 24966584.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 5.500000 199700.00 282879.73 U.S. Treasuries (including strips) United States Treasur 2020-08-15 1.500000 1076300.00 1084098.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-17 0.000000 22700000.00 22683769.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-15 0.500000 500000.00 535299.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-28 2.750000 1000400.00 1124819.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 1.750000 999500.00 1039797.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-28 1.125000 16100400.00 16873454.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 2.500000 24770100.00 25357994.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-22 0.000000 280000.00 279627.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 3.625000 100.00 103.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 2.625000 24775500.00 25096278.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.375000 8600100.00 13603770.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 8.000000 999900.00 1116568.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-31 2.500000 2267700.00 2477559.49 U.S. Treasuries (including strips) United States Treasur 2021-05-31 2.125000 4900.00 4995.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-11-15 2.875000 400.00 536.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 1.375000 300.00 311.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 2.125000 1642300.00 1675428.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-08-15 3.875000 1534800.00 2318195.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-25 0.000000 24946200.00 24919308.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 2.125000 14999900.00 15290583.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 0.455061 12028400.00 12077690.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-15 1.750000 18600300.00 19192853.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 2.000000 24977400.00 25445862.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.125000 23999900.00 24357352.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-01 0.000000 21000.00 20991.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-22 0.000000 448000.00 447761.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-25 0.000000 2692000.00 2688632.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 6.500000 200.00 278.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.625000 20145100.00 21856265.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-20 0.000000 3470000.00 3465124.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 2.250000 24544500.00 25069693.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-15 1.375000 999700.00 1030137.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 2.250000 18499800.00 20836927.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-15 1.875000 24999700.00 25217358.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 1.125000 352500.00 356037.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-08 0.000000 1200000.00 1199662.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 1.250000 387100.00 391434.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-25 0.000000 23654000.00 23648890.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-12 0.000000 300.00 299.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-30 1.375000 912200.00 918170.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-15 1.750000 1199400.00 1209078.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 1.375000 24999700.00 26059172.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-15 0.000000 2431000.00 2429874.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 1.000000 1952400.00 2687719.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-16 0.000000 1009400.00 1009342.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.125000 999700.00 1067223.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 8.750000 999500.00 1042737.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.125000 718700.00 717939.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-03-31 1.500000 100.00 104.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-15 2.875000 15063600.00 15678404.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 6.875000 200.00 272.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 2.000000 24999500.00 25686436.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.000000 979600.00 1006681.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 1.750000 23363700.00 24105415.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.875000 25908100.00 26574582.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 1.000000 6073000.00 8445311.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 6.375000 5000400.00 7194873.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-31 2.875000 134600.00 153719.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 1.625000 24017800.00 25799662.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.500000 1280000.00 1294753.28 U.S. Treasuries (including strips) United States Treasur 2020-07-15 1.250000 1485700.00 1757471.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-12-31 2.250000 100.00 108.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 2.750000 23700600.00 25529269.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 2.500000 14899600.00 18619354.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 2.250000 25035600.00 25827946.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 1.750000 927200.00 956873.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 2.375000 21116100.00 21588059.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 2.750000 24999900.00 25323226.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 100.00 107.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-15 1.625000 1000100.00 1007728.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 1.125000 25199600.00 25570969.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.500000 12040200.00 12368494.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-15 2.000000 214600.00 218697.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 1.375000 964100.00 970165.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-28 1.500000 6399900.00 6658326.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 2.000000 1815900.00 1833746.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 8.125000 1000400.00 1119242.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 8.125000 1999900.00 2156454.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-15 6.000000 4781400.00 6392103.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 0.269061 24653900.00 24677806.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 7.500000 1436100.00 1902291.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 1.750000 19404100.00 20017133.73 U.S. Treasuries (including strips) United States Treasur 2021-07-15 2.625000 500.00 518.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 20538700.00 22470090.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-11-15 4.375000 11340400.00 17953052.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-02-15 3.500000 7630400.00 10931485.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 1.875000 4907900.00 5076604.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-30 2.250000 20761300.00 22456597.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 6.625000 999700.00 1429066.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-05-15 2.375000 5710000.00 6617917.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.875000 502500.00 522953.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.000000 15599500.00 16179123.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-30 1.625000 100.00 104.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-04-15 3.625000 7021100.00 15102126.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 3.750000 999500.00 1492830.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-30 2.000000 4985600.00 5033963.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-07 0.000000 8809000.00 8808779.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-30 2.000000 14944300.00 16014883.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 2.000000 700500.00 750071.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 3.000000 9030800.00 12275566.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 2.625000 150200.00 153893.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 1.250000 24954900.00 25912430.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-30 1.375000 200.00 202.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-31 0.500000 8413900.00 8434781.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-09-30 1.375000 37000.00 38564.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-15 0.125000 17761600.00 18616411.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-10 0.000000 6670000.00 6664970.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 1.750000 21027500.00 21198344.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-15 2.625000 596400.00 610979.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-27 0.000000 20900.00 20895.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-03-31 0.500000 7432200.00 7523141.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 0.125000 24685300.00 24677924.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 5.250000 1999600.00 2830602.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-15 1.500000 1000000.00 1007422.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-03-31 2.625000 599900.00 670468.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 2.500000 999800.00 1254626.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-31 1.750000 20879700.00 21541971.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-15 2.375000 500.00 511.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-30 0.000000 460000.00 459943.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-01 0.000000 24999600.00 24989675.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 1.625000 4999700.00 5185236.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 2.250000 531700.00 542942.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 0.000000 2533000.00 2530765.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-14 0.000000 613100.00 613069.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-12-31 1.750000 18450300.00 20003741.46 U.S. Treasuries (including strips) 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-2 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 2500000000.00 2500000000.00 0.0128 N Y Y N NOMURA SECURITIES INTERNATIONAL INC (REPO) NOMURA SECURITIES INTERNATIONAL INC (REPO) 0.070 0QJ003P83 XPSKD1VTEQPKCHBEKQ95 0000902266 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 2026-02-15 0.000000 500000.00 489764.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.125000 3609800.00 3662891.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 0.125000 835700.00 835048.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 1.000000 10000.00 13865.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 3.125000 7000000.00 9613742.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 2.500000 20242900.00 20727006.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-15 1.750000 75531000.00 77925122.20 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 47127737.00 37651762.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.625000 25000000.00 25918505.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 2.250000 973100.00 1003984.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-02-15 2.000000 1165000.00 1349364.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 2.875000 272000.00 357791.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-05-15 1.125000 130576400.00 130000068.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 2.125000 44900000.00 46210226.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 0.125000 32380700.00 32363447.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 2.250000 126081000.00 128751806.89 U.S. Treasuries (including strips) United States Treasur 2021-11-15 0.000000 1980000.00 1975208.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 2.500000 293385200.00 366173088.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.875000 9424600.00 9829942.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-15 0.625000 3232000.00 3752078.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-06-30 0.500000 80000000.00 80140800.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-15 1.375000 120037900.00 123681553.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.750000 50000000.00 51596131.52 U.S. Treasuries (including strips) United States Treasur 2020-07-15 1.250000 23319000.00 27587456.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-05-15 0.000000 25329680.00 22316714.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 0.000000 735715.00 728118.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-15 0.125000 39093300.00 44128553.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 66200.00 75941.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-11-15 2.375000 2828200.00 3517652.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 1000.00 1289.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 0.000000 5979925.86 5969765.97 U.S. Treasuries (including strips) United States Treasur 2027-11-15 0.000000 1000000.00 965422.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-02-15 0.000000 40651.00 35974.92 U.S. Treasuries (including strips) United States Treasur 2049-11-15 0.000000 266471.00 170456.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.875000 11700000.00 12104868.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-15 2.500000 93098900.00 101569689.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-05-15 3.375000 107351000.00 152920506.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-03-31 2.125000 3610500.00 3887394.55 U.S. Treasuries (including strips) 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-2 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 1500000000.00 1500000000.00 0.0077 N Y Y N NOMURA SECURITIES INTERNATIONAL INC (REPO) NOMURA SECURITIES INTERNATIONAL INC (REPO) 0.090 0QJ003P75 XPSKD1VTEQPKCHBEKQ95 0000902266 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2050-06-01 2.500000 59512600.00 62866303.32 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 15000.00 10155.18 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.500000 4943800.00 5248480.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 4.500000 49000.00 26876.03 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-02-01 3.500000 300000.00 162696.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 2.500000 12910100.00 13565101.95 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.000000 5098000.00 5300828.47 Agency Mortgage-Backed Securities Government National M 2055-05-15 3.180000 3235800.00 3492366.74 Agency Mortgage-Backed Securities Government National M 2035-07-15 5.860000 684400.00 300754.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-02-01 3.000000 3230400.00 1455753.37 Agency Mortgage-Backed Securities Government National M 2049-11-20 4.000000 1144300.00 1231196.61 Agency Mortgage-Backed Securities Government National M 2050-06-15 2.400000 7760000.00 8189922.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 33256600.00 34953420.09 Agency Mortgage-Backed Securities Federal National Mort 2027-06-01 2.880000 2707900.00 2846651.20 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-08-20 5.000000 292000.00 310140.81 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-12-20 3.000000 40340684.00 42014563.74 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-01-20 3.500000 477191777.00 492553744.74 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-08-20 4.000000 26400.00 10709.36 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-06-20 3.500000 172783.00 64025.88 Agency Mortgage-Backed Securities Government National M 2050-02-20 3.500000 107188300.00 112651477.15 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.500000 27100.00 10108.98 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.500000 361800.00 378188.63 Agency Mortgage-Backed Securities Government National M 2069-03-20 4.435000 4000200.00 4202917.03 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.000000 6479300.00 6846392.73 Agency Mortgage-Backed Securities Federal National Mort 2046-05-01 5.000000 152400.00 63462.69 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 13214700.00 13961273.29 Agency Mortgage-Backed Securities Government National M 2044-09-15 4.000000 3791700.00 1653835.67 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 4.000000 2152400.00 2230105.33 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.000000 4.00 2.94 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2050-01-20 4.500000 46620100.00 48925113.57 Agency Mortgage-Backed Securities Government National M 2049-02-20 4.500000 8936800.00 4345956.89 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-10-08 0.000000 5130000.00 5127763.32 U.S. Treasuries (including strips) Government National M 2053-12-15 3.600000 28144600.00 32063369.67 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.000000 4342500.00 4590578.41 Agency Mortgage-Backed Securities Government National M 2069-01-20 4.379000 1000.00 1113.86 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-09-20 3.500000 867200.00 562979.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.500000 7248900.00 7760334.86 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 250000.00 177484.43 Agency Mortgage-Backed Securities Federal National Mort 2045-04-01 3.500000 44580300.00 20043860.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-01-01 4.000000 2050000.00 1007556.67 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 3875100.00 4193106.54 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.500000 24700900.00 26210617.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-12-01 4.000000 1000.00 735.43 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.625000 900.00 1054.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 0.000000 4282017.00 3127615.19 U.S. Treasuries (including strips) Federal National Mort B1V7KEBTPIMZEU4LTD58 2033-06-01 3.500000 3500000.00 1324908.76 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 2044000.00 3348111.35 Agency Debentures and Agency Strips Government National M 549300M8ZYFG0OCMTT87 2047-07-20 3.500000 402000.00 260108.09 Agency Mortgage-Backed Securities Government National M 2053-04-15 2.560000 9645900.00 10323806.35 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 1126900.00 1169452.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 4.500000 3112100.00 3355827.22 Agency Mortgage-Backed Securities Government National M 2050-02-20 4.000000 1460900.00 1625033.97 Agency Mortgage-Backed Securities Federal National Mort 2027-07-01 2.790000 2544000.00 2685229.77 Agency Mortgage-Backed Securities United States Treasur 2038-08-15 0.000000 7255118.53 5796331.85 U.S. Treasuries (including strips) Government National M 2068-08-20 4.361000 3788600.00 4198970.12 Agency Mortgage-Backed Securities Federal National Mort 2040-05-01 2.500000 27139600.00 28190141.88 Agency Mortgage-Backed Securities Government National M 2068-08-20 2.635000 1800.00 2064.98 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-10-01 3.500000 1408500.00 1462028.42 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2043-01-01 3.000000 3734900.00 1953958.86 Agency Mortgage-Backed Securities Government National M 2047-01-20 5.000000 500000.00 195799.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 4.500000 15054100.00 16233046.79 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-07-01 4.500000 499000.00 194649.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 100000262.00 104474262.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 4.500000 29437300.00 31562369.43 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 3.000000 1675800.00 1741115.42 Agency Mortgage-Backed Securities Federal National Mort 2026-11-01 2.790000 1499700.00 1577806.98 Agency Mortgage-Backed Securities Government National M 2047-05-20 3.500000 2000.00 828.11 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-02-20 4.000000 33845.00 5567.99 Agency Mortgage-Backed Securities Federal National Mort 2045-06-01 3.500000 2200.00 916.09 Agency Mortgage-Backed Securities Government National M 2049-11-20 3.500000 2624400.00 2761139.68 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2043-08-15 0.000000 3678486.00 2607847.94 U.S. Treasuries (including strips) Government National M 2060-06-15 2.430000 15222000.00 16046126.69 Agency Mortgage-Backed Securities Government National M 2050-02-20 4.000000 1247200.00 1357503.84 Agency Mortgage-Backed Securities Government National M 2048-07-20 5.500000 5322500.00 1956242.37 Agency Mortgage-Backed Securities United States Treasur 2049-05-15 0.000000 13038.00 8389.78 U.S. Treasuries (including strips) Federal Home Loan Ban 2549001DPIFGXC1TOL40 2024-08-15 5.375000 100000.00 122226.63 Agency Debentures and Agency Strips Federal National Mort 2050-06-01 3.500000 1559600.00 1662007.15 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-07-31 0.375061 100.00 100.25 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2045-09-20 3.500000 260521.00 104876.19 Agency Mortgage-Backed Securities Government National M 2054-03-15 2.850000 2320000.00 2476980.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 4.500000 1098000.00 1178824.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-02-01 4.500000 2201800.00 2314050.01 Agency Mortgage-Backed Securities Government National M 2050-06-20 4.500000 1244700.00 1375367.36 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 993700.00 1063782.32 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-09-20 4.500000 999000.00 464523.76 Agency Mortgage-Backed Securities Government National M 2038-10-20 6.500000 1729100.00 809096.27 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.500000 1640300.00 1733958.58 Agency Mortgage-Backed Securities Government National M 2049-12-20 3.500000 2531000.00 2680463.36 Agency Mortgage-Backed Securities Government National M 2041-09-15 4.000000 122054.00 24471.16 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 100.00 135.23 U.S. Treasuries (including strips) Government National M 2050-02-20 3.500000 122370099.00 127580597.83 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-04-20 3.500000 10992570.00 7173061.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 3.000000 1510100.00 1595414.11 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.500000 7411200.00 6311528.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 3.000000 100065600.00 105562719.19 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 3.500000 7780700.00 8135279.32 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 3803504.00 2506329.19 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 1449100.00 1510840.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-01-01 5.000000 1121100.00 1162654.64 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 138644610.00 147356575.14 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 4.000000 321200.00 333649.65 Agency Mortgage-Backed Securities Government National M 2047-12-15 3.500000 1000.00 410.37 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 24753490.00 14301584.53 Agency Mortgage-Backed Securities Government National M 2050-02-20 4.000000 1166900.00 1298408.25 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-07-20 3.500000 1925000.00 738539.21 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-11-20 3.500000 225000.00 95298.90 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 1642100.00 1762336.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 548400.00 579381.68 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2046-12-01 3.000000 17000.00 12104.53 Agency Mortgage-Backed Securities Government National M 2047-02-20 4.500000 1112500.00 472062.66 Agency Mortgage-Backed Securities Government National M 2049-03-20 5.000000 1426000.00 1555863.73 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2031-04-01 3.500000 7000.00 3680.34 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 1446014.00 973648.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-04-01 3.000000 2482600.00 2617473.82 Agency Mortgage-Backed Securities Government National M 2042-09-20 4.000000 1000.00 525.95 Agency Mortgage-Backed Securities Government National M 2030-02-15 7.500000 5400.00 2178.73 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 2.500000 17915600.00 18704798.10 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.000000 3574900.00 3778004.21 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-12-20 3.000000 484000.00 237106.98 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-08-01 4.500000 211500.00 82449.50 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.000000 87400.00 91579.65 Agency Mortgage-Backed Securities Federal National Mort 2027-02-01 2.570000 2744000.00 2970278.68 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-12-20 3.000000 549400.00 200558.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.000000 3838300.00 4055151.16 Agency Mortgage-Backed Securities Government National M 2050-02-15 3.000000 21497400.00 22450070.30 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 1260800.00 1340635.62 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-01-01 6.000000 2034200.00 765511.39 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-11-20 3.500000 180092.00 121672.38 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 4.000000 32620900.00 34458547.68 Agency Mortgage-Backed Securities Government National M 2042-11-15 3.200000 11452500.00 5646108.42 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 2000.00 1047.66 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2043-12-01 4.500000 1299000.00 717128.08 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 51100.00 26866.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-05-01 4.500000 1126000.00 1191447.51 Agency Mortgage-Backed Securities Federal National Mort 2038-01-01 3.000000 1000.00 721.23 Agency Mortgage-Backed Securities Government National M 2049-10-20 4.000000 2803100.00 2909186.55 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 4.000000 1026600.00 1087474.52 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 4.500000 1157700.00 1244669.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-09-01 3.500000 3200000.00 1834538.81 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-07-20 5.000000 750000.00 788755.32 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 5.000000 1169600.00 627926.13 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 1279300.00 1327594.71 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2043-04-20 3.000000 337900.00 124168.95 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-12-20 3.000000 1000.00 721.72 Agency Mortgage-Backed Securities Federal National Mort 2027-07-01 2.980000 1280600.00 1413216.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-01-01 4.500000 45700.00 32342.28 Agency Mortgage-Backed Securities Government National M 2050-06-15 2.400000 12608800.00 13307356.94 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.000000 1085900.00 1147586.98 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2040-05-01 2.500000 50769300.00 52560434.23 Agency Mortgage-Backed Securities Government National M 2061-08-15 3.340000 3216700.00 3496844.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-10-01 4.000000 749000.00 280710.03 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 4.000000 2639400.00 2893764.37 Agency Mortgage-Backed Securities Government National M 2038-01-15 7.000000 548700.00 231537.18 Agency Mortgage-Backed Securities Government National M 2045-12-15 4.000000 1000000.00 341506.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 3.500000 1930800.00 2103294.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-01-01 4.000000 1000.00 417.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-06-01 3.500000 1100.00 585.94 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2039-06-01 5.000000 1670100.00 859997.95 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 3.500000 1348600.00 1410911.31 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2035-11-01 3.000000 890000.00 464335.25 Agency Mortgage-Backed Securities Government National M 2060-06-15 3.450000 12356400.00 13905462.15 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2040-10-20 4.000000 84204.00 14679.95 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 3.500000 1073200.00 1168328.70 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 1458300.00 1515313.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-09-01 5.000000 1232400.00 623260.93 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.500000 21573200.00 18362358.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 4.500000 1443000.00 1565037.13 Agency Mortgage-Backed Securities Government National M 2050-02-15 3.500000 23932300.00 25104680.05 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-02-01 3.500000 9102600.00 3778004.61 Agency Mortgage-Backed Securities Federal National Mort 2026-12-01 2.560000 22656500.00 23578737.06 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 3.332000 27571100.00 28364723.21 Agency Mortgage-Backed Securities Federal National Mort 2046-05-01 3.500000 1000.00 381.49 Agency Mortgage-Backed Securities Government National M 2043-03-20 3.500000 500000.00 262925.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-10-01 4.000000 1047300.00 1133046.77 Agency Mortgage-Backed Securities Government National M 2043-12-15 3.060000 238100.00 264485.05 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 3.000000 18553400.00 19601586.70 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-03-20 4.000000 65000.00 22754.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 2.500000 1131300.00 1194583.66 Agency Mortgage-Backed Securities Government National M 2049-08-20 3.000000 152718752.00 142624968.84 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 4.000000 81900.00 87687.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-10-01 3.000000 975000.00 343966.05 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-10-20 3.000000 13063.00 7990.06 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 506100.00 247777.67 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 3.500000 4985000.00 2907616.18 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 3.500000 2974500.00 3137084.52 Agency Mortgage-Backed Securities Government National M 2069-12-20 4.313000 5338600.00 5726468.47 Agency Mortgage-Backed Securities Government National M 2047-07-20 4.500000 11662000.00 4061908.90 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-02-20 3.000000 1000.00 392.47 Agency Mortgage-Backed Securities Government National M 2050-02-20 4.000000 1513300.00 1643007.56 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-06-20 3.000000 1112750.00 504707.77 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.375000 200.00 217.43 U.S. Treasuries (including strips) Federal National Mort 2048-08-01 6.000000 1116000.00 613777.95 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-08-20 3.500000 25000.00 6959.23 Agency Mortgage-Backed Securities Government National M 2061-02-15 3.520000 443400.00 485574.24 Agency Mortgage-Backed Securities Federal National Mort 2043-09-01 3.275000 231000.00 114395.63 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.000000 1821200.00 756606.81 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2033-10-01 3.500000 30000.00 10994.78 Agency Mortgage-Backed Securities Government National M 2048-05-20 5.500000 2294700.00 1806383.93 Agency Mortgage-Backed Securities Government National M 2043-09-20 2.500000 24000.00 10183.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-12-01 5.500000 1636000.00 908718.08 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-12-20 3.000000 1060000.00 698783.08 Agency Mortgage-Backed Securities Federal National Mort 2035-08-01 4.000000 154000.00 75337.01 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 1901600.00 2047699.07 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-05-20 3.000000 10530000.00 5660457.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-11-01 3.500000 1994800.00 1347700.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 4.500000 3045700.00 3250574.09 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 2.702000 26208800.00 15864609.02 Agency Mortgage-Backed Securities Government National M 2046-07-20 4.000000 740600.00 306249.92 Agency Mortgage-Backed Securities Government National M 2043-01-20 3.000000 499000.00 209941.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-03-01 3.500000 7005100.00 7435384.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 3.500000 12784800.00 13332957.52 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-03-01 3.500000 1449600.00 1545584.41 Agency Mortgage-Backed Securities Government National M 2049-05-20 5.000000 1046500.00 1090685.20 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2041-01-15 4.000000 77490.00 13133.89 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 14605100.00 15235706.19 Agency Mortgage-Backed Securities Government National M 2055-06-15 2.400000 11040000.00 11655748.64 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-11-20 4.000000 215000.00 146853.72 Agency Mortgage-Backed Securities Government National M 2043-03-15 2.500000 4323800.00 1885139.19 Agency Mortgage-Backed Securities Government National M 2042-12-20 2.500000 295000.00 117680.81 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 1717200.00 1824310.16 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 4.000000 1000.00 407.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-01-01 4.500000 1792300.00 869547.44 Agency Mortgage-Backed Securities Government National M 2050-02-20 2.500000 19538790.00 20440068.34 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2021-06-01 4.339000 290000.00 110463.78 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2023-01-19 2.375000 4540000.00 4841748.96 Agency Debentures and Agency Strips Federal National Mort 2050-06-01 3.500000 11344800.00 11947844.02 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-05-20 3.000000 28900000.00 30651803.54 Agency Mortgage-Backed Securities Federal National Mort 2041-12-01 5.500000 21626600.00 22500117.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.500000 89919700.00 93907603.75 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-03-20 3.500000 50000000.00 30389389.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-03-01 3.000000 1508500.00 1593521.44 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2025-01-01 5.000000 1000.00 408.39 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 76394400.00 82150064.51 Agency Mortgage-Backed Securities Government National M 2050-05-20 3.000000 2033300.00 2189514.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-09-01 4.500000 105000.00 59750.61 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-2 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 2500000000.00 2500000000.00 0.0128 N Y Y N NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 0.180 0QP001G23 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 146666617.78 168142532.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 272569611.11 290787106.38 U.S. Treasuries (including strips) United States Treasur 2021-01-15 1.125000 84415344.44 99870462.78 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 2020-07-06 2020-07-06 2020-07-06 N N N 0.0018 550000000.00 550000000.00 0.0028 N N Y N NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 0.210 0QP001G56 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 79999973.33 91714108.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 148674333.33 158611148.93 U.S. Treasuries (including strips) United States Treasur 2021-01-15 1.125000 46044733.33 54474797.88 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 2020-08-28 2020-08-28 2020-08-28 N N N 0.0021 300000000.00 300000000.00 0.0015 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 0.160 0QP001G07 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 119999960.00 137571162.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 223011500.00 237916723.40 U.S. Treasuries (including strips) United States Treasur 2021-01-15 1.125000 69067100.00 81712196.82 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 2020-08-17 2020-08-17 2020-08-17 N N N 0.0016 450000000.00 450000000.00 0.0023 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 0.200 0QP001G31 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 53333315.56 61142739.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 99116222.22 105740765.96 U.S. Treasuries (including strips) United States Treasur 2021-01-15 1.125000 30696488.89 36316531.92 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0020 200000000.00 200000000.00 0.0010 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 0.210 0QP001G49 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 133333288.89 152856847.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 247790555.56 264351914.89 U.S. Treasuries (including strips) United States Treasur 2021-01-15 1.125000 76741222.22 90791329.80 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 2020-08-07 2020-08-07 2020-08-07 N N N 0.0021 500000000.00 500000000.00 0.0026 N N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 0.200 0QP001FY4 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 66666644.44 76428423.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 123895277.78 132175957.44 U.S. Treasuries (including strips) United States Treasur 2021-01-15 1.125000 38370611.11 45395664.90 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 2020-07-14 2020-07-14 2020-07-14 N N N 0.0020 250000000.00 250000000.00 0.0013 N N N Y RBC CAPITAL MARKETS LLC (REPO) RBC CAPITAL MARKETS LLC (REPO) 0.090 0PO003EL2 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.750000 100.00 103.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-15 0.625000 243100.00 282218.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 1.000000 1179800.00 1618628.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-30 1.625000 185700.00 199976.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 500.00 535.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.375000 100600.00 103087.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-30 2.750000 385900.00 391039.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-15 0.000000 500.00 499.77 U.S. Treasuries (including strips) Federal Home Loan Mor 2029-06-15 3.500000 2780000.00 2445310.80 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2026-02-15 1.625000 200.00 215.28 U.S. Treasuries (including strips) Federal Home Loan Mor 2023-01-25 0.832500 402141636.00 31109426.36 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2026-07-31 1.875000 71000.00 77837.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-15 2.375000 368300.00 403929.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.625000 969700.00 983719.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-31 2.125000 4000.00 4343.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.125000 1670800.00 1703642.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.500000 286500.00 294270.60 U.S. Treasuries (including strips) Federal Home Loan Mor 2026-10-26 0.682500 30030000.00 29077556.50 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2024-01-31 2.500000 505400.00 552079.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.875000 214300.00 221715.67 U.S. Treasuries (including strips) Federal Home Loan Mor 2039-10-25 2.320000 50000000.00 50313365.77 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.000000 936300.00 962089.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 7.625000 16000.00 18981.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 1.125000 2471000.00 2507511.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 1626200.00 1790787.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-12-31 1.750000 40600.00 44012.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 2.000000 904500.00 1367725.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-05-15 4.500000 395500.00 627980.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-03-31 2.500000 782900.00 837722.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 0.375000 895500.00 899517.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.125000 112000.00 120644.93 U.S. Treasuries (including strips) Federal Home Loan Mor 2028-12-15 3.500000 1815000.00 1517280.91 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-10-29 0.000000 178500.00 178397.72 U.S. Treasuries (including strips) Federal Home Loan Mor 2027-01-25 0.622500 117728925.00 118010901.03 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.750000 184700.00 252596.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-11-15 1.750000 1688400.00 1870236.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-31 2.125000 595900.00 602058.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-11-15 2.375000 308500.00 383705.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 1.625000 139900.00 150283.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 2.000000 464300.00 497081.90 U.S. Treasuries (including strips) Government National M 2065-08-20 0.823380 7320916.00 4658011.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-07-25 2.340000 57750000.00 48893123.48 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.500000 569500.00 596265.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 276000.00 385774.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-03-31 0.500000 628500.00 636006.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-07-15 0.375000 1328300.00 1517631.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-31 2.125000 61600.00 67975.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-05-15 2.500000 483000.00 603307.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.500000 40000.00 40806.94 U.S. Treasuries (including strips) Federal Home Loan Mor 2031-01-15 4.500000 6639496.00 6033035.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2024-04-25 0.552500 82850000.00 31789236.18 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2022-08-15 1.625000 799800.00 829321.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-15 0.125000 727300.00 761595.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2037-02-15 4.750000 946600.00 1530390.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-03-31 2.625000 600.00 670.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 6.500000 6000.00 8352.84 U.S. Treasuries (including strips) Federal Home Loan Mor 2037-12-25 2.890000 35038000.00 33756984.48 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2039-08-15 4.500000 145200.00 234369.82 U.S. Treasuries (including strips) Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2029-10-25 2.524000 44777080.00 50161712.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2029-02-15 3.500000 4351904.00 3692551.82 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2025-04-30 0.375000 1772400.00 1781672.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 2.500000 20800.00 25960.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 2.500000 800.00 837.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-01-15 0.125000 153300.00 165505.33 U.S. Treasuries (including strips) Government National M 2068-11-20 0.703380 21794739.00 17497575.33 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.125000 462200.00 525763.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-04-30 2.375000 349400.00 391092.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 2.250000 371100.00 419388.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 1.750000 1251900.00 1311695.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-15 0.125000 70300.00 73144.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 2.250000 100.00 102.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.875000 400900.00 430688.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 1.625000 380000.00 399165.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-10 0.000000 4700.00 4696.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 2.500000 1504400.00 1885867.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-30 2.000000 45600.00 48858.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-06-30 1.875000 51000.00 55480.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-05-15 2.375000 929400.00 1076652.97 U.S. Treasuries (including strips) Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2034-10-25 2.859000 64739000.00 75054517.65 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB4 2038-01-25 2.920000 71606674.00 57141241.09 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2027-02-15 6.625000 5000.00 7147.21 U.S. Treasuries (including strips) Federal National Mort 2030-05-25 3.500000 5543150.00 3902451.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2038-06-25 3.090000 95418415.00 85289361.35 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2026-08-15 6.750000 200.00 282.14 U.S. Treasuries (including strips) Government National M 2042-05-16 2.000000 10000000.00 2561331.14 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2028-11-15 5.250000 100.00 139.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 454500.00 465522.36 U.S. Treasuries (including strips) Federal Home Loan Mor 2043-01-15 2.500000 1000.00 106.13 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2030-05-15 6.250000 6000.00 9299.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-28 0.000000 50000.00 49994.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-31 0.500000 967200.00 969414.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-31 0.125000 250900.00 250739.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-17 0.000000 28806200.00 28783097.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-15 0.375000 958100.00 1101133.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 523700.00 562932.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-22 0.000000 700.00 699.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 1.125000 109700.00 110796.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 2.625000 450000.00 455845.24 U.S. Treasuries (including strips) Federal Home Loan Mor 2027-02-15 3.000000 5633543.00 3224658.87 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2021-05-15 2.625000 1400.00 1434.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-11-15 4.250000 320200.00 503399.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-30 2.125000 700.00 758.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 6.250000 8000.00 9703.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 7.125000 421000.00 509250.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 1772400.00 1972015.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-01-15 1.750000 786700.00 1157987.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-05-15 0.625000 35000.00 34983.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.000000 1953500.00 2025784.44 U.S. Treasuries (including strips) United States Treasur 2021-05-31 2.125000 371700.00 378945.47 U.S. Treasuries (including strips) Federal Home Loan Mor 2031-08-15 3.500000 329575.00 235804.06 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2022-10-15 1.375000 1000.00 1030.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.250000 10500.00 10529.22 U.S. Treasuries (including strips) Federal Home Loan Mor 2037-10-25 2.790000 61200000.00 40279245.53 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2029-04-15 3.875000 1115100.00 2473512.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-04-15 3.625000 828500.00 1778163.96 U.S. Treasuries (including strips) Government National M 2049-07-20 4.000000 21979470.00 4600068.67 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2027-04-30 0.500000 50500.00 50660.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 2.250000 900.00 980.75 U.S. Treasuries (including strips) Government National M 2043-05-20 3.000000 3000000.00 3274808.00 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2028-11-15 3.125000 226500.00 275001.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 2.750000 978300.00 1053706.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-28 0.000000 75500.00 75423.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-03-15 0.500000 866100.00 875080.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-06-30 2.750000 50400.00 56541.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-31 1.750000 25600.00 26407.74 U.S. Treasuries (including strips) Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2025-08-25 0.632500 40140000.00 40309424.81 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.250000 976500.00 1021588.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.625000 221200.00 229326.94 U.S. Treasuries (including strips) Federal Home Loan Mor 2043-01-15 4.000000 10400000.00 3020657.81 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2025-05-15 0.000000 3000.00 2944.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.375000 116200.00 117480.29 U.S. Treasuries (including strips) FRESB MORTGAGE TR 201 2039-04-25 2.520000 33573115.00 32466328.05 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2026-09-30 1.625000 202000.00 217855.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 2.125000 96900.00 100690.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 0.250000 499200.00 498738.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-28 2.500000 36000.00 40622.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.500000 161100.00 164335.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-15 2.500000 275100.00 300130.52 U.S. Treasuries (including strips) Federal Home Loan Mor 2044-01-15 4.000000 2073000.00 1244040.89 Agency Collateralized Mortgage Obligation United States Treasur 2021-07-15 2.625000 300.00 311.25 U.S. Treasuries (including strips) United States Treasur 2020-08-15 1.500000 397700.00 400597.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 6.125000 259700.00 368307.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.250000 500000.00 508191.01 U.S. Treasuries (including strips) Federal Home Loan Mor 2030-01-15 3.500000 25000000.00 1301804.93 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2025-09-30 3.000000 478400.00 548767.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-11-15 2.875000 750000.00 1004615.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 1.000000 921100.00 1301502.11 U.S. Treasuries (including strips) United States Treasur 2020-07-15 1.250000 890300.00 1053266.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-08-15 6.125000 300.00 455.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-05-15 4.375000 431100.00 690078.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.625000 978000.00 1060865.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-12-31 2.125000 275900.00 289345.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-08-15 2.250000 2100.00 2553.92 U.S. Treasuries (including strips) Government National M 2041-02-20 1.750000 47626667.00 2258767.33 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-11-15 1.750000 14400.00 14517.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-30 2.875000 100.00 113.88 U.S. Treasuries (including strips) Government National M 2045-10-16 2.500000 15452000.00 9745431.39 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2043-05-15 2.875000 480000.00 631397.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-31 2.750000 48000.00 54437.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 0.250000 466800.00 532301.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 2.000000 885300.00 926312.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-03-31 1.500000 140100.00 145739.80 U.S. Treasuries (including strips) Federal Home Loan Mor 2042-09-15 2.000000 10000000.00 2644759.06 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2025-01-31 2.500000 2000700.00 2225460.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 2.125000 29300.00 51634.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-25 0.000000 849000.00 848806.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-15 2.375000 208000.00 217219.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-31 2.625000 100.00 101.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-09-30 2.125000 100.00 108.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-02-15 2.000000 800.00 926.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-15 1.375000 550300.00 553886.83 U.S. Treasuries (including strips) Federal Home Loan Mor 2029-09-15 4.000000 2548456.00 2324810.60 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.375000 170900.00 185791.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 242000.00 327246.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.125000 10300.00 10397.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-15 0.500000 384600.00 411502.92 U.S. Treasuries (including strips) Federal Home Loan Mor 2024-07-25 0.572500 75747998.00 20449828.87 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2027-01-15 2.375000 402900.00 627962.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-15 2.375000 832300.00 942545.42 U.S. Treasuries (including strips) Federal Home Loan Mor 2029-10-15 4.500000 3633000.00 3326441.04 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.375000 493400.00 779753.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-30 1.375000 50000.00 50322.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.125000 176000.00 178588.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 5.500000 43800.00 62043.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-01-15 0.875000 1066800.00 1241273.99 U.S. Treasuries (including strips) Federal Home Loan Mor 2038-04-25 3.000000 47000000.00 44107923.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2029-09-25 2.673000 97632155.00 110780301.72 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2027-08-15 2.250000 200.00 226.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-21 0.000000 99500.00 99492.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 2.125000 400.00 415.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 2.750000 146700.00 172791.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-03-31 2.125000 450500.00 485049.51 U.S. Treasuries (including strips) Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2029-11-15 3.500000 50098151.00 1780870.30 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2022-04-30 0.125000 662600.00 662246.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 2.875000 160600.00 162789.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 1.375000 607400.00 611250.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-15 1.875000 200.00 201.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.875000 884400.00 922437.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.750000 350000.00 363917.43 U.S. Treasuries (including strips) Federal Home Loan Mor 2030-02-15 3.500000 25000000.00 1164488.41 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2028-01-15 0.500000 1810300.00 2070084.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-20 0.000000 169600.00 169565.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-12-15 1.625000 336000.00 348234.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 1.625000 7000.00 7051.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-30 0.000000 752000.00 751913.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-15 2.000000 800.00 815.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-31 1.875000 500.00 517.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 3.750000 200000.00 298502.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-19 0.000000 322000.00 321781.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-09-30 1.500000 1979200.00 2092001.55 U.S. Treasuries (including strips) Federal Home Loan Mor 2029-04-15 3.500000 2196000.00 1919183.07 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2023-02-15 1.375000 604800.00 626994.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 3.000000 9000.00 12064.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 2.500000 941700.00 964035.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-15 0.125000 817500.00 922794.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 1.500000 50000.00 51690.12 U.S. Treasuries (including strips) Federal Home Loan Mor 2040-08-15 1.750000 5000000.00 1146498.34 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2024-10-31 2.250000 400.00 435.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.750000 1300.00 1350.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-01 0.000000 1011600.00 1011203.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-10-31 1.625000 1049100.00 1130608.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-05-15 1.125000 14000.00 13938.21 U.S. Treasuries (including strips) Federal National Mort 2025-11-25 2.500000 19000000.00 1676143.60 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-07-31 2.000000 742700.00 750028.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 0.125000 258400.00 276616.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-08-15 3.125000 198000.00 273514.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-03-31 0.625000 13564100.00 13733569.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-31 2.250000 100.00 108.25 U.S. Treasuries (including strips) Federal Home Loan Mor 2029-05-15 4.000000 4131352.00 3542910.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2029-09-25 2.691000 78613906.00 88853662.06 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-09-10 0.000000 37600.00 37588.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-28 2.625000 650300.00 698377.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 2.000000 700.00 765.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-05 0.000000 1003600.00 1002998.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 2.000000 754200.00 795894.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 2.250000 3700.00 4167.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.250000 999500.00 1070992.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 3.000000 340700.00 472277.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 2.750000 98600.00 107408.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 8.000000 32000.00 35766.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 3.125000 523100.00 712850.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 2.000000 2151800.00 2191088.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-08 0.000000 249600.00 249491.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-15 0.000000 67500.00 67478.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 0.125000 79300.00 90595.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 2.375000 600.00 613.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 3.125000 228400.00 235162.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-15 0.125000 817100.00 930319.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-08-15 2.750000 365700.00 483581.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 2.000000 1761900.00 1810107.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 1.750000 892500.00 920697.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 2.375000 880500.00 939187.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 1.375000 300.00 312.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-31 1.500000 6800.00 7184.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.125000 767000.00 818694.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-06 0.000000 999200.00 999047.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 2.000000 543200.00 558382.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 2.250000 1153300.00 1177730.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 1.625000 92800.00 96180.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-02-15 4.625000 795100.00 1307034.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 1.750000 3800.00 3830.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-31 1.875000 162300.00 169238.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 2.000000 103900.00 106770.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-02-15 3.500000 329300.00 471493.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 1.625000 11100.00 11582.84 U.S. Treasuries (including strips) Federal National Mort 2049-08-25 0.770130 83575992.00 63266601.16 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2024-12-31 2.250000 379200.00 413047.39 U.S. Treasuries (including strips) Federal Home Loan Mor 2029-10-25 2.537000 39159589.00 43903565.44 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2024-11-15 7.500000 200.00 264.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 1.750000 257000.00 272630.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 0.000000 400.00 383.19 U.S. Treasuries (including strips) United States Treasur 2021-01-15 1.125000 948500.00 1128338.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-01-15 2.500000 363900.00 562661.52 U.S. Treasuries (including strips) Federal Home Loan Mor 2029-10-25 2.234000 52000000.00 56724543.78 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2021-09-30 1.500000 575200.00 586875.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 1.875000 800.00 827.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-15 2.750000 499700.00 519248.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 2.250000 941200.00 971071.61 U.S. Treasuries (including strips) Federal Home Loan Mor 2038-05-25 2.970000 73943436.00 74140063.65 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2047-05-15 3.000000 463300.00 635805.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-31 1.375000 36000.00 38279.10 U.S. Treasuries (including strips) Federal Home Loan Mor 2023-03-25 0.732500 566410000.00 27804849.81 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2029-08-15 1.625000 101500.00 111496.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.500000 168000.00 171440.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-15 2.250000 119800.00 132355.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-30 1.375000 10200.00 10564.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 1.250000 476200.00 494410.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-30 2.875000 800.00 903.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.875000 140400.00 191789.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 1.625000 500.00 504.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-28 1.500000 176000.00 183087.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-15 2.625000 800.00 819.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.875000 520000.00 533321.30 U.S. Treasuries (including strips) Federal National Mort 2039-12-25 2.500000 15000000.00 1176261.37 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2025-02-15 7.625000 8000.00 10934.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-31 1.375000 903000.00 953869.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 2.125000 252000.00 259353.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 1.750000 102100.00 105306.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.125000 822000.00 834274.84 U.S. Treasuries (including strips) Federal Home Loan Mor 2023-01-15 1.750000 50000000.00 5249219.17 Agency Collateralized Mortgage Obligation Government National M 2068-10-20 0.570000 61814780.00 47405233.09 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.875000 936500.00 1024012.70 U.S. Treasuries (including strips) United States Treasur 2027-01-31 1.500000 941200.00 1011510.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 21900.00 24891.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-07-15 0.250000 809400.00 889816.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.875000 204000.00 212303.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 3.625000 111000.00 164322.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-15 2.875000 200000.00 208147.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 7.250000 19000.00 22370.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-15 2.625000 600.00 607.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 1.000000 143700.00 199247.36 U.S. Treasuries (including strips) Federal Home Loan Mor 2038-03-15 0.770130 1742005.00 1334978.23 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-08-15 8.750000 200.00 208.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 1.875000 23700.00 24723.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 2.000000 1400.00 1521.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.125000 513100.00 512477.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 0.000000 199100.00 198923.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.750000 136800.00 183591.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 2.125000 900.00 918.06 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2050-06-20 4.500000 13030171.00 14078878.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-07-25 3.350000 82929323.00 65987663.21 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2040-02-15 2.125000 897300.00 1583594.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-15 1.500000 900.00 906.69 U.S. Treasuries (including strips) Government National M 2049-12-20 4.000000 5065686.00 4438255.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2040-08-15 4.000000 2453607.00 1216583.66 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2021-06-30 2.125000 800.00 815.50 U.S. Treasuries (including strips) Federal Home Loan Mor 2038-06-25 3.190000 16141271.00 14531853.69 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2023-04-30 1.625000 587000.00 612615.28 U.S. Treasuries (including strips) Federal Home Loan Mor 2039-08-15 2.000000 30000000.00 2719893.21 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2024-04-30 2.250000 999900.00 1081352.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 2.250000 604100.00 629346.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-15 1.625000 700.00 705.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-05-15 3.125000 887800.00 1253019.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 0.125000 1308900.00 1423516.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 1.750000 504900.00 525166.10 U.S. Treasuries (including strips) Federal Home Loan Mor 2038-04-25 2.950000 75000000.00 67643909.53 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2021-09-30 2.125000 728100.00 749697.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-17 0.000000 146900.00 146854.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-07-15 0.750000 1311600.00 1517419.20 U.S. Treasuries (including strips) Federal Home Loan Mor 2037-10-25 2.710000 60162594.00 56487054.64 Agency Collateralized Mortgage Obligation Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 1750000000.00 1750000000.00 0.0090 N Y Y N RBC CAPITAL MARKETS LLC (REPO) RBC CAPITAL MARKETS LLC (REPO) 0.200 0PO003D58 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mor 2022-06-25 2.290000 6890000.00 5821010.04 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2023-02-25 2.364000 10329389.00 1782734.72 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-25 3.000000 32666.00 31441.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2025-07-25 0.472500 30000000.00 5512892.10 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2024-09-25 4.094000 10889491.00 12067689.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2034-08-25 2.797000 33650000.00 38596891.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2038-12-25 3.130000 27500000.00 27114671.30 Agency Collateralized Mortgage Obligation Federal National Mort 2027-03-18 6.600000 3.00 0.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2031-07-01 2.580000 893859.00 995002.13 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2043-01-15 2.500000 1000.00 173.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2024-11-25 0.482500 16000000.00 7097180.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2028-02-25 3.650000 16350000.00 19237267.39 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB5 2038-11-25 3.170000 33000000.00 31961229.35 Agency Collateralized Mortgage Obligation Federal National Mort 2041-01-25 4.000000 25000.00 4825.27 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB2 2036-09-25 1.980000 16600000.00 8247761.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2025-10-25 2.544000 7194325.00 5098625.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2024-07-25 0.572500 45758296.00 12353452.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2038-06-25 3.090000 585.00 522.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2029-09-25 2.673000 62367845.00 70766938.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2023-01-25 0.832500 38050008.00 2943524.91 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB1 2036-03-25 2.060000 3000000.00 1629804.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2036-03-25 2.250000 3000000.00 1679869.10 Agency Collateralized Mortgage Obligation Federal National Mort 2022-11-01 2.501000 3900000.00 1526749.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-12-25 0.432500 15950000.00 9860131.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-05-25 2.460000 20300000.00 17531342.42 Agency Collateralized Mortgage Obligation Government National M 2049-10-20 3.000000 8328611.00 8063714.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2038-04-25 3.140000 33165077.00 28381044.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2039-01-25 3.070000 1836652.00 1857667.55 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2046-01-25 2.180000 23073000.00 6178606.83 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2025-06-25 3.111000 20218660.00 15234919.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2029-10-25 2.524000 31967341.00 35811548.73 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-11-25 2.960000 56000000.00 45877444.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2039-08-25 2.390000 20000000.00 20797774.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2039-05-25 2.130000 25000000.00 23482491.07 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-01-25 2.600000 19500000.00 13360024.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-02-25 2.470000 10470000.00 7701166.69 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB4 2038-01-25 2.920000 27393326.00 21859535.68 Agency Collateralized Mortgage Obligation Government National M 2069-02-20 0.753380 32496254.00 28031961.21 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2022-12-01 2.530000 1500000.00 1558732.58 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2034-04-16 5.500000 9000.00 4352.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2027-11-25 1.409000 24000000.00 24680832.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2024-10-25 3.206000 20300000.00 4550737.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2023-02-25 0.852500 445175000.00 74052836.48 Agency Collateralized Mortgage Obligation Federal National Mort 2050-05-25 4.000000 21489613.00 18041128.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2038-07-25 3.350000 14106053.00 11224322.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-10-25 2.810000 25000000.00 20471343.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2026-04-25 0.662500 43900000.00 41788734.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2025-11-25 0.682500 21000000.00 18211080.35 Agency Collateralized Mortgage Obligation Federal National Mort 2043-03-25 3.000000 47000.00 14790.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-08-25 2.630000 26250000.00 18783259.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2024-02-25 0.542500 49500000.00 15282335.36 Agency Collateralized Mortgage Obligation Federal National Mort 2032-03-01 3.500000 182313194.00 182681949.27 Agency Mortgage-Backed Securities Federal Home Loan Ban 2026-06-16 1.000000 8710000.00 8724387.95 Agency Debentures and Agency Strips Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2034-10-25 2.859000 27000000.00 31302182.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2026-07-25 0.662500 65000000.00 10481559.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2034-09-15 5.000000 619905.00 610684.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2036-05-25 2.130000 7255500.00 4841609.12 Agency Collateralized Mortgage Obligation Federal National Mort 2027-07-01 2.370000 1506901.00 1629011.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-09-25 2.030000 9500000.00 5386771.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2038-09-25 3.360000 24840000.00 21438833.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2026-07-27 0.672500 43366336.00 43658485.06 Agency Collateralized Mortgage Obligation Federal National Mort 2021-03-01 4.450000 37689.00 32438.80 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2023-04-01 2.500000 1500000.00 1565522.83 Agency Mortgage-Backed Securities FRESB MORTGAGE TR 201 2039-04-25 2.520000 37487885.00 36252041.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2039-02-25 2.550000 35706072.00 36459180.91 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2038-05-25 2.970000 8523245.00 8545909.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2033-10-15 5.500000 1000.00 1156.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2022-07-25 0.562500 2.00 0.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2040-04-25 1.200000 40000000.00 40397666.67 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2027-01-25 0.622500 29496521.00 29567168.99 Agency Collateralized Mortgage Obligation Government National M 2047-12-20 3.000000 38644000.00 30778629.88 Agency Collateralized Mortgage Obligation Government National M 2050-02-20 4.000000 12375529.00 2673612.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2029-09-25 2.595000 89000000.00 100331428.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2026-01-25 2.745000 13000000.00 14268595.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2043-05-15 3.000000 13000.00 13605.76 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2025-10-25 0.622500 72.00 55.37 Agency Collateralized Mortgage Obligation Federal National Mort 2042-12-25 4.000000 1492406.00 413133.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2028-01-25 0.422500 12900000.00 5746441.57 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB4 2038-01-25 3.130000 52602814.00 46633195.86 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2022-07-01 2.670000 1500000.00 1550641.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-06-25 2.320000 30000000.00 31006766.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2029-09-25 2.380000 125351.00 138507.99 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2013 2044-01-25 4.721468 17778552.00 4686012.43 Agency Collateralized Mortgage Obligation Government National M 2068-10-20 0.570000 9593947.00 7357516.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2026-02-25 0.672500 11320390.00 11350541.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-09-25 2.680000 42499898.00 22252532.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2026-10-25 2.525000 21878756.00 24060746.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2035-11-25 2.536578 13982000.00 8313891.07 Agency Collateralized Mortgage Obligation Federal National Mort 2035-01-25 5.500000 5000.00 5301.99 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2039-11-25 2.130000 35000000.00 36444752.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2024-08-25 0.522500 20000000.00 11688768.96 Agency Collateralized Mortgage Obligation Government National M 2068-11-20 0.703380 10893082.00 8745345.51 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K- 2024-11-25 0.502500 25671000.00 13319426.71 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2038-08-25 3.400000 93751485.00 88367428.33 Agency Collateralized Mortgage Obligation Government National M 2049-07-20 4.000000 650407.00 136123.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2023-01-25 0.682500 58364866.00 55468005.09 Agency Collateralized Mortgage Obligation Government National M 2042-11-20 2.000000 6000.00 2118.05 Agency Collateralized Mortgage Obligation Federal National Mort 2025-06-01 2.800000 1500000.00 1571640.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-12-25 2.110000 13001000.00 5755536.03 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2027-03-31 0.625000 17035500.00 17248340.89 U.S. Treasuries (including strips) Federal Home Loan Mor 2039-08-25 2.240000 43764779.00 44671842.74 Agency Collateralized Mortgage Obligation Federal National Mort 2050-06-25 1.500000 4306984.00 4252136.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-12-25 2.890000 55580031.00 53547983.44 Agency Collateralized Mortgage Obligation Federal National Mort 2022-11-01 2.555000 1425000.00 1486514.68 Agency Mortgage-Backed Securities Government National M 2065-08-20 0.823380 20766791.00 13213095.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2044-06-25 2.420000 46087000.00 7307085.19 Agency Collateralized Mortgage Obligation Federal National Mort 2025-11-01 2.810000 838310.00 842020.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-02-25 0.372500 40.00 19.41 Agency Collateralized Mortgage Obligation FRESB MTG TR 2015-SB2 2035-07-25 2.500000 5000000.00 1616929.41 Agency Collateralized Mortgage Obligation Federal National Mort 2025-10-01 5.250000 430024.00 443029.19 Agency Mortgage-Backed Securities Federal National Mort 2024-02-25 1.388250 36703985.00 29471387.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2029-11-25 2.359000 29510000.00 32389358.74 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2023-06-25 0.632500 100000002.00 16179863.38 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2040-01-25 1.560000 50000000.00 51334362.12 Agency Collateralized Mortgage Obligation Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-07-07 2020-07-07 2020-07-15 Y RBC CAPITAL MARKETS LLC (REPO) 1.0000 7 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ N N 0.0020 2000000000.00 2000000000.00 0.0103 N N Y N ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 0.090 OSG001CP6 ES7IP3U3RHIGC71XBU11 0001000275 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2050-06-01 2.500000 188753.00 195041.10 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2028-05-15 2.875000 400704600.00 474985115.05 U.S. Treasuries (including strips) Federal National Mort 2042-05-25 4.000000 1465333.00 2328451.37 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2024-03-31 2.125000 332274900.00 357824005.49 U.S. Treasuries (including strips) Government National M 2050-04-20 3.500000 9705114.00 10270040.35 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 3471308.00 3744408.53 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2027-08-15 2.250000 189936400.00 215138034.01 U.S. Treasuries (including strips) Federal Home Loan Mor 2046-05-01 2.429000 7637976.00 3172006.46 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-08-15 2.375000 153638200.00 168546886.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-09 0.000000 229039700.00 229033515.93 U.S. Treasuries (including strips) Government National M 2050-06-20 3.000000 2032112.00 2184412.02 Agency Mortgage-Backed Securities Government National M 2050-06-20 3.000000 1325816.00 1417782.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2021-06-01 4.500000 1256.00 0.23 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.445000 5055650.00 3526154.20 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 2.785000 8026761.00 3223021.12 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 3.373000 24000000.00 3437431.04 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 AA- Standard & Poor's Short Rating A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 1450000000.00 1450000000.00 0.0074 N Y Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 0.070 0SON06U56 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2022-11-15 1.625000 88.89 92.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 2.750000 59200.00 63763.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 1.625000 279377.78 281610.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 7.250000 888.89 1046.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-15 1.500000 2788444.44 2901239.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 0.000000 335.46 333.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-02-15 4.625000 18766311.11 30849229.84 U.S. Treasuries (including strips) United States Treasur 2047-05-15 0.000000 266.67 180.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-15 0.125000 69644.44 72462.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.625000 88.89 92.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-06-30 0.500000 29006622.22 29057673.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-15 0.625000 7511.11 8722.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-05-15 4.500000 44.44 70.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 1.375000 44.44 45.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 2.375000 15332844.44 16354814.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-15 2.875000 100577.78 104675.21 U.S. Treasuries (including strips) United States Treasur 2043-02-15 0.000000 14871280.50 10661399.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 2.000000 44.44 46.90 U.S. Treasuries (including strips) United States Treasur 2041-02-15 0.000000 3555600.00 2684357.11 U.S. Treasuries (including strips) United States Treasur 2040-11-15 0.000000 3066657.78 2328596.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 1.625000 2353866.67 2472583.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.125000 299555.56 319744.94 U.S. Treasuries (including strips) United States Treasur 2046-11-15 0.000000 108844.44 74268.16 U.S. Treasuries (including strips) United States Treasur 2040-05-15 0.000000 8251911.11 6545094.07 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 699.75 559.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-11-15 4.250000 44.44 69.87 U.S. Treasuries (including strips) United States Treasur 2043-11-15 0.000000 151555.56 108990.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.375000 1836000.00 1881393.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-08-15 3.875000 1361911.11 2055428.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-07-15 0.750000 20246044.44 23423098.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 2.125000 102000.00 104046.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-30 0.375000 44.44 44.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-17 0.000000 177.78 177.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-15 1.625000 44.44 47.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 35614.54 35377.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 1.500000 345600.00 357282.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 44.44 47.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 17822.22 19829.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-30 1.625000 2522400.00 2716327.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-05-15 1.125000 44.44 44.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 5.250000 62000.00 86313.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-31 2.875000 44.44 50.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-31 2.000000 4431466.67 4746186.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 1.250000 150933.33 156705.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.750000 44.44 46.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 2.250000 259333.33 270171.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 1957777.78 2155924.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-01-15 1.750000 16844.44 24794.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 2.500000 44.44 48.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 2.125000 88.89 92.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 2.625000 44.44 45.54 U.S. Treasuries (including strips) United States Treasur 2036-02-15 0.000000 44.44 38.85 U.S. Treasuries (including strips) United States Treasur 2039-05-15 0.000000 14127600.00 11499894.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 3.125000 44.44 45.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 2.000000 44.44 45.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-15 1.750000 88.89 91.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 0.000000 25960532.23 18404615.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.250000 88.89 90.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-08-15 3.125000 1866977.78 2579016.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-15 0.125000 133.33 139.62 U.S. Treasuries (including strips) United States Treasur 2040-02-15 0.000000 444.44 354.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 1.125000 1317777.78 1330949.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 1.000000 228444.44 322788.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.500000 3052622.22 3114204.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 521040.00 387888.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 2.750000 44.44 48.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 31955.56 36320.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-31 1.500000 44.44 46.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-08-15 0.000000 4166488.89 2768665.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 2.000000 3777.78 3882.14 U.S. Treasuries (including strips) United States Treasur 2045-02-15 0.000000 14788800.00 10352766.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 8.000000 130133.33 145448.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-10-31 3.000000 2154177.78 2469167.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 3.000000 6061200.00 8228836.65 U.S. Treasuries (including strips) United States Treasur 2048-05-15 0.000000 133.33 88.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 88.89 95.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 0.200061 44.44 44.46 U.S. Treasuries (including strips) United States Treasur 2031-02-15 0.000000 28844.44 26927.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 8.750000 481377.78 502314.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 1.750000 70933.33 73192.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.125000 44.44 44.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 6.250000 19510977.78 23664506.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 1.875000 5392133.33 5577147.59 U.S. Treasuries (including strips) United States Treasur 2023-02-15 0.000000 533.33 531.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-30 2.250000 88.89 90.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 7.125000 177.78 215.04 U.S. Treasuries (including strips) United States Treasur 2024-11-15 0.000000 8577.78 8481.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.125000 177.78 180.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.125000 741422.22 798650.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-15 1.375000 44.44 44.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-09-30 1.500000 2191244.44 2316131.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 2.250000 2758844.44 2846404.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 0.000000 239.25 168.21 U.S. Treasuries (including strips) United States Treasur 2039-11-15 0.000000 15511111.11 12045649.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 0.000000 298886.33 290364.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 6.875000 88.89 120.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-15 0.375000 88.89 102.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-30 1.375000 222.22 230.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 2.125000 44755.56 46083.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 0.375000 57894222.22 58153957.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-15 2.500000 866533.33 945376.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 0.000000 10173155.55 7060871.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-20 0.000000 44.44 44.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.875000 44.44 45.98 U.S. Treasuries (including strips) United States Treasur 2036-08-15 0.000000 1103.33 918.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.625000 19424311.11 21070132.99 U.S. Treasuries (including strips) United States Treasur 2030-05-15 0.000000 222.22 209.09 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 333333333.30 333333333.30 0.0017 N Y Y N SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) 0.070 0QO003KB5 5U0XI89JRFVHWIBS4F54 0001184915 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2023-02-28 2.625000 412951100.00 443481171.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-31 1.375000 423060800.00 446893500.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-08-15 3.125000 250000000.00 345346456.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 3.750000 167904900.00 250600076.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-04-30 0.500000 348577800.00 349682374.85 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0007 1800000000.00 1800000000.00 0.0092 N Y Y N SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) 0.090 0QO003KA7 5U0XI89JRFVHWIBS4F54 0001184915 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 549300M8ZYFG0OCMTT87 2046-02-20 3.500000 1500000000.00 655660587.32 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 243104014.00 136080720.91 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-10-20 3.000000 1676033630.00 584510222.11 Agency Mortgage-Backed Securities Government National M 2047-12-20 4.000000 519400000.00 297321936.02 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-11-20 3.000000 561500000.00 581024070.41 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-10-20 3.000000 5407375.00 3810130.60 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-03-20 3.500000 1826254621.00 801599982.80 Agency Mortgage-Backed Securities Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 3000000000.00 3000000000.00 0.0154 N Y Y N TD SECURITIES USA LLC (REPO) TD SECURITIES USA LLC (REPO) 0.090 0QG002T76 0000803012 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasur 254900HROIFWPRGM1V77 2020-10-08 0.000000 134122400.00 134063922.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-20 0.000000 334349000.00 333861853.51 U.S. Treasuries (including strips) Federal National Mort B1V7KEBTPIMZEU4LTD58 2049-07-25 0.634500 69600000.00 58463871.56 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-12-10 0.000000 239355900.00 239179973.41 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 AA- Standard & Poor's Short Rating A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 749999999.85 749999999.85 0.0038 N Y Y N US TREASURY US TREASURY 1.875 9128283L2 254900HROIFWPRGM1V77 US9128283L27 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-12-15 2020-12-15 2020-12-15 N N N 0.0163 398055080.10 398055080.10 0.0020 N Y Y N US TREASURY US TREASURY 2.125 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0161 346778376.60 346778376.60 0.0018 N Y Y N US TREASURY US TREASURY 0.150 912796WY1 254900HROIFWPRGM1V77 US912796WY16 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-30 2020-07-30 2020-07-30 N N N 0.0015 3999581120.00 3999581120.00 0.0205 N Y Y N US TREASURY US TREASURY 2.625 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0163 650794925.10 650794925.10 0.0033 N Y Y N US TREASURY US TREASURY 2.625 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0161 251012257.50 251012257.50 0.0013 N Y Y N US TREASURY US TREASURY 2.000 912828VZ0 254900HROIFWPRGM1V77 US912828VZ00 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0163 502260430.00 502260430.00 0.0026 N Y Y N US TREASURY US TREASURY 0.150 912796XH7 254900HROIFWPRGM1V77 US912796XH73 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-09-03 2020-09-03 2020-09-03 N N N 0.0015 2150954960.51 2150954960.51 0.0110 N Y Y N US TREASURY US TREASURY 1.500 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-15 2020-07-15 2020-07-15 N N N 0.0183 788402707.40 788402707.40 0.0040 N Y Y N US TREASURY US TREASURY 0.289 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-01 2021-04-30 2021-04-30 N N N 0.0036 25473310.93 25473310.93 0.0001 N Y Y N US TREASURY US TREASURY 0.176 912796WZ8 254900HROIFWPRGM1V77 US912796WZ80 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-06 2020-08-06 2020-08-06 N N N 0.0018 2999640000.00 2999640000.00 0.0154 N Y Y N US TREASURY US TREASURY 1.375 9128282V1 254900HROIFWPRGM1V77 US9128282V18 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-09-15 2020-09-15 2020-09-15 N N N 0.0161 150369828.00 150369828.00 0.0008 N Y Y N US TREASURY US TREASURY 1.750 912828WC0 254900HROIFWPRGM1V77 US912828WC06 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0164 675471975.36 675471975.36 0.0034 N Y Y N US TREASURY US TREASURY 1.750 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0164 62356015.78 62356015.78 0.0003 N Y Y N US TREASURY US TREASURY 2.625 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0185 1502863955.38 1502863955.38 0.0077 N Y Y N US TREASURY US TREASURY 1.625 9128282Z2 254900HROIFWPRGM1V77 US9128282Z22 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-15 2020-10-15 2020-10-15 N N N 0.0163 358697098.95 358697098.95 0.0018 N Y Y N US TREASURY US TREASURY 0.150 9127964K2 254900HROIFWPRGM1V77 US9127964K26 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-27 2020-10-27 2020-10-27 N N N 0.0015 2998623330.00 2998623330.00 0.0154 N Y Y N US TREASURY US TREASURY 0.170 9127964Q9 254900HROIFWPRGM1V77 US9127964Q95 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-11-03 2020-11-03 2020-11-03 N N N 0.0017 2773313799.00 2773313799.00 0.0142 N Y Y N US TREASURY US TREASURY 2.000 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0163 100734375.00 100734375.00 0.0005 N Y Y N US TREASURY US TREASURY 0.155 9127964J5 254900HROIFWPRGM1V77 US9127964J52 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-20 2020-10-20 2020-10-20 N N N 0.0016 2498843750.00 2498843750.00 0.0128 N Y Y N US TREASURY US TREASURY 0.180 9127964R7 254900HROIFWPRGM1V77 US9127964R78 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-11-10 2020-11-10 2020-11-10 N N N 0.0018 3997433320.00 3997433320.00 0.0205 N Y Y N US TREASURY US TREASURY 0.144 912796TJ8 254900HROIFWPRGM1V77 US912796TJ85 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0014 2572364925.44 2572364925.44 0.0132 N Y Y N US TREASURY US TREASURY 0.125 912796TD1 254900HROIFWPRGM1V77 US912796TD16 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-13 2020-08-13 2020-08-13 N N N 0.0013 2078664761.25 2078664761.25 0.0107 N Y Y N US TREASURY US TREASURY 0.189 9127964S5 254900HROIFWPRGM1V77 US9127964S51 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-11-17 2020-11-17 2020-11-17 N N N 0.0019 4996621550.00 4996621550.00 0.0256 N Y Y N US TREASURY US TREASURY 0.100 912796UB3 254900HROIFWPRGM1V77 US912796UB31 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0010 999997430.00 999997430.00 0.0051 N Y Y N US TREASURY US TREASURY 1.625 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0163 331933595.40 331933595.40 0.0017 N Y Y N US TREASURY US TREASURY 1.375 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0164 693711898.60 693711898.60 0.0035 N Y Y N US TREASURY US TREASURY 2.875 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0164 362192482.89 362192482.89 0.0018 N Y Y N US TREASURY US TREASURY 2.750 9128285Q9 254900HROIFWPRGM1V77 US9128285Q95 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0164 288028125.00 288028125.00 0.0015 N Y Y N US TREASURY US TREASURY 0.175 9127962G3 254900HROIFWPRGM1V77 US9127962G32 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-09-17 2020-09-17 2020-09-17 N N N 0.0018 3998743320.00 3998743320.00 0.0205 N Y Y N US TREASURY US TREASURY 1.375 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0161 359710417.92 359710417.92 0.0018 N Y Y N US TREASURY US TREASURY 0.140 9127963R8 254900HROIFWPRGM1V77 US9127963R87 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-09-01 2020-09-01 2020-09-01 N N N 0.0014 1306691626.42 1306691626.42 0.0067 N Y Y N US TREASURY US TREASURY 0.049 9127962J7 254900HROIFWPRGM1V77 US9127962J70 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0005 6775315166.42 6775315166.42 0.0347 N Y Y N US TREASURY US TREASURY 0.200 9127963F4 254900HROIFWPRGM1V77 US9127963F40 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-21 2020-07-21 2020-07-21 N N N 0.0020 2249853120.00 2249853120.00 0.0115 N Y Y N JPMorgan U.S. Government Money Market Fund 2020-07-07 Timothy J. Clemens Timothy J. Clemens Treasurer