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Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-04-15 3.000000 716004.23 880588.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2046-08-01 3.500000 9704.18 5902.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-05-01 5.000000 4118.92 56.56 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 10692603.89 5782859.55 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-09-01 3.500000 1892065.81 1093078.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-03-15 7.000000 10.17 2.92 Agency Collateralized Mortgage Obligation Federal National Mort 2036-02-01 6.000000 3661460.08 111086.25 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 3.124000 9119890.35 147536.93 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 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Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-11-09 2020-11-09 2020-11-09 N N N 0.0002 499983685.00 499983685.00 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 999912500.00 999912500.00 0.0055 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 374970937.50 374970937.50 0.0021 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 2999245042.50 2999245042.50 0.0166 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.085 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+ 2020-11-16 2020-11-16 2020-11-16 N N N 0.0009 999958970.00 999958970.00 0.0055 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.170 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+ 2020-09-01 2020-12-23 2020-12-23 N N N 0.0017 450082197.00 450082197.00 0.0025 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.153 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+ 2020-09-24 2021-03-24 2021-03-24 N N N 0.0016 249952387.50 249952387.50 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.144 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+ 2020-09-26 2021-03-26 2021-03-26 N N N 0.0018 89981835.30 89981835.30 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.150 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+ 2020-09-27 2021-04-27 2021-04-27 N N N 0.0015 999739610.00 999739610.00 0.0055 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.144 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+ 2020-09-26 2021-03-26 2021-03-26 N N N 0.0015 499873005.00 499873005.00 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.085 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+ 2020-11-16 2020-11-16 2020-11-16 N N N 0.0009 1799925912.00 1799925912.00 0.0099 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.143 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+ 2020-10-14 2021-04-14 2021-04-14 N N N 0.0015 99992462.00 99992462.00 0.0006 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.144 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+ 2020-09-26 2021-03-26 2021-03-26 N N N 0.0015 249936502.50 249936502.50 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 205347837.92 205347837.92 0.0011 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.214 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+ 2020-10-04 2021-01-04 2021-01-04 N N N 0.0022 500126510.00 500126510.00 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.150 313384M63 2549001DPIFGXC1TOL40 US313384M630 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+ 2020-10-30 2020-10-30 2020-10-30 N N N 0.0015 254962387.50 254962387.50 0.0014 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.110 313384P45 2549001DPIFGXC1TOL40 US313384P450 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+ 2020-11-13 2020-11-13 2020-11-13 N N N 0.0011 249949305.00 249949305.00 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 249972500.00 249972500.00 0.0014 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.135 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+ 2020-09-01 2021-02-26 2021-02-26 N N N 0.0014 10000306.50 10000306.50 0.0001 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.110 313384Q36 2549001DPIFGXC1TOL40 US313384Q367 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+ 2020-11-20 2020-11-20 2020-11-20 N N N 0.0011 374916667.50 374916667.50 0.0021 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.168 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+ 2020-10-09 2020-10-09 2020-10-09 N N N 0.0017 1300119834.00 1300119834.00 0.0072 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.190 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+ 2020-09-01 2020-10-07 2020-10-07 N N N 0.0019 515048224.60 515048224.60 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.110 313384R27 2549001DPIFGXC1TOL40 US313384R274 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+ 2020-11-27 2020-11-27 2020-11-27 N N N 0.0011 149963749.50 149963749.50 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.166 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+ 2020-10-13 2020-10-13 2020-10-13 N N N 0.0017 700070049.00 700070049.00 0.0039 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.125 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+ 2020-09-01 2021-05-14 2021-05-14 N N N 0.0013 499957625.00 499957625.00 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.110 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+ 2020-09-01 2021-02-09 2021-02-09 N N N 0.0011 504968967.75 504968967.75 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 499952500.00 499952500.00 0.0028 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.188 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+ 2020-09-24 2020-11-24 2020-11-24 N N N 0.0019 470000047.00 470000047.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.100 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+ 2020-09-01 2020-11-06 2020-11-06 N N N 0.0010 274000380.86 274000380.86 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.181 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+ 2020-09-19 2021-03-19 2021-03-19 N N N 0.0016 630288351.63 630288351.63 0.0035 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.134 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+ 2020-11-05 2020-11-05 2020-11-05 N N N 0.0014 1000116230.00 1000116230.00 0.0055 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 499946250.00 499946250.00 0.0028 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.108 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+ 2020-09-11 2020-09-11 2020-09-11 N N N 0.0010 1407989411.84 1407989411.84 0.0078 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.122 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+ 2020-09-16 2020-11-16 2020-11-16 N N N 0.0012 499979410.00 499979410.00 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.168 3130AJTY5 2549001DPIFGXC1TOL40 US3130AJTY52 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+ 2020-09-12 2021-04-12 2021-04-12 N N N 0.0017 849895229.00 849895229.00 0.0047 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.168 3130AJTT6 2549001DPIFGXC1TOL40 US3130AJTT67 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+ 2020-09-12 2021-04-12 2021-04-12 N N N 0.0017 99987674.00 99987674.00 0.0006 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.130 3130AJUX5 2549001DPIFGXC1TOL40 US3130AJUX50 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+ 2020-09-01 2021-02-22 2021-02-22 N N N 0.0013 500005065.00 500005065.00 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.120 3130AJUU1 2549001DPIFGXC1TOL40 US3130AJUU12 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+ 2020-09-01 2021-01-15 2021-01-15 N N N 0.0012 300007698.00 300007698.00 0.0017 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.136 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+ 2020-11-24 2021-05-24 2021-05-24 N N N 0.0014 349948704.00 349948704.00 0.0019 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.114 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+ 2020-11-26 2021-05-26 2021-05-26 N N N 0.0012 399941152.00 399941152.00 0.0022 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 250061502.50 250061502.50 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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 500108200.00 500108200.00 0.0028 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.100 3130AJVJ5 2549001DPIFGXC1TOL40 US3130AJVJ57 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+ 2020-09-01 2020-11-23 2020-11-23 N N N 0.0010 1249988437.50 1249988437.50 0.0069 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.080 3130AJXR5 2549001DPIFGXC1TOL40 US3130AJXR55 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+ 2020-11-12 2020-11-12 2020-11-12 N N N 0.0008 369985570.00 369985570.00 0.0020 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.130 3130AJY86 2549001DPIFGXC1TOL40 US3130AJY867 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+ 2020-11-12 2021-02-12 2021-02-12 N N N 0.0013 149986504.50 149986504.50 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.080 3130AJWR6 2549001DPIFGXC1TOL40 US3130AJWR64 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+ 2020-09-01 2020-11-03 2020-11-03 N N N 0.0008 1899936787.00 1899936787.00 0.0105 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.140 3130AJVK2 2549001DPIFGXC1TOL40 US3130AJVK21 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+ 2021-05-24 2021-05-24 2021-05-24 N N N 0.0015 250124225.00 250124225.00 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.135 3130AJYE3 2549001DPIFGXC1TOL40 US3130AJYE34 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+ 2020-11-17 2021-02-17 2021-02-17 N N N 0.0014 249976815.00 249976815.00 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.125 3130AJYF0 2549001DPIFGXC1TOL40 US3130AJYF09 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+ 2020-11-19 2021-02-19 2021-02-19 N N N 0.0013 149985921.00 149985921.00 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.140 3130AJYA1 2549001DPIFGXC1TOL40 US3130AJYA12 U.S. Government 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Securities Federal Home Loan Mor 2034-08-01 7.000000 25000.00 1990.85 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2028-01-15 0.500000 100.00 117.76 U.S. Treasuries (including strips) Federal Home Loan Mor 2026-01-01 7.500000 22816054.00 5906.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-11-01 7.500000 305670.00 925.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 7.500000 35124659.00 29388.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-10-01 7.500000 3435165.00 17091.73 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.125000 6300200.00 7397290.84 U.S. Treasuries (including strips) Federal Home Loan Mor 2035-02-01 7.000000 50000.00 6239.01 Agency Mortgage-Backed Securities Government National M 2049-07-15 3.000000 20438.00 21693.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-04-01 6.000000 2500000.00 55914.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-09-01 7.500000 496375.00 2836.81 Agency Mortgage-Backed Securities Government National M 2031-03-15 6.500000 3347532.00 57465.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-03-01 7.500000 910313.00 3236.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-01-01 7.000000 480656.00 424.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-04-01 7.500000 965530.00 238.67 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 45000.00 32859.34 Agency Mortgage-Backed Securities Government National M 2062-01-20 4.716000 4800000.00 34366.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-08-01 7.500000 2800964.00 3807.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-01-01 7.500000 100000.00 956.33 Agency Mortgage-Backed Securities Government National M 2025-10-15 4.500000 1000000.00 50006.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-10-01 7.500000 3969974.00 14012.46 Agency Mortgage-Backed Securities Government National M 2060-10-20 5.140000 387000.00 4169.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-08-01 7.500000 246687.00 2183.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 158000.00 594.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-10-01 7.500000 1402980.00 2574.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-04-01 7.500000 132162.00 950.75 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.000000 25000.00 17189.39 Agency Mortgage-Backed Securities Government National M 2062-06-16 2.000000 1011732.00 1122556.79 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2032-11-01 7.000000 2451330.00 19740.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-04-01 7.500000 344087.00 59.81 Agency Mortgage-Backed Securities Government National M 2047-10-15 3.500000 35816.00 15570.43 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2048-02-15 3.000000 400.00 537.83 U.S. Treasuries (including strips) Government National M 2062-02-20 4.640000 1000000.00 13509.37 Agency Mortgage-Backed Securities Government National M 2045-09-15 4.500000 262078.00 46867.81 Agency Mortgage-Backed Securities Government National M 2027-06-15 7.000000 2522148.00 47695.55 Agency Mortgage-Backed Securities Government National M 2064-01-20 5.140000 1543956.00 9190.29 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2029-05-15 2.375000 500.00 576.97 U.S. Treasuries (including strips) Federal Home Loan Mor 2023-07-01 7.500000 1904576.00 4359.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-09-01 7.500000 6434984.00 31264.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-01-01 7.500000 6611554.00 9955.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-06-01 7.000000 965319.00 9914.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-02-01 7.500000 6655558.00 1336.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-10-01 7.500000 55425.00 123.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-09-01 7.500000 1000100.00 1729.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-11-01 7.500000 3977752.00 8259.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 24889096.00 62116.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-04-01 7.000000 10000.00 157.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-09-01 5.600000 650368.00 66360.07 Agency Mortgage-Backed Securities Government National M 2062-03-20 4.700000 335000.00 4057.44 Agency Mortgage-Backed Securities Government National M 2041-11-15 3.000000 240897.00 118085.57 Agency Mortgage-Backed Securities Government National M 2061-05-20 4.810000 800000.00 5097.06 Agency Mortgage-Backed Securities Government National M 2062-02-20 4.707000 2372417.00 7552.14 Agency Mortgage-Backed Securities Federal National Mort 2035-01-01 2.254000 1600000.00 57289.86 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2049-05-15 2.875000 41009000.00 54666288.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 2.250000 4723000.00 5268885.57 U.S. Treasuries (including strips) Federal Home Loan Mor 2024-05-01 7.500000 37385.00 77.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-03-01 7.500000 1668313.00 1115.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 168551.00 732.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-04-01 7.500000 7183929.00 10436.86 Agency Mortgage-Backed Securities Government National M 2043-10-15 4.000000 14127.00 13176.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-08-01 5.000000 1405000.00 39260.07 Agency Mortgage-Backed Securities Government National M 2047-02-20 4.500000 300181.00 51338.88 Agency Mortgage-Backed Securities Government National M 2039-08-20 5.000000 743750.00 56695.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-04-01 7.500000 17223379.00 52505.29 Agency Mortgage-Backed Securities Government National M 2025-05-15 7.500000 2509091.00 34649.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-05-01 7.500000 1010000.00 5207.49 Agency Mortgage-Backed Securities Government National M 2069-07-20 4.275000 5150.00 6394.40 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2028-07-15 7.000000 1588769.00 48908.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 7.500000 28154302.00 34633.88 Agency Mortgage-Backed Securities Government National M 2066-03-20 4.337000 2683611.00 98930.98 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2030-02-15 1.500000 700.00 752.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-20 0.000000 400.00 399.66 U.S. Treasuries (including strips) Federal National Mort 2027-04-01 8.500000 4000000.00 46485.27 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-02-01 7.500000 12608513.00 12107.85 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-01-15 1.500000 100.00 103.40 U.S. Treasuries (including strips) Government National M 2043-11-16 2.500000 1173448.00 1441281.65 Agency Collateralized Mortgage Obligation Government National M 2062-05-20 3.890000 1645000.00 33672.65 Agency Mortgage-Backed Securities Government National M 2047-10-20 5.000000 488979.00 66441.47 Agency Mortgage-Backed Securities Federal National Mort 2035-04-01 6.000000 1510896.00 47166.61 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2040-11-20 4.000000 409994.00 65681.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-12-01 7.000000 55000.00 1172.31 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-01-20 4.500000 43643.00 43409.29 Agency Mortgage-Backed Securities Government National M 2062-02-20 4.940000 9860000.00 12517.51 Agency Mortgage-Backed Securities Government National M 2062-10-20 4.518000 2500000.00 10775.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-08-01 7.000000 1080475.00 48750.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-05-01 5.500000 3855000.00 36136.67 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-04-01 3.073000 1600000.00 46127.61 Agency Mortgage-Backed Securities Government National M 2026-03-15 7.500000 2513286.00 64329.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-10-15 5.500000 2694224.00 2380670.27 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-01-01 5.000000 3309012.00 60945.07 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-10-01 3.500000 9634.00 5006.36 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-02-15 3.125000 1099800.00 1474225.48 U.S. Treasuries (including strips) Federal National Mort 2045-07-25 3.000000 2048.00 2164.77 Agency Collateralized Mortgage Obligation Government National M 2062-04-20 3.890000 5380000.00 26993.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-03-01 7.000000 100000.00 14215.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-01-01 7.500000 5154547.00 13583.16 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 1260544.00 5079.25 Agency Mortgage-Backed Securities Government National M 2063-01-20 5.157000 800000.00 9482.41 Agency Mortgage-Backed Securities Tennessee Valley Auth 549300HE1ISW43LNKM54 2065-09-15 4.250000 4498000.00 6710693.14 Agency Debentures and Agency Strips Federal Home Loan Mor 2026-02-01 7.500000 988600.00 5253.73 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.750000 824956.00 1002477.46 Agency Mortgage-Backed Securities Government National M 2063-05-20 4.254000 1000000.00 85008.29 Agency Mortgage-Backed Securities Government National M 2062-11-20 4.003000 2760000.00 93444.60 Agency Mortgage-Backed Securities Government National M 2029-07-15 7.000000 3012541.00 46542.10 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2037-02-15 4.750000 600.00 940.84 U.S. Treasuries (including strips) Federal National Mort 2031-02-01 7.500000 1845000.00 43473.61 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2027-11-15 2.250000 4437200.00 5010345.41 U.S. Treasuries (including strips) Federal Home Loan Mor 2036-01-01 7.000000 234312.00 8203.75 Agency Mortgage-Backed Securities Government National M 2048-01-15 3.500000 44057.00 33233.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-06-01 7.500000 2214031.00 5885.72 Agency Mortgage-Backed Securities Federal National Mort 2034-02-01 7.500000 2371966.00 38734.52 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-12-01 7.000000 1660000.00 62531.93 Agency Mortgage-Backed Securities Government National M 2048-02-15 5.000000 5759.00 3847.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 7.500000 29376472.00 20900.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-06-01 7.000000 139939.00 341.72 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 5.000000 2809224.00 64433.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-10-01 7.500000 368160.00 1045.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-06-01 2.739000 2870000.00 58739.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-04-01 7.500000 558267.00 1983.46 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 3.462000 5202578.00 66482.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-04-01 4.500000 875000.00 40378.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-01 7.000000 651750.00 11922.43 Agency Mortgage-Backed Securities Government National M 2061-08-20 5.200000 3529286.00 13639.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-04-01 7.500000 1044815.00 929.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-02-01 7.500000 64866047.00 52517.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-06-01 7.500000 884921.00 800.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-02-01 7.500000 10520580.00 4995.99 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 792900.00 1008912.64 U.S. Treasuries (including strips) Federal Home Loan Mor 2023-02-01 7.500000 66821830.00 26301.37 Agency Mortgage-Backed Securities Government National M 2025-03-15 7.500000 2515104.00 40758.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-06-01 7.500000 1823939.00 1408.78 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-08-01 7.500000 96621.00 142.68 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-10-20 3.000000 45360.00 14558.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 7.500000 249595.00 3290.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-11-01 7.500000 684661.00 1411.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-05-01 7.000000 3054047.00 14675.40 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 3.850000 992165.00 1138324.13 Agency Mortgage-Backed Securities Federal National Mort 2026-08-01 5.500000 4384591.00 60284.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-09-01 7.500000 53153.00 367.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-02-01 6.000000 1019696.00 37287.39 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-06-30 2.000000 114486600.00 122684935.65 U.S. Treasuries (including strips) Federal Home Loan Mor 2029-12-01 7.500000 620485.00 25476.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-11-01 7.000000 208347.00 198.24 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2023-09-01 5.500000 4100000.00 66403.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-04-01 7.500000 91570.00 45.25 Agency Mortgage-Backed Securities Government National M 2063-01-20 4.832000 1827858.00 8542.13 Agency Mortgage-Backed Securities Federal National Mort 2025-09-01 5.000000 1050000.00 60927.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-10-01 7.500000 59025.00 264.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-11-01 7.500000 4521264.00 19885.05 Agency Mortgage-Backed Securities Government National M 2047-07-15 5.000000 105434.00 72611.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-04-01 7.500000 14117838.00 30347.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-10-01 7.500000 3232586.00 11429.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 7.500000 1261444.00 3952.16 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-11-01 7.500000 175000.00 235.91 Agency Mortgage-Backed Securities Government National M 2062-02-20 4.644000 7900000.00 28480.54 Agency Mortgage-Backed Securities Government National M 2063-05-20 4.134000 1200000.00 24495.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-02-01 6.000000 1250000.00 7106.16 Agency Mortgage-Backed Securities Government National M 2038-12-20 6.500000 500000.00 43636.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 7.500000 1565707.00 10182.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-05-01 7.000000 3946832.00 55925.94 Agency Mortgage-Backed Securities Government National M 2065-12-20 4.073000 1361915.00 91800.78 Agency Mortgage-Backed Securities Government National M 2060-03-20 5.500000 2570000.00 2170.56 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-06-01 7.500000 505000.00 1469.72 Agency Mortgage-Backed Securities Government National M 2062-01-20 4.560000 6502574.00 24360.48 Agency Mortgage-Backed Securities Federal National Mort 2027-07-01 6.090000 837705.00 58547.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-04-01 7.000000 1669000.00 11596.79 Agency Mortgage-Backed Securities Government National M 2063-11-20 4.250000 930000.00 23904.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-08-01 7.500000 1441862.00 14316.63 Agency Mortgage-Backed Securities Government National M 2063-07-20 4.629000 2840751.00 9020.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-11-01 8.000000 548878.00 40296.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-01-01 7.500000 1944298.00 1331.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-08-01 7.500000 4112002.00 2381.85 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2050-02-15 0.250000 100.00 116.51 U.S. Treasuries (including strips) Federal Home Loan Mor 2031-06-01 7.000000 642863.00 616.80 Agency Mortgage-Backed Securities Federal National Mort 2030-04-01 6.100000 743563.00 60114.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-05-01 7.500000 400000.00 438.49 Agency Mortgage-Backed Securities Federal National Mort 2036-02-01 5.000000 782868.00 31702.29 Agency Mortgage-Backed Securities Government National M 2038-09-15 6.000000 2258575.00 62121.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-05-01 6.000000 180000.00 13036.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 7.500000 12740000.00 19204.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-08-01 7.000000 327172.00 3994.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-05-01 7.500000 29266903.00 34726.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-03-01 7.000000 165000.00 1242.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 932887.00 1470.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 1307157.00 9442.52 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 558782.00 1148.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-10-01 7.500000 41341482.00 65055.52 Agency Mortgage-Backed Securities Government National M 2029-09-20 6.250000 1617858.00 49583.82 Agency Mortgage-Backed Securities Government National M 2038-09-15 6.500000 1438196.00 41091.14 Agency Mortgage-Backed Securities Federal National Mort 2035-12-01 5.500000 999900.00 35482.57 Agency Mortgage-Backed Securities Federal National Mort 2023-05-01 5.000000 5000000.00 41214.34 Agency Mortgage-Backed Securities Government National M 2041-12-20 5.500000 346380.00 40593.96 Agency Mortgage-Backed Securities Government National M 2062-11-20 3.983000 745000.00 44152.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-12-01 7.500000 1000000.00 927.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-01-01 7.500000 143615861.00 90648.69 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-08-01 7.500000 75606.00 308.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-02-01 7.000000 3615412.00 4913.65 Agency Mortgage-Backed Securities Government National M 2063-06-20 4.593000 450000.00 2938.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-07-01 5.000000 2954000.00 54221.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 3902121.00 3649.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-09-01 7.500000 12653549.00 17640.95 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-04-01 7.500000 6383797.00 2693.28 Agency Mortgage-Backed Securities Government National M 2047-08-15 4.500000 23836.00 11908.33 Agency Mortgage-Backed Securities Federal National Mort 2041-10-25 4.000000 70216.00 56392.93 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2024-04-01 7.500000 36748911.00 49780.14 Agency Mortgage-Backed Securities Federal National Mort 2032-02-01 7.000000 17531326.00 65252.39 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2040-02-15 2.125000 200.00 364.08 U.S. Treasuries (including strips) Government National M 2063-05-20 4.842000 500000.00 2486.39 Agency Mortgage-Backed Securities Government National M 2040-08-20 5.500000 500000.00 57195.03 Agency Mortgage-Backed Securities Federal National Mort 2036-10-01 7.000000 2321129.00 52870.11 Agency Mortgage-Backed Securities Federal National Mort 2035-11-01 5.000000 615258.00 58075.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-08-01 7.500000 91019.00 1014.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-04-01 6.500000 1218826.00 41525.15 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2042-08-15 2.750000 22700.00 28763.82 U.S. Treasuries (including strips) Federal Home Loan Mor 2026-09-01 7.500000 990000.00 978.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-04-01 7.000000 20000.00 38.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-02-01 7.000000 300217.00 649.44 Agency Mortgage-Backed Securities Federal National Mort 2033-09-01 7.500000 3000000.00 58221.82 Agency Mortgage-Backed Securities Federal National Mort 2026-02-01 6.500000 5329158.00 40935.04 Agency Mortgage-Backed Securities Government National M 2026-09-15 7.500000 2514798.00 65869.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-10-01 7.500000 505900.00 150.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-07-01 5.000000 905000.00 44807.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-12-01 7.000000 45000.00 94.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-01 7.500000 42090.00 11.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-04-01 4.000000 580000.00 39942.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-01 7.500000 269773.00 2836.16 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 4.000000 8983406.00 8424646.43 Agency Mortgage-Backed Securities Federal National Mort 2035-07-01 5.000000 648223.00 35059.95 Agency Mortgage-Backed Securities Government National M 2062-04-20 4.700000 2000000.00 24375.05 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-10-31 1.625000 24999800.00 26970493.88 U.S. Treasuries (including strips) Federal National Mort 2029-08-01 6.500000 6319525.00 40916.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-10-01 7.500000 2000000.00 3228.90 Agency Mortgage-Backed Securities Federal National Mort 2036-01-01 7.500000 2600000.00 44400.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-10-01 7.500000 137224.00 78.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-02-01 3.685000 18176509.00 55275.85 Agency Mortgage-Backed Securities Government National M 2062-02-20 4.630000 2000000.00 1545.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-10-01 7.000000 3797369.00 93523.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-04-01 6.500000 1373625.00 36018.95 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2044-02-15 3.625000 1631300.00 2357629.94 U.S. Treasuries (including strips) Federal Home Loan Mor 2032-03-01 7.000000 60000.00 1488.44 Agency Mortgage-Backed Securities Government National M 2067-08-20 4.441000 1500000.00 62247.51 Agency Mortgage-Backed Securities Government National M 2023-11-15 6.000000 1050000.00 42531.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 7.500000 17586214.00 7455.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-02-01 7.000000 605105.00 3341.33 Agency Mortgage-Backed Securities Government National M 2063-11-20 4.201000 630001.00 29284.04 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-09-20 4.500000 5310243.00 2372796.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-05-01 6.000000 840047.00 57145.97 Agency Mortgage-Backed Securities Federal National Mort 2023-04-01 3.827000 101792448.00 66697.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-11-01 7.500000 165995.00 159.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-11-01 7.500000 819760.00 3680.86 Agency Mortgage-Backed Securities Government National M 2063-01-20 3.745000 210000.00 27244.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-06-01 4.500000 995041.00 48214.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-04-01 5.000000 1066791.00 41288.55 Agency Mortgage-Backed Securities Government National M 2066-05-20 4.206000 2000000.00 113860.47 Agency Mortgage-Backed Securities Government National M 2063-04-20 4.384000 1420000.00 29249.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-12-01 7.500000 1518861.00 823.31 Agency Mortgage-Backed Securities Government National M 2062-11-20 3.990000 1000000.00 14281.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-04-01 5.500000 8905000.00 41814.40 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2033-10-25 3.000000 1075.00 1184.38 Agency Collateralized Mortgage Obligation Government National M 2049-02-20 4.500000 47736.00 18296.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-01-01 7.500000 833576.00 1674.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-04-01 7.000000 2740063.00 3630.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-12-01 5.000000 11351209.00 46615.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-07-01 7.500000 3005271.00 12728.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-12-01 7.500000 1447762.00 717.61 Agency Mortgage-Backed Securities Federal National Mort 2023-07-01 5.000000 6067237.00 60292.44 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 415200.00 457683.08 U.S. Treasuries (including strips) Federal Home Loan Mor 2032-04-01 7.000000 5200258.00 23263.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-01-01 7.500000 26198969.00 35677.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-08-01 7.500000 100298.00 1825.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-01 7.500000 293492.00 672.36 Agency Mortgage-Backed Securities Government National M 2060-03-20 5.470000 2000000.00 29690.07 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-06-01 7.000000 300000.00 11604.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 1241628.00 4970.74 Agency Mortgage-Backed Securities Government National M 2063-01-20 4.341000 2160793.00 54671.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-04-01 7.500000 29203556.00 42682.21 Agency Mortgage-Backed Securities Federal National Mort 2023-11-01 6.000000 2963511.00 36462.57 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-12-31 2.125000 533000.00 559434.75 U.S. Treasuries (including strips) Federal Home Loan Mor 2026-01-01 3.000000 415844.00 59508.44 Agency Mortgage-Backed Securities Government National M 2027-05-20 3.500000 414500.00 43826.24 Agency Mortgage-Backed Securities Government National M 2062-10-20 4.390000 12000000.00 41896.52 Agency Mortgage-Backed Securities Government National M 2032-12-15 6.500000 625000.00 39499.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-08-01 7.500000 65290.00 315.49 Agency Mortgage-Backed Securities Government National M 2060-09-20 4.500000 500000.00 57837.17 Agency Mortgage-Backed Securities Government National M 2027-12-20 3.500000 257275.00 63272.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-04-01 7.000000 6535000.00 21984.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-01 7.500000 1582630.00 8215.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-10-01 7.000000 1040000.00 20254.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-10-01 2.702000 4525000.00 40130.60 Agency Mortgage-Backed Securities Federal National Mort 2029-03-01 5.400000 378227.00 42323.03 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-05-01 5.500000 1901618.00 42113.27 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-06-20 3.500000 11945.00 4039.51 Agency Mortgage-Backed Securities Government National M 2065-07-20 4.191000 1000000.00 54294.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-06-01 6.000000 1817957.00 43326.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-09-01 7.500000 17268934.00 11633.21 Agency Mortgage-Backed Securities Government National M 2045-12-20 4.500000 196982.00 48721.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-11-01 7.500000 498552.00 519.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-07-01 7.000000 134000.00 78.69 Agency Mortgage-Backed Securities Government National M 2062-11-20 4.618000 1295963.00 3759.15 Agency Mortgage-Backed Securities Federal National Mort 2039-02-01 7.000000 500000.00 35460.68 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-02-28 2.750000 100.00 111.17 U.S. Treasuries (including strips) Government National M 2025-06-20 3.500000 618870.00 52774.16 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 100.00 109.37 U.S. Treasuries (including strips) Federal Home Loan Mor 2034-03-01 6.000000 1613847.00 64741.93 Agency Mortgage-Backed Securities Federal National Mort 2031-08-01 6.200000 1091309.00 60935.41 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2040-05-20 4.500000 518166.00 58509.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-07-01 2.854000 3480000.00 41162.63 Agency Mortgage-Backed Securities Government National M 2027-01-15 7.500000 2516141.00 118058.83 Agency Mortgage-Backed Securities Government National M 2027-03-15 7.500000 2508948.00 59925.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-10-01 7.000000 420328.00 536.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-05-01 7.500000 12319654.00 42603.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-08-01 6.000000 13010000.00 50745.00 Agency Mortgage-Backed Securities Government National M 2064-09-20 4.090000 1000000.00 57551.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-04-15 4.000000 2887000.00 3525290.48 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2022-11-01 5.500000 8044808.00 52216.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 1007387.00 14666.48 Agency Mortgage-Backed Securities Government National M 2061-01-20 5.499000 1000000.00 2031.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-01-01 7.000000 50000.00 133.18 Agency Mortgage-Backed Securities Federal National Mort 2033-12-01 6.000000 2439000.00 59253.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-03-25 3.500000 788000.00 913183.78 Agency Debentures and Agency Strips Federal National Mort B1V7KEBTPIMZEU4LTD58 2020-12-01 3.679000 300000.00 52434.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-09-01 7.500000 2589956.00 4350.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-12-01 7.500000 8257068.00 13420.69 Agency Mortgage-Backed Securities Federal National Mort 2033-01-01 7.500000 3954421.00 38558.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-10-01 7.500000 9244257.00 4867.70 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2031-07-01 5.000000 366337.00 61753.66 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-08-01 7.500000 84476663.00 91646.17 Agency Mortgage-Backed Securities Government National M 2069-05-20 4.397000 20017.00 25195.21 Agency Mortgage-Backed Securities Government National M 2061-05-20 5.060000 9790316.00 39780.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 5.000000 4795080.00 5371094.46 Agency Mortgage-Backed Securities Government National M 2042-02-15 3.100000 73098.00 62771.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-01-01 7.500000 3536051.00 49765.46 Agency Mortgage-Backed Securities Government National M 2025-05-15 7.500000 2514337.00 65392.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-10-01 7.500000 4523934.00 4678.53 Agency Mortgage-Backed Securities Government National M 2062-12-20 4.390000 585000.00 8480.12 Agency Mortgage-Backed Securities Government National M 2033-11-15 6.000000 2364906.00 53276.07 Agency Mortgage-Backed Securities Government National M 2062-04-20 4.616000 5750000.00 52201.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-12-01 7.500000 47000001.00 63459.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 7.500000 17913049.00 34931.18 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-08-01 7.500000 1329347.00 1257.15 Agency Mortgage-Backed Securities Government National M 2030-05-20 8.500000 105146.00 49797.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 40149857.00 96546.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-11-01 7.000000 11000.00 186.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-03-01 7.500000 4995352.00 14284.06 Agency Mortgage-Backed Securities Government National M 2062-04-20 4.906000 650000.00 4114.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-01-01 5.500000 4100000.00 48336.25 Agency Mortgage-Backed Securities Federal National Mort 2033-10-01 6.000000 1583948.00 56401.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-04-01 7.500000 469583.00 104.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-10-01 4.000000 258747.00 44256.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-02-01 7.500000 256593.00 254.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-07-01 5.500000 1535000.00 50288.40 Agency Mortgage-Backed Securities Government National M 2037-05-20 5.000000 906386.00 35475.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-04-01 7.000000 5229.00 294.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-08-01 7.500000 1053142.00 2162.82 Agency Mortgage-Backed Securities Federal National Mort 2043-10-01 3.775000 347827.00 39430.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-03-15 0.000000 1000.00 897.29 Agency Debentures and Agency Strips Government National M 2026-04-15 3.500000 325000.00 35673.56 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-04-01 7.500000 229187.00 161.59 Agency Mortgage-Backed Securities Federal National Mort 2034-02-01 3.595000 2000000.00 52669.76 Agency Mortgage-Backed Securities Government National M 2029-08-15 6.650000 1500000.00 44546.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-07-01 7.500000 705955.00 1701.00 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-03-31 0.500000 1000.00 1013.22 U.S. Treasuries (including strips) Federal Home Loan Mor 2025-12-01 7.500000 3356438.00 1304.74 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 6.000000 2122582.00 36004.61 Agency Mortgage-Backed Securities Government National M 2061-03-20 4.740000 7300000.00 59178.69 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-08-01 7.500000 118169.00 244.49 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2043-11-15 3.750000 300.00 443.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 2.625000 200.00 233.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 3.125000 500.00 669.82 U.S. Treasuries (including strips) Federal Home Loan Mor 2023-12-01 7.500000 31952879.00 38846.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-04-01 7.000000 3568000.00 22799.36 Agency Mortgage-Backed Securities Federal National Mort 2026-03-01 7.000000 1376577.00 36798.21 Agency Mortgage-Backed Securities Government National M 2062-12-20 4.693000 3165000.00 70178.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-10-01 7.500000 100000000.00 79467.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 561174.00 3388.06 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-09-20 5.000000 225034.00 37193.00 Agency Mortgage-Backed Securities Government National M 2038-07-15 6.500000 2889130.00 45913.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-01-01 7.500000 428852.00 169.41 Agency Mortgage-Backed Securities Federal National Mort 2025-09-01 5.000000 2090000.00 53071.98 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-12-31 2.000000 100.00 102.80 U.S. Treasuries (including strips) Government National M 2023-06-15 5.000000 1000000.00 45857.05 Agency Mortgage-Backed Securities Government National M 2022-10-15 6.000000 2776742.00 57646.10 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-04-01 7.500000 11615000.00 20471.67 Agency Mortgage-Backed Securities Government National M 2025-06-15 7.500000 2523170.00 48960.17 Agency Mortgage-Backed Securities Government National M 2061-04-20 4.720000 500000.00 2547.54 Agency Mortgage-Backed Securities Government National M 2064-12-20 4.078000 1573192.00 97955.18 Agency Mortgage-Backed Securities Government National M 2065-09-20 4.206000 1000000.00 57372.47 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 200.00 199.90 U.S. Treasuries (including strips) Federal Home Loan Mor 2032-08-01 7.000000 3586766.00 35715.15 Agency Mortgage-Backed Securities Government National M 2031-06-20 7.500000 34677.00 9952.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-06-01 7.500000 568302.00 133.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-05-01 4.500000 900000.00 46959.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-11-01 7.500000 589423.00 699.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 8304475.00 6507.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-11-01 7.500000 2500369.00 78647.00 Agency Mortgage-Backed Securities Government National M 2043-03-15 2.500000 202749.00 53510.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-12-01 5.000000 1500000.00 59944.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-07-01 7.500000 2000000.00 5073.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-04-01 7.000000 150000.00 1260.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-04-01 5.500000 5000000.00 43858.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-01-01 7.500000 19802542.00 8625.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 7.000000 1579000.00 701.05 Agency Mortgage-Backed Securities Government National M 2025-06-15 7.500000 2517014.00 42703.91 Agency Mortgage-Backed Securities Government National M 2027-03-15 7.000000 2514920.00 40368.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-02-01 7.500000 569556.00 942.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-06-01 7.500000 66000000.00 20751.10 Agency Mortgage-Backed Securities Government National M 2030-01-15 5.500000 551633.00 46242.78 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.625000 300.00 308.87 U.S. Treasuries (including strips) Federal National Mort 2032-08-01 7.000000 1600000.00 62208.94 Agency Mortgage-Backed Securities Government National M 2062-08-20 3.640000 1345000.00 7319.21 Agency Mortgage-Backed Securities Federal National Mort 2024-11-01 5.000000 1804000.00 52982.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-09-01 7.500000 1753751.00 1576.59 Agency Mortgage-Backed Securities Government National M 2024-10-15 8.000000 2512763.00 64619.69 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-04-30 0.375000 400.00 402.64 U.S. Treasuries (including strips) Government National M 2036-09-20 6.500000 1514533.00 35336.88 Agency Mortgage-Backed Securities Federal National Mort 2029-11-01 5.400000 583001.00 39007.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-10-01 7.500000 42580107.00 40621.95 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-02-01 7.500000 40000.00 13.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-09-01 7.500000 1411032.00 3333.63 Agency Mortgage-Backed Securities Federal National Mort 2041-01-01 4.000000 327352.00 54553.82 Agency Mortgage-Backed Securities Federal National Mort 2058-10-25 3.500000 4000000.00 4806528.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2025-09-01 7.000000 87924.00 167.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-05-01 7.500000 3887040.00 856.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2038-09-01 6.000000 1500000.00 41955.42 Agency Mortgage-Backed Securities Government National M 2041-07-15 3.750000 454175.00 64614.65 Agency Mortgage-Backed Securities Federal National Mort 2031-03-01 7.500000 5470314.00 36960.58 Agency Mortgage-Backed Securities Government National M 2048-07-15 5.000000 72563.00 64184.81 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-04-01 7.500000 594418.00 18379.39 Agency Mortgage-Backed Securities Government National M 2062-05-20 4.705000 251881.00 4438.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-05-01 7.500000 2218549.00 1147.25 Agency Mortgage-Backed Securities Government National M 2062-09-20 4.411000 1100000.00 51525.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 7.500000 107389.00 259.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 7.500000 1005693.00 16044.86 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-02-15 2.000000 1000.00 1078.43 U.S. Treasuries (including strips) Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2031-06-01 4.500000 511007.00 66421.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-05-01 7.500000 717986.00 1582.06 Agency Mortgage-Backed Securities Government National M 2025-06-15 7.500000 2524043.00 49845.04 Agency Mortgage-Backed Securities Government National M 2042-12-15 2.490000 10000.00 8418.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 274956.00 1317.48 Agency Mortgage-Backed Securities Government National M 2024-08-15 4.500000 1000000.00 34686.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-02-01 7.500000 15189292.00 16366.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-08-01 7.500000 1303916.00 490.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-05-01 7.500000 1007538.00 387.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 4.500000 1913000.00 34390.78 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 200.00 266.12 U.S. Treasuries (including strips) Federal Home Loan Mor 2026-08-01 7.500000 48602.00 173.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-01-01 7.500000 1507317.00 41307.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-07-01 7.000000 100000.00 10161.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-11-01 7.000000 17000.00 404.91 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2023-10-01 5.000000 3636183.00 46355.01 Agency Mortgage-Backed Securities Federal National Mort 2030-07-01 4.307000 13594829.00 60326.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-11-01 7.500000 1360000.00 1418.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 20768686.00 18922.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-09-01 7.500000 477328.00 820.13 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2025-12-31 2.625000 375800.00 423199.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-07-15 0.750000 49999700.00 59521275.24 U.S. Treasuries (including strips) Government National M 2063-02-20 4.123000 1195000.00 63844.07 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2032-09-01 6.000000 5287519.00 34873.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-06-01 7.000000 1292398.00 23613.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-11-01 7.500000 3224077.00 6070.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-08-01 7.500000 17955423.00 28710.00 Agency Mortgage-Backed Securities Government National M 2063-04-20 4.150000 405000.00 43273.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-12-01 7.500000 268705.00 408.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-08-01 6.000000 4249077.00 40485.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-12-01 7.500000 215506.00 304.00 Agency Mortgage-Backed Securities Government National M 2063-03-20 4.375000 350000.00 13770.15 Agency Mortgage-Backed Securities Federal National Mort 2048-06-25 3.500000 25969000.00 30286152.28 Agency Collateralized Mortgage Obligation Federal National Mort 2025-05-15 0.000000 1000.00 971.01 Agency Debentures and Agency Strips Government National M 2063-11-20 4.366000 1371137.00 25947.74 Agency Mortgage-Backed Securities Government National M 2060-05-20 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Loan Mor 2030-01-01 5.000000 466623.00 41184.59 Agency Mortgage-Backed Securities Government National M 2025-12-15 3.500000 607824.00 51933.22 Agency Mortgage-Backed Securities Government National M 2066-02-20 4.452000 2053482.00 48777.69 Agency Mortgage-Backed Securities Government National M 2067-06-20 4.438000 1976419.00 69844.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-03-01 3.938000 2000000.00 53648.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 30902798.00 61334.04 Agency Mortgage-Backed Securities Federal National Mort 2024-05-01 4.500000 2751685.00 41250.85 Agency Mortgage-Backed Securities Government National M 2024-06-15 5.000000 526791.00 56567.39 Agency Mortgage-Backed Securities Government National M 2025-10-15 7.000000 2511384.00 36673.12 Agency Mortgage-Backed Securities Federal National Mort 2025-06-01 5.000000 316227.00 66797.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-05-01 7.000000 25000.00 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(including strips) United States Treasur 254900HROIFWPRGM1V77 2050-02-15 2.000000 100.00 111.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.000000 74800.00 76878.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-05-15 0.000000 50.30 38.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-15 0.125000 100.00 107.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-05-15 2.500000 300.00 368.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.375000 100.00 101.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2050-02-15 0.250000 40063200.00 46677997.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 0.125000 34714700.00 40103092.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.750000 63000.00 64536.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 2.000000 400.00 418.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 0.625000 100.00 136.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 1.625000 12500.00 12597.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-11-15 4.375000 14300.00 22315.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-15 1.375000 100.00 100.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 17705600.00 19386239.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-24 0.000000 600.00 599.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 1.375000 260300.00 269736.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-25 0.000000 19363700.00 19352740.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-05 0.000000 700.00 699.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 0.375000 8921300.00 8968418.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 1.875000 150000.00 155199.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 6.625000 144300.00 201575.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 3.750000 17956200.00 26549775.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 3.750000 200.00 290.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-15 2.375000 100.00 104.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.125000 7085000.00 7225912.95 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Treasur 254900HROIFWPRGM1V77 2020-10-27 0.000000 475200.00 475129.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 2.875000 100.00 129.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-31 2.125000 100.00 110.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-08-15 2.875000 14077000.00 18269271.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-11-15 3.000000 900.00 1195.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-31 2.750000 100.00 112.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-12-31 1.750000 100.00 106.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 1.625000 4900.00 5009.94 U.S. Treasuries (including strips) United States Treasur 2036-08-15 0.000000 58.96 47.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.125000 100.00 101.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 2.250000 486300.00 496874.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 0.000000 201.60 138.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-31 1.750000 2000.00 2122.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 5.250000 100.00 138.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 1.750000 196500.00 202832.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-15 2.625000 2652300.00 2751778.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.500000 6222300.00 6297658.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-28 0.000000 205200.00 205101.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 1.750000 1574500.00 1587674.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 1.750000 200.00 206.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-08-15 3.875000 117800.00 172960.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 4.750000 100.00 163.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 0.125000 1100.00 1099.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-30 2.750000 2167300.00 2336907.64 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 2020-09-02 2020-09-02 2020-09-02 N N N 0.0012 500000000.00 500000000.00 0.0028 N N Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 0.120 0SON06W47 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2022-03-31 0.375000 1200.00 1206.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 0.000000 40.00 37.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 7.625000 146200.00 173575.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-28 1.125000 204600.00 213373.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-15 0.125000 13445100.00 15536463.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-05 0.000000 100.00 99.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-05-15 0.000000 7132200.00 6429335.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 1.375000 335200.00 339476.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 0.125000 51908800.00 60271846.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 6.375000 56000.00 78773.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-03 0.000000 1700.00 1699.72 U.S. Treasuries (including strips) United States Treasur 2040-02-15 0.000000 42025500.00 32846416.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 2.625000 763200.00 889819.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-04-30 2.375000 555200.00 622217.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-09-30 1.625000 100.00 107.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.875000 48100.00 52654.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 8.000000 200.00 223.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-31 1.750000 100.00 106.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-02-15 1.500000 35619900.00 38286839.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 3.625000 47641200.00 68688848.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 2.875000 18201500.00 23615727.29 U.S. Treasuries (including strips) United States Treasur 2039-11-15 0.000000 100.00 76.05 U.S. Treasuries (including strips) United States Treasur 2021-01-15 1.125000 31120000.00 37077819.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-24 0.000000 900.00 899.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 0.125000 294600.00 319120.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-02-15 0.000000 5000033.73 3869291.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 2.125000 100.00 181.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.750000 2420600.00 2519250.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.125000 3593700.00 3836131.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 0.000000 262.40 250.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-10-31 1.625000 4002700.00 4318226.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.375000 2277900.00 2304162.73 U.S. Treasuries (including strips) United States Treasur 2020-11-15 0.000000 1116953.00 1116729.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-17 0.000000 100.00 99.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 6.625000 6500.00 9079.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 0.254026 71900.00 72030.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 13861478.96 9686637.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 0.125000 822000.00 949590.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 1.500000 122700.00 125274.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-30 2.750000 100.00 107.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 0.215026 64800.00 64836.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 0.000000 2.00 1.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 2.875000 900.00 1017.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 0.000000 100.00 71.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 1.750000 6588000.00 6993941.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.250000 443200.00 475377.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-02-15 1.375000 100.00 155.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-05-15 0.625000 3351600.00 3328957.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 2.125000 100.00 109.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 15477000.00 16926712.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-05-15 0.000000 81.92 63.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-08-15 0.000000 32.71 29.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 0.000000 50.00 48.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 0.000000 19999200.00 14165853.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 5.250000 100.00 138.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-12-31 2.625000 7323700.00 8247427.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-22 0.000000 16000200.00 15986759.83 U.S. Treasuries (including strips) United States Treasur 2046-02-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-15 2.250000 25652000.00 28392486.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 6.500000 899700.00 1253044.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.500000 300.00 306.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 2.750000 182100.00 230744.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 2.000000 14800.00 14938.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-15 2.500000 414700.00 452975.55 U.S. Treasuries (including strips) United States Treasur 2039-08-15 0.000000 61347628.91 46974922.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.500000 50273200.00 52050003.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 2.375000 175400.00 185164.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 100.00 101.62 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 2020-09-04 2020-09-04 2020-09-04 N N N 0.0012 500000000.00 500000000.00 0.0028 N N Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 0.080 0SON06Y45 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 2029-08-15 0.000000 70.71 65.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 18203900.00 24222188.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 3.000000 2783000.00 3722263.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 2.750000 200.00 232.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 0.000000 64.67 45.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 2.250000 9362100.00 10444173.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-03 0.000000 25000.00 24999.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 0.000000 71.95 70.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2037-05-15 5.000000 700.00 1137.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 1.375000 8301600.00 8357019.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 71.24 49.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.500000 86100.00 89143.03 U.S. Treasuries (including 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2020-10-06 0.000000 2133300.00 2133116.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-08-15 2.750000 2899700.00 3723094.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-31 0.125000 200.00 200.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-22 0.000000 1009200.00 1008352.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-31 0.250000 49200000.00 49137958.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-27 0.000000 100100.00 100085.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 0.000000 6517011.53 6216577.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-25 0.000000 300.00 299.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 94900000.00 128451263.71 U.S. 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254900HROIFWPRGM1V77 2021-01-31 2.500000 100.00 101.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-07-15 0.250000 6536000.00 7410285.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 100.00 99.95 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 2020-09-04 2020-09-04 2020-09-04 N N N 0.0008 1000000000.00 1000000000.00 0.0055 N N Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 0.070 0SON06Y86 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2028-02-15 2.750000 32.80 38.14 U.S. Treasuries (including strips) United States Treasur 2040-02-15 0.000000 328.02 256.38 U.S. Treasuries (including strips) 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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 396975000.00 396975000.00 0.0022 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 100459527.00 100459527.00 0.0006 N Y Y N JPMorgan U.S. Government Money Market Fund 2020-09-04 Timothy J. Clemens Timothy J. Clemens Treasurer