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(REPO) BANK OF AMERICA N.A. 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254900HROIFWPRGM1V77 2025-08-31 2.750000 82574600.00 92483798.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-10-31 3.000000 1965300.00 2222298.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 130518000.00 140988492.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.625000 19589300.00 21259204.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-30 2.250000 95606400.00 102353596.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-05-15 2.375000 7100200.00 8061312.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 2.125000 800200.00 823943.95 U.S. Treasuries (including strips) United States Treasur 2021-05-31 2.125000 200.00 202.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-07-15 0.250000 615800.00 697376.76 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(including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-28 2.625000 3355300.00 3562076.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.625000 2135200.00 2317216.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-31 2.500000 2600.00 2809.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 2.250000 26518100.00 27361704.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-03-31 1.500000 29933800.00 30935167.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-15 0.625000 100.00 117.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 1.250000 9409300.00 9715572.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 100.00 118.35 U.S. Treasuries (including strips) United States Treasur 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Standard & Poor's Short Rating A-1+ 2021-09-28 2021-09-28 2021-09-28 N N N 0.0013 34970736.15 34970736.15 0.0002 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.130 313313LS5 US313313LS53 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+ 2021-09-14 2021-09-14 2021-09-14 N N N 0.0013 198841353.22 198841353.22 0.0010 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.120 313313MX3 US313313MX30 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+ 2021-10-13 2021-10-13 2021-10-13 N N N 0.0012 29971033.20 29971033.20 0.0002 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.205 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+ 2020-12-23 2020-12-23 2020-12-23 N N N 0.0020 275012559.25 275012559.25 0.0014 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.130 313313NF1 US313313NF15 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+ 2021-10-21 2021-10-21 2021-10-21 N N N 0.0013 74925750.00 74925750.00 0.0004 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.130 313313LM8 US313313LM83 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+ 2021-09-09 2021-09-09 2021-09-09 N N N 0.0013 24980416.75 24980416.75 0.0001 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.140 313313JS8 US313313JS81 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+ 2021-07-28 2021-07-28 2021-07-28 N N N 0.0014 9993361.10 9993361.10 0.0001 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.140 313313JJ8 US313313JJ82 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+ 2021-07-20 2021-07-20 2021-07-20 N N N 0.0014 4996791.65 4996791.65 0.0000 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.140 313313JY5 US313313JY59 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+ 2021-08-03 2021-08-03 2021-08-03 N N N 0.0014 3997277.76 3997277.76 0.0000 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.130 313313KN7 US313313KN75 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+ 2021-08-17 2021-08-17 2021-08-17 N N N 0.0013 32976258.48 32976258.48 0.0002 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.130 313313KG2 US313313KG25 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+ 2021-08-11 2021-08-11 2021-08-11 N N N 0.0013 29978916.60 29978916.60 0.0002 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+ 2020-12-01 2021-05-10 2021-05-10 N N N 0.0025 255190620.15 255190620.15 0.0013 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.190 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+ 2020-12-24 2021-02-24 2021-02-24 N N N 0.0019 550067611.50 550067611.50 0.0028 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+ 2020-12-01 2021-03-18 2021-03-18 N N N 0.0025 175067019.75 175067019.75 0.0009 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.167 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+ 2020-12-09 2021-06-07 2021-06-07 N N N 0.0017 400096904.00 400096904.00 0.0021 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.186 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+ 2020-12-16 2021-04-16 2021-04-16 N N N 0.0019 50010337.50 50010337.50 0.0003 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.488 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+ 2020-12-05 2021-02-05 2021-02-05 N N N 0.0019 50032878.50 50032878.50 0.0003 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.212 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+ 2020-12-28 2020-12-28 2020-12-28 N N N 0.0020 20001195.40 20001195.40 0.0001 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.189 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+ 2020-12-01 2021-04-01 2021-04-01 N N N 0.0019 450077247.00 450077247.00 0.0023 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+ 2020-12-01 2021-08-20 2021-08-20 N N N 0.0015 105018757.20 105018757.20 0.0005 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.160 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+ 2020-12-25 2021-02-25 2021-02-25 N N N 0.0016 400021972.00 400021972.00 0.0021 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.175 3133ELY40 US3133ELY406 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+ 2020-12-01 2022-03-23 2022-03-23 N N N 0.0019 200038652.00 200038652.00 0.0010 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+ 2020-12-01 2021-04-27 2021-04-27 N N N 0.0039 1001100620.00 1001100620.00 0.0052 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.170 3133EMAX0 US3133EMAX03 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+ 2020-12-01 2022-09-23 2022-09-23 N N N 0.0017 275074599.25 275074599.25 0.0014 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.170 3133EMFF4 US3133EMFF42 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+ 2020-12-01 2022-11-02 2022-11-02 N N N 0.0017 249903942.50 249903942.50 0.0013 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.140 3133EMEQ1 US3133EMEQ16 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+ 2020-12-01 2022-04-26 2022-04-26 N N N 0.0014 474866639.00 474866639.00 0.0025 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.124 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+ 2020-12-04 2021-06-04 2021-06-04 N N N 0.0013 299986428.00 299986428.00 0.0016 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.170 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+ 2020-12-03 2021-05-03 2021-05-03 N N N 0.0017 350057746.50 350057746.50 0.0018 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+ 2020-12-01 2021-09-27 2021-09-27 N N N 0.0044 1503825210.00 1503825210.00 0.0078 N N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.136 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+ 2020-12-16 2021-05-14 2021-05-14 N N N 0.0014 250003852.50 250003852.50 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.100 313385AE6 2549001DPIFGXC1TOL40 US313385AE63 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+ 2021-01-05 2021-01-05 2021-01-05 N N N 0.0010 249980555.00 249980555.00 0.0013 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.100 313385AF3 2549001DPIFGXC1TOL40 US313385AF39 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+ 2021-01-06 2021-01-06 2021-01-06 N N N 0.0010 249980000.00 249980000.00 0.0013 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.125 3130A8QS5 2549001DPIFGXC1TOL40 US3130A8QS58 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+ 2021-07-14 2021-07-14 2021-07-14 N N N 0.0012 340292271.04 340292271.04 0.0018 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.090 313385GB6 2549001DPIFGXC1TOL40 US313385GB60 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+ 2021-05-26 2021-05-26 2021-05-26 N N N 0.0009 298868440.00 298868440.00 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.100 313385AH9 2549001DPIFGXC1TOL40 US313385AH94 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+ 2021-01-08 2021-01-08 2021-01-08 N N N 0.0010 499957780.00 499957780.00 0.0026 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.103 313385AQ9 2549001DPIFGXC1TOL40 US313385AQ93 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+ 2021-01-15 2021-01-15 2021-01-15 N N N 0.0010 697930200.00 697930200.00 0.0036 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.100 313385AD8 2549001DPIFGXC1TOL40 US313385AD80 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+ 2021-01-04 2021-01-04 2021-01-04 N N N 0.0010 249981110.00 249981110.00 0.0013 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.133 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+ 2020-12-27 2021-03-26 2021-03-26 N N N 0.0015 279870767.24 279870767.24 0.0015 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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+ 2020-12-01 2021-03-04 2021-03-04 N N N 0.0016 274841637.70 274841637.70 0.0014 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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+ 2020-12-01 2021-05-13 2021-05-13 N N N 0.0032 200188388.00 200188388.00 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.128 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+ 2020-12-10 2021-05-10 2021-05-10 N N N 0.0013 224978879.25 224978879.25 0.0012 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.113 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+ 2020-12-27 2021-03-26 2021-03-26 N N N 0.0015 89989876.80 89989876.80 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.136 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+ 2020-12-30 2021-04-28 2021-04-28 N N N 0.0013 999878740.00 999878740.00 0.0052 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.128 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+ 2020-12-05 2021-04-05 2021-04-05 N N N 0.0014 62761468.82 62761468.82 0.0003 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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+ 2020-12-01 2022-05-13 2022-05-13 N N N 0.0028 250498740.00 250498740.00 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.140 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+ 2020-12-12 2021-04-12 2021-04-12 N N N 0.0014 99992669.00 99992669.00 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.130 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+ 2020-12-12 2021-04-12 2021-04-12 N N N 0.0013 849937686.50 849937686.50 0.0044 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.130 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+ 2020-12-01 2021-01-15 2021-01-15 N N N 0.0013 300013551.00 300013551.00 0.0016 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 250007972.50 250007972.50 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.112 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+ 2021-02-27 2021-05-26 2021-05-26 N N N 0.0011 399960684.00 399960684.00 0.0021 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.085 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+ 2021-02-24 2021-05-24 2021-05-24 N N N 0.0009 349965990.50 349965990.50 0.0018 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 500013145.00 500013145.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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+ 2020-12-01 2021-02-26 2021-02-26 N N N 0.0015 10001074.90 10001074.90 0.0001 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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+ 2020-12-01 2020-12-23 2020-12-23 N N N 0.0018 450025708.50 450025708.50 0.0023 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.170 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+ 2020-12-19 2021-03-19 2021-03-19 N N N 0.0015 630302880.51 630302880.51 0.0033 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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+ 2020-12-01 2021-05-14 2021-05-14 N N N 0.0014 500052860.00 500052860.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.189 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+ 2020-12-01 2021-04-01 2021-04-01 N N N 0.0019 900071946.00 900071946.00 0.0047 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.149 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+ 2021-01-04 2021-01-04 2021-01-04 N N N 0.0015 500034410.00 500034410.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 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+ 2020-12-01 2021-02-09 2021-02-09 N N N 0.0012 505021846.30 505021846.30 0.0026 N N N N FEDERAL HOME LOAN BANK 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2549001DPIFGXC1TOL40 US3130AHW667 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+ 2021-01-14 2021-04-14 2021-04-14 N N N 0.0011 124986318.75 124986318.75 0.0006 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.099 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+ 2021-01-14 2021-04-14 2021-04-14 N N N 0.0010 99995884.00 99995884.00 0.0005 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.089 3130AHWE9 2549001DPIFGXC1TOL40 US3130AHWE95 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+ 2021-01-14 2021-04-14 2021-04-14 N N N 0.0011 149984371.50 149984371.50 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.140 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+ 2020-12-01 2021-02-22 2021-02-22 N N N 0.0014 500029325.00 500029325.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.120 3130AKBQ8 2549001DPIFGXC1TOL40 US3130AKBQ83 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+ 2021-07-06 2021-07-06 2021-07-06 N N N 0.0012 500022560.00 500022560.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.140 3130AK6D3 2549001DPIFGXC1TOL40 US3130AK6D30 U.S. Government 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249985360.00 249985360.00 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.140 3130AK5M4 2549001DPIFGXC1TOL40 US3130AK5M48 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+ 2021-06-18 2021-06-18 2021-06-18 N N N 0.0014 500171800.00 500171800.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.125 3130AK3H7 2549001DPIFGXC1TOL40 US3130AK3H70 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+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0014 34840936.56 34840936.56 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.086 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+ 2021-02-19 2021-02-19 2021-02-19 N N N 0.0009 149993334.00 149993334.00 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.140 3130AK5H5 2549001DPIFGXC1TOL40 US3130AK5H52 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+ 2021-06-15 2021-06-15 2021-06-15 N N N 0.0014 500167195.00 500167195.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.125 3130AK5A0 2549001DPIFGXC1TOL40 US3130AK5A00 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+ 2021-09-10 2021-09-10 2021-09-10 N N N 0.0014 141328813.26 141328813.26 0.0007 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.115 313384S83 2549001DPIFGXC1TOL40 US313384S835 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 0.0012 390993482.03 390993482.03 0.0020 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.139 3130AKHQ2 2549001DPIFGXC1TOL40 US3130AKHQ20 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+ 2020-12-03 2021-05-04 2021-05-04 N N N 0.0014 899993250.00 899993250.00 0.0047 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.120 313384U56 2549001DPIFGXC1TOL40 US313384U567 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+ 2020-12-24 2020-12-24 2020-12-24 N N N 0.0012 274989459.25 274989459.25 0.0014 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.120 313384U23 2549001DPIFGXC1TOL40 US313384U237 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+ 2020-12-21 2020-12-21 2020-12-21 N N N 0.0012 74997500.25 74997500.25 0.0004 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.110 3130AKHG4 2549001DPIFGXC1TOL40 US3130AKHG48 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+ 2021-12-02 2021-12-02 2021-12-02 N N N 0.0012 499780100.00 499780100.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.140 3130AKEJ1 2549001DPIFGXC1TOL40 US3130AKEJ14 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+ 2021-11-03 2021-11-03 2021-11-03 N N N 0.0014 120004440.00 120004440.00 0.0006 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.140 3130AKEH5 2549001DPIFGXC1TOL40 US3130AKEH57 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+ 2021-11-03 2021-11-03 2021-11-03 N N N 0.0014 500018500.00 500018500.00 0.0026 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.101 3130AKG42 2549001DPIFGXC1TOL40 US3130AKG425 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+ 2020-12-17 2021-05-17 2021-05-17 N N N 0.0010 1249884762.50 1249884762.50 0.0065 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.155 3130AKET9 2549001DPIFGXC1TOL40 US3130AKET95 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+ 2020-12-01 2022-10-28 2022-10-28 N N N 0.0016 1134937518.25 1134937518.25 0.0059 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.099 3130AJYB9 2549001DPIFGXC1TOL40 US3130AJYB94 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+ 2021-02-20 2021-05-20 2021-05-20 N N N 0.0010 399962236.00 399962236.00 0.0021 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.077 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+ 2021-02-17 2021-02-17 2021-02-17 N N N 0.0008 249989167.50 249989167.50 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.096 3130AJYA1 2549001DPIFGXC1TOL40 US3130AJYA12 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+ 2021-02-14 2021-05-14 2021-05-14 N N N 0.0010 249977230.00 249977230.00 0.0013 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 250075092.50 250075092.50 0.0013 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.070 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+ 2021-02-12 2021-02-12 2021-02-12 N N N 0.0007 149993916.00 149993916.00 0.0008 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.125 3130AKCB0 2549001DPIFGXC1TOL40 US3130AKCB06 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+ 2021-10-13 2021-10-13 2021-10-13 N N N 0.0015 99990100.00 99990100.00 0.0005 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 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+ 2020-12-01 2021-06-30 2021-06-30 N N N 0.0036 2503912425.00 2503912425.00 0.0130 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 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+ 2020-12-01 2021-06-24 2021-06-24 N N N 0.0035 1251691537.50 1251691537.50 0.0065 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO FEDERAL HOME LOAN MORTGAGE CORPORATION DBA FEDERAL HOME LOAN MORTGAGE CORPORATIO 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+ 2020-12-01 2021-06-25 2021-06-25 N N N 0.0036 1001416440.00 1001416440.00 0.0052 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA 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+ 2020-12-01 2021-03-04 2021-03-04 N N N 0.0013 349827102.50 349827102.50 0.0018 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA 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+ 2020-12-01 2021-10-15 2021-10-15 N N N 0.0044 2506726025.00 2506726025.00 0.0130 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA 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+ 2020-12-01 2022-04-07 2022-04-07 N N N 0.0043 752963122.50 752963122.50 0.0039 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.250 3135G0K69 B1V7KEBTPIMZEU4LTD58 US3135G0K699 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+ 2021-05-06 2021-05-06 2021-05-06 N N N 0.0013 402341233.62 402341233.62 0.0021 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA 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+ 2020-12-01 2021-04-26 2021-04-26 N N N 0.0037 1001013480.00 1001013480.00 0.0052 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA 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+ 2020-12-01 2022-03-09 2022-03-09 N N N 0.0025 250109307.83 250109307.83 0.0013 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280 3135G04X8 B1V7KEBTPIMZEU4LTD58 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+ 2020-12-01 2022-06-15 2022-06-15 N N N 0.0028 1202495304.00 1202495304.00 0.0062 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA 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+ 2020-12-01 2021-05-24 2021-05-24 N N N 0.0034 1001099240.00 1001099240.00 0.0052 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA 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+ 2020-12-01 2022-05-05 2022-05-05 N N N 0.0032 1002552720.00 1002552720.00 0.0052 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.120 3135G0Y56 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Securities Federal Home Loan Mor 2030-11-01 7.500000 9746312.00 61600.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-11-01 7.500000 40323560.00 94693.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-12-01 7.500000 2315712.00 7726.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-12-01 7.500000 8004505.00 23453.81 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-12-01 7.500000 3322402.00 18856.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-01-01 7.500000 2999702.00 21011.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-01-01 7.500000 11654669.00 47263.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-01-01 7.500000 1507317.00 40639.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-01-01 7.500000 7568562.00 11537.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-06-01 7.000000 300000.00 11373.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-01-01 7.500000 3536051.00 47298.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-07-01 7.500000 3005271.00 12300.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-10-01 6.500000 1000.00 13.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-06-01 7.000000 1000.00 2.56 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-06-01 7.000000 965319.00 9786.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-06-01 7.000000 2396380.00 33468.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-06-01 7.000000 1292398.00 23297.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-01 7.000000 651750.00 11760.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-01 7.000000 416157.00 8806.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-01 7.000000 921505.00 5787.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-01-01 6.000000 7358912.00 11514.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-02-01 7.000000 1095017.00 23298.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-12-01 7.000000 1660000.00 61412.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-12-01 7.000000 10204390.00 621841.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-02-01 7.500000 2077045.00 33808.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-04-01 7.000000 13469292.00 745224.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-04-01 7.000000 1255728.00 16247.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-04-01 7.000000 6939303.00 120217.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-05-01 7.000000 1941217.00 16148.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-05-01 7.000000 3054047.00 14477.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-01 6.500000 3650000.00 310847.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-01 6.500000 3400000.00 189530.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-01 6.500000 3675000.00 280592.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 5.500000 8000000.00 71543.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-01-01 7.500000 19802542.00 8078.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-11-01 7.500000 13720964.00 16628.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-04-01 7.500000 7907132.00 9421.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 7.500000 17913049.00 31097.03 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-09-01 7.500000 2216162.00 24943.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-07-01 7.500000 1000.00 1.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-01-01 7.500000 5154547.00 11817.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-05-01 7.000000 1000.00 16.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-08-01 7.000000 1080475.00 44865.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-10-01 7.500000 275000.00 9394.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-04-01 7.500000 594418.00 17236.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-04-01 7.500000 1508632.00 11552.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-04-01 7.500000 631714.00 16766.10 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-04-01 7.500000 2958825.00 28942.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 8304475.00 5784.10 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 17193563.00 39086.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 4998556.00 13430.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 14000000.00 5484.83 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 3192790.00 5749.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 13369722.00 8067.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 1307157.00 8770.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 1000.00 1.95 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 40149857.00 90342.05 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 7.500000 1005693.00 15058.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 7.500000 1819541.00 9592.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 7.500000 1163273.00 19795.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 7.500000 1468230.00 11210.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 7.500000 12740000.00 18021.78 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 7.500000 482558.00 8940.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 7.500000 1436774.00 6059.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 7.500000 3423813.00 12660.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-08-01 7.500000 1441862.00 13349.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 7.500000 1565707.00 9560.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-05-01 7.500000 530948.00 6910.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-11-01 7.500000 9768012.00 20645.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-11-01 7.500000 6852452.00 29176.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 1007387.00 13585.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 20768686.00 18207.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 8775090.00 31308.95 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 24889096.00 56092.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-11-01 7.500000 2500369.00 74215.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.000000 821362.00 5014.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-01-01 7.500000 3864631.00 38886.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-02-01 7.500000 5073062.00 31357.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-02-01 7.500000 988600.00 5056.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-03-01 7.500000 1591301.00 12156.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-05-01 7.500000 731141.00 9794.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-01-01 7.500000 22816054.00 5068.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-05-01 7.500000 5355041.00 11961.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-06-01 7.500000 2214031.00 5702.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-01 7.500000 140718.00 7966.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-01 7.500000 1582630.00 7921.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-08-01 7.500000 3914309.00 16796.78 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-10-01 7.500000 456495.00 7478.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-11-01 7.500000 1502418.00 6585.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-11-01 7.500000 3977752.00 7994.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-10-01 7.500000 31158520.00 36208.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-02-01 7.500000 4984684.00 30989.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-03-01 7.500000 4995352.00 13209.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-03-01 7.500000 5211737.00 57966.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-04-01 7.500000 3850000.00 11000.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-04-01 7.500000 11615000.00 19859.05 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-04-01 7.500000 17223379.00 50883.03 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-04-01 7.500000 14117838.00 29055.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-05-01 7.500000 717000.00 8068.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-05-01 7.000000 3946832.00 54582.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-08-01 5.000000 12395183.00 199353.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-09-01 6.500000 2444244.00 47529.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 4.500000 283975.00 5387.66 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-08-01 4.500000 1000.00 48.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-01-01 5.500000 1765140.00 31853.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-01-01 5.500000 2531819.00 28821.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-04-01 4.500000 760464.00 5582.76 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-12-01 4.500000 9399546.00 13441.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-07-01 5.500000 1535000.00 44668.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-11-01 4.500000 4949072.00 11211.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-08-01 5.000000 11550000.00 146836.52 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 4.500000 1913000.00 31098.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 4.500000 5800000.00 160798.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-11-01 4.500000 12840920.00 51926.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 4.500000 1000000.00 8660.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 4.500000 1400000.00 25618.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-10-01 4.500000 1000.00 38.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 4.500000 375000.00 6899.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 4.500000 1252353.00 50246.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-11-01 5.000000 2024801.00 114991.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-12-01 4.500000 2000000.00 97280.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-11-01 4.500000 214496.00 10235.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-11-01 4.000000 1100000.00 20939.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-01-01 4.500000 4039000.00 139199.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-12-01 4.000000 17500000.00 374643.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-12-01 4.500000 261000.00 6935.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-12-01 4.500000 168000.00 8965.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-02-01 4.500000 2500000.00 104861.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-03-01 4.000000 76926938.00 2329586.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-02-01 4.000000 31149137.00 919246.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-02-01 4.500000 741000.00 29844.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-05-01 4.500000 1700000.00 20663.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-04-01 4.500000 875000.00 35799.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-04-01 4.500000 4700000.00 149755.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-05-01 4.500000 278000.00 11497.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-06-01 4.500000 2275000.00 91057.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-06-01 4.500000 450000.00 29626.95 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-06-01 4.500000 2607465.00 86956.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-07-01 4.500000 1037379.00 56008.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2021-08-01 4.000000 810710.00 11194.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 4.500000 4802025.00 144827.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 4.500000 6502298.00 113756.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 4.500000 5979592.00 583881.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 4.500000 5958766.00 459422.16 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-01-01 3.000000 415844.00 51308.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-03-01 5.000000 1900000.00 130337.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2021-03-01 4.000000 78314.00 250.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-04-01 4.500000 275000.00 20397.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2021-04-01 4.000000 607225.00 2029.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-06-01 4.500000 7500000.00 577406.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-01 4.000000 2150000.00 199559.92 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-01 4.500000 50000.00 5455.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-07-01 4.000000 3000000.00 271913.79 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-01-01 3.000000 181444.00 23866.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-11-01 4.500000 2133569.00 123537.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-05-01 3.000000 2388414.00 684477.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-07-01 2.000000 8961879.00 1037747.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-04-01 4.000000 999000.00 142694.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-04-01 4.000000 1967584.00 542523.76 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-05-01 3.000000 2704562.00 934369.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-06-01 3.500000 3211771.00 1212001.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-05-01 2.500000 1000.00 410.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-03-01 4.000000 1012.00 691.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-07-01 3.000000 16670.00 10093.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-08-01 4.000000 1000.00 571.76 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-07-01 4.500000 250000.00 30448.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-04-01 4.500000 600000.00 47552.81 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-04-01 5.000000 2625000.00 282384.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-05-01 5.000000 119076.00 7546.66 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-09-01 4.000000 400000.00 104379.27 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-09-01 4.000000 999000.00 159073.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-06-01 3.500000 2623282.00 1855104.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-04-01 3.000000 77940.00 37415.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-02-01 3.500000 659000.00 291410.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-12-01 3.500000 1547177.00 919813.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-05-01 4.500000 2642400.00 1223093.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-08-01 3.500000 1700000.00 835137.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-10-01 4.500000 1952081.00 881244.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 4.500000 1125677.00 478501.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-01-01 4.500000 1224516.00 263943.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-03-01 4.500000 1642940.00 399026.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-04-01 4.500000 2008093.00 1222688.18 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-06-01 4.500000 49000.00 29556.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.000000 91601.00 36930.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.500000 2000.00 870.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.000000 1957125.00 1147752.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-10-01 3.500000 2996546.00 1552306.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-03-01 4.000000 1752600.00 923298.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-07-01 3.000000 28140.00 7011.09 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-10-01 4.000000 1800000.00 664724.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-06-01 4.000000 1000000.00 326491.48 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-03-01 3.000000 1000.00 436.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-12-01 4.000000 272677.00 132172.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-12-01 4.000000 6000300.00 3330706.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-01-01 4.000000 9028343.00 3294956.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 6.000000 800647.00 118653.92 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-04-01 3.000000 20000.00 12907.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-06-01 5.000000 8564850.00 167377.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-07-01 3.000000 132000.00 19354.27 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-10-01 3.500000 2142700.00 444557.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-08-01 4.000000 19727561.00 3114243.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-11-01 4.500000 3807796.00 186726.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-06-01 4.500000 1449851.00 157288.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-08-01 4.500000 2199900.00 122829.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-05-01 4.500000 1817400.00 252933.07 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-10-01 4.000000 2180000.00 303218.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 3.500000 444612.00 147741.10 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-05-01 4.000000 467868.00 147053.96 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-04-01 4.500000 1563665.00 379475.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.500000 1923450.00 822534.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-01-01 4.500000 3583450.00 956302.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-01-01 4.500000 1766800.00 608841.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-08-01 3.259000 4481530.00 2346677.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 2.977000 7845056.00 6113495.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-01-01 6.500000 1999802.00 8222.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-02-01 6.000000 1250000.00 6870.98 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-04-01 6.500000 2000000.00 10800.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-04-01 7.000000 3568000.00 21765.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-07-01 7.000000 3930000.00 27184.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-08-01 7.000000 3586766.00 33952.98 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-09-01 7.000000 12207772.00 159693.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-11-01 6.000000 1000.00 6.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-10-01 7.000000 1396140.00 14351.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-11-01 7.000000 2451330.00 17137.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-02-01 7.500000 67031032.00 21451.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-01-01 7.500000 182989406.00 158302.81 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-04-01 7.500000 36748911.00 44790.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 68041551.00 61107.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 7.500000 35124659.00 26722.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-07-01 7.500000 28154302.00 31755.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 7.500000 11570326.00 21956.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 30902798.00 52344.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-07-01 7.500000 11179808.00 17764.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-09-01 7.500000 12653549.00 14995.71 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-11-01 7.500000 3224077.00 5533.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-02-01 7.500000 2490000.00 5187.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-05-01 7.500000 23699282.00 20033.78 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-01-01 7.500000 6611554.00 9551.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-12-01 7.500000 8257068.00 11786.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-06-01 7.500000 6146594.00 23619.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-12-01 7.000000 4913054.00 7460.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-12-01 7.500000 47000001.00 59011.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-05-01 7.500000 12319654.00 36435.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-12-01 7.000000 1000.00 3.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-01-01 6.500000 8500000.00 26182.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-11-01 7.000000 1000.00 23.05 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-12-01 6.500000 1910000.00 5934.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-06-01 6.500000 15264513.00 40967.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-02-01 6.500000 4218793.00 15035.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-03-01 7.000000 50000000.00 113213.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-04-01 6.500000 6761772.00 23022.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-05-01 6.000000 1000.00 4.56 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-07-01 6.500000 2756485.00 7700.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-02-01 7.500000 5217000.00 12674.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-09-01 7.500000 6498263.00 7494.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-10-01 7.500000 42580107.00 39488.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-12-01 7.500000 18192822.00 46729.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-01-01 7.500000 16023684.00 21882.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-01-01 7.000000 10998900.00 13711.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-05-01 5.500000 11167773.00 69086.77 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-09-01 6.000000 1000.00 18.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-10-01 7.000000 3797369.00 90477.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-02-01 6.500000 1181061.00 47458.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-04-01 6.500000 14932356.00 827027.66 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-05-01 5.500000 19410204.00 479139.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-06-01 7.000000 32265.00 6463.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-11-01 6.500000 1850000.00 65463.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2037-10-01 6.500000 1000.00 18.69 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-09-01 4.000000 13709598.00 1390814.55 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-09-01 3.000000 87860.00 32791.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2023-02-01 7.500000 1000.00 0.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-06-01 7.500000 14240458.00 16575.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-05-01 7.500000 39435243.00 40651.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2024-09-01 7.500000 17586214.00 6801.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-08-01 7.500000 30000000.00 31183.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-03-01 7.000000 5000000.00 6576.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-10-01 7.500000 15631928.00 15341.84 Agency Mortgage-Backed Securities Federal Home Loan Mor 2025-12-01 7.500000 23382994.00 17132.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-01-01 7.500000 49085931.00 48612.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-04-01 7.500000 7183929.00 9859.35 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-05-01 7.500000 29266903.00 30923.68 Agency Mortgage-Backed Securities Federal 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254900HROIFWPRGM1V77 2025-05-31 2.875000 100.00 111.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 2.750000 100.00 106.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-09-30 2.875000 200.00 216.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-15 2.875000 200.00 205.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 500.00 540.11 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.875000 817300.00 839775.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-30 2.875000 100.00 112.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.875000 100.00 108.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 2.500000 1206600.00 1221414.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-31 2.500000 14737700.00 15924999.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 2.625000 1800.00 2087.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.500000 6271400.00 6496681.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-28 2.500000 100.00 111.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.375000 100.00 107.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-15 0.500000 5025800.00 5499206.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-04-30 2.375000 100.00 110.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 2.125000 900.00 926.71 U.S. Treasuries (including strips) United States Treasur 2021-05-31 2.125000 100.00 101.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-31 2.125000 100.00 109.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-15 1.750000 82000.00 84676.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.375000 100.00 101.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 2.750000 200.00 217.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 1.750000 368000.00 377007.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-30 2.000000 300.00 311.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 1.750000 300.00 302.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-15 1.625000 1265900.00 1351867.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-30 1.375000 100.00 100.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 1.625000 3600.00 3729.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.125000 150200.00 153266.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.000000 83900.00 85473.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 1.625000 200.00 205.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 1.625000 753500.00 775573.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 100.00 108.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 2.000000 300000.00 308571.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.875000 1645000.00 1688798.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 2.250000 300.00 333.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.125000 100.00 106.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.875000 98600.00 101216.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 1.875000 23645300.00 24261611.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 2.125000 3881300.00 4193898.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 2.125000 47840900.00 49755010.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-15 0.375000 5353500.00 6366954.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-31 2.000000 100.00 106.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 2.750000 591300.00 637067.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-31 1.750000 100.00 106.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-15 1.500000 1443000.00 1482098.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-15 1.375000 100.00 102.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-30 1.625000 200.00 213.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-30 1.500000 28865100.00 30261939.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-12-31 1.750000 200.00 216.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.375000 5968800.00 6083116.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.125000 3400.00 3451.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-15 0.125000 3817500.00 4082079.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 0.199018 40090000.00 40135339.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-04-30 0.500000 4252800.00 4239124.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-31 0.125000 100.00 99.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-31 0.500000 1800.00 1792.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 0.250000 600.00 597.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-06-30 0.500000 15615600.00 15577947.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-31 0.250000 100.00 99.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 0.125000 39514800.00 39514025.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-09-30 0.375000 9400000.00 9263403.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 0.125000 16756200.00 16750309.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-10-31 0.500000 45419300.00 45103289.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-30 0.125000 1000.00 999.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-30 0.625000 20772000.00 20785086.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-30 0.375000 1000.00 1000.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-08-15 0.000000 115789.12 99575.17 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 9000000.00 7207416.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 1498881.39 1490782.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 0.000000 10628481.60 10431737.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 0.000000 60.00 56.97 U.S. Treasuries (including strips) United States Treasur 2036-05-15 0.000000 6000000.00 4872720.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-02-15 0.000000 4999925.76 3841602.96 U.S. Treasuries (including strips) United States Treasur 2039-08-15 0.000000 3446.50 2622.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 0.000000 677.60 470.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 0.000000 130.84 90.80 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 2021-02-08 2021-02-08 2021-02-08 N N N 0.0012 1000000000.00 1000000000.00 0.0052 N N N Y SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) 0.080 0QO003Q37 5U0XI89JRFVHWIBS4F54 0001184915 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2024-08-15 2.375000 940408000.00 1020592424.77 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 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 1000000000.00 1000000000.00 0.0052 N Y Y N SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) 0.100 0QO003Q29 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 2042-10-20 3.000000 2210532533.00 641392700.45 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-03-20 3.500000 2137932250.00 757906809.23 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-02-20 3.500000 1500000000.00 529380329.38 Agency Mortgage-Backed Securities Government National M 2047-12-20 4.000000 519400000.00 238013500.90 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-05-20 3.500000 420000000.00 206536488.35 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-11-20 3.000000 801500000.00 605649503.79 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 79641037.00 81143618.16 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 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 3000000000.00 3000000000.00 0.0155 N Y Y N TD SECURITIES USA LLC (REPO) TD SECURITIES USA LLC (REPO) 0.100 0QG002W56 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 2050-11-15 1.625000 222061100.00 224751668.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 1.375000 995900.00 1031750.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.125000 647100.00 653820.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-31 2.125000 2957000.00 3180099.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 1.875000 8300000.00 8589089.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 2.250000 10511900.00 11742760.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.875000 997000.00 1061755.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.875000 10001500.00 10346513.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-09-30 2.125000 999200.00 1073597.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-31 2.000000 1500.00 1555.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-31 2.250000 16500.00 17799.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-30 2.125000 969100.00 1040076.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-15 1.875000 922700.00 931305.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-12-31 2.250000 800.00 871.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-31 2.500000 1700.00 1869.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 2.750000 10178100.00 11787053.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 2.250000 9400.00 9502.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-03-31 2.625000 2099500.00 2317696.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 2.375000 655700.00 663240.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-30 2.750000 700.00 745.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 2.875000 1034800.00 1203991.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 2.625000 327100.00 331240.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 2.750000 1900.00 2021.72 U.S. Treasuries (including strips) United States Treasur 2021-06-15 2.625000 3370900.00 3457404.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 2.875000 7419200.00 8709171.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.750000 18300.00 18788.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 2.750000 5000100.00 5385447.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-31 2.750000 9662000.00 10821468.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-15 2.750000 1200.00 1231.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-09-30 3.000000 4700.00 5318.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-09-30 2.875000 2100.00 2269.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-15 2.875000 174300.00 179126.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-10-31 3.000000 4238000.00 4792195.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 995700.00 1075577.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.875000 912100.00 937183.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-30 2.875000 1996400.00 2243682.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.875000 2400.00 2591.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.500000 999300.00 1011685.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 2.500000 5897300.00 6109685.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 2.500000 487500.00 493485.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-31 2.500000 998300.00 1078725.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 998900.00 1121727.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 2.625000 1321600.00 1532609.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.500000 12997200.00 13464085.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 2.500000 997900.00 1010019.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-28 2.500000 5114300.00 5703833.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-15 2.375000 389500.00 402670.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 3500.00 3852.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 2.250000 2311900.00 2385447.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-30 2.250000 5200.00 5566.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-05-15 2.375000 9297500.00 10556047.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 2.125000 1365600.00 1406120.80 U.S. Treasuries (including strips) United States Treasur 2021-05-31 2.125000 5346100.00 5399988.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-31 2.125000 996400.00 1087949.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-15 1.750000 10003800.00 10330381.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.625000 102900.00 104511.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-06-30 1.875000 5900.00 6411.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 1.750000 999000.00 1031445.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 885400.00 900238.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.375000 5618900.00 5685058.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-31 2.125000 10346100.00 10453749.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 2.750000 994800.00 1083515.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 2.000000 978300.00 987738.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 2.250000 3135200.00 3169312.87 U.S. Treasuries (including strips) United States Treasur 2021-08-31 2.000000 552700.00 563292.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 2.000000 7554200.00 7696554.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.875000 14820900.00 15080873.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 2.125000 2700.00 2782.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.500000 3808000.00 3887853.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 2.000000 1000300.00 1077036.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.750000 676000.00 692576.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 1.750000 989100.00 1013309.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 2.000000 905000.00 980246.42 U.S. Treasuries (including strips) United States Treasur 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254900HROIFWPRGM1V77 US912796XE43 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+ 2021-02-25 2021-02-25 2021-02-25 N N N 0.0012 999790970.00 999790970.00 0.0052 N Y Y N US TREASURY US TREASURY 0.224 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+ 2020-12-01 2021-04-30 2021-04-30 N N N 0.0030 25464894.10 25464894.10 0.0001 N Y Y N US TREASURY US TREASURY 2.750 9128284W7 254900HROIFWPRGM1V77 US9128284W72 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+ 2021-08-15 2021-08-15 2021-08-15 N N N 0.0012 280156250.00 280156250.00 0.0015 N Y Y N US TREASURY US TREASURY 0.110 912796A25 254900HROIFWPRGM1V77 US912796A254 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+ 2021-05-13 2021-05-13 2021-05-13 N N N 0.0011 2998791090.00 2998791090.00 0.0155 N Y Y N US TREASURY US TREASURY 0.110 9127963V9 254900HROIFWPRGM1V77 US9127963V99 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+ 2021-01-21 2021-01-21 2021-01-21 N N N 0.0011 124985833.75 124985833.75 0.0006 N Y Y N US TREASURY US TREASURY 0.090 912796A33 254900HROIFWPRGM1V77 US912796A338 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+ 2021-05-27 2021-05-27 2021-05-27 N N N 0.0009 418199427.41 418199427.41 0.0022 N Y Y N US TREASURY US TREASURY 0.114 9127964F3 254900HROIFWPRGM1V77 US9127964F31 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+ 2021-03-04 2021-03-04 2021-03-04 N N N 0.0011 2449463915.50 2449463915.50 0.0127 N Y Y N US TREASURY US TREASURY 0.105 9127964P1 254900HROIFWPRGM1V77 US9127964P13 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+ 2021-04-01 2021-04-01 2021-04-01 N N N 0.0011 3239737957.43 3239737957.43 0.0168 N Y Y N US TREASURY US TREASURY 0.120 9127964N6 254900HROIFWPRGM1V77 US9127964N64 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+ 2021-03-18 2021-03-18 2021-03-18 N N N 0.0012 4998588200.00 4998588200.00 0.0259 N Y Y N US TREASURY US TREASURY 0.116 9127964M8 254900HROIFWPRGM1V77 US9127964M81 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+ 2021-03-11 2021-03-11 2021-03-11 N N N 0.0012 6048529487.00 6048529487.00 0.0313 N Y Y N US TREASURY US TREASURY 0.090 9127962F5 254900HROIFWPRGM1V77 US9127962F58 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+ 2021-03-25 2021-03-25 2021-03-25 N N N 0.0009 329902029.60 329902029.60 0.0017 N Y Y N US TREASURY US TREASURY 0.114 912796A74 254900HROIFWPRGM1V77 US912796A742 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+ 2021-01-19 2021-01-19 2021-01-19 N N N 0.0011 3172665280.23 3172665280.23 0.0164 N Y Y N US TREASURY US TREASURY 0.080 912796A82 254900HROIFWPRGM1V77 US912796A825 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+ 2021-01-26 2021-01-26 2021-01-26 N N N 0.0008 4854339185.95 4854339185.95 0.0252 N Y Y N US TREASURY US TREASURY 0.115 9127962Q1 254900HROIFWPRGM1V77 US9127962Q14 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+ 2021-04-22 2021-04-22 2021-04-22 N N N 0.0012 3064896454.62 3064896454.62 0.0159 N Y Y N US TREASURY US TREASURY 0.100 9127963U1 254900HROIFWPRGM1V77 US9127963U17 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+ 2021-01-14 2021-01-14 2021-01-14 N N N 0.0010 5999431680.00 5999431680.00 0.0311 N Y Y N US TREASURY US TREASURY 0.091 912796A41 254900HROIFWPRGM1V77 US912796A411 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+ 2021-06-03 2021-06-03 2021-06-03 N N N 0.0009 5597551954.50 5597551954.50 0.0290 N Y Y N US TREASURY US TREASURY 0.110 912796A58 254900HROIFWPRGM1V77 US912796A585 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+ 2021-01-05 2021-01-05 2021-01-05 N N N 0.0011 4999653650.00 4999653650.00 0.0259 N Y Y N JPMorgan U.S. Government Money Market Fund 2020-12-07 Timothy J. Clemens Timothy J. Clemens Treasurer