0001258897-21-000222.txt : 20211207 0001258897-21-000222.hdr.sgml : 20211207 20211207114441 ACCESSION NUMBER: 0001258897-21-000222 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20211130 FILED AS OF DATE: 20211207 DATE AS OF CHANGE: 20211207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Federated Hermes Money Market Obligations Trust CENTRAL INDEX KEY: 0000856517 IRS NUMBER: 251415329 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05950 FILM NUMBER: 211475132 BUSINESS ADDRESS: STREET 1: 4000 ERICSSON DRIVE CITY: WARRENDALE STATE: PA ZIP: 15086-7561 BUSINESS PHONE: 8003417400 MAIL ADDRESS: STREET 1: 4000 ERICSSON DRIVE CITY: WARRENDALE STATE: PA ZIP: 15086-7561 FORMER COMPANY: FORMER CONFORMED NAME: MONEY MARKET OBLIGATIONS TRUST DATE OF NAME CHANGE: 20101109 FORMER COMPANY: FORMER CONFORMED NAME: MONEY MARKET OBLIGATIONS TRUST /NEW/ DATE OF NAME CHANGE: 19920703 0000856517 S000009529 Federated Hermes Government Reserves Fund C000026050 Class P Shares GRFXX C000158659 Class A Shares GRAXX C000158660 Class B Shares GRBXX C000158661 Class C Shares GRCXX C000158662 Class F Shares GRGXX N-MFP2 1 primary_doc.xml N-MFP2 0000856517 XXXXXXXX 2021-11-30 0000856517 S000009529 5 N N 033-31602 FEDERATED INVESTMENT MGMT CO 801-34612 ERNST & YOUNG BOSTON MA FEDERATED ADMINISTRATIVE SERVICES STATE STREET BANK AND TRUST CO 0000839287 085-05003 N N N Exempt Government Government/Agency N 39 101 8970031748.92 8835994356.13 8854357682.06 8961381911.07 9720031748.92 9585994356.13 9649357632.06 9711381911.07 .8019 .7995 .7987 .8031 .8689 .8673 .8704 .8703 272132.36 11124178198.75 11124280408.11 1494757.48 56362406.05 11069684891.90 11069687778.93 1.0000 .0007 1.0000 1.0000 1.0000 1.0000 C000026050 500.00 10934438517.02 10934439391.97 1.0000 1.0000 1.0000 1.0000 234111097.77 50375136.45 97183507.76 204014600.14 264851387.79 247240187.92 112081018.64 82262637.83 745115702.85 649337969.40 .0001 Y Adviser: Adv Fees - Vol (1-yr limit) 660,884 Adv Fees - Min Yld 1,142,763 Other Fees - Min Yld 255,545 Federated Aff: Distr Fees - Vol 901,824 Distr Fees - Min Yld 4,058,206 Unaff Party: Serv Fees - Min Yld 2,254,559 TA Fees -Min Yld 892,805 C000158659 1500.00 127798876.81 127800885.01 1.0000 1.0000 1.0000 1.0000 248845.91 2425278.80 390482.43 1000434.28 789532.43 1031863.24 328984.22 845637.60 1893312.35 5486031.82 .0001 Y Adviser: Adv Fees - Vol (1-yr limit) 7,751 Adv Fees - Min Yld 13,403 Other Fees - Min Yld 2,997 Federated Aff: Distr Fees - Vol 5,289 Distr Fees - Min Yld 42,309 Unaff Party: Serv Fees - Min Yld 26,390 TA Fees - Min Yld 4,849 C000158660 1500.00 625460.15 625470.93 1.0000 1.0000 1.0000 1.0000 0.26 5302.50 0.00 0.00 0.00 0.00 0.00 0.00 2.07 5302.50 .0001 Y Adviser: Adv Fees - Vol (1-yr limit) 38 Adv Fees - Min Yld 65 TA Fees - Vol 3 TA Fees - Min Yld 26 Other Fees - Min Yld 15 Federated Aff: Serv Fees - Min Yld 129 Distr Fees - Min Yld 386 C000158661 1500.00 5340836.69 5340829.77 1.0000 1.0000 1.0000 1.0000 1.08 127146.75 10800.00 15940.50 14525.38 65462.54 0.00 160135.47 119250.96 378685.26 .0001 Y Adviser: Adv Fees - Vol (1-yr limit) 327 Adv Fees - Min Yld 565 Other Fees - Min Yld 126 Federated Aff: Distr Fees - Min Yld 3,347 Unaff Party: Serv Fees - Min Yld 1,116 TA Fees - Min Yld 144 C000158662 1500.00 1481201.23 1481201.25 1.0000 1.0000 1.0000 1.0000 0.00 23971.31 0.00 0.00 0.00 46654.38 0.00 2196.25 1.99 73821.94 .0001 Y Adviser: Adv Fees - Vol (1-yr limit) 91 Adv Fees - Min Yld 157 Other Fees - Min Yld 35 Federated Aff: Distr Fees - Vol 62 Distr Fees - Min Yld 497 Unaff Party: Serv Fees - Min Yld 311 TA Fees - Min Yld 60 ABN Amro Bank NV ABN Amro Bank NV, REPO, 0.055%, 12/1/2021 00699Q009 BFXS5XCH7N0Y05NIXW11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRM 2020-104 YN 2050-07-20 1.2 980631.39 962980.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-38 BD 2046-07-20 2.25 79594.91 80366.06 Agency Collateralized Mortgage Obligation FMAC FGRM 4616HA 05/15/44 2044-05-15 3 260.94 267.41 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-001 YK 2050-01-20 2.5 57095.65 58072.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-054 A 2063-09-16 1.3 878123.39 855054.41 Agency Mortgage-Backed Securities USTR 2 1/4 NOTE G 24 2024-01-31 2.25 5896000.00 6151881.91 U.S. Treasuries (including strips) USTR 2 1/4 BOND 49 2049-08-15 2.25 100600.00 109092.36 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 2048-11-15 3.375 557500.00 735546.26 U.S. Treasuries (including strips) USTR 3 BOND 45 2045-05-15 3 52500.00 63070.41 U.S. Treasuries (including strips) USTR 2 5/8 NOTE V 23 2023-02-28 2.625 100.00 103.57 U.S. Treasuries (including strips) USTR 1 1/2 NOTE E 26 2026-08-15 1.5 620600.00 632957.64 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 2046-08-15 2.25 2745100.00 2932826.74 U.S. Treasuries (including strips) FNMA MNAR XX.XXX HYBS3583 2031-11-01 1.79 29277448.00 29016994.20 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR4928 2051-04-01 2 8660433.60 8670835.75 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM6654 2046-04-01 1.889 554220.41 574486.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS8479 2047-01-01 3 24758.35 26087.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAP4874 2042-09-01 3.5 17832.31 19204.28 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA5646 2051-07-01 3 919952.85 979084.35 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3867 2031-11-01 2.03 50477000.00 51246838.75 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3767 2031-11-01 1.875 42812000.00 43125059.18 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC7408 2051-09-01 2.5 25035626.63 25723452.66 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0528 2046-08-01 3.5 918.62 988.71 Agency Mortgage-Backed Securities FMAC FMAR 2B7397 G 2048-01-01 3.213 7202080.10 7486275.98 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA4153 2040-10-01 2.5 288726.26 297218.82 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB2092 2051-11-01 2.5 1582324.63 1641478.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1868 2051-10-01 2.5 2655320.98 2754587.21 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1275 2051-08-01 2.5 435384.06 447345.75 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB1004 2051-07-01 2.5 58936.56 61139.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA9307 2051-02-01 3 3260780.72 3419628.57 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3875 2031-11-01 1.94 41374000.00 41673331.70 Agency Mortgage-Backed Securities GNMA GNII SF MA7313 M 2051-04-20 3 2020560.29 2098567.39 Agency Mortgage-Backed Securities GNMA GNII SF MA7589 M 2051-09-20 2.5 23660640.89 24380726.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 GLCA3794 2049-07-01 4 440028.37 474641.98 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2021-12-01 2021-12-01 2021-12-01 N N N .0006 250000000.00 250000000.00 .0226 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York, REPO, 0.050%, 12/1/2021 304997000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 1 1/2 NOTE AQ 22 2022-08-15 1.5 34005900.00 34479990.30 U.S. Treasuries (including strips) USTR 2 NOTE L 24 2024-05-31 2 3440451400.00 3552266070.50 U.S. Treasuries (including strips) USTR 1 3/4 NOTE C 23 2023-05-15 1.75 2173900.00 2219906.55 U.S. Treasuries (including strips) USTR 2 3/4 NOTE Y 23 2023-04-30 2.75 88200.00 91391.87 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 2030-02-15 1.5 407814800.00 410948209.55 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2021-12-01 2021-12-01 2021-12-01 N N N .0005 4000000000.00 4000000000.00 .3613 N Y Y N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.165%, 2/10/2022 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 U.S. Government Agency Debt Y 2021-12-01 2022-02-10 2022-02-10 N N N .0008 17002720.00 17002720.00 .0015 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.170%, 2/28/2022 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y 2021-12-01 2022-02-28 2022-02-28 N N N .0005 60018000.00 60018000.00 .0054 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.130%, 2/18/2022 3130AJYW3 2549001DPIFGXC1TOL40 US3130AJYW32 U.S. Government Agency Debt Y 2021-12-01 2022-02-18 2022-02-18 N N N .0005 25004250.00 25004250.00 .0023 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.135%, 5/20/2022 3130AJZF9 2549001DPIFGXC1TOL40 US3130AJZF99 U.S. Government Agency Debt Y 2021-12-01 2022-05-20 2022-05-20 N N N .0009 25005750.00 25005750.00 .0023 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.130%, 2/25/2022 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 U.S. Government Agency Debt Y 2021-12-01 2022-02-25 2022-02-25 N N N .0008 38004180.00 38004180.00 .0034 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.140%, 6/10/2022 3130AK5G7 2549001DPIFGXC1TOL40 US3130AK5G79 U.S. Government Agency Debt Y 2021-12-01 2022-06-10 2022-06-10 N N N .0009 44612488.00 44612488.00 .0040 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.110%, 4/26/2022 3130AKDD5 2549001DPIFGXC1TOL40 US3130AKDD52 U.S. Government Agency Debt Y 2021-12-01 2022-04-26 2022-04-26 N N N .0009 40003200.00 40003200.00 .0036 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.115%, 11/10/2022 3130AKG34 2549001DPIFGXC1TOL40 US3130AKG342 U.S. Government Agency Debt Y 2021-12-01 2022-11-10 2022-11-10 N N N .0008 27008640.00 27008640.00 .0024 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.095%, 5/27/2022 3130AKH33 2549001DPIFGXC1TOL40 US3130AKH332 U.S. Government Agency Debt Y 2021-12-01 2022-05-27 2022-05-27 N N N .0009 90003600.00 90003600.00 .0081 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.110%, 11/18/2022 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 U.S. Government Agency Debt Y 2021-12-01 2022-11-18 2022-11-18 N N N .0008 40010800.00 40010800.00 .0036 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.110%, 12/2/2022 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 U.S. Government Agency Debt Y 2021-12-01 2022-12-02 2022-12-02 N N N .0008 48012960.00 48012960.00 .0043 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.110%, 12/16/2022 3130AKKN5 2549001DPIFGXC1TOL40 US3130AKKN51 U.S. Government Agency Debt Y 2021-12-01 2022-12-16 2022-12-16 N N N .0008 70018200.00 70018200.00 .0063 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.105%, 2/3/2023 3130AKYV2 2549001DPIFGXC1TOL40 US3130AKYV22 U.S. Government Agency Debt Y 2021-12-01 2023-02-03 2023-02-03 N N N .0009 62513750.00 62513750.00 .0056 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.090%, 3/17/2023 3130ALSC9 2549001DPIFGXC1TOL40 US3130ALSC97 U.S. Government Agency Debt Y 2021-12-01 2023-03-17 2023-03-17 N N N .0011 48086532.00 48086532.00 .0043 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Floating Rate Notes, 0.085%, 5/19/2023 3130AMMK5 2549001DPIFGXC1TOL40 US3130AMMK50 U.S. Government Agency Debt Y 2021-12-01 2023-05-19 2023-05-19 N N N .0007 35005250.00 35005250.00 .0032 N N N N Federal Home Loan Bank System Federal Home Loan Bank System Notes, 0.055%, 5/23/2022 3130AP7E9 2549001DPIFGXC1TOL40 US3130AP7E94 U.S. Government Agency Debt Y 2022-05-23 2022-05-23 2022-05-23 N N N .0013 22992180.00 22992180.00 .0021 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.195%, 7/28/2022 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2021-12-01 2022-07-28 2022-07-28 N N N .0006 20018000.00 20018000.00 .0018 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.230%, 1/14/2022 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y 2021-12-01 2022-01-14 2022-01-14 N N N .0005 37007770.00 37007770.00 .0033 N N N N Federal Farm Credit System Federal Farm Credit System Notes, 0.260%, 6/22/2022 3133ELN26 US3133ELN268 U.S. Government Agency Debt Y 2022-06-22 2022-06-22 2022-06-22 N N N .0010 9508360.00 9508360.00 .0009 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.070%, 6/12/2023 3133EM2J0 US3133EM2J06 U.S. Government Agency Debt Y 2021-12-01 2023-06-12 2023-06-12 N N N .0008 32997030.00 32997030.00 .0030 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.125%, 11/3/2022 3133EMFQ0 US3133EMFQ07 U.S. Government Agency Debt Y 2021-12-01 2022-11-03 2022-11-03 N N N .0006 25015500.00 25015500.00 .0023 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.115%, 11/18/2022 3133EMGS5 US3133EMGS53 U.S. Government Agency Debt Y 2021-12-01 2022-11-18 2022-11-18 N N N .0006 20010600.00 20010600.00 .0018 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.095%, 8/25/2022 3133EMHQ8 US3133EMHQ88 U.S. Government Agency Debt Y 2021-12-01 2022-08-25 2022-08-25 N N N .0006 28007840.00 28007840.00 .0025 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.105%, 12/15/2022 3133EMKP6 US3133EMKP68 U.S. Government Agency Debt Y 2021-12-01 2022-12-15 2022-12-15 N N N .0006 50022500.00 50022500.00 .0045 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.110%, 1/13/2023 3133EMMS8 US3133EMMS89 U.S. Government Agency Debt Y 2021-12-01 2023-01-13 2023-01-13 N N N .0008 15005700.00 15005700.00 .0014 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.090%, 3/10/2023 3133EMTB8 US3133EMTB81 U.S. Government Agency Debt Y 2021-12-01 2023-03-10 2023-03-10 N N N .0007 20005400.00 20005400.00 .0018 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.080%, 10/13/2023 3133ENAT7 US3133ENAT73 U.S. Government Agency Debt Y 2021-12-01 2023-10-13 2023-10-13 N N N .0008 8000000.00 8000000.00 .0007 N N N N Federal Farm Credit System Federal Farm Credit System Notes, 0.100%, 10/19/2022 3133ENAY6 US3133ENAY68 U.S. Government Agency Debt Y 2022-10-19 2022-10-19 2022-10-19 N N N .0018 33977220.00 33977220.00 .0031 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.075%, 10/27/2023 3133ENBS8 US3133ENBS81 U.S. Government Agency Debt Y 2021-12-01 2023-10-27 2023-10-27 N N N .0007 29000290.00 29000290.00 .0026 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.090%, 11/2/2023 3133ENCY4 US3133ENCY41 U.S. Government Agency Debt Y 2021-12-01 2023-11-02 2023-11-02 N N N .0008 16802520.00 16802520.00 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Notes, 0.160%, 12/5/2022 3133ENDB3 US3133ENDB39 U.S. Government Agency Debt Y 2022-12-05 2022-12-05 2022-12-05 N N N .0022 18339173.50 18339173.50 .0017 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.100%, 11/9/2023 3133ENDP2 US3133ENDP25 U.S. Government Agency Debt Y 2021-12-01 2023-11-09 2023-11-09 N N N .0010 8000000.00 8000000.00 .0007 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.100%, 8/22/2023 3133ENEK2 US3133ENEK29 U.S. Government Agency Debt Y 2021-12-01 2023-08-22 2023-08-22 N N N .0010 16875168.75 16875168.75 .0015 N N N N Federal Farm Credit System Federal Farm Credit System Floating Rate Notes, 0.100%, 9/29/2023 3133ENFM7 US3133ENFM75 U.S. Government Agency Debt Y 2021-12-01 2023-09-29 2023-09-29 N N N .0010 10000100.00 10000100.00 .0009 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 0.250%, 3/11/2022 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y 2021-12-01 2022-03-11 2022-03-11 N N N .0006 13257022.50 13257022.50 .0012 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 0.140%, 8/3/2022 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y 2021-12-01 2022-08-03 2022-08-03 N N N .0007 21309798.00 21309798.00 .0019 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Floating Rate Notes, 0.115%, 11/9/2022 3134GXBH6 S6XOOCT0IEG5ABCC6L87 US3134GXBH63 U.S. Government Agency Debt Y 2021-12-01 2022-11-09 2022-11-09 N N N .0009 70017500.00 70017500.00 .0063 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 0.440%, 4/15/2022 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2021-12-01 2022-04-15 2022-04-15 N N N .0005 28040320.00 28040320.00 .0025 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 0.370%, 4/28/2022 3135G04A8 B1V7KEBTPIMZEU4LTD58 US3135G04A83 U.S. Government Agency Debt Y 2021-12-01 2022-04-28 2022-04-28 N N N .0005 24031200.00 24031200.00 .0022 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 0.370%, 4/27/2022 3135G04D2 B1V7KEBTPIMZEU4LTD58 US3135G04D23 U.S. Government Agency Debt Y 2021-12-01 2022-04-27 2022-04-27 N N N .0005 26033800.00 26033800.00 .0024 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 0.320%, 5/4/2022 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 U.S. Government Agency Debt Y 2021-12-01 2022-05-04 2022-05-04 N N N .0009 53053000.00 53053000.00 .0048 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 0.280%, 5/6/2022 3135G04J9 B1V7KEBTPIMZEU4LTD58 US3135G04J92 U.S. Government Agency Debt Y 2021-12-01 2022-05-06 2022-05-06 N N N .0006 30028500.00 30028500.00 .0027 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 0.270%, 5/9/2022 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 U.S. Government Agency Debt Y 2021-12-01 2022-05-09 2022-05-09 N N N .0008 20817888.00 20817888.00 .0019 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 0.240%, 5/27/2022 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y 2021-12-01 2022-05-27 2022-05-27 N N N .0007 25021250.00 25021250.00 .0023 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 0.250%, 6/24/2022 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 U.S. Government Agency Debt Y 2021-12-01 2022-06-24 2022-06-24 N N N .0008 26024700.00 26024700.00 .0024 N N N N Federal National Mortgage Association Federal National Mortgage Association Floating Rate Notes, 0.220%, 3/9/2022 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 U.S. Government Agency Debt Y 2021-12-01 2022-03-09 2022-03-09 N N N .0005 26012220.00 26012220.00 .0023 N N N N Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 0.055%, 12/1/2021 45099F004 WGYX5OQ1IY3N5AOSQ066 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNRM CL063EL R21F063 2049-06-25 2 794808.00 764606.18 Agency Collateralized Mortgage Obligation FNMA FNRM CL095KY R20F095 2051-01-25 1.5 2060000.00 1701665.75 Agency Collateralized Mortgage Obligation FNMA FNRM CL114PQ R05F114 2036-01-25 5.5 2423828.51 2632339.70 Agency Collateralized Mortgage Obligation FMAC FERM 05176D 01/25/51 2051-01-25 2.5 73042000.00 74818008.11 Agency Collateralized Mortgage Obligation FMAC FERM 5176CL 09/25/51 2051-09-25 2.5 11655692.00 11639850.62 Agency Collateralized Mortgage Obligation FMAC FERM 5173AC 03/25/50 2050-03-25 2.5 10836000.00 11113216.18 Agency Collateralized Mortgage Obligation FMAC FERM 05166G 02/25/48 2048-02-25 2.5 4873434.95 5005304.68 Agency Collateralized Mortgage Obligation FNMA FNRM RC018PE R06F018 2036-03-25 5.5 1422.79 1576.38 Agency Collateralized Mortgage Obligation FNMA FNRA CL051AF R19F051 2049-09-25 .4824 676551.12 677913.42 Agency Collateralized Mortgage Obligation FMAC FGRM 4824CB 06/15/47 2047-06-15 4 1804134.00 1864576.50 Agency Collateralized Mortgage Obligation FMAC FERM 5176CA 09/25/49 2049-09-25 2 59845000.00 60132382.34 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-126 FA 2063-05-16 .2477 19271.70 19209.88 Agency Mortgage-Backed Securities USTR 1 1/2 NOTE S 28 2028-11-30 1.5 500.00 502.42 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AG 26 2026-11-30 1.25 1500.00 1504.58 U.S. Treasuries (including strips) USTR 1 3/8 NOTE R 28 2028-10-31 1.375 2000.00 1995.72 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 26 2026-10-15 .125 100.37 109.94 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 2031-02-15 1.125 200.00 194.47 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 2027-09-30 .375 772600.00 733157.56 U.S. Treasuries (including strips) USTR 2 NOTE B 25 2025-02-15 2 100.00 104.09 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 2050-11-15 1.625 100.00 93.98 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 2049-05-15 2.875 2575700.00 3127681.01 U.S. Treasuries (including strips) USTR 3 3/8 TRIB 32 2032-04-15 3.375 463.54 686.77 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 2028-05-15 2.875 329600.00 360546.57 U.S. Treasuries (including strips) USTR 3 BOND 47 2047-05-15 3 1500.00 1834.12 U.S. Treasuries (including strips) GNMA GNII SF AW3570 C 2047-01-20 4 2531574.73 2884580.60 Agency Mortgage-Backed Securities GNMA GNII SF BT5033 C 2050-03-20 5 348401.43 376702.70 Agency Mortgage-Backed Securities GNMA GNII SF BT5016 C 2050-03-20 4 334521.94 355003.45 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3798 2031-11-01 2.04 4610000.00 4698241.55 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3792 2031-11-01 2.04 3048000.00 3106342.78 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3818 2031-11-01 1.97 4316382.00 4362243.32 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1108 2034-02-01 4.06 4801688.00 5754782.52 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1011 2033-12-01 4.02 114139.00 136060.23 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1189 2034-02-01 3.96 1154357.00 1370949.00 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS3802 2031-11-01 2.04 7481000.00 7624495.55 Agency Mortgage-Backed Securities GNMA GNII SF BQ2720 C 2050-01-20 4 602536.45 648625.20 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2021-12-01 2021-12-01 2021-12-01 N N N .0006 200000000.00 200000000.00 .0181 N Y Y N Natixis Financial Products LLC Natixis Financial Products LLC, REPO, 0.055%, 12/1/2021 45099F004 WGYX5OQ1IY3N5AOSQ066 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 1 1/2 NOTE S 28 2028-11-30 1.5 8855985.33 8898848.30 U.S. Treasuries (including strips) USTR 0 5/8 NOTE AT 24 2024-10-15 .625 86.50 86.18 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 2030-05-15 .625 14416695.50 13445572.16 U.S. Treasuries (including strips) USTR 1 1/2 NOTE B 30 2030-02-15 1.5 3517.67 3544.70 U.S. Treasuries (including strips) USTR 1 3/4 NOTE F 29 2029-11-15 1.75 4388635.17 4495520.98 U.S. Treasuries (including strips) USTR 1 1/2 NOTE AF 24 2024-10-31 1.5 7208304.50 7361366.31 U.S. Treasuries (including strips) USTR 2 NOTE N 22 2022-07-31 2 28.83 29.39 U.S. Treasuries (including strips) USTR 2 1/2 NOTE C 24 2024-05-15 2.5 6343333.33 6632119.37 U.S. Treasuries (including strips) USTR 2 1/8 NOTE H 24 2024-02-29 2.125 7208333.33 7489839.30 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 23 2023-01-15 .125 22998285.03 23989252.38 U.S. Treasuries (including strips) USTR 1 5/8 NOTE B 26 2026-02-15 1.625 28.83 29.60 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 24 2024-11-15 2.25 8902003.33 9283706.29 U.S. Treasuries (including strips) USTR 0 5/8 TRIN A 24 2024-01-15 .625 4134.74 4449.72 U.S. Treasuries (including strips) USTR 1 3/4 NOTE AA 24 2024-06-30 1.75 288.33 298.08 U.S. Treasuries (including strips) USTR 2 1/2 NOTE U 24 2024-01-31 2.5 14128333.33 14829339.46 U.S. Treasuries (including strips) USTR 2 5/8 NOTE V 23 2023-02-28 2.625 57.67 59.73 U.S. Treasuries (including strips) USTR 0 1/8 TRIB 51 2051-02-15 .125 30.37 35.59 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 2040-05-15 1.125 9467223.17 8275414.89 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 2040-08-15 1.125 21625000.00 18900813.54 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 2050-08-15 1.375 1449134.50 1285785.11 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 2050-05-15 1.25 1253442.67 1073673.86 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 2048-11-15 3.375 5340164.00 7045628.04 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 2044-02-15 3.625 3462191.33 4548187.56 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 2042-11-15 2.75 57.67 65.71 U.S. Treasuries (including strips) USTR 3 BOND 42 2042-05-15 3 807.33 955.39 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 42 2042-02-15 .75 1573055.81 1979331.61 U.S. Treasuries (including strips) USTR 3 1/8 BOND 42 2042-02-15 3.125 3719.50 4507.45 U.S. Treasuries (including strips) USTR 1 3/4 TRIB 28 2028-01-15 1.75 169483.45 205721.29 U.S. Treasuries (including strips) USTR 3 3/8 TRIB 32 2032-04-15 3.375 44.55 66.01 U.S. Treasuries (including strips) USTR 3 5/8 TRIB 28 2028-04-15 3.625 2183485.47 2933691.87 U.S. Treasuries (including strips) USTR 6 BOND 26 2026-02-15 6 57.67 70.36 U.S. Treasuries (including strips) USTR BILL 12/15/21 2021-12-15 0 4977238.83 4977069.61 U.S. Treasuries (including strips) USTR BILL 12/14/21 2021-12-14 0 6134291.67 6134107.64 U.S. Treasuries (including strips) USTR BILL 05/05/22 2022-05-05 0 28.83 28.82 U.S. Treasuries (including strips) USTR BILL 01/20/22 2022-01-20 0 288.33 288.31 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 2046-05-15 2.5 576.67 640.67 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AJ 24 2024-01-15 .125 28.83 28.57 U.S. Treasuries (including strips) USTR 1 3/4 NOTE AH 24 2024-12-31 1.75 3088050.00 3195686.50 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 2050-11-15 1.625 86.50 81.29 U.S. Treasuries (including strips) USTR 2 3/8 NOTE K 26 2026-04-30 2.375 57.67 60.89 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AG 26 2026-11-30 1.25 4707099.33 4721455.99 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 2040-11-15 1.375 1153016.17 1048102.94 U.S. Treasuries (including strips) USTR 0 5/8 TRIB 43 2043-02-15 .625 343952.83 425079.01 U.S. Treasuries (including strips) USTR 2 3/8 NOTE V 24 2024-02-29 2.375 3748304.50 3918280.00 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 2027-06-30 .5 6919567.50 6650388.05 U.S. Treasuries (including strips) USTR 1 TRIB 49 2049-02-15 1 1911596.24 2700962.39 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2021-12-01 2021-12-01 2021-12-01 N N N .0006 173000000.00 173000000.00 .0156 N Y Y N HSBC Securities (USA), Inc. HSBC Securities (USA), Inc., REPO, 0.055%, 12/1/2021 643996002 CYYGQCGNHMHPSMRL3R97 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TVDB 7.125 TVPR 30 G 2030-05-01 0 6099000.00 5285454.39 Agency Debentures and Agency Strips REFC RFIN 10/15/27 2027-10-15 0 1266000.00 1164508.58 Agency Debentures and Agency Strips REFC RFIN 04/15/26 2026-04-15 0 106000.00 100732.86 Agency Debentures and Agency Strips REFC RFIN 07/15/29 2029-07-15 0 87000.00 76863.72 Agency Debentures and Agency Strips REFC RFIN 01/15/29 2029-01-15 0 112000.00 99913.52 Agency Debentures and Agency Strips REFC RFIN 07/15/28 2028-07-15 0 813000.00 731601.63 Agency Debentures and Agency Strips REFC RFIN 07/15/26 2026-07-15 0 69000.00 65220.80 Agency Debentures and Agency Strips REFC RFIN 01/15/26 2026-01-15 0 79000.00 75441.37 Agency Debentures and Agency Strips REFC RFIN 07/15/25 2025-07-15 0 134000.00 129076.04 Agency Debentures and Agency Strips REFC RFIN 01/15/25 2025-01-15 0 10000.00 9721.17 Agency Debentures and Agency Strips REFC RFIN 01/15/24 2024-01-15 0 1353000.00 1336259.33 Agency Debentures and Agency Strips REFC 8.625 RFBD 30 A 2030-01-15 8.625 935000.00 1482487.15 Agency Debentures and Agency Strips REFC RFIN 04/15/22 2022-04-15 0 113000.00 112959.77 Agency Debentures and Agency Strips GNMA GNMI SF 617128 X 2042-02-15 4 446126.53 495174.67 Agency Mortgage-Backed Securities GNMA GNII SF MA5595 M 2048-11-20 4 15489538.99 16462936.04 Agency Mortgage-Backed Securities FNMA MNMS 04.690 MLBL1470 2049-02-01 4.69 669291.39 697656.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8037 2050-01-01 2.5 87664.50 90072.99 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7974 2032-09-01 3.5 155244.18 165274.42 Agency Mortgage-Backed Securities FMAC FMAR 1B2139 G 2035-03-01 2.282 57987.00 61342.26 Agency Mortgage-Backed Securities GNMA GNMI SF BB3517 X 2047-09-15 4.5 692565.46 791756.77 Agency Mortgage-Backed Securities GNMA GNMI SF BB3468 X 2047-08-15 4 354706.44 383236.97 Agency Mortgage-Backed Securities USTR 1 1/8 NOTE P 28 2028-08-31 1.125 365000.00 360314.51 U.S. Treasuries (including strips) USTR TRFR BA 04/30/23 2023-04-30 .084 15000.00 15002.23 U.S. Treasuries (including strips) USTR TRFR AW 01/31/23 2023-01-31 .099 13268000.00 13273212.18 U.S. Treasuries (including strips) USTR BILL 01/25/22 2022-01-25 0 6999300.00 6998824.05 U.S. Treasuries (including strips) USTR BILL 05/26/22 2022-05-26 0 88000.00 87957.32 U.S. Treasuries (including strips) USTR BILL 12/14/21 2021-12-14 0 100000.00 99996.70 U.S. Treasuries (including strips) USTR BILL 12/07/21 2021-12-07 0 347600.00 347598.26 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-2 FITCH F1+ 2021-12-01 2021-12-01 2021-12-01 N N N .0006 50000000.00 50000000.00 .0045 N Y Y N Fixed Income Clearing Corporation ("FICC") - BNYM Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 0.055%, 12/1/2021 857449004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 1 1/2 NOTE S 28 2028-11-30 1.5 212219400.00 213246541.90 U.S. Treasuries (including strips) USTR 0 1/2 NOTE R 27 2027-10-31 .5 311047900.00 296753496.13 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1+ MOODYS P-1 FITCH F1+ 2021-12-01 2021-12-01 2021-12-01 N N N .0006 500000000.00 500000000.00 .0452 N Y Y N United States Treasury United States Treasury Bills, 0.110%, 12/2/2021 9127965G0 254900HROIFWPRGM1V77 US9127965G05 U.S. Treasury Debt Y 2021-12-02 2021-12-02 2021-12-02 N N N .0000 65000000.00 65000000.00 .0059 N Y Y N United States Treasury United States Treasury Bills, 0.055%, 1/27/2022 912796C31 254900HROIFWPRGM1V77 US912796C318 U.S. Treasury Debt Y 2022-01-27 2022-01-27 2022-01-27 N N N .0004 44696871.00 44696871.00 .0040 N Y Y N United States Treasury United States Treasury Bills, 0.060%, 4/21/2022 912796G45 254900HROIFWPRGM1V77 US912796G459 U.S. Treasury Debt Y 2022-04-21 2022-04-21 2022-04-21 N N N .0007 74979000.00 74979000.00 .0068 N Y Y N United States Treasury United States Treasury Bills, 0.040%, 12/9/2021 912796J59 254900HROIFWPRGM1V77 US912796J594 U.S. Treasury Debt Y 2021-12-09 2021-12-09 2021-12-09 N N N .0005 49999500.00 49999500.00 .0045 N Y Y N United States Treasury United States Treasury Bills, 0.075%, 7/14/2022 912796K57 254900HROIFWPRGM1V77 US912796K576 U.S. Treasury Debt Y 2022-07-14 2022-07-14 2022-07-14 N N N .0011 77946180.00 77946180.00 .0070 N Y Y N United States Treasury United States Treasury Bills, 0.073%, 7/14/2022 912796K57 254900HROIFWPRGM1V77 US912796K576 U.S. Treasury Debt Y 2022-07-14 2022-07-14 2022-07-14 N N N .0011 36974470.00 36974470.00 .0033 N Y Y N United States Treasury United States Treasury Bills, 0.055%, 2/3/2022 912796K99 254900HROIFWPRGM1V77 US912796K998 U.S. Treasury Debt Y 2022-02-03 2022-02-03 2022-02-03 N N N .0005 74994000.00 74994000.00 .0068 N Y Y N United States Treasury United States Treasury Bills, 0.080%, 8/11/2022 912796L64 254900HROIFWPRGM1V77 US912796L640 U.S. Treasury Debt Y 2022-08-11 2022-08-11 2022-08-11 N N N .0013 199818000.00 199818000.00 .0181 N Y Y N United States Treasury United States Treasury Bills, 0.075%, 9/8/2022 912796M71 254900HROIFWPRGM1V77 US912796M713 U.S. Treasury Debt Y 2022-09-08 2022-09-08 2022-09-08 N N N .0017 49934500.00 49934500.00 .0045 N Y Y N United States Treasury United States Treasury Bills, 0.160%, 11/3/2022 912796N96 254900HROIFWPRGM1V77 US912796N968 U.S. Treasury Debt Y 2022-11-03 2022-11-03 2022-11-03 N N N .0021 75351265.00 75351265.00 .0068 N Y Y N United States Treasury United States Treasury Bills, 0.060%, 4/28/2022 912796P37 254900HROIFWPRGM1V77 US912796P377 U.S. Treasury Debt Y 2022-04-28 2022-04-28 2022-04-28 N N N .0008 44985150.00 44985150.00 .0041 N Y Y N United States Treasury United States Treasury Bills, 0.065%, 5/5/2022 912796P45 254900HROIFWPRGM1V77 US912796P450 U.S. Treasury Debt Y 2022-05-05 2022-05-05 2022-05-05 N N N .0009 27989360.00 27989360.00 .0025 N Y Y N United States Treasury United States Treasury Bills, 0.110%, 12/7/2021 912796P52 254900HROIFWPRGM1V77 US912796P526 U.S. Treasury Debt Y 2021-12-07 2021-12-07 2021-12-07 N N N .0000 170000000.00 170000000.00 .0154 N Y Y N United States Treasury United States Treasury Bills, 0.240%, 12/1/2022 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y 2022-12-01 2022-12-01 2022-12-01 N N N .0024 55864104.80 55864104.80 .0050 N Y Y N United States Treasury United States Treasury Bills, 0.065%, 5/12/2022 912796Q28 254900HROIFWPRGM1V77 US912796Q284 U.S. Treasury Debt Y 2022-05-12 2022-05-12 2022-05-12 N N N .0009 174931750.00 174931750.00 .0158 N Y Y N United States Treasury United States Treasury Bills, 0.055%, 2/22/2022 912796R92 254900HROIFWPRGM1V77 US912796R928 U.S. Treasury Debt Y 2022-02-22 2022-02-22 2022-02-22 N N N .0005 59992800.00 59992800.00 .0054 N Y Y N United States Treasury United States Treasury Bills, 0.055%, 3/1/2022 912796S26 254900HROIFWPRGM1V77 US912796S264 U.S. Treasury Debt Y 2022-03-01 2022-03-01 2022-03-01 N N N .0005 129983100.00 129983100.00 .0117 N Y Y N United States Treasury United States Treasury Bills, 0.070%, 3/29/2022 912796T25 254900HROIFWPRGM1V77 US912796T254 U.S. Treasury Debt Y 2022-03-29 2022-03-29 2022-03-29 N N N .0007 49988000.00 49988000.00 .0045 N Y Y N United States Treasury United States Treasury Notes, 1.625%, 8/31/2022 9128282S8 254900HROIFWPRGM1V77 US9128282S88 U.S. Treasury Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N .0015 75826500.00 75826500.00 .0068 N Y Y N United States Treasury United States Treasury Notes, 2.000%, 10/31/2022 9128283C2 254900HROIFWPRGM1V77 US9128283C28 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N .0023 40646800.00 40646800.00 .0037 N Y Y N United States Treasury United States Treasury Notes, 1.875%, 8/31/2022 912828L24 254900HROIFWPRGM1V77 US912828L245 U.S. Treasury Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N .0015 91160100.00 91160100.00 .0082 N Y Y N United States Treasury United States Treasury Notes, 1.875%, 10/31/2022 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N .0024 16238720.00 16238720.00 .0015 N Y Y N United States Treasury United States Treasury Notes, 1.750%, 5/15/2022 912828SV3 254900HROIFWPRGM1V77 US912828SV33 U.S. Treasury Debt Y 2022-05-15 2022-05-15 2022-05-15 N N N .0010 15868125.00 15868125.00 .0014 N Y Y N United States Treasury United States Treasury Notes, 1.625%, 8/15/2022 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y 2022-08-15 2022-08-15 2022-08-15 N N N .0014 13742392.00 13742392.00 .0012 N Y Y N United States Treasury United States Treasury Notes, 1.625%, 11/15/2022 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y 2022-11-15 2022-11-15 2022-11-15 N N N .0024 15198000.00 15198000.00 .0014 N Y Y N United States Treasury United States Treasury Notes, 2.000%, 12/31/2021 912828U81 254900HROIFWPRGM1V77 US912828U816 U.S. Treasury Debt Y 2021-12-31 2021-12-31 2021-12-31 N N N .0013 20030400.00 20030400.00 .0018 N Y Y N United States Treasury United States Treasury Notes, 1.875%, 5/31/2022 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N .0011 20175800.00 20175800.00 .0018 N Y Y N United States Treasury United States Treasury Notes, 1.500%, 9/15/2022 912828YF1 254900HROIFWPRGM1V77 US912828YF19 U.S. Treasury Debt Y 2022-09-15 2022-09-15 2022-09-15 N N N .0015 30318900.00 30318900.00 .0027 N Y Y N United States Treasury United States Treasury Notes, 0.204%, 1/31/2022 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y 2021-12-07 2022-01-31 2022-01-31 N N N .0004 11502990.00 11502990.00 .0010 N Y Y N United States Treasury United States Treasury Notes, 0.125%, 5/31/2022 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N .0011 37002960.00 37002960.00 .0033 N Y Y N United States Treasury United States Treasury Notes, 0.105%, 7/31/2022 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y 2021-12-07 2022-07-31 2022-07-31 N N N .0006 75520385.00 75520385.00 .0068 N Y Y N United States Treasury United States Treasury Notes, 0.125%, 9/30/2022 91282CAN1 254900HROIFWPRGM1V77 US91282CAN11 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N .0019 14991750.00 14991750.00 .0014 N Y Y N United States Treasury United States Treasury Notes, 0.125%, 10/31/2022 91282CAR2 254900HROIFWPRGM1V77 US91282CAR25 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N .0021 113906520.00 113906520.00 .0103 N Y Y N United States Treasury United States Treasury Notes, 0.125%, 11/30/2022 91282CAX9 254900HROIFWPRGM1V77 US91282CAX92 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N .0023 84907350.00 84907350.00 .0077 N Y Y N United States Treasury United States Treasury Notes, 0.099%, 1/31/2023 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y 2021-12-07 2023-01-31 2023-01-31 N N N .0008 165183030.00 165183030.00 .0149 N Y Y N United States Treasury United States Treasury Notes, 0.084%, 4/30/2023 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y 2021-12-07 2023-04-30 2023-04-30 N N N .0008 117762355.20 117762355.20 .0106 N Y Y N United States Treasury United States Treasury Notes, 0.079%, 7/31/2023 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y 2021-12-07 2023-07-31 2023-07-31 N N N .0008 156984300.00 156984300.00 .0142 N Y Y N United States Treasury United States Treasury Notes, 0.085%, 10/31/2023 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y 2021-12-07 2023-10-31 2023-10-31 N N N .0009 80991900.00 80991900.00 .0073 N Y Y N BMO Harris Bank, N.A. BMO Harris Bank, N.A., REPO, 0.055%, 12/1/2021 932CQA007 3Y4U8VZURTYWI1W2K376 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNRM CL004LA R16F004 2036-02-25 2.25 3111684.96 3186040.23 Agency Collateralized Mortgage Obligation FNMA FNRM RC088GA R14F088 2036-02-25 1.75 16396593.75 16439351.51 Agency Collateralized Mortgage Obligation FNMA FNRM CL012NA R15F012 2030-03-25 2 3807150.12 3869020.54 Agency Collateralized Mortgage Obligation FNMA FNRM CL043MA R13F043 2033-05-25 2.5 4208830.57 4348672.70 Agency Collateralized Mortgage Obligation FNMA FNRM RC088ED R14F088 2036-02-25 1.75 16396593.75 16439351.51 Agency Collateralized Mortgage Obligation FMAC 02.000 FGPC G15898 G 2031-08-01 2 20746416.60 21356010.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1059 2032-05-01 3.5 21392584.74 22662436.69 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HXAN6578 2024-09-01 2.48 22500000.00 23305112.50 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN3844 2026-12-01 2.57 40964225.51 43102856.21 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ DOMINION BOND R-1 M 2021-12-01 2021-12-01 2021-12-01 N N N .0006 150000000.00 150000000.00 .0136 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 0.050%, 12/1/2021 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR BILL 03/29/22 2022-03-29 0 93862800.00 93840179.07 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2021-12-01 2021-12-01 2021-12-01 N N N .0005 92000000.00 92000000.00 .0083 N Y Y N BNP Paribas SA BNP Paribas SA, REPO, 0.050%, 12/1/2021 963FTR002 R0MUWSFPU8MPRO8K5P83 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2 1/8 TRIB 40 2040-02-15 2.125 280051.02 428376.87 U.S. Treasuries (including strips) USTR BILL 11/03/22 2022-11-03 0 509094.44 508162.80 U.S. Treasuries (including strips) USTR BILL 03/03/22 2022-03-03 0 41.22 41.21 U.S. Treasuries (including strips) USTR BILL 02/17/22 2022-02-17 0 56813868.22 56807334.63 U.S. Treasuries (including strips) USTR BILL 01/20/22 2022-01-20 0 2974430.67 2974210.56 U.S. Treasuries (including strips) USTR BILL 12/02/21 2021-12-02 0 104374.67 104374.46 U.S. Treasuries (including strips) USTR 0 1/8 NOTE BG 22 2022-09-30 .125 6660521.78 6659259.46 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 2030-05-15 .625 46746.00 43597.14 U.S. Treasuries (including strips) USTR 2 NOTE F 26 2026-11-15 2 55809200.22 58074982.83 U.S. Treasuries (including strips) USTR 1 1/4 NOTE N 23 2023-07-31 1.25 386211.00 393206.45 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 26 2026-07-15 .125 3350505.73 3667345.46 U.S. Treasuries (including strips) USTR 2 7/8 NOTE S 25 2025-11-30 2.875 20611358.44 22085359.13 U.S. Treasuries (including strips) USTR 0 1/2 TRIN A 28 2028-01-15 .5 45.83 51.65 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 2028-07-15 .75 13048589.77 15045904.79 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 2040-05-15 4.375 14.02 19.63 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 2049-05-15 2.875 3487771.00 4235211.83 U.S. Treasuries (including strips) USTR BILL 01/27/22 2022-01-27 0 2555118.22 2554895.93 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 2050-08-15 1.375 3082309.22 2734865.04 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 2043-11-15 3.75 8161876.33 10813375.05 U.S. Treasuries (including strips) USTR 1 1/2 NOTE AQ 22 2022-08-15 1.5 2051011.67 2079605.67 U.S. Treasuries (including strips) USTR BILL 12/30/21 2021-12-30 0 41.22 41.22 U.S. Treasuries (including strips) USTR TRFR BA 04/30/22 2022-04-30 .164 41.22 41.25 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 DOMINION BOND R-1 M 2021-12-01 2021-12-01 2021-12-01 N N N .0005 185500000.00 185500000.00 .0168 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 0.050%, 12/1/2021 983JVMII0 549300HN4UKV1E2R3U73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRA 2018-5O FK 2068-08-20 .3524 62162.96 61232.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-36 GB 2047-03-20 3 141919.20 145479.33 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-123 LM 2046-09-20 3 34220.43 36458.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-111 PE 2039-10-20 2.5 1121.19 1125.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-20O FM 2062-12-20 .4753 2558.14 2561.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-9O HA 2065-03-20 1.75 71.37 72.08 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-1O FE 2068-01-20 .4844 361593.87 356548.03 Agency Collateralized Mortgage Obligation GNMA GNRA 2011-H23 HA 2061-12-20 3 1077.11 1118.21 Agency Collateralized Mortgage Obligation FMAC FHLMC STARC REMIC TR 2041-09-25 .8997 39353.50 39357.43 Agency Collateralized Mortgage Obligation 048XLFHLMCT SLSTT SERIES 2 2028-11-25 3.5 508736.57 528864.96 Agency Collateralized Mortgage Obligation FNMA FNMA REMIC TRUST 2004 2044-06-25 7.5 1282.00 1431.10 Agency Collateralized Mortgage Obligation FNMA FNMA REMIC TRUST 2003 2042-10-25 5.9491 2538.86 2832.91 Agency Collateralized Mortgage Obligation FMAC FERM 05175D 12/25/51 2051-12-25 2.5 10796717.29 10969441.97 Agency Collateralized Mortgage Obligation FMAC FERM 5163AY 11/25/51 2051-11-25 2.5 595606.61 579011.16 Agency Collateralized Mortgage Obligation FMAC FERM 4960PB 10/25/49 2049-10-25 1.5 754333.42 757824.73 Agency Collateralized Mortgage Obligation FMAC FERM 4949EY 02/25/40 2040-02-25 3 1711021.58 1792414.31 Agency Collateralized Mortgage Obligation FMAC FGRM 4872AB 08/15/47 2047-08-15 4 25288.23 25853.38 Agency Collateralized Mortgage Obligation FMAC FGRA 4867FA 03/15/49 2049-03-15 .4893 6080620.54 6136403.27 Agency Collateralized Mortgage Obligation FMAC FTRA 4615AF 10/15/38 2038-10-15 .4324 1022717.34 1020005.40 Agency Collateralized Mortgage Obligation FMAC FGRA 4248FL 05/15/41 2041-05-15 .5393 27807.80 28104.72 Agency Collateralized Mortgage Obligation FMAC FGRM 3960PL 11/15/41 2041-11-15 4 102661.29 112427.38 Agency Collateralized Mortgage Obligation FMAC FGRM 3945BJ 03/15/26 2026-03-15 2 1499.15 1505.09 Agency Collateralized Mortgage Obligation FMAC FGRM 3775BC 11/15/25 2025-11-15 3.5 35503.70 37051.81 Agency Collateralized Mortgage Obligation FMAC FHLMC REMIC SERIES T- 2029-10-25 .452 66.38 66.16 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-15O FC 2071-09-20 1.4477 19824336.48 21136829.09 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-205 LA 2051-11-20 1.5 21451933.09 21751859.72 Agency Collateralized Mortgage Obligation FNMA FNRM CL101NB R11F101 2041-10-25 4 40432.48 43526.26 Agency Collateralized Mortgage Obligation FNMA FNRM CL046BA R12F046 2042-05-25 6 20635.62 23565.86 Agency Collateralized Mortgage Obligation FMAC FGRM 3497CB 09/15/24 2024-09-15 4.5 343.99 355.99 Agency Collateralized Mortgage Obligation FNMA FNRM CL130CV R13F130 2032-12-25 4 154334.15 170259.46 Agency Collateralized Mortgage Obligation FNMA FNRM CL105N R17F105 2048-01-25 3 17302.92 18009.39 Agency Collateralized Mortgage Obligation FNMA FNRM CL094KD R18F094 2048-12-25 3.5 13599.09 14149.40 Agency Collateralized Mortgage Obligation FNMA FNRM CL001AC R20F001 2058-08-25 3.5 1082580.28 1144920.06 Agency Collateralized Mortgage Obligation GNMA GNRA 2011-H08 FA 2061-02-20 .6753 7831.50 7866.21 Agency Collateralized Mortgage Obligation FNMA FNRA RC085EA R21F085 2051-12-25 1.656 22409737.99 22307146.21 Agency Collateralized Mortgage Obligation FMAC FGRM 3945AH 03/15/26 2026-03-15 2 2489.86 2501.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-6O BF 2067-08-20 .4445 59920.53 59238.43 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-074 AC 2038-08-20 5.5 486953.26 551431.01 Agency Collateralized Mortgage Obligation FMAC FGRM 4068EP 06/15/42 2042-06-15 3.5 427755.40 451842.49 Agency Collateralized Mortgage Obligation GNMA GNRA 2010-H03 FA 2060-03-20 .6378 9123.60 9156.50 Agency Collateralized Mortgage Obligation FMAC FGRA 4606FB 08/15/46 2046-08-15 .5893 46904.79 47423.96 Agency Collateralized Mortgage Obligation FMAC FGRM 4870JY 04/15/49 2049-04-15 4 25033.96 28026.57 Agency Collateralized Mortgage Obligation FMAC FERM 4932WY 10/25/39 2039-10-25 3 441366.22 461253.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-187 KW 2039-11-20 7.5112 1066796.93 1221122.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-6O FE 2069-10-20 .6753 516872.69 524213.61 Agency Collateralized Mortgage Obligation FMAC FERM 5175AG 12/25/49 2049-12-25 2 5133064.75 5172610.45 Agency Collateralized Mortgage Obligation FMAC FERM 05175E 06/25/49 2049-06-25 2.5 2291913.41 2340639.23 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-4O FK 2068-03-20 .3511 67687.04 66155.05 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-001 L 2050-01-20 3.5 354033.29 383072.32 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-069 BY 2051-04-20 3 9752.82 10327.80 Agency Collateralized Mortgage Obligation FMAC FGRM 3729PA 05/15/38 2038-05-15 2 42.77 42.83 Agency Collateralized Mortgage Obligation FNMA FNRA RC085PT R21F085 2056-12-25 2.203 16877911.45 17035561.93 Agency Collateralized Mortgage Obligation FNMA FNRM CL020PY R21F020 2051-04-25 1.5 26520.83 21387.07 Agency Collateralized Mortgage Obligation FNMA FNRA CL069FA R19F069 2049-12-25 .592 301616.92 303989.81 Agency Collateralized Mortgage Obligation FNMA FNRM CL043BY R18F043 2048-06-25 4 36786.96 41430.66 Agency Collateralized Mortgage Obligation FNMA FNRM CL005CA R18F005 2048-02-25 3 5008.03 5226.61 Agency Collateralized Mortgage Obligation FNMA FNRA CL067AF R16F067 2046-09-25 .492 983580.96 989734.57 Agency Collateralized Mortgage Obligation FNMA FNRM CL018TD R15F018 2033-02-25 3 4254.13 4293.34 Agency Collateralized Mortgage Obligation FNMA FNRM RC052NY R12F052 2042-05-25 3.5 34920.34 36208.53 Agency Collateralized Mortgage Obligation FNMA FNRM CL096BE R11F096 2041-10-25 3.5 171102.16 179405.82 Agency Collateralized Mortgage Obligation GNMA VARA 2000-01 1A 2030-01-15 5.9862 21693.14 23410.94 Agency Mortgage-Backed Securities GNMA GNRM 2021-205 GA 2051-11-20 2 6587433.09 6745380.71 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-15O FN 2071-09-20 1.3477 34355338.24 36566288.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-15O FL 2071-08-20 1.0477 25092917.19 25935588.03 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-15O FA 2071-09-20 1.4477 3129198.16 3342603.62 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-044 JY 2051-03-20 1.75 403988.45 361300.49 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-189 D 2043-07-20 2.75 129366.09 129882.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-89 PT 2048-08-20 3.5 34733.74 37992.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-09O NF 2070-04-20 1.3411 64348.05 66234.58 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-09O BF 2070-05-20 .9411 549348.56 559633.15 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-20O DF 2069-12-20 .8753 513642.10 521575.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2011-027 CB 2045-07-16 3.4373 7845.62 7989.10 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2031-10-25 2.243 1368817.27 1422770.38 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2031-10-25 1.777 1069388.49 1068305.70 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2027-02-25 2.952 18164.30 19132.22 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2024-07-25 .4775 9348.18 9334.58 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2022-09-25 2.838 7534.36 7633.55 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2019-KL0 2029-06-25 4.0903 10084076.80 9017937.80 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA6237 2051-11-01 2 4794499.94 4816569.56 Agency Mortgage-Backed Securities FNMA MNRM CL02S2A1 R21M02 2036-10-25 1.942 248098.13 251815.48 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2024-04-25 .4575 11999.66 12010.70 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES Q- 2035-09-25 1.518 175379.35 166658.23 Agency Mortgage-Backed Securities GNMA GNRM 2018-130 A 2059-05-16 3.25 879.80 895.88 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2019-KC0 2029-10-25 3.7366 7863341.89 7025353.87 Agency Mortgage-Backed Securities FNMA MNRM CL023A3 R20M023 2035-03-25 1.74 630511.45 610633.74 Agency Mortgage-Backed Securities FNMA MNRM CL012A2 R19M012 2029-06-25 2.885 23098.79 25054.47 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLRA4486 2051-01-01 2 10880282.72 10893351.15 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA2729 2050-06-01 2.5 5911813.61 6086217.36 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLRA2019 2050-01-01 3.5 10357826.77 11082723.88 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CTQK1216 2041-11-01 1.5 8725245.06 8620710.80 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD2146 2051-12-01 2 8179913.56 8195758.96 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC6917 2051-09-01 2.5 8258615.30 8485511.58 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC7181 2051-09-01 2.5 5662499.28 5835035.00 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC3948 2051-07-01 2.5 7632603.84 7842301.15 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB9325 2051-03-01 2 6889177.47 6914743.98 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G61591 G 2048-08-01 4.5 6364693.10 6998788.38 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8132 2036-12-01 2 10250552.53 10517180.79 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CISB8031 2035-02-01 2.5 8797810.87 9127138.35 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA5906 2051-09-01 2.5 5757818.60 5952167.37 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CLSD8181 2051-12-01 1.5 6978458.84 6747578.86 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQD0564 2051-11-01 2 9103108.09 9114051.04 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZN6141 2049-05-01 4 8365661.69 9134635.17 Agency Mortgage-Backed Securities FMAC FEPC 01.000 CISB8130 2036-12-01 1 6210192.87 6075273.67 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC9154 2051-10-01 3 9783526.59 10375632.14 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2021-12-01 2021-12-01 2021-12-01 N N N .0005 356748000.00 356748000.00 .0322 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 0.050%, 12/1/2021 983JVMII0 549300HN4UKV1E2R3U73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 0 7/8 NOTE F 30 2030-11-15 .875 161157600.00 153000216.31 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2021-12-01 2021-12-01 2021-12-01 N N N .0005 150000000.00 150000000.00 .0136 N Y Y N BofA Securities, Inc. BofA Securities, Inc., REPO, 0.050%, 12/1/2021 983JVMII0 549300HN4UKV1E2R3U73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 0 3/4 NOTE W 26 2026-03-31 .75 93079400.00 91731318.78 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 2030-11-15 .875 64535600.00 61268973.72 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1+ 2021-12-01 2021-12-01 2021-12-01 N N N .0005 150000000.00 150000000.00 .0136 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 0.070%, 12/7/2021 99CBF2906 MBNUM2BPBDO7JBLYG310 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 0 1/2 NOTE W 25 2025-03-31 .5 89342100.00 88191991.29 U.S. Treasuries (including strips) USTR 1 3/8 NOTE U 25 2025-01-31 1.375 998700.00 1018862.18 U.S. Treasuries (including strips) USTR 2 1/2 NOTE G 25 2025-01-31 2.5 48998700.00 51906529.98 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 25 2025-01-15 2.375 17314.38 20079.63 U.S. Treasuries (including strips) USTR 7 5/8 BOND 25 2025-02-15 7.625 3248400.00 4018642.79 U.S. Treasuries (including strips) USTR 2 NOTE B 25 2025-02-15 2 66530900.00 69251695.62 U.S. Treasuries (including strips) USTR 0 1/4 TRIN A 25 2025-01-15 .25 347.38 375.55 U.S. Treasuries (including strips) USTR 1 1/8 NOTE V 25 2025-02-28 1.125 2272300.00 2294791.31 U.S. Treasuries (including strips) USTR 2 3/4 NOTE H 25 2025-02-28 2.75 26036100.00 27771796.17 U.S. Treasuries (including strips) FMAC FHLMC REMIC SERIES K- 2029-09-25 2.595 937998.00 995018.35 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-12-25 3.771 1414000.00 1605281.32 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2022-03-25 2.272 5060961.90 5081156.28 Agency Mortgage-Backed Securities FMAC FGRA 0M030A 08/15/40 2040-08-15 1.0364 175529565.51 177965716.06 Agency Mortgage-Backed Securities FMAC FGRM 0M032A 09/01/41 2041-09-01 3.874 75946665.60 82482614.55 Agency Mortgage-Backed Securities Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2021-12-07 2021-12-07 2021-12-07 Y Citigroup Global Markets, Inc. 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 N N .0007 500000000.00 500000000.00 .0452 N N Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., REPO, 0.060%, 12/27/2021 99CBF2906 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 1 1/8 NOTE P 28 2028-08-31 1.125 4965700.00 4886239.06 U.S. Treasuries (including strips) USTR 1 NOTE N 28 2028-07-31 1 100.00 97.73 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 2031-05-15 1.625 18500.00 18723.54 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 2028-08-15 5.5 75200.00 96145.29 U.S. Treasuries (including strips) USTR 1 1/4 NOTE Q 28 2028-09-30 1.25 252303000.00 249999922.76 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 2028-08-15 2.875 1700.00 1875.51 U.S. Treasuries (including strips) Y STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 2021-12-07 2021-12-07 2021-12-27 Y Citigroup Global Markets, Inc. 1.0000 7 N STANDARD AND POORS A-1 MOODYS P-1 FITCH F1 N N .0006 250000000.00 250000000.00 .0226 N N Y N FEDERATED HERMES MM OBLIG TR 2021-12-07 Stephen Van Meter Stephen Van Meter Chief Compliance Officer