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