N-MFP2
0000856517
XXXXXXXX
2021-11-30
0000856517
S000009536
10
N
N
033-31602
FEDERATED INVESTMENT MGMT CO
801-34612
KPMG
BOSTON
MA
FEDERATED ADMINISTRATIVE SERVICES
STATE STREET BANK AND TRUST CO
0000839287
085-05003
N
N
N
Exempt Government
Government/Agency
N
38
96
108514124791.13
104845437905.43
105204351715.01
110581899161.61
116864124774.87
114180437887.02
115036351269.25
120055896881.61
.8116
.8030
.8015
.8108
.8741
.8745
.8764
.8802
3205552005.74
135276192769.60
135279736050.41
28694275.07
688427099.91
137825555231.31
137825438979.28
1.0000
.0007
1.0000
1.0000
1.0000
1.0000
C000026059
500000.00
3831541284.77
3831538052.97
1.0000
1.0000
1.0000
1.0000
239636297.24
210839972.61
128041951.22
165374244.54
333180684.33
157036975.90
144008483.21
154005027.95
931377792.63
767539239.16
.0003
Y
Adviser:
Adv Fees - Vol (1-yr limit) 397,268
Adv Fees - Min Yld 219,697
Other Fees - Min Yld 125,284
Unaff Party:
Serv Fees - Min Yld 462,678
C000026060
500000.00
35535482435.89
35535452462.69
1.0000
1.0000
1.0000
1.0000
5004234391.78
4677943439.25
2720462757.21
3741025845.37
5481254077.22
4440551251.16
6332570273.66
4124466255.21
22447032032.74
20432777378.57
.0003
Y
Adviser:
Adv Fees - Vol (1-yr limit) 3,597,386
Adv Fees - Min Yld 1,986,936
TA Fees - Min Yld 40
Other Fees - Min Yld 1,132,948
Federated Aff:
Serv Fees - Min Yld 4,244
Unaff Party:
Serv Fees - Min Yld 1,377,017
C000026061
500000.00
11280339899.56
11280330384.91
1.0000
1.0000
1.0000
1.0000
557589346.40
380834137.90
288117077.59
336780080.91
602901893.42
869051457.71
356317565.66
189009733.88
1935988496.33
2024659874.10
.0003
Y
Adviser:
Adv Fees - Vol (1-yr limit) 1,203,149
Adv Fees - Min Yld 665,410
Other Fees - Min Yld 379,506
Unaff Party:
Serv Fees - Min Yld 2,335,405
TA Fees - Min Yld 83,305
C000026062
500000.00
2694899692.51
2694897419.44
1.0000
1.0000
1.0000
1.0000
22578028.31
97645545.69
96626239.16
35690383.02
70334446.86
60320563.46
93704029.89
90249499.68
324514275.85
320223886.88
.0003
Y
Adviser:
Adv Fees - Vol (1-yr limit) 283,299
Adv Fees - Min Yld 156,676
Other Fees - Min Yld 89,347
Federated Aff:
Distr Fees - Min Yld 549,905
Unaff Party:
Serv Fees - Min Yld 549,905
TA Fees - Min Yld 93,769
C000151096
5000000.00
72422796831.50
72422735744.88
1.0000
1.0000
1.0000
1.0000
10920988912.09
9746496556.47
7408602566.48
9199684113.80
10382762918.78
11147024050.10
10002404657.48
7494946415.54
44543086720.43
40860565827.41
.0003
Y
Adviser:
Adv Fees - Vol (1-yr limit) 7,336,783
Adv Fees - Min Yld 4,057,750
TA Fees - Vol 81
Other Fees - Min Yld 2,313,914
C000157038
25000.00
618707084.45
618706562.59
1.0000
1.0000
1.0000
1.0000
12623906.63
3349558.72
5932962.58
6478026.92
19376161.01
6690071.53
11236341.15
3247590.47
50202327.34
28254434.41
.0003
Y
Adviser:
Adv Fees - Vol (1-yr limit) 64,992
Adv Fees - Min Yld 35,943
Other Fees - Min Yld 20,496
Federated Aff:
Distr Fees - Min Yld 176,617
Unaff Party:
Serv Fees - Min Yld 126,155
TA Fees - Min Yld 43,466
C000157039
10000.00
344376481.05
344376190.58
1.0000
1.0000
1.0000
1.0000
21312359.37
154806997.71
16343751.54
11144874.68
15946942.48
26172862.37
23061987.55
14241904.49
81514727.68
216160705.62
.0003
Y
Adviser:
Adv Fees- Vol (1-yr limit) 36,984
Adv Fees- Min Yld 20,453
TA Fees- Vol 704
TA Fees- Min Yld 28,437
Other Fees- Min Yld 11,670
Federated Aff:
Distr Fees- Vol 14,358
Distr Fees- Min Yld 157,933
Unaff Party:
Serv Fees- Min Yld 71,788
C000168188
1000000.00
10576481884.17
10576472963.20
1.0000
1.0000
1.0000
1.0000
248915110.86
244777788.68
335744487.07
317171029.96
479801772.25
170482646.57
93341101.09
257718715.23
1363552589.39
1048900426.20
.0003
Y
Adviser:
Adv Fees - Vol (1-yr limit) 1,099,852
Adv Fees - Min Yld 608,165
Other Fees - Min Yld 346,963
Unaff Party:
Serv Fees - Min Yld 170,792
C000190786
1000000.00
520792878.90
520792439.63
1.0000
1.0000
1.0000
1.0000
6099755.69
6830337.28
3634345.87
18167316.52
2695181.13
16233851.60
3023090.76
7659883.59
15677222.45
55286610.08
.0003
Y
Adviser:
Adv Fees - Vol (1-yr limit) 57,272
Adv Fees - Min Yld 31,673
Other Fees - Min Yld 18,070
C000194027
500000.00
136758.51
136758.39
1.0000
1.0000
1.0000
1.0000
1823.73
6949.92
144.87
2613.59
4270.82
8062.48
0.00
4468.05
9970.86
23669.94
.0003
Y
Adviser:
Adv Fees - Vol (1-yr limit) 15
Adv Fees - Min Yld 8
Other Fees - Min Yld 5
Federated Aff:
Distr Fees - Min Yld 29
Unaff Party:
Serv Fees - Min Yld 6
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
FNMA FNRM CL027AP R15F027
2043-06-25
3
2263235.48
2338297.19
Agency Collateralized Mortgage Obligation
GNMA GNRM 2020-001 YK
2050-01-20
2.5
7163167.65
7285764.46
Agency Collateralized Mortgage Obligation
FMAC FGRM 4616HA 05/15/44
2044-05-15
3
4734912.66
4852403.20
Agency Collateralized Mortgage Obligation
GNMA GNRM 2020-104 YN
2050-07-20
1.2
71951287.74
70656212.52
Agency Collateralized Mortgage Obligation
GNMA GNRM 2020-054 A
2063-09-16
1.3
34946269.30
34028203.63
Agency Mortgage-Backed Securities
GNMA GNRM 2020-038 AC
2061-08-16
1.75
39708768.97
39214979.40
Agency Mortgage-Backed Securities
GNMA GNRM 2020-025 AC
2062-01-16
2.7
29243189.23
29793370.59
Agency Mortgage-Backed Securities
GNMA GNRM 2021-047 KH
2060-04-16
1.25
44301764.23
42499787.51
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBAZ7318
2045-10-01
2.796
1004795.09
1048994.35
Agency Mortgage-Backed Securities
FNMA FNMS 05.500 CL725773
2034-09-01
5.5
276031.79
318343.75
Agency Mortgage-Backed Securities
FNMA FNMS 05.500 CL725423
2034-05-01
5.5
226319.67
260382.04
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX WS679716
2042-10-01
1.338
2770071.52
2855976.51
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLAP9732
2042-10-01
3.5
128874.57
140541.51
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CRAP4874
2042-09-01
3.5
147938.25
159320.24
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX WZAL0810
2044-10-01
1.288
3048016.58
3109896.06
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX HY464763
2025-03-01
5.57
815834.37
888114.81
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLQC7408
2051-09-01
2.5
134628010.21
138326765.20
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CLZT0528
2046-08-01
3.5
324665.95
349437.77
Agency Mortgage-Backed Securities
FMAC FMAR 2B7622 G
2049-09-01
3.047
3951160.70
4101765.22
Agency Mortgage-Backed Securities
FMAC FMAR 2B7404 G
2048-01-01
3.175
4812974.88
4998710.66
Agency Mortgage-Backed Securities
FMAC FMAR 2B7399 G
2047-02-01
2.757
2011021.23
2093263.79
Agency Mortgage-Backed Securities
FMAC FMAR 2B7397 G
2048-01-01
3.213
8775843.24
9122140.21
Agency Mortgage-Backed Securities
FMAC FMAR 2B8032 G
2050-11-01
2.018
1188400.26
1221098.63
Agency Mortgage-Backed Securities
FMAC FMAR 841180 G
2048-02-01
2.881
7605657.78
7920325.19
Agency Mortgage-Backed Securities
FMAC FMAR 840964 G
2049-02-01
3.226
514771.48
534586.95
Agency Mortgage-Backed Securities
GNMA GNII SF MA7589 M
2051-09-20
2.5
115756038.34
119278944.75
Agency Mortgage-Backed Securities
GNMA GNII SF MA7313 M
2051-04-20
3
6377744.97
6623968.44
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CTMA4153
2040-10-01
2.5
349717.32
360003.86
Agency Mortgage-Backed Securities
USTR 1 1/2 NOTE E 26
2026-08-15
1.5
128512.82
131071.82
U.S. Treasuries (including strips)
USTR 2 1/4 BOND 46
2046-08-15
2.25
3178538.46
3395906.37
U.S. Treasuries (including strips)
FNMA FNMS 02.500 CLCB2151
2051-11-01
2.5
17429324.56
18113266.75
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCB2092
2051-11-01
2.5
135669072.90
140740910.45
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCB1275
2051-08-01
2.5
68163581.59
70036300.25
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLCB1186
2051-07-01
2
930701.28
931819.15
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCB1004
2051-07-01
2.5
2099.69
2178.18
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLCA9307
2051-02-01
3
1203656.35
1262292.06
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCA7527
2050-10-01
2.5
549078.85
566601.54
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLCA0458
2047-09-01
3.5
578275.00
621460.25
Agency Mortgage-Backed Securities
FNMA MNAR XX.XXX HYBS3874
2031-11-01
1.94
27376327.82
27580248.01
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLBR4928
2051-04-01
2
17401.47
17422.37
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBN4548
2049-01-01
3.148
3671296.72
3820071.94
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM6654
2046-04-01
1.889
6551720.44
6791295.21
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM6084
2049-08-01
3.333
176926.38
183943.08
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM6002
2049-06-01
3.201
3903736.67
4050433.56
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM3667
2048-01-01
2.719
150827.02
157052.15
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM1535
2047-08-01
2.901
3829721.57
3958043.73
Agency Mortgage-Backed Securities
FNMA MNAR XX.XXX HYBL0086
2028-09-01
3.705
1317.44
1481.80
Agency Mortgage-Backed Securities
FNMA MNAR XX.XXX HYBL0863
2028-12-01
3.84
17320512.82
19744836.13
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBK2873
2050-08-01
2.04
10457.98
10760.22
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBK2824
2050-08-01
1.952
11414.49
11723.50
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBJ2700
2048-04-01
4
105776.08
115525.70
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBH7100
2048-01-01
4
97784.18
107413.79
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CRAP4715
2042-08-01
3.5
11100139.86
11954178.46
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CTMA4232
2041-01-01
2
738880.22
753472.44
Agency Mortgage-Backed Securities
FNMA MNAR XX.XXX HYBS3583
2031-11-01
1.79
9158953.46
9077474.91
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCA6071
2050-06-01
2.5
3715.29
3870.57
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLAS8479
2047-01-01
3
5129218.78
5404512.50
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBK3000
2050-09-01
2.144
1078252.77
1110452.74
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM6695
2049-01-01
3.178
3520286.93
3668554.57
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCB1868
2051-10-01
2.5
1049591.30
1088829.11
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLBR9940
2051-05-01
2.5
74891.11
77690.83
Agency Mortgage-Backed Securities
FNMA MNAR XX.XXX HYBL0351
2028-10-01
3.56
21882039.49
24547442.09
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 GLCA3794
2049-07-01
4
1580925.47
1705284.58
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
875000000.00
875000000.00
.0063
N
Y
Y
N
Bank of America N.A.
Bank of America N.A., REPO, 0.055%, 12/1/2021
03199U009
B4TYDEB6GKMZO031MB27
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNII SF MA5984 M
2049-06-20
3
27255775.89
28366903.02
Agency Mortgage-Backed Securities
GNMA GNII SF MA2960 M
2045-07-20
3
72066327.64
75464735.43
Agency Mortgage-Backed Securities
GNMA GNII SF MA6409 M
2050-01-20
3
158939926.17
165114212.50
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
263672000.00
263672000.00
.0019
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 0 7/8 NOTE AA 26
2026-06-30
.875
811581400.00
804608217.63
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE M 28
2028-06-30
1.25
11914080000.00
11865673222.46
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE S 27
2027-11-30
.625
12319860000.00
11818934492.40
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AQ 23
2023-08-15
.125
6031764200.00
6003067786.79
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE AQ 22
2022-08-15
1.5
146673900.00
148718741.42
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE AB 23
2023-07-31
2.75
29831100.00
31261974.00
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE C 23
2023-05-15
1.75
1056000.00
1078348.27
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE C 29
2029-05-15
2.375
3312708500.00
3534541096.34
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE P 26
2026-08-31
1.375
1240803600.00
1257552577.11
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE L 23
2023-05-31
1.625
11180201000.00
11390399959.00
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE U 23
2023-01-31
2.375
10304369800.00
10638856251.95
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE E 29
2029-08-15
1.625
495952500.00
505387928.93
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
58000000000.00
58000000000.00
.4208
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
197782294.55
197782294.55
.0014
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
679601516.83
679601516.83
.0049
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
139823141.09
139823141.09
.0010
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
333778299.37
333778299.37
.0024
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
510755962.51
510755962.51
.0037
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
575158412.50
575158412.50
.0042
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
280090182.40
280090182.40
.0020
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
290078708.90
290078708.90
.0021
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
205054798.55
205054798.55
.0015
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
247065005.46
247065005.46
.0018
N
N
N
N
Federal Home Loan Bank System
Federal Home Loan Bank System Notes, 0.050%, 2/22/2022
3130AM7L0
2549001DPIFGXC1TOL40
US3130AM7L01
U.S. Government Agency Debt
Y
2022-02-22
2022-02-22
2022-02-22
N
N
N
.0004
1000024160.00
1000024160.00
.0073
N
N
N
N
Federal Home Loan Bank System
Federal Home Loan Bank System Notes, 0.050%, 12/23/2021
3130AMZT2
2549001DPIFGXC1TOL40
US3130AMZT23
U.S. Government Agency Debt
Y
2021-12-23
2021-12-23
2021-12-23
N
N
N
.0003
235002514.50
235002514.50
.0017
N
N
N
N
Federal Home Loan Bank System
Federal Home Loan Bank System Notes, 0.050%, 1/5/2022
3130AN6G0
2549001DPIFGXC1TOL40
US3130AN6G07
U.S. Government Agency Debt
Y
2022-01-05
2022-01-05
2022-01-05
N
N
N
.0003
125001935.00
125001935.00
.0009
N
N
N
N
Federal Home Loan Bank System
Federal Home Loan Bank System Floating Rate Notes, 0.060%, 8/5/2022
3130ANA26
2549001DPIFGXC1TOL40
US3130ANA265
U.S. Government Agency Debt
Y
2021-12-01
2022-08-05
2022-08-05
N
N
N
.0008
359955838.80
359955838.80
.0026
N
N
N
N
Federal Home Loan Bank System
Federal Home Loan Bank System Notes, 0.045%, 12/16/2021
3130ANCY4
2549001DPIFGXC1TOL40
US3130ANCY48
U.S. Government Agency Debt
Y
2021-12-16
2021-12-16
2021-12-16
N
N
N
.0008
249995687.50
249995687.50
.0018
N
N
N
N
Federal Home Loan Bank System
Federal Home Loan Bank System Floating Rate Notes, 0.080%, 8/11/2023
3130ANQ94
2549001DPIFGXC1TOL40
US3130ANQ949
U.S. Government Agency Debt
Y
2021-12-01
2023-08-11
2023-08-11
N
N
N
.0008
94999986.70
94999986.70
.0007
N
N
N
N
Federal Home Loan Bank System
Federal Home Loan Bank System Notes, 0.050%, 4/7/2022
3130ANXY1
2549001DPIFGXC1TOL40
US3130ANXY19
U.S. Government Agency Debt
Y
2022-04-07
2022-04-07
2022-04-07
N
N
N
.0010
499907690.00
499907690.00
.0036
N
N
N
N
Federal Home Loan Bank System
Federal Home Loan Bank System Notes, 0.050%, 3/16/2022
3130AP2T1
2549001DPIFGXC1TOL40
US3130AP2T19
U.S. Government Agency Debt
Y
2022-03-16
2022-03-16
2022-03-16
N
N
N
.0005
500003245.00
500003245.00
.0036
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
259911919.80
259911919.80
.0019
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Discount Notes, 0.060%, 1/25/2022
313313SF6
US313313SF69
U.S. Government Agency Debt
Y
2022-01-25
2022-01-25
2022-01-25
N
N
N
.0004
23998533.60
23998533.60
.0002
N
N
Y
N
Federal Home Loan Bank System
Federal Home Loan Bank System Notes, 2.000%, 9/9/2022
313380GJ0
2549001DPIFGXC1TOL40
US313380GJ00
U.S. Government Agency Debt
Y
2022-09-09
2022-09-09
2022-09-09
N
N
N
.0013
37981672.93
37981672.93
.0003
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.120%, 2/17/2022
3133EL4G6
US3133EL4G66
U.S. Government Agency Debt
Y
2021-12-01
2022-02-17
2022-02-17
N
N
N
.0005
100014743.00
100014743.00
.0007
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.230%, 5/27/2022
3133ELD68
US3133ELD681
U.S. Government Agency Debt
Y
2021-12-01
2022-05-27
2022-05-27
N
N
N
.0005
395341880.40
395341880.40
.0029
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.060%, 11/16/2022
3133EM2N1
US3133EM2N18
U.S. Government Agency Debt
Y
2021-12-01
2022-11-16
2022-11-16
N
N
N
.0006
159999366.40
159999366.40
.0012
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.075%, 9/8/2023
3133EM4T6
US3133EM4T69
U.S. Government Agency Debt
Y
2021-12-01
2023-09-08
2023-09-08
N
N
N
.0008
199997014.00
199997014.00
.0015
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.075%, 9/27/2023
3133EM6F4
US3133EM6F48
U.S. Government Agency Debt
Y
2021-12-01
2023-09-27
2023-09-27
N
N
N
.0008
179998887.60
179998887.60
.0013
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.085%, 5/19/2023
3133EMA36
US3133EMA362
U.S. Government Agency Debt
Y
2021-12-01
2023-05-19
2023-05-19
N
N
N
.0007
113018058.53
113018058.53
.0008
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
65034688.55
65034688.55
.0005
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
97026743.87
97026743.87
.0007
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.110%, 12/1/2022
3133EMHX3
US3133EMHX30
U.S. Government Agency Debt
Y
2021-12-01
2022-12-01
2022-12-01
N
N
N
.0006
187791944.85
187791944.85
.0014
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.095%, 9/8/2022
3133EMJM5
US3133EMJM56
U.S. Government Agency Debt
Y
2021-12-01
2022-09-08
2022-09-08
N
N
N
.0007
280046558.40
280046558.40
.0020
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.085%, 6/16/2023
3133EMK76
US3133EMK767
U.S. Government Agency Debt
Y
2021-12-01
2023-06-16
2023-06-16
N
N
N
.0007
170040065.60
170040065.60
.0012
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
17607861.39
17607861.39
.0001
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
120045194.40
120045194.40
.0009
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.110%, 1/20/2023
3133EMNH1
US3133EMNH16
U.S. Government Agency Debt
Y
2021-12-01
2023-01-20
2023-01-20
N
N
N
.0006
98050511.16
98050511.16
.0007
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.075%, 7/7/2023
3133EMQ47
US3133EMQ475
U.S. Government Agency Debt
Y
2021-12-01
2023-07-07
2023-07-07
N
N
N
.0008
279986518.00
279986518.00
.0020
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
160043443.20
160043443.20
.0012
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.085%, 2/23/2023
3133EMUJ9
US3133EMUJ98
U.S. Government Agency Debt
Y
2021-12-01
2023-02-23
2023-02-23
N
N
N
.0007
500106870.00
500106870.00
.0036
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.083%, 3/9/2023
3133EMVR0
US3133EMVR06
U.S. Government Agency Debt
Y
2021-12-01
2023-03-09
2023-03-09
N
N
N
.0007
350061306.00
350061306.00
.0025
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.085%, 4/21/2023
3133EMWS7
US3133EMWS79
U.S. Government Agency Debt
Y
2021-12-01
2023-04-21
2023-04-21
N
N
N
.0007
303054818.76
303054818.76
.0022
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.075%, 8/4/2023
3133EMY55
US3133EMY552
U.S. Government Agency Debt
Y
2021-12-01
2023-08-04
2023-08-04
N
N
N
.0008
99997024.00
99997024.00
.0007
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.085%, 5/4/2023
3133EMYB2
US3133EMYB27
U.S. Government Agency Debt
Y
2021-12-01
2023-05-04
2023-05-04
N
N
N
.0007
265045505.80
265045505.80
.0019
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.070%, 11/7/2022
3133EMYU0
US3133EMYU08
U.S. Government Agency Debt
Y
2021-12-01
2022-11-07
2022-11-07
N
N
N
.0006
595058042.25
595058042.25
.0043
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.085%, 5/12/2023
3133EMZA3
US3133EMZA35
U.S. Government Agency Debt
Y
2021-12-01
2023-05-12
2023-05-12
N
N
N
.0007
280046334.40
280046334.40
.0020
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.068%, 7/13/2023
3133ENAJ9
US3133ENAJ91
U.S. Government Agency Debt
Y
2021-12-01
2023-07-13
2023-07-13
N
N
N
.0009
19992620.20
19992620.20
.0001
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Notes, 0.070%, 10/13/2022
3133ENAQ3
US3133ENAQ35
U.S. Government Agency Debt
Y
2022-10-13
2022-10-13
2022-10-13
N
N
N
.0019
99894991.00
99894991.00
.0007
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
97000390.91
97000390.91
.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
388741295.55
388741295.55
.0028
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.080%, 10/20/2023
3133ENBG4
US3133ENBG44
U.S. Government Agency Debt
Y
2021-12-01
2023-10-20
2023-10-20
N
N
N
.0008
55000365.75
55000365.75
.0004
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
329802872.56
329802872.56
.0024
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
197030509.39
197030509.39
.0014
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
208877651.40
208877651.40
.0015
N
N
N
N
Federal Farm Credit System
Federal Farm Credit System Floating Rate Notes, 0.080%, 8/3/2023
3133ENDG2
US3133ENDG26
U.S. Government Agency Debt
Y
2021-12-01
2023-08-03
2023-08-03
N
N
N
.0010
474838390.75
474838390.75
.0034
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
96000257.28
96000257.28
.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
200002176.00
200002176.00
.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
106900884.06
106900884.06
.0008
N
N
N
N
Federal Home Loan Mortgage Corp.
Federal Home Loan Mortgage Corp. Floating Rate Notes, 0.200%, 3/4/2022
3134GVFL7
S6XOOCT0IEG5ABCC6L87
US3134GVFL73
U.S. Government Agency Debt
Y
2021-12-01
2022-03-04
2022-03-04
N
N
N
.0006
144051435.36
144051435.36
.0010
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
304140016.32
304140016.32
.0022
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
627157452.24
627157452.24
.0046
N
N
N
N
Federal National Mortgage Association
Federal National Mortgage Association Floating Rate Notes, 0.230%, 6/3/2022
3135G04W0
B1V7KEBTPIMZEU4LTD58
US3135G04W04
U.S. Government Agency Debt
Y
2021-12-01
2022-06-03
2022-06-03
N
N
N
.0008
518391235.04
518391235.04
.0038
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
334118024.61
334118024.61
.0024
N
N
N
N
Housing and Urban Development
Housing and Urban Development Floating Rate Notes, 0.400%, 5/2/2022
442993002
US4429930021
U.S. Government Agency Debt
Y
2022-01-01
2022-05-02
2022-05-02
N
N
N
.0040
261270753.93
261270753.93
.0019
N
N
N
Y
Natixis Financial Products LLC
Natixis Financial Products LLC, REPO, 0.060%, 2/17/2022
45099F004
WGYX5OQ1IY3N5AOSQ066
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNRM 2021-131 NL
2051-07-20
3
43200.00
44358.39
Agency Collateralized Mortgage Obligation
GNMA GNRM 2020-061 AL
2050-05-20
2.5
1391508.80
1415551.14
Agency Collateralized Mortgage Obligation
GNMA GNRM 2016-69 B
2046-05-20
3
3647524.40
3782087.66
Agency Collateralized Mortgage Obligation
GNMA GNRA 2012-H31 FC
2059-09-20
.2253
907.39
902.12
Agency Collateralized Mortgage Obligation
GNMA GNRM 2002-32 PG
2032-05-20
6
537700.43
540430.52
Agency Collateralized Mortgage Obligation
FNMA FNRM CL132BC R10F132
2040-11-25
4
2567100.75
2794561.85
Agency Collateralized Mortgage Obligation
FNMA FNRM CL047LW R11F047
2041-06-25
4
602527.76
655658.79
Agency Collateralized Mortgage Obligation
FMAC FGRM 3312HP 05/15/37
2037-05-15
5.5
519902.86
580072.55
Agency Collateralized Mortgage Obligation
FMAC FGRM 3303PD 04/15/37
2037-04-15
5.5
556253.81
620509.78
Agency Collateralized Mortgage Obligation
FNMA FNRA CL056FJ R07F056
2037-06-25
.412
910.69
916.36
Agency Collateralized Mortgage Obligation
FMAC FGRM 3159TE 05/15/36
2036-05-15
5.5
468549.63
522071.38
Agency Collateralized Mortgage Obligation
FMAC FGRM 3110HE 02/15/36
2036-02-15
5.5
1482168.07
1650303.07
Agency Collateralized Mortgage Obligation
FNMA FNRM CL004ME R06F004
2036-02-25
6
1174546.45
1330595.91
Agency Collateralized Mortgage Obligation
FNMA FNRM RC018PE R06F018
2036-03-25
5.5
899610.29
996721.02
Agency Collateralized Mortgage Obligation
FMAC FGRM 4852DH 04/15/47
2047-04-15
4
5295757.00
5441693.35
Agency Collateralized Mortgage Obligation
GNMA GNRM 2020-097 DB
2050-07-20
3
20616627.20
21169475.80
Agency Collateralized Mortgage Obligation
FMAC FGRM 4375QC 08/15/44
2044-08-15
3
1502196.80
1605539.93
Agency Collateralized Mortgage Obligation
FMAC FGRM 4214CY 06/15/33
2033-06-15
3
8576919.20
9008464.03
Agency Collateralized Mortgage Obligation
FNMA FNRA CL051AF R19F051
2049-09-25
.4824
353979.71
354692.47
Agency Collateralized Mortgage Obligation
FNMA FNRM CL011BC R16F011
2046-03-25
2.5
1024248.80
977023.65
Agency Collateralized Mortgage Obligation
FNMA FNRM CL072KB R13F072
2043-07-25
3.5
1775791.20
1920810.20
Agency Collateralized Mortgage Obligation
FNMA FNRM CL049QW R12F049
2042-05-25
3.5
1480000.00
1560237.38
Agency Collateralized Mortgage Obligation
FNMA FNRM CL049PW R12F049
2042-05-25
3.5
5752000.00
6112629.95
Agency Collateralized Mortgage Obligation
FNMA FNRM CL096BE R11F096
2041-10-25
3.5
205573.60
215550.18
Agency Collateralized Mortgage Obligation
FMAC FGRM 2827PG 07/15/34
2034-07-15
6
2014774.29
2274568.02
Agency Collateralized Mortgage Obligation
FNMA FNRM CL101NB R11F101
2041-10-25
4
1487437.62
1601252.22
Agency Collateralized Mortgage Obligation
FMAC FGRM 3136PE 04/15/36
2036-04-15
6
642452.21
736114.25
Agency Collateralized Mortgage Obligation
FNMA FNRM CL080TE R07F080
2037-08-25
6
2830988.37
3254454.22
Agency Collateralized Mortgage Obligation
FMAC FGRM 3312LC 05/15/27
2027-05-15
5.5
389288.57
419427.11
Agency Collateralized Mortgage Obligation
FNMA FNRM CL066MB R13F066
2043-07-25
3
2580000.00
2714708.68
Agency Collateralized Mortgage Obligation
FMAC FGRM 3926NY 09/15/41
2041-09-15
4
458892.17
479025.70
Agency Collateralized Mortgage Obligation
GNMA GNRA 2007-041 FA
2037-07-20
.3911
242.44
243.32
Agency Collateralized Mortgage Obligation
FMAC FGRM 4824CB 06/15/47
2047-06-15
4
7079827.84
7317017.81
Agency Collateralized Mortgage Obligation
FMAC FGRM 4960AK 09/15/46
2046-09-15
4.5
800.00
818.19
Agency Collateralized Mortgage Obligation
GNMA GNRM 2019-31 BK
2049-03-20
4
1738323.20
1806125.14
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-131 QL
2051-07-20
3
818400.00
887880.25
Agency Collateralized Mortgage Obligation
FNMA FNMS 05.000 CLBP2027
2050-01-01
5
236890.29
264786.20
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLBO9495
2049-12-01
5
377497.03
428593.06
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLBO9098
2050-01-01
5
315666.40
350886.18
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLBO8405
2050-02-01
5
105021.77
118692.95
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLBN9894
2049-06-01
5
462948.83
520033.10
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLBN7909
2049-06-01
5
76852.56
87254.54
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLBN7900
2049-06-01
5
452597.35
510933.43
Agency Mortgage-Backed Securities
FNMA FNMS 05.500 CLBM5091
2048-12-01
5.5
7273091.69
8107901.19
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX HYAN8238
2028-03-01
3.11
3049188.80
3243560.18
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX HYAN7890
2027-12-01
3.06
3712000.00
3913197.82
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX HYAN6174
2037-07-01
3.21
487716.80
534565.82
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CLRA6219
2051-11-01
3.5
11193328.37
12151135.26
Agency Mortgage-Backed Securities
FMAC FEPC 05.000 CLQA7272
2050-02-01
5
2311976.09
2633120.62
Agency Mortgage-Backed Securities
FMAC FEPC 05.000 CLQA7259
2050-02-01
5
4188129.49
4815606.69
Agency Mortgage-Backed Securities
FMAC 05.500 FGPC G61934 G
2049-04-01
5.5
254792.06
284319.80
Agency Mortgage-Backed Securities
FMAC FEPC 05.000 CLQA0429
2049-06-01
5
1051813.56
1206199.58
Agency Mortgage-Backed Securities
FMAC 05.000 FGPC Q63645 G
2049-05-01
5
1257591.28
1432105.69
Agency Mortgage-Backed Securities
FMAC 05.000 FGPC Q63396 G
2049-05-01
5
370384.70
411339.91
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLQC8858
2051-10-01
2.5
1724692.16
1789704.23
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLBN9909
2049-05-01
5
150784.69
165710.68
Agency Mortgage-Backed Securities
FMAC 05.000 FGPC Q63627 G
2049-05-01
5
959095.01
1103210.34
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLBR7339
2051-04-01
2.5
7036295.61
7270265.73
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLBO9948
2050-01-01
5
599416.13
667781.21
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLQD1484
2051-11-01
2.5
19992311.20
20745919.15
Agency Mortgage-Backed Securities
FNMA FNMS 01.500 CLFM6097
2051-03-01
1.5
45621982.41
44122813.66
Agency Mortgage-Backed Securities
USTR 2 7/8 NOTE S 25
2025-11-30
2.875
880.00
942.94
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE V 23
2023-02-28
2.625
37596000.00
38939634.30
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE U 23
2023-01-31
2.375
847200.00
874700.66
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE AC 22
2022-08-31
1.625
880.00
893.26
U.S. Treasuries (including strips)
USTR 1 7/8 BOND 41
2041-02-15
1.875
1598400.00
1588368.07
U.S. Treasuries (including strips)
USTR 1 5/8 BOND 50
2050-11-15
1.625
1402640.00
1318219.78
U.S. Treasuries (including strips)
USTR 1 1/8 BOND 40
2040-05-15
1.125
80.00
69.93
U.S. Treasuries (including strips)
USTR 1 1/4 BOND 50
2050-05-15
1.25
30787680.00
26372109.58
U.S. Treasuries (including strips)
USTR 2 BOND 50
2050-02-15
2
11953520.00
12307789.07
U.S. Treasuries (including strips)
USTR 3 3/8 BOND 48
2048-11-15
3.375
1231680.00
1625036.07
U.S. Treasuries (including strips)
USTR 2 1/4 BOND 46
2046-08-15
2.25
80.00
85.47
U.S. Treasuries (including strips)
USTR 3 BOND 45
2045-11-15
3
3198080.00
3858263.15
U.S. Treasuries (including strips)
USTR 3 1/8 BOND 43
2043-02-15
3.125
14738240.00
17886450.06
U.S. Treasuries (including strips)
USTR 2 3/4 BOND 42
2042-08-15
2.75
1945760.00
2229122.82
U.S. Treasuries (including strips)
USTR 3 7/8 BOND 40
2040-08-15
3.875
2669600.00
3549804.45
U.S. Treasuries (including strips)
USTR 4 1/4 BOND 39
2039-05-15
4.25
22320.00
30657.48
U.S. Treasuries (including strips)
USTR 2 1/2 TRIB 29
2029-01-15
2.5
613.16
793.61
U.S. Treasuries (including strips)
USTR 1 3/4 TRIB 28
2028-01-15
1.75
209.46
254.25
U.S. Treasuries (including strips)
USTR 4 3/4 BOND 37
2037-02-15
4.75
16141200.00
23245912.87
U.S. Treasuries (including strips)
USTR 3 7/8 TRIB 29
2029-04-15
3.875
8056384.01
11315215.34
U.S. Treasuries (including strips)
USTR 6 BOND 26
2026-02-15
6
1760.00
2147.51
U.S. Treasuries (including strips)
USTR BILL 12/14/21
2021-12-14
0
6092960.00
6092777.21
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE S 28
2028-11-30
1.5
240.00
241.16
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE AT 24
2024-10-15
.625
799760.00
796832.74
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 31
2031-07-15
.125
7418206.96
8294510.48
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AN 24
2024-05-15
.25
16000000.00
15832217.46
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE C 31
2031-05-15
1.625
1104320.00
1117663.88
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AY 23
2023-03-31
.125
960.00
957.69
U.S. Treasuries (including strips)
USTR 0 3/4 NOTE W 26
2026-03-31
.75
12000000.00
11826202.42
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AJ 24
2024-01-15
.125
4243200.00
4205073.78
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BG 22
2022-09-30
.125
80.00
79.98
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AB 25
2025-07-31
.25
149457600.00
145541034.35
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE Z 25
2025-05-31
.25
20800000.00
20284160.00
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AZ 22
2022-04-30
.125
1976640.00
1977107.66
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE W 25
2025-03-31
.5
39999440.00
39484523.70
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE F 29
2029-11-15
1.75
5268800.00
5397122.35
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AB 24
2024-07-31
1.75
80.00
82.65
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE C 23
2023-05-15
1.75
11151120.00
11387112.70
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE N 23
2023-07-31
1.25
12800000.00
13031846.68
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE B 26
2026-02-15
1.625
80.00
82.12
U.S. Treasuries (including strips)
USTR 2 NOTE S 22
2022-11-30
2
80.00
81.42
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE E 24
2024-08-15
2.375
5162400.00
5422711.80
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE V 24
2024-02-29
2.375
80.00
83.62
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE U 24
2024-01-31
2.5
39999520.00
41984177.92
U.S. Treasuries (including strips)
USTR 2 NOTE N 22
2022-07-31
2
3040.00
3098.34
U.S. Treasuries (including strips)
USTR 0 1/4 TRIN D 29
2029-07-15
.25
1364683.43
1532721.68
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE C 26
2026-05-15
1.625
80.00
81.78
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE AD 23
2023-09-30
2.875
80.00
83.89
U.S. Treasuries (including strips)
USTR 1 1/8 NOTE B 31
2031-02-15
1.125
160.00
155.58
U.S. Treasuries (including strips)
USTR 2 BOND 41
2041-11-15
2
21024000.00
21251663.21
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE AG 26
2026-11-30
1.25
1680.00
1685.13
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE Q 28
2028-09-30
1.25
800000.00
792697.42
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE N 27
2027-07-31
.375
6899600.00
6573961.00
U.S. Treasuries (including strips)
USTR 1 TRIB 49
2049-02-15
1
610.35
862.38
U.S. Treasuries (including strips)
USTR 2 NOTE B 23
2023-02-15
2
7396000.00
7594273.58
U.S. Treasuries (including strips)
USTR 0 5/8 TRIB 43
2043-02-15
.625
2077459.21
2567457.58
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE C 28
2028-05-15
2.875
13600000.00
14876921.66
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE T 24
2024-12-31
2.25
16000000.00
16829033.91
U.S. Treasuries (including strips)
USTR 3 BOND 42
2042-05-15
3
800000.00
946712.87
U.S. Treasuries (including strips)
GNMA GNRA 2021-126 FA
2063-05-16
.2477
23825858.16
23749432.34
Agency Mortgage-Backed Securities
GNMA GNRM 2021-166 AT
2063-05-16
4
6713328.66
7318019.81
Agency Mortgage-Backed Securities
GNMA GNRA 2020-054 FA
2062-04-16
.4891
33772959.84
34053113.88
Agency Mortgage-Backed Securities
Y
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1
2021-12-07
2021-12-07
2022-02-17
Y
Natixis Financial Products LLC
1.0000
7
N
STANDARD AND POORS
A-1
MOODYS
P-1
N
N
.0006
800000000.00
800000000.00
.0058
N
N
Y
N
Natixis Financial Products LLC
Natixis Financial Products LLC, REPO, 0.060%, 2/15/2022
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
70.00
70.34
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BD 23
2023-07-31
.125
38500280.00
38332588.27
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 31
2031-07-15
.125
71.63
80.09
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AY 23
2023-03-31
.125
699300.00
697616.42
U.S. Treasuries (including strips)
USTR 0 3/4 NOTE W 26
2026-03-31
.75
6110860.00
6022355.61
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AX 23
2023-02-28
.125
280.00
279.51
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN A 31
2031-01-15
.125
4632231.22
5161763.57
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE R 27
2027-10-31
.5
12042450.00
11489031.56
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AB 25
2025-07-31
.25
70.00
68.17
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BC 22
2022-06-30
.125
7026600.00
7030989.53
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AB 24
2024-07-31
1.75
1470.00
1518.62
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AA 22
2022-06-30
1.75
2520000.00
2562421.21
U.S. Treasuries (including strips)
USTR 2 NOTE L 24
2024-05-31
2
17499090.00
18067810.43
U.S. Treasuries (including strips)
USTR 1 7/8 NOTE W 22
2022-03-31
1.875
27299860.00
27547474.38
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE B 27
2027-02-15
2.25
245700.00
260101.00
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE T 23
2023-12-31
2.25
140.00
146.22
U.S. Treasuries (including strips)
USTR 2 NOTE B 23
2023-02-15
2
3467660.00
3560621.79
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN A 23
2023-01-15
.125
8317.33
8675.72
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE F 24
2024-11-15
2.25
46984700.00
48999325.03
U.S. Treasuries (including strips)
USTR 0 1/4 TRIN D 29
2029-07-15
.25
750.53
842.95
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AP 22
2022-07-15
1.75
4200070.00
4270549.28
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE L 26
2026-05-31
2.125
34300000.00
35796509.00
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE K 26
2026-04-30
2.375
42696150.00
45081849.99
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE U 24
2024-01-31
2.5
70.00
73.47
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE AD 23
2023-09-30
2.875
70.00
73.40
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE V 23
2023-02-28
2.625
34999930.00
36250783.99
U.S. Treasuries (including strips)
USTR 1 7/8 NOTE P 24
2024-08-31
1.875
8518580.00
8816929.62
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE AC 22
2022-08-31
1.625
17500000.00
17763601.53
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE E 26
2026-08-15
1.5
70.00
71.39
U.S. Treasuries (including strips)
USTR 0 1/8 TRIB 51
2051-02-15
.125
36478881.18
42749836.19
U.S. Treasuries (including strips)
USTR 1 3/8 BOND 40
2040-11-15
1.375
490.00
445.42
U.S. Treasuries (including strips)
USTR 2 3/4 BOND 47
2047-11-15
2.75
700.00
821.51
U.S. Treasuries (including strips)
USTR 3 BOND 47
2047-05-15
3
19903030.00
24336411.90
U.S. Treasuries (including strips)
USTR 2 1/4 BOND 46
2046-08-15
2.25
58380.00
62372.38
U.S. Treasuries (including strips)
USTR 2 7/8 BOND 45
2045-08-15
2.875
84523740.00
100285758.73
U.S. Treasuries (including strips)
USTR 2 3/4 BOND 42
2042-08-15
2.75
350.00
400.97
U.S. Treasuries (including strips)
USTR 4 1/4 BOND 40
2040-11-15
4.25
5934040.00
8198570.84
U.S. Treasuries (including strips)
USTR 3 7/8 BOND 40
2040-08-15
3.875
16148930.00
21473458.04
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AA 25
2025-06-30
.25
70.00
68.28
U.S. Treasuries (including strips)
USTR 4 1/4 BOND 39
2039-05-15
4.25
717010.00
984844.11
U.S. Treasuries (including strips)
USTR 3 1/2 BOND 39
2039-02-15
3.5
70.00
88.63
U.S. Treasuries (including strips)
USTR 2 1/2 TRIB 29
2029-01-15
2.5
447.09
578.67
U.S. Treasuries (including strips)
USTR 1 3/4 TRIB 28
2028-01-15
1.75
136543.30
165738.10
U.S. Treasuries (including strips)
USTR 3 7/8 TRIB 29
2029-04-15
3.875
233.56
328.04
U.S. Treasuries (including strips)
USTR 6 BOND 26
2026-02-15
6
630.00
768.71
U.S. Treasuries (including strips)
USTR BILL 05/05/22
2022-05-05
0
70.00
69.97
U.S. Treasuries (including strips)
USTR BILL 01/20/22
2022-01-20
0
107035600.00
107027679.37
U.S. Treasuries (including strips)
USTR 2 BOND 50
2050-02-15
2
70.00
72.07
U.S. Treasuries (including strips)
USTR 0 3/4 NOTE AC 26
2026-08-31
.75
35700000.00
35079725.32
U.S. Treasuries (including strips)
USTR 0 3/4 TRIB 45
2045-02-15
.75
1629818.25
2093155.55
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE L 25
2025-05-31
2.875
6251490.00
6663919.55
U.S. Treasuries (including strips)
USTR 1 5/8 BOND 50
2050-11-15
1.625
700.00
657.87
U.S. Treasuries (including strips)
USTR 2 NOTE M 24
2024-06-30
2
840.00
874.78
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BD 22
2022-07-31
.125
280.00
280.11
U.S. Treasuries (including strips)
USTR 3 1/8 BOND 43
2043-02-15
3.125
1901340.00
2307481.96
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE J 26
2026-03-31
2.25
280.00
294.50
U.S. Treasuries (including strips)
USTR 1 7/8 BOND 41
2041-02-15
1.875
445550.00
442753.63
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AD 25
2025-09-30
.25
1555120.00
1510590.63
U.S. Treasuries (including strips)
USTR 2 3/4 BOND 42
2042-11-15
2.75
70.00
79.76
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE T 27
2027-12-31
.625
5776680.00
5550456.58
U.S. Treasuries (including strips)
USTR 2 NOTE K 24
2024-04-30
2
35696640.00
36903309.89
U.S. Treasuries (including strips)
USTR BILL 12/14/21
2021-12-14
0
452970.00
452956.41
U.S. Treasuries (including strips)
Y
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1
2021-12-07
2021-12-07
2022-02-15
Y
Natixis Financial Products LLC
1.0000
7
N
STANDARD AND POORS
A-1
MOODYS
P-1
N
N
.0006
700000000.00
700000000.00
.0051
N
N
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 0 3/8 NOTE Y 25
2025-04-30
.375
4625604.40
4538877.89
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE AK 23
2023-03-15
.5
6593406.59
6618393.78
U.S. Treasuries (including strips)
USTR 2 NOTE M 24
2024-06-30
2
3064879.12
3191781.11
U.S. Treasuries (including strips)
USTR 2 NOTE N 22
2022-07-31
2
6586417.58
6712800.63
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE C 25
2025-05-15
2.125
16483516.48
17157173.49
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 24
2024-07-15
.125
3807900.33
4096214.55
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE H 24
2024-02-29
2.125
65391428.57
67945150.28
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN A 23
2023-01-15
.125
705.08
735.46
U.S. Treasuries (including strips)
USTR 2 NOTE S 22
2022-11-30
2
16483186.81
16775598.55
U.S. Treasuries (including strips)
USTR 2 NOTE E 25
2025-08-15
2
8508131.87
8865687.96
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE E 24
2024-08-15
2.375
8571296.70
9003500.66
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE B 24
2024-02-15
2.75
33123230.77
34958950.82
U.S. Treasuries (including strips)
USTR 0 5/8 TRIN A 24
2024-01-15
.625
2108625.98
2269258.47
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AP 22
2022-07-15
1.75
131.87
134.08
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE K 26
2026-04-30
2.375
593.41
626.56
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE AJ 22
2022-02-15
2.5
923.08
934.48
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE U 24
2024-01-31
2.5
16483780.22
17301656.66
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE T 25
2025-12-31
2.625
32834967.03
35245799.72
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE AF 23
2023-11-30
2.875
4676703.30
4895937.79
U.S. Treasuries (including strips)
USTR 1 7/8 NOTE P 24
2024-08-31
1.875
329.67
341.22
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE E 27
2027-08-15
2.25
4287560.44
4541864.74
U.S. Treasuries (including strips)
USTR 2 BOND 41
2041-11-15
2
659.34
666.48
U.S. Treasuries (including strips)
USTR 1 7/8 BOND 41
2041-02-15
1.875
28664439.56
28484534.84
U.S. Treasuries (including strips)
USTR 1 3/8 BOND 40
2040-11-15
1.375
38265758.24
34783947.39
U.S. Treasuries (including strips)
USTR 1 5/8 BOND 50
2050-11-15
1.625
1912.09
1797.01
U.S. Treasuries (including strips)
USTR 1 1/8 BOND 40
2040-05-15
1.125
16483582.42
14408499.84
U.S. Treasuries (including strips)
USTR 1 3/8 BOND 50
2050-08-15
1.375
6298813.19
5588798.13
U.S. Treasuries (including strips)
USTR 1 1/4 BOND 50
2050-05-15
1.25
32589824.18
27915790.15
U.S. Treasuries (including strips)
USTR 3 3/8 BOND 48
2048-11-15
3.375
2533714.29
3342895.17
U.S. Treasuries (including strips)
USTR 1 TRIB 48
2048-02-15
1
73.33
102.32
U.S. Treasuries (including strips)
USTR 2 3/4 BOND 47
2047-11-15
2.75
3296703.30
3868979.68
U.S. Treasuries (including strips)
USTR 3 BOND 47
2047-05-15
3
65.93
80.62
U.S. Treasuries (including strips)
USTR 1 TRIB 46
2046-02-15
1
12973987.42
17602763.73
U.S. Treasuries (including strips)
USTR 3 BOND 45
2045-11-15
3
593.41
715.91
U.S. Treasuries (including strips)
USTR 2 7/8 BOND 45
2045-08-15
2.875
2905516.48
3447338.29
U.S. Treasuries (including strips)
USTR 0 3/4 TRIB 45
2045-02-15
.75
64473254.75
82802208.48
U.S. Treasuries (including strips)
USTR 3 5/8 BOND 44
2044-02-15
3.625
11059120.88
14528069.41
U.S. Treasuries (including strips)
USTR 3 5/8 BOND 43
2043-08-15
3.625
31648549.45
41412635.91
U.S. Treasuries (including strips)
USTR 0 5/8 TRIB 43
2043-02-15
.625
69214.42
85539.63
U.S. Treasuries (including strips)
USTR 2 3/4 BOND 42
2042-11-15
2.75
22067934.07
25143950.35
U.S. Treasuries (including strips)
USTR 3 BOND 42
2042-05-15
3
8845714.29
10467939.51
U.S. Treasuries (including strips)
USTR 3 1/8 BOND 42
2042-02-15
3.125
65.93
79.90
U.S. Treasuries (including strips)
USTR 4 1/4 BOND 40
2040-11-15
4.25
9079846.15
12544870.25
U.S. Treasuries (including strips)
USTR 3 7/8 BOND 40
2040-08-15
3.875
1289472.53
1714629.65
U.S. Treasuries (including strips)
USTR 4 3/4 BOND 37
2037-02-15
4.75
131.87
189.91
U.S. Treasuries (including strips)
USTR 3 3/8 TRIB 32
2032-04-15
3.375
25468768.32
37734020.56
U.S. Treasuries (including strips)
USTR 2 1/4 BOND 41
2041-05-15
2.25
659.34
692.41
U.S. Treasuries (including strips)
USTR 3 7/8 TRIB 29
2029-04-15
3.875
220.00
308.99
U.S. Treasuries (including strips)
USTR 6 BOND 26
2026-02-15
6
6702395.60
8178099.93
U.S. Treasuries (including strips)
USTR BILL 12/15/21
2021-12-15
0
65.93
65.93
U.S. Treasuries (including strips)
USTR BILL 12/14/21
2021-12-14
0
1582.42
1582.37
U.S. Treasuries (including strips)
USTR BILL 01/20/22
2022-01-20
0
15310153.85
15309020.89
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE AG 26
2026-11-30
1.25
24727120.88
24802538.60
U.S. Treasuries (including strips)
USTR 1 1/8 NOTE AF 26
2026-10-31
1.125
773340.66
771888.57
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE R 28
2028-10-31
1.375
222644175.82
222167606.58
U.S. Treasuries (including strips)
USTR 0 3/4 NOTE AC 26
2026-08-31
.75
21238945.05
20869926.01
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 31
2031-07-15
.125
33734370.56
37719369.58
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AQ 24
2024-07-15
.375
214285.71
212637.05
U.S. Treasuries (including strips)
USTR 0 7/8 NOTE AA 26
2026-06-30
.875
3296637.36
3268312.35
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE M 28
2028-06-30
1.25
52554725.27
52341196.00
U.S. Treasuries (including strips)
USTR 0 3/4 NOTE Z 26
2026-05-31
.75
3956043.96
3889305.49
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AN 24
2024-05-15
.25
65.93
65.24
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AY 23
2023-03-31
.125
3758.24
3749.20
U.S. Treasuries (including strips)
USTR 0 3/4 NOTE W 26
2026-03-31
.75
37511274.73
36967993.98
U.S. Treasuries (including strips)
USTR 1 1/8 NOTE B 31
2031-02-15
1.125
3029868.13
2946156.09
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AV 23
2023-01-31
.125
3296703.30
3292995.83
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AG 25
2025-11-30
.375
5934000.00
5771058.30
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AF 25
2025-10-31
.25
2563186.81
2484835.79
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BG 22
2022-09-30
.125
65.93
65.92
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AR 23
2023-09-15
.125
55778439.56
55470678.16
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE P 27
2027-08-31
.5
25356197.80
24275691.76
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BD 22
2022-07-31
.125
15226021.98
15232027.15
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AA 25
2025-06-30
.25
3282659.34
3201838.31
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE L 27
2027-05-31
.5
3566967.03
3423039.92
U.S. Treasuries (including strips)
USTR 2 NOTE B 25
2025-02-15
2
65.93
68.63
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AS 23
2023-10-15
.125
2891208.79
2872699.18
U.S. Treasuries (including strips)
USTR 2 1/2 BOND 46
2046-05-15
2.5
659.34
732.52
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE F 29
2029-11-15
1.75
8507472.53
8714673.20
U.S. Treasuries (including strips)
USTR 3 1/8 BOND 41
2041-11-15
3.125
39621098.90
47604825.19
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BF 23
2023-08-31
.125
10512725.27
10460206.08
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AJ 24
2024-01-15
.125
2637362.64
2613665.27
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE S 23
2023-11-30
2.125
7478571.43
7717534.22
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AA 24
2024-06-30
1.75
1503362.64
1554170.00
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE AF 24
2024-10-31
1.5
65.93
67.33
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AK 24
2024-02-15
.125
3955978.02
3916839.36
U.S. Treasuries (including strips)
USTR 1 7/8 BOND 51
2051-02-15
1.875
53405802.20
53486539.29
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE S 28
2028-11-30
1.5
47945802.20
48177859.88
U.S. Treasuries (including strips)
USTR 0 3/4 TRIB 42
2042-02-15
.75
52818.13
66459.56
U.S. Treasuries (including strips)
USTR 3 3/4 BOND 43
2043-11-15
3.75
65.93
87.36
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE E 30
2030-08-15
.625
65.93
61.44
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE AB 26
2026-07-31
.625
250549.45
245007.55
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE N 27
2027-07-31
.375
16481472.53
15703599.87
U.S. Treasuries (including strips)
USTR 2 NOTE B 23
2023-02-15
2
395.60
406.21
U.S. Treasuries (including strips)
USTR 3 1/8 BOND 43
2043-02-15
3.125
16484109.89
20005252.21
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE C 23
2023-05-15
1.75
15010615.38
15328287.11
U.S. Treasuries (including strips)
USTR 3 1/8 BOND 48
2048-05-15
3.125
15832483.52
19940742.09
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE Q 27
2027-09-30
.375
5314021.98
5042732.84
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE U 23
2023-01-31
2.375
3296703.30
3403716.40
U.S. Treasuries (including strips)
USTR 3 3/8 BOND 44
2044-05-15
3.375
1120.88
1413.55
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE F 27
2027-11-15
2.25
1318.68
1390.84
U.S. Treasuries (including strips)
USTR 2 1/4 BOND 49
2049-08-15
2.25
9889186.81
10724003.48
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE S 25
2025-11-30
2.875
131.87
141.30
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BD 23
2023-07-31
.125
13190043.96
13132593.43
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE K 27
2027-04-30
.5
90073912.09
86617268.48
U.S. Treasuries (including strips)
USTR 1 3/4 BOND 41
2041-08-15
1.75
65934.07
64095.71
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
1500000000.00
1500000000.00
.0109
N
Y
Y
N
J.P. Morgan Securities LLC
J.P. Morgan Securities LLC, REPO, 0.060%, 12/1/2021
466999000
ZBUT11V806EZRVTWT807
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA FNMS 02.500 CLBT9238
2051-09-01
2.5
1127217.35
1167990.93
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBJ7056
2048-08-01
4
1087110.31
1167197.97
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLBJ3071
2047-12-01
3.5
759209.13
811239.59
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBE5843
2047-01-01
4
638014.42
698724.19
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBC5090
2044-10-01
4
14872.51
16354.22
Agency Mortgage-Backed Securities
FNMA FNMS 05.500 CL777410
2034-04-01
5.5
108049.70
120342.57
Agency Mortgage-Backed Securities
FNMA FNMS 05.500 CL754091
2033-12-01
5.5
158859.16
182908.46
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CLRA5557
2051-07-01
3
4886167.00
5112800.46
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CTQK0420
2040-08-01
3
1167847.04
1246644.80
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLQD1692
2051-11-01
2.5
1231042.00
1279351.64
Agency Mortgage-Backed Securities
FMAC FEPC 02.000 CLQB5353
2050-09-01
2
410654.63
412905.47
Agency Mortgage-Backed Securities
FMAC FEPC 05.000 CLSD0093
2049-10-01
5
42562277.47
46952013.62
Agency Mortgage-Backed Securities
FMAC FEPC 04.000 CIZA2614
2026-04-01
4
17775.99
18889.78
Agency Mortgage-Backed Securities
FMAC FEPC 04.500 CLZM6841
2048-06-01
4.5
220575.41
245990.33
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CIZK7689
2030-09-01
3.5
480465.53
514269.86
Agency Mortgage-Backed Securities
GNMA GNCL CL BS2340
2062-07-15
3.2
12917696.00
13903894.63
Agency Mortgage-Backed Securities
GNMA GNII SF MA7629 M
2036-10-20
6.5
60688.27
69895.72
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CJMA4482
2036-09-01
2
469960.06
477737.01
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLMA3238
2048-01-01
3.5
1429826.63
1515200.78
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CKMA2842
2046-12-01
3
316290.02
325214.67
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CTMA0443
2030-05-01
5
78945.01
87503.65
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CIAB5356
2027-06-01
2.5
3656250.25
3816762.89
Agency Mortgage-Backed Securities
FNMA FNMS 06.000 CT888281
2027-04-01
6
29127.74
32539.22
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLFM4532
2050-09-01
3
4356898.58
4554595.76
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLFM2303
2049-12-01
5
8761878.92
9668766.49
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CIFM1112
2034-05-01
4
465548.53
501308.34
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCA7235
2050-10-01
2.5
2144425.88
2209601.17
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLCA2634
2048-11-01
4.5
90852876.90
100843695.21
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLBU3859
2051-12-01
2
8016730.00
8046424.86
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLBU0261
2051-09-01
2.5
992243.54
1029339.44
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLBT9932
2051-09-01
3.5
997235.99
1064324.48
Agency Mortgage-Backed Securities
GNMA GNII SF CJ8575 C
2051-11-20
3
1937488.00
2042063.27
Agency Mortgage-Backed Securities
GNMA GNPL LM CI5710
2044-07-15
2.8
644732.63
684453.03
Agency Mortgage-Backed Securities
GNMA GNII RG CI4191 C
2041-07-20
5
2427968.00
2674758.27
Agency Mortgage-Backed Securities
GNMA GNPL PN CF0057
2056-11-15
1.98
7600000.00
7654651.60
Agency Mortgage-Backed Securities
GNMA GNII SF CC0830 C
2041-01-20
4.5
3333522.73
3613651.98
Agency Mortgage-Backed Securities
FMAC 04.500 FGPC B70786 G
2039-06-01
4.5
41248.07
45587.91
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLQD1693
2051-11-01
2.5
3259652.00
3366281.37
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLFM4317
2050-09-01
3
1899243.20
1977267.27
Agency Mortgage-Backed Securities
FNMA FNMS 01.500 CIFM9607
2036-11-01
1.5
135699968.00
136374984.87
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLFM5912
2044-07-01
5
3223400.15
3680181.03
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CISB0272
2031-09-01
2.5
13249335.19
13804268.87
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLBT9036
2051-08-01
2.5
3457193.02
3601876.16
Agency Mortgage-Backed Securities
GNMA GNII SF MA2826 M
2045-05-20
3.5
190737.13
202861.23
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLMA3358
2048-05-01
4.5
659121.44
710588.93
Agency Mortgage-Backed Securities
GNMA GNII SF BV2594 C
2050-05-20
4.5
257827.32
275129.08
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CIZK2724
2025-11-01
3.5
13102.17
13888.81
Agency Mortgage-Backed Securities
GNMA GNCL CL CF5133
2063-05-15
2.75
25000.00
26261.53
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CIZK8668
2032-04-01
3.5
3078722.02
3346769.24
Agency Mortgage-Backed Securities
GNMA GNII SF MA7535 M
2051-08-20
3
1036593.28
1079646.80
Agency Mortgage-Backed Securities
GNMA GNII SF MA7229 M
2036-03-20
3.5
761305.26
808594.08
Agency Mortgage-Backed Securities
GNMA GNII SF MA3572 M
2031-04-20
3
5642545.50
5935769.78
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLBR4749
2051-03-01
2
65929.92
66053.95
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CIZS8495
2028-08-01
2.5
219436.76
228754.02
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CISB0111
2034-11-01
2.5
7399183.77
7691228.74
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
400000000.00
400000000.00
.0029
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
REFC 8.875 RFPR 30 B
2030-04-15
0
1632000.00
1414743.26
Agency Debentures and Agency Strips
REFC RFIN 10/15/28
2028-10-15
0
1524000.00
1367273.36
Agency Debentures and Agency Strips
REFC RFIN 07/15/27
2027-07-15
0
4929000.00
4559463.01
Agency Debentures and Agency Strips
REFC RFIN 01/15/27
2027-01-15
0
50000.00
46754.60
Agency Debentures and Agency Strips
REFC 8.875 RFBD 30 B
2030-04-15
8.875
120000.00
191271.09
Agency Debentures and Agency Strips
FCSB 3.65 FCOR 23-28 BY
2028-06-12
3.65
1000000.00
1061541.33
Agency Debentures and Agency Strips
FNMA FNMS 05.000 CTMA0320
2030-02-01
5
1409647.36
1562414.76
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CIFM1645
2032-04-01
3
2324097.52
2451984.86
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CIBN5296
2034-02-01
4
100220.56
109710.66
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLBM1616
2047-08-01
3.5
6578814.80
7056406.78
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBE0362
2046-12-01
4
646412.70
708862.78
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 ZK310192
2040-09-01
4.5
226556.12
239661.26
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CIQN3426
2035-09-01
2.5
4256290.48
4429197.55
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CLQC5942
2051-08-01
3
1043902.88
1112293.83
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CTZA2225
2032-03-01
3.5
811643.59
859823.11
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CTZJ9428
2032-03-01
3.5
164380.65
176160.40
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLBU2129
2051-10-01
3
530452.00
557906.96
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CIZS6739
2026-10-01
3.5
97555.28
103435.57
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CIBQ8805
2035-11-01
2.5
2350300.27
2439540.91
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CIZS8532
2029-07-01
3
21874.39
23027.10
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CKBQ6726
2051-11-01
2.5
40757.79
41966.91
Agency Mortgage-Backed Securities
USTR BILL 12/15/21
2021-12-15
0
4651800.00
4651651.14
U.S. Treasuries (including strips)
USTR BILL 02/10/22
2022-02-10
0
460000.00
459948.48
U.S. Treasuries (including strips)
USTR TRFR BE 07/31/22
2022-07-31
.105
43355700.00
43372384.93
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE E 31
2031-08-15
1.25
12970800.00
12802575.35
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
90000000.00
90000000.00
.0007
N
Y
Y
N
Fixed Income Clearing Corporation ("FICC") - BNYM
Fixed Income Clearing Corporation ("FICC") - BNYM, REPO, 0.060%, 12/1/2021
857449004
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
USTR 0 3/4 NOTE AC 26
2026-08-31
.75
9499600.00
9340523.11
U.S. Treasuries (including strips)
USTR 2 BOND 41
2041-11-15
2
30725600.00
31499999.70
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AQ 23
2023-08-15
.125
3059100.00
3042811.67
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE E 28
2028-08-15
2.875
200000.00
221321.48
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE Q 28
2028-09-30
1.25
4488800.00
4461839.28
U.S. Treasuries (including strips)
USTR 1 1/8 NOTE B 31
2031-02-15
1.125
2419400.00
2369112.92
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE E 30
2030-08-15
.625
20893800.00
19600019.45
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE J 27
2027-03-31
.625
4000000.00
3887745.56
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE AU 22
2022-12-15
1.625
12031400.00
12291687.50
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE F 29
2029-11-15
1.75
29500000.00
30374413.57
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE AC 24
2024-08-31
1.25
13986700.00
14205036.10
U.S. Treasuries (including strips)
USTR 3 5/8 BOND 44
2044-02-15
3.625
21900000.00
29180131.19
U.S. Treasuries (including strips)
USTR 2 3/4 BOND 42
2042-11-15
2.75
3619200.00
4188194.35
U.S. Treasuries (including strips)
USTR BILL 02/10/22
2022-02-10
0
577700.00
577635.30
U.S. Treasuries (including strips)
FNMA FNMS 02.500 CLMA4438
2051-10-01
2.5
89985.20
92457.45
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CIMA4384
2036-07-01
2.5
66626.03
69245.76
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLMA4379
2051-07-01
2.5
85997.89
88360.59
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CVMA1494
2028-06-01
3.5
81154.62
86772.10
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CTMA0646
2031-01-01
5
454751.83
508563.88
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CJMA0569
2025-10-01
3.5
92023.39
96598.01
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CTAB8426
2033-02-01
3.5
2447815.29
2627725.91
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CIAB3054
2026-06-01
4.5
427426.56
451982.65
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CL932779
2040-06-01
4.5
1936749.73
2125586.70
Agency Mortgage-Backed Securities
FNMA FNMS 06.000 CL901363
2036-09-01
6
52599.57
58794.03
Agency Mortgage-Backed Securities
FNMA FNMS 06.000 CL899085
2037-03-01
6
1970865.53
2320168.60
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CT890756
2035-12-01
3
351051.62
371808.13
Agency Mortgage-Backed Securities
FNMA FNMS 06.500 CL888544
2036-08-01
6.5
187260.26
219646.20
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CIFM9603
2036-11-01
2
30862239.00
31686850.59
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLFM9389
2051-06-01
3
16999009.49
17901226.25
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLFM9072
2051-10-01
2
10147345.29
10165976.94
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLFM8966
2051-10-01
2.5
28759.08
29685.52
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLFM7986
2051-07-01
2.5
42722045.93
44210220.93
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CIFM6282
2036-02-01
2
44392004.50
45582025.89
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLCB2103
2051-11-01
3.5
2169387.18
2340405.27
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLCB2058
2051-11-01
2
10229485.71
10252400.90
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLCB1112
2051-07-01
2
18858842.04
18881493.61
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CICA8737
2036-02-01
2.5
11671267.68
12286972.44
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLCA7645
2050-11-01
3
6093582.54
6458720.16
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CICA7514
2035-10-01
2.5
642196.38
676027.86
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCA7025
2050-09-01
2.5
35030969.30
36412376.65
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCA6918
2050-08-01
2.5
38973639.20
40408956.05
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CLRA5269
2051-05-01
3
417508.57
439709.87
Agency Mortgage-Backed Securities
FNMA FNMS 05.500 CLBN5067
2049-01-01
5.5
375595.50
431976.34
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CIFM5704
2036-01-01
2
56006628.61
57644324.66
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLAS6819
2046-03-01
3.5
15091155.56
16300476.93
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CIFM1577
2034-09-01
3.5
9091242.11
9669349.14
Agency Mortgage-Backed Securities
FMAC FEPC 05.000 CLZS3739
2041-05-01
5
4311263.62
4924164.83
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLMA4378
2051-07-01
2
66290.20
66369.82
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCB0439
2051-05-01
2.5
77322.88
79447.24
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLCA2455
2048-10-01
4
31047878.35
34132554.06
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLRA5355
2051-05-01
2.5
17880664.56
18411557.38
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLCB1285
2051-08-01
3
209997.93
219728.54
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLCA2333
2048-09-01
4
20125819.97
22415297.48
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLBH7105
2048-01-01
4.5
3893137.49
4312739.84
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLBR7351
2051-04-01
3
382844.98
398482.54
Agency Mortgage-Backed Securities
FMAC 04.500 FGPC G61410 G
2048-05-01
4.5
34154184.71
37386297.67
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLFM5498
2050-12-01
2.5
3042925.90
3156773.59
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CTBM1257
2037-04-01
2.5
1465586.82
1506936.72
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CIMA4123
2035-09-01
2
72167.43
74044.58
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLBP5772
2050-05-01
2
601761.02
602483.81
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CLRA5734
2051-08-01
3.5
48432980.04
51515227.98
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 I4BF0181
2057-02-01
3.5
9326617.27
10127675.24
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CIBJ9196
2033-05-01
4
5861986.28
6361592.94
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLBU6501
2051-11-01
2.5
1055875.00
1084883.99
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLCA6054
2050-06-01
3.5
28721502.55
31169678.75
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCA6032
2050-06-01
2.5
46015767.84
47674999.29
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLCA5738
2050-05-01
3.5
38406250.00
41626976.79
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCA5700
2050-05-01
2.5
706043.04
731500.05
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCA6256
2050-07-01
2.5
2385927.40
2471958.90
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLCA3202
2048-02-01
4
1663124.38
1825267.73
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLCA3058
2049-02-01
4.5
6433846.68
7053200.93
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLCA2812
2048-12-01
5
56355.89
62949.97
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLCA2195
2048-08-01
4.5
45562771.83
50915987.45
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLCA2167
2048-08-01
4.5
4859435.95
5477906.08
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLCA2637
2048-11-01
4.5
93147.86
102436.75
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLBU0087
2051-10-01
2.5
3506431.30
3624590.64
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLBT1127
2051-06-01
3
922246.65
978666.63
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLBR7775
2051-04-01
3
7350891.27
7823433.52
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLBR2037
2051-06-01
3
11799137.87
12556791.98
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBN9489
2049-05-01
4
5268437.73
5717367.75
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBN6123
2049-02-01
4
1863164.73
1993720.83
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBN5388
2049-04-01
4
2445736.43
2612761.21
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLBN4358
2049-02-01
4.5
1790428.65
1950553.85
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBN3861
2049-03-01
4
1911021.39
2060201.88
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBN2982
2048-11-01
4
757533.56
821029.43
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBN1598
2048-11-01
4
716962.45
787584.85
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBM5020
2043-04-01
4
1860231.50
2051132.59
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLBM5011
2048-03-01
3.5
37323884.27
40343850.98
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLBM1740
2047-09-01
3.5
69753154.55
75024780.21
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLCA6316
2050-07-01
3
223463.52
237552.15
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLCA2732
2048-12-01
4.5
7788293.74
8598221.77
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLMA4182
2050-11-01
2
67008.30
67088.78
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CNMA3366
2028-05-01
3.5
31674.78
33554.97
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CIAT3431
2028-09-01
3.5
365492.89
387985.12
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLCB2165
2051-11-01
3
23923.70
25202.59
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLBK4540
2048-09-01
5
181770.42
203745.87
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLBR0096
2050-12-01
3
1110849.43
1180429.33
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CIMA4497
2036-12-01
2
30493856.00
31287035.08
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLCA7325
2050-10-01
2
62785030.26
63353304.54
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLBU1956
2051-10-01
2.5
2804473.91
2885845.40
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCA8025
2050-12-01
2.5
173481.94
179234.93
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLBQ6517
2051-08-01
2.5
43710889.79
44927533.84
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBM2007
2048-09-01
4
78306.91
83774.86
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CTMA4204
2040-12-01
2
94559.45
95785.89
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLBM5353
2044-04-01
4.5
30632397.99
34205207.73
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBM1582
2047-07-01
4
38506.53
42116.57
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBK9081
2049-01-01
4
1096937.70
1198264.27
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CLBK7811
2048-08-01
5
1244111.04
1427278.74
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CIBK4205
2033-06-01
3.5
619280.92
665711.79
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLBK1069
2048-06-01
4.5
811826.97
894507.48
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CIBK0769
2033-03-01
3.5
584716.66
626228.30
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBJ0629
2048-03-01
4
10632240.99
11609686.53
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBH0500
2047-04-01
4
2203001.63
2399591.38
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 I4BF0265
2058-05-01
4
3277773.85
3674801.49
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLBE3701
2047-06-01
4.5
10477458.33
11616934.31
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBD8941
2046-10-01
4
869580.73
945940.54
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLBC8998
2046-11-01
3
65476594.38
69073660.22
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLBC1152
2046-06-01
3.5
11797760.35
12764910.60
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLAZ9572
2045-12-01
3.5
1911477.32
2063085.08
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CRAV3965
2034-01-01
4.5
295818.92
321938.25
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CTAV2584
2033-11-01
3.5
354574.46
375354.10
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CTAU5411
2033-08-01
3.5
289991.20
305944.91
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CVAT4105
2028-04-01
3
381039.15
401644.48
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CRAR0240
2043-01-01
3.5
51166477.36
55103709.37
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CTAL2749
2031-08-01
4.5
2795079.57
3086857.92
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CLRA5548
2051-07-01
3.5
3222367.60
3497891.12
Agency Mortgage-Backed Securities
FMAC FEPC 02.000 CLQC8475
2051-10-01
2
21965920.13
21992303.64
Agency Mortgage-Backed Securities
FMAC 04.500 FGPC V84386 G
2048-06-01
4.5
2595115.51
2834735.50
Agency Mortgage-Backed Securities
FMAC 04.000 FGPC U90696 G
2042-04-01
4
8178895.23
8903718.93
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLSD7534
2051-02-01
2.5
1660797.31
1726368.72
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CLSD0687
2048-11-01
3
1909269.63
2005196.43
Agency Mortgage-Backed Securities
FMAC FEPC 04.000 CLZN6232
2049-05-01
4
2253100.92
2471293.97
Agency Mortgage-Backed Securities
FMAC FEPC 04.500 CLZN0972
2048-10-01
4.5
3608708.63
4025604.69
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 3VZN0649
2043-03-01
3.5
600171.24
644569.17
Agency Mortgage-Backed Securities
FMAC FEPC 04.500 CLZM6397
2048-05-01
4.5
1221662.36
1365186.92
Agency Mortgage-Backed Securities
FMAC 05.000 FGPC G04333 G
2038-04-01
5
35355.93
40977.98
Agency Mortgage-Backed Securities
FMAC 06.500 FGPC G04322 G
2036-09-01
6.5
25104.11
30070.86
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CTMA4311
2041-04-01
2
52533.45
53321.93
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CKMA3620
2049-03-01
4
272402.40
283397.16
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLMA4494
2051-12-01
3
3282796.00
3428298.27
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLMA4440
2051-10-01
3.5
163928.61
174537.98
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
1470000000.00
1470000000.00
.0107
N
Y
Y
N
Fixed Income Clearing Corporation ("FICC") - SSB
Fixed Income Clearing Corporation ("FICC") - SSB, REPO, 0.055%, 12/1/2021
85748R009
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UST - 3.0000 - 05/15/2045
2045-05-15
3
39991000.00
48817052.37
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2030
2030-07-15
.125
11570410.05
12967937.94
U.S. Treasuries (including strips)
UST - 0.6250 - 08/15/2030
2030-08-15
.625
24000000.00
22521521.74
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
51164000.00
57487724.42
U.S. Treasuries (including strips)
UST - 0.1250 - 07/15/2031
2031-07-15
.125
9660172.51
10854142.27
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
2000000000.00
2000000000.00
.0145
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
.0003
709999439.10
709999439.10
.0052
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
.0005
399971500.00
399971500.00
.0029
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
879750115.20
879750115.20
.0064
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
.0003
212998638.93
212998638.93
.0015
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
941352375.00
941352375.00
.0068
N
Y
Y
N
United States Treasury
United States Treasury Bills, 0.053%, 1/13/2022
912796K73
254900HROIFWPRGM1V77
US912796K733
U.S. Treasury Debt
Y
2022-01-13
2022-01-13
2022-01-13
N
N
N
.0003
399985668.00
399985668.00
.0029
N
Y
Y
N
United States Treasury
United States Treasury Bills, 0.050%, 1/13/2022
912796K73
254900HROIFWPRGM1V77
US912796K733
U.S. Treasury Debt
Y
2022-01-13
2022-01-13
2022-01-13
N
N
N
.0003
1160988400.30
1160988400.30
.0084
N
Y
Y
N
United States Treasury
United States Treasury Bills, 0.050%, 1/20/2022
912796K81
254900HROIFWPRGM1V77
US912796K816
U.S. Treasury Debt
Y
2022-01-20
2022-01-20
2022-01-20
N
N
N
.0005
1591794425.19
1591794425.19
.0115
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
1498629585.00
1498629585.00
.0109
N
Y
Y
N
United States Treasury
United States Treasury Bills, 0.055%, 3/3/2022
912796L98
254900HROIFWPRGM1V77
US912796L988
U.S. Treasury Debt
Y
2022-03-03
2022-03-03
2022-03-03
N
N
N
.0005
222570040.27
222570040.27
.0016
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
530006146.90
530006146.90
.0038
N
Y
Y
N
United States Treasury
United States Treasury Bills, 0.050%, 3/17/2022
912796N21
254900HROIFWPRGM1V77
US912796N216
U.S. Treasury Debt
Y
2022-03-17
2022-03-17
2022-03-17
N
N
N
.0005
387538371.60
387538371.60
.0028
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
809405711.87
809405711.87
.0059
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
534824043.85
534824043.85
.0039
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
314881326.90
314881326.90
.0023
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
.0001
2035996050.16
2035996050.16
.0148
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
683038438.51
683038438.51
.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
2082179818.75
2082179818.75
.0151
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
723911534.44
723911534.44
.0053
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
1518198812.00
1518198812.00
.0110
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
494881556.40
494881556.40
.0036
N
Y
Y
N
United States Treasury
United States Treasury Notes, 1.875%, 7/31/2022
9128282P4
254900HROIFWPRGM1V77
US9128282P40
U.S. Treasury Debt
Y
2022-07-31
2022-07-31
2022-07-31
N
N
N
.0013
354060546.00
354060546.00
.0026
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
252753905.00
252753905.00
.0018
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
239816563.68
239816563.68
.0017
N
Y
Y
N
United States Treasury
United States Treasury Notes, 2.500%, 1/15/2022
9128285V8
254900HROIFWPRGM1V77
US9128285V80
U.S. Treasury Debt
Y
2022-01-15
2022-01-15
2022-01-15
N
N
N
.0004
351052639.00
351052639.00
.0025
N
Y
Y
N
United States Treasury
United States Treasury Notes, 1.750%, 2/28/2022
912828J43
254900HROIFWPRGM1V77
US912828J439
U.S. Treasury Debt
Y
2022-02-28
2022-02-28
2022-02-28
N
N
N
.0006
112464936.64
112464936.64
.0008
N
Y
Y
N
United States Treasury
United States Treasury Notes, 1.750%, 3/31/2022
912828J76
254900HROIFWPRGM1V77
US912828J769
U.S. Treasury Debt
Y
2022-03-31
2022-03-31
2022-03-31
N
N
N
.0007
402211940.00
402211940.00
.0029
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
296017283.70
296017283.70
.0021
N
Y
Y
N
United States Treasury
United States Treasury Notes, 1.750%, 9/30/2022
912828L57
254900HROIFWPRGM1V77
US912828L575
U.S. Treasury Debt
Y
2022-09-30
2022-09-30
2022-09-30
N
N
N
.0018
332253750.00
332253750.00
.0024
N
Y
Y
N
United States Treasury
United States Treasury Notes, 2.000%, 11/30/2022
912828M80
254900HROIFWPRGM1V77
US912828M805
U.S. Treasury Debt
Y
2022-11-30
2022-11-30
2022-11-30
N
N
N
.0024
579975000.00
579975000.00
.0042
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
557147500.00
557147500.00
.0040
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
145507500.00
145507500.00
.0011
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
667396895.14
667396895.14
.0048
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
.0014
184278793.12
184278793.12
.0013
N
Y
Y
N
United States Treasury
United States Treasury Notes, 1.875%, 1/31/2022
912828V72
254900HROIFWPRGM1V77
US912828V723
U.S. Treasury Debt
Y
2022-01-31
2022-01-31
2022-01-31
N
N
N
.0005
698100298.32
698100298.32
.0051
N
Y
Y
N
United States Treasury
United States Treasury Notes, 1.875%, 3/31/2022
912828W89
254900HROIFWPRGM1V77
US912828W895
U.S. Treasury Debt
Y
2022-03-31
2022-03-31
2022-03-31
N
N
N
.0007
201188358.00
201188358.00
.0015
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
253206054.06
253206054.06
.0018
N
Y
Y
N
United States Treasury
United States Treasury Notes, 1.750%, 6/30/2022
912828XW5
254900HROIFWPRGM1V77
US912828XW50
U.S. Treasury Debt
Y
2022-06-30
2022-06-30
2022-06-30
N
N
N
.0012
199879453.62
199879453.62
.0015
N
Y
Y
N
United States Treasury
United States Treasury Notes, 1.375%, 10/15/2022
912828YK0
254900HROIFWPRGM1V77
US912828YK04
U.S. Treasury Debt
Y
2022-10-15
2022-10-15
2022-10-15
N
N
N
.0022
155552030.48
155552030.48
.0011
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
.0005
125832468.98
125832468.98
.0009
N
Y
Y
N
United States Treasury
United States Treasury Notes, 0.164%, 4/30/2022
912828ZK9
254900HROIFWPRGM1V77
US912828ZK94
U.S. Treasury Debt
Y
2021-12-07
2022-04-30
2022-04-30
N
N
N
.0005
260125567.00
260125567.00
.0019
N
Y
Y
N
United States Treasury
United States Treasury Notes, 0.125%, 4/30/2022
912828ZM5
254900HROIFWPRGM1V77
US912828ZM50
U.S. Treasury Debt
Y
2022-04-30
2022-04-30
2022-04-30
N
N
N
.0009
390053293.50
390053293.50
.0028
N
Y
Y
N
United States Treasury
United States Treasury Notes, 0.125%, 6/30/2022
912828ZX1
254900HROIFWPRGM1V77
US912828ZX16
U.S. Treasury Debt
Y
2022-06-30
2022-06-30
2022-06-30
N
N
N
.0011
185014452.20
185014452.20
.0013
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
1111304002.93
1111304002.93
.0081
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
348659220.91
348659220.91
.0025
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
1460401034.90
1460401034.90
.0106
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
519780867.19
519780867.19
.0038
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
1636244190.27
1636244190.27
.0119
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
2149046805.22
2149046805.22
.0156
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
.0009
1300367062.89
1300367062.89
.0094
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
976104078.59
976104078.59
.0071
N
Y
Y
N
Bank of Nova Scotia, Toronto
Bank of Nova Scotia, Toronto, REPO, 0.055%, 12/1/2021
921AZS005
L3I9ZG2KFGXZ61BMYR72
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
USTR 1 1/2 NOTE AF 24
2024-10-31
1.5
300.00
306.37
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BK 22
2022-11-30
.125
1967900.00
1966073.79
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE BG 23
2023-09-30
.25
1999900.00
1993398.24
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AQ 23
2023-08-15
.125
644100.00
641035.66
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE W 23
2023-03-31
2.5
5922900.00
6119182.30
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE M 23
2023-06-30
1.375
162300.00
165768.14
U.S. Treasuries (including strips)
USTR 2 BOND 41
2041-11-15
2
115270800.00
116519036.29
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE BK 23
2023-11-30
.5
33685000.00
33675905.05
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE F 23
2023-11-15
2.75
41231700.00
43081209.86
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN AE 25
2025-10-15
.125
3411467.50
3705658.70
U.S. Treasuries (including strips)
USTR 1 NOTE N 28
2028-07-31
1
3299900.00
3224877.49
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN AE 24
2024-10-15
.125
1888335.51
2032613.72
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE AA 23
2023-06-30
2.625
41269400.00
43175374.53
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE J 23
2023-03-31
1.5
870000.00
885941.65
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE E 28
2028-08-15
2.875
200.00
220.65
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE Q 27
2027-09-30
.375
3007200.00
2853677.73
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE V 23
2023-02-28
2.625
8800.00
9114.50
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE H 26
2026-02-28
2.5
5377800.00
5722487.57
U.S. Treasuries (including strips)
USTR 0 3/8 TRIN D 27
2027-07-15
.375
615976.29
688943.15
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BL 22
2022-12-31
.125
10757000.00
10748617.08
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AB 24
2024-07-31
1.75
100.00
103.31
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BD 23
2023-07-31
.125
4600000.00
4579964.25
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE AB 23
2023-07-31
2.75
2183900.00
2288652.62
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE G 24
2024-01-31
2.25
699900.00
730275.13
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BB 23
2023-05-31
.125
5002000.00
4983462.59
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE Y 25
2025-04-30
.375
4904500.00
4812544.42
U.S. Treasuries (including strips)
USTR 1 3/4 BOND 41
2041-08-15
1.75
3478100.00
3381124.71
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE AG 26
2026-11-30
1.25
80000.00
80244.00
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE F 31
2031-11-15
1.375
441200.00
435177.51
U.S. Treasuries (including strips)
USTR 0 3/4 NOTE AU 24
2024-11-15
.75
2469900.00
2466036.52
U.S. Treasuries (including strips)
USTR 1 1/8 NOTE AF 26
2026-10-31
1.125
9108000.00
9090898.09
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE R 28
2028-10-31
1.375
42305000.00
42214446.26
U.S. Treasuries (including strips)
USTR 0 7/8 NOTE AD 26
2026-09-30
.875
998300.00
985647.89
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AS 24
2024-09-15
.375
16999100.00
16830592.90
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AR 24
2024-08-15
.375
7536000.00
7470364.10
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE AB 26
2026-07-31
.625
32227500.00
31514660.28
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 31
2031-07-15
.125
716.30
800.91
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AQ 24
2024-07-15
.375
16545300.00
16418004.60
U.S. Treasuries (including strips)
USTR 0 7/8 NOTE AA 26
2026-06-30
.875
56247900.00
55764612.85
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AP 24
2024-06-15
.25
4265000.00
4221102.66
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AY 23
2023-03-31
.125
105321000.00
105067437.38
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE J 28
2028-03-31
1.25
766700.00
762776.63
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE V 26
2026-02-28
.5
1879900.00
1834607.39
U.S. Treasuries (including strips)
USTR 1 1/8 NOTE B 31
2031-02-15
1.125
1704900.00
1657795.42
U.S. Treasuries (including strips)
USTR 0 3/4 NOTE G 28
2028-01-31
.75
22500000.00
21753999.29
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AV 23
2023-01-31
.125
1608000.00
1606191.65
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AJ 24
2024-01-15
.125
11044000.00
10944766.90
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AH 25
2025-12-31
.375
9400.00
9148.07
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AU 23
2023-12-15
.125
500000.00
496046.89
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AG 25
2025-11-30
.375
38219500.00
37170030.75
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE S 27
2027-11-30
.625
2996900.00
2875046.05
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BH 22
2022-10-31
.125
17443800.00
17434425.55
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BG 22
2022-09-30
.125
2100.00
2099.60
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BC 22
2022-06-30
.125
21960600.00
21974318.81
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AA 25
2025-06-30
.25
59999900.00
58522666.59
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BB 22
2022-05-31
.125
12214100.00
12215565.69
U.S. Treasuries (including strips)
USTR 0 1/2 TRIN A 28
2028-01-15
.5
111.19
125.30
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE T 24
2024-12-31
2.25
22108600.00
23254148.70
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE S 24
2024-11-30
2.125
54376900.00
56469540.62
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE Q 24
2024-09-30
2.125
3158900.00
3289334.54
U.S. Treasuries (including strips)
USTR 1 7/8 NOTE AD 22
2022-09-30
1.875
15144200.00
15406333.54
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE Q 26
2026-09-30
1.625
50100.00
51330.62
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE E 29
2029-08-15
1.625
25421300.00
25904936.78
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE N 25
2025-07-31
2.875
7831900.00
8436454.15
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AA 22
2022-06-30
1.75
3425000.00
3482655.82
U.S. Treasuries (including strips)
USTR 0 3/8 TRIN D 25
2025-07-15
.375
27713688.76
30384685.58
U.S. Treasuries (including strips)
USTR 1 7/8 NOTE Y 22
2022-04-30
1.875
426300.00
430133.23
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 24
2024-07-15
.125
48163088.93
51809745.17
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE C 24
2024-05-15
2.5
100.00
104.55
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE J 24
2024-03-31
2.125
100.00
103.79
U.S. Treasuries (including strips)
USTR 0 3/8 TRIN D 23
2023-07-15
.375
37996458.76
40413650.98
U.S. Treasuries (including strips)
USTR 1 7/8 NOTE U 22
2022-01-31
1.875
1026800.00
1036324.63
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE C 30
2030-05-15
.625
800.00
746.11
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AM 23
2023-05-15
.125
1728000.00
1722387.10
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE K 27
2027-04-30
.5
44122500.00
42429271.03
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AL 23
2023-04-15
.25
330400.00
330165.06
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE W 25
2025-03-31
.5
200.00
197.43
U.S. Treasuries (including strips)
USTR 1 1/8 NOTE AX 22
2022-02-28
1.125
220000.00
221196.37
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AH 24
2024-12-31
1.75
3069000.00
3175972.50
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE AU 22
2022-12-15
1.625
15000000.00
15329235.25
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE F 29
2029-11-15
1.75
24932000.00
25539222.30
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE AD 24
2024-09-30
1.5
6000.00
6135.32
U.S. Treasuries (including strips)
USTR 2 NOTE B 23
2023-02-15
2
425800.00
437214.94
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE S 23
2023-11-30
2.125
16600.00
17130.42
U.S. Treasuries (including strips)
USTR 2 NOTE F 26
2026-11-15
2
217800.00
226642.40
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE F 22
2022-11-15
1.625
40000000.00
40566333.70
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE N 23
2023-07-31
1.25
600.00
610.87
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE K 23
2023-04-30
1.625
1136800.00
1158963.83
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE H 23
2023-02-28
1.5
12355800.00
12592150.62
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE B 26
2026-02-15
1.625
24777700.00
25434925.13
U.S. Treasuries (including strips)
USTR 0 5/8 TRIN A 26
2026-01-15
.625
83761119.17
92951787.03
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE T 22
2022-12-31
2.125
6816200.00
7014782.62
U.S. Treasuries (including strips)
USTR 2 NOTE S 22
2022-11-30
2
60000000.00
61064400.00
U.S. Treasuries (including strips)
USTR 2 NOTE E 25
2025-08-15
2
31467000.00
32789407.52
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE H 22
2022-02-28
1.75
32300.00
32576.78
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE T 21
2021-12-31
2.125
4925900.00
4977631.40
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE V 24
2024-02-29
2.375
4672200.00
4884071.67
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE U 24
2024-01-31
2.5
40631500.00
42647514.90
U.S. Treasuries (including strips)
USTR 3 1/8 NOTE F 28
2028-11-15
3.125
800.00
892.07
U.S. Treasuries (including strips)
USTR 3 NOTE R 25
2025-10-31
3
96000.00
103468.34
U.S. Treasuries (including strips)
USTR 3 NOTE Q 25
2025-09-30
3
60170900.00
64943924.90
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE AC 23
2023-08-31
2.75
5371300.00
5623536.16
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE L 25
2025-05-31
2.875
522600.00
557077.49
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE K 25
2025-04-30
2.875
24692300.00
26363785.91
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE Y 23
2023-04-30
2.75
985900.00
1021578.74
U.S. Treasuries (including strips)
USTR 0 5/8 TRIN X 23
2023-04-15
.625
16098507.00
17004206.35
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE B 28
2028-02-15
2.75
109715700.00
119768502.38
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE E 26
2026-08-15
1.5
10203500.00
10406676.31
U.S. Treasuries (including strips)
USTR 1 7/8 BOND 51
2051-11-15
1.875
11250000.00
11246478.00
U.S. Treasuries (including strips)
USTR 2 1/4 BOND 41
2041-05-15
2.25
100.00
105.02
U.S. Treasuries (including strips)
USTR 2 3/8 BOND 51
2051-05-15
2.375
600.00
667.90
U.S. Treasuries (including strips)
USTR 1 7/8 BOND 51
2051-02-15
1.875
4100.00
4106.20
U.S. Treasuries (including strips)
USTR 0 1/4 TRIB 50
2050-02-15
.25
320.03
383.51
U.S. Treasuries (including strips)
USTR 1 TRIB 49
2049-02-15
1
326.97
461.99
U.S. Treasuries (including strips)
USTR 2 3/4 BOND 47
2047-08-15
2.75
44465900.00
52427338.15
U.S. Treasuries (including strips)
USTR 3 1/8 BOND 42
2042-02-15
3.125
300.00
363.55
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE AG 23
2023-12-31
2.625
200.00
210.76
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE AJ 23
2023-02-15
1.375
2497800.00
2541456.45
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE C 29
2029-05-15
2.375
46800.00
49933.92
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE G 25
2025-01-31
2.5
39497600.00
41841586.79
U.S. Treasuries (including strips)
USTR 2 NOTE N 22
2022-07-31
2
133000.00
135552.06
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AN 24
2024-05-15
.25
74414300.00
73633961.23
U.S. Treasuries (including strips)
USTR 0 3/4 TRIB 45
2045-02-15
.75
474840.04
609831.22
U.S. Treasuries (including strips)
USTR 1 7/8 NOTE V 22
2022-02-28
1.875
13554000.00
13678607.31
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE G 26
2026-01-31
2.625
300.00
321.48
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AP 23
2023-07-15
.125
7960200.00
7928126.36
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE N 24
2024-07-31
2.125
7302400.00
7623375.80
U.S. Treasuries (including strips)
USTR 0 1/4 TRIN A 25
2025-01-15
.25
117253033.94
126761258.34
U.S. Treasuries (including strips)
Y
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
2021-12-01
2021-12-01
2021-12-01
N
N
N
.0006
2000000000.00
2000000000.00
.0145
N
Y
Y
N
Mizuho Securities USA LLC
Mizuho Securities USA LLC, REPO, 0.060%, 12/1/2021
930LFD005
5493004GRDTUI7EMIZ82
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FNMA FNMS 01.500 CTMA4473
2041-11-01
1.5
247833959.80
244864495.90
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLAL7944
2046-01-01
3.5
25321699.07
27258415.16
Agency Mortgage-Backed Securities
FNMA FNMS 01.500 CTMA4500
2041-12-01
1.5
392487180.09
387784529.53
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
646967000.00
646967000.00
.0047
N
Y
Y
N
BMO Capital Markets Corp.
BMO Capital Markets Corp., REPO, 0.060%, 1/11/2022
930NYX006
RUC0QBLBRPRCU4W1NE59
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNRM 2021-156 MY
2051-09-20
1.5
240686.60
199349.00
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-159 AL
2051-09-20
1
82600.00
71955.30
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-159 MU
2051-09-20
1.5
117600.00
104249.03
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-116 HN
2047-10-20
1.5
2496438.84
2120431.05
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-114 GL
2051-06-20
1.5
38880.10
34920.60
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-029 AY
2050-03-20
3.5
6898660.75
7198852.14
Agency Collateralized Mortgage Obligation
GNMA GNRA 2020-062 WD
2050-05-20
.9415
340860.80
225922.00
Agency Collateralized Mortgage Obligation
GNMA GNRM 2020-061 KY
2050-05-20
4
135141.16
140634.95
Agency Collateralized Mortgage Obligation
GNMA GNRM 2019-103 LY
2049-08-20
3.5
700.00
735.93
Agency Collateralized Mortgage Obligation
GNMA GNRM 2019-56 GE
2049-04-20
2.5
1405540.78
1433305.68
Agency Collateralized Mortgage Obligation
GNMA GNRM 2019-43 LB
2048-08-20
4
728281.40
768511.10
Agency Collateralized Mortgage Obligation
GNMA GNRM 2019-29 JY
2049-03-20
4.5
295810.08
318735.07
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-4O FD
2068-02-20
.3611
399524.12
392692.78
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-02O KB
2071-01-20
3.0119
711.73
744.09
Agency Collateralized Mortgage Obligation
GNMA GNRA 2020-18O EY
2070-09-20
3.5974
713.79
766.91
Agency Collateralized Mortgage Obligation
GNMA GNRA 2020-12O JZ
2069-08-20
4.1963
740.15
920.91
Agency Collateralized Mortgage Obligation
GNMA GNRA 2020-11O JZ
2069-05-20
4.1792
106760.70
133039.49
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-11O FK
2071-07-20
1.5477
32138148.82
34067977.43
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-5O FG
2068-08-20
.3824
22202.11
21838.75
Agency Collateralized Mortgage Obligation
GNMA GNRM 2016-18 LM
2046-01-20
2.75
2671509.19
2715202.46
Agency Collateralized Mortgage Obligation
GNMA GNRM 2016-29 W
2046-07-20
2.5
131.33
134.48
Agency Collateralized Mortgage Obligation
GNMA GNRM 2014-132 AJ
2043-10-20
2.25
5380723.18
5491235.17
Agency Collateralized Mortgage Obligation
GNMA GNRM 2010-167 WL
2040-09-20
4.5
245718.90
275960.76
Agency Collateralized Mortgage Obligation
GNMA GNRA 2016-1O FA
2066-01-20
.9753
114992.06
116894.60
Agency Collateralized Mortgage Obligation
GNMA GNRA 2015-13O FG
2065-04-20
.4753
24672.90
24692.64
Agency Collateralized Mortgage Obligation
GNMA GNRA 2017-8O PZ
2066-04-20
2
84445.83
79186.39
Agency Collateralized Mortgage Obligation
GNMA GNRA 2017-1O HZ
2067-04-20
4.5641
85952.19
105819.74
Agency Collateralized Mortgage Obligation
GNMA GNRA 2017-0O GZ
2067-04-20
4.5465
862.96
1043.49
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-3O HZ
2068-01-20
4.5634
82958.85
104286.08
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-1O HZ
2068-01-20
4.6191
83505.55
105621.07
Agency Collateralized Mortgage Obligation
FMAC FGRM 5161MG 07/15/46
2046-07-15
2
6671486.39
6780152.30
Agency Collateralized Mortgage Obligation
FMAC FERM 5131LY 08/25/51
2051-08-25
1.5
153510.00
118186.94
Agency Collateralized Mortgage Obligation
FMAC FERM 5124HU 06/25/51
2051-06-25
1.5
74249.37
74291.86
Agency Collateralized Mortgage Obligation
FMAC FERM 5119LM 05/25/41
2041-05-25
1.5
141945.30
120145.67
Agency Collateralized Mortgage Obligation
FMAC FERM 5085WA 03/25/51
2051-03-25
.75
20171.90
12657.41
Agency Collateralized Mortgage Obligation
FMAC FERM 5085QW 03/25/51
2051-03-25
1.5
2947646.44
2520686.74
Agency Collateralized Mortgage Obligation
FNMA FNRM CL066MY R21F066
2051-10-25
2
424200.00
382779.46
Agency Collateralized Mortgage Obligation
FNMA FNRM CL075WB R21F075
2051-11-25
2
18800469.76
18809909.69
Agency Collateralized Mortgage Obligation
FNMA FNRM CL051GP R21F051
2028-03-25
1.75
150494.38
151068.63
Agency Collateralized Mortgage Obligation
FNMA FNRM CL056YB R21F056
2051-09-25
1.5
561049.30
503949.26
Agency Collateralized Mortgage Obligation
FNMA FNRM CL053JA R13F053
2041-12-25
1.5
6377348.30
6385271.09
Agency Collateralized Mortgage Obligation
FNMA FNRM CL049AP R13F049
2043-05-25
1.75
2212992.94
2181430.62
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-16O EF
2071-10-20
1.0477
23702826.02
24286982.64
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-177 NA
2051-10-20
2
35604192.68
35352332.58
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-209 GD
2051-11-20
1.5
63584118.50
64574971.01
Agency Collateralized Mortgage Obligation
FNMA FNRM CL072BA R18F072
2054-07-25
3.5
1205523.11
1249462.55
Agency Collateralized Mortgage Obligation
FNMA FNRM RC056QG R20F056
2050-08-25
2
5635245.63
5719431.19
Agency Collateralized Mortgage Obligation
FNMA FNRA CL059F R21F059
2051-08-25
.5477
93806.30
92048.39
Agency Collateralized Mortgage Obligation
FMAC FERM 5088HD 10/25/50
2050-10-25
1
2687667.24
2627919.20
Agency Collateralized Mortgage Obligation
FMAC FERM 5101CL 02/25/51
2051-02-25
1
70519.40
42640.44
Agency Collateralized Mortgage Obligation
GNMA GNRM 2014-140 VM
2040-12-20
4
2710032.53
2781355.77
Agency Collateralized Mortgage Obligation
FMAC FERM 5131LP 08/25/51
2051-08-25
1
454650.00
359257.86
Agency Collateralized Mortgage Obligation
FMAC FERM 5138YL 09/25/51
2051-09-25
2
408674.70
388997.47
Agency Collateralized Mortgage Obligation
FMAC FERM 5173LB 12/25/51
2051-12-25
2.5
3889796.40
3901570.38
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-7O HZ
2068-04-20
4.6079
7398.91
9261.66
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-7O JA
2068-09-20
3.75
22680.79
24221.34
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-03O NY
2071-01-20
3.3083
73616.63
76545.83
Agency Collateralized Mortgage Obligation
GNMA GNRA 2020-17O KZ
2070-09-20
3.5821
753.34
850.34
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-02O PB
2070-05-20
4.6271
700.70
821.01
Agency Collateralized Mortgage Obligation
GNMA GNRM 2019-29 MT
2049-03-20
3.5
299.16
314.51
Agency Collateralized Mortgage Obligation
GNMA GNRM 2019-44 AV
2039-05-20
3
194933.99
197879.18
Agency Collateralized Mortgage Obligation
GNMA GNRM 2020-013 HB
2048-12-20
3
1588438.91
1614449.07
Agency Collateralized Mortgage Obligation
GNMA GNRM 2020-191 PK
2050-12-20
.5
222894.70
147663.68
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-105 KM
2051-06-20
1
13300.00
10717.85
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-159 MB
2051-09-20
1.25
10417634.96
10220178.52
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-209 WE
2051-11-20
1.5
43791183.80
44472895.75
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-177 HA
2051-10-20
2
1154929.12
1169108.31
Agency Collateralized Mortgage Obligation
FCSB 3.07 FCSB 33 I
2033-11-28
3.07
18900.00
21277.75
Agency Debentures and Agency Strips
GNMA GNHF RF 751408 H
2061-06-20
4.89
496.83
513.73
Agency Mortgage-Backed Securities
GNMA GNHA PD 785548 H
2070-06-20
1.422
5007842.09
5212845.61
Agency Mortgage-Backed Securities
GNMA GNPL RX 728041
2041-01-15
4.5
225959.11
226708.17
Agency Mortgage-Backed Securities
GNMA GNHA RM 892399 H
2060-01-20
1.51
83264.64
85312.49
Agency Mortgage-Backed Securities
GNMA GNHA RM 892382 H
2059-12-20
1.431
48340.92
49441.44
Agency Mortgage-Backed Securities
GNMA GNHA RM 892379 H
2059-12-20
1.48
189288.86
193919.47
Agency Mortgage-Backed Securities
GNMA GNHF RF AI2413 H
2064-08-20
4.578
839452.89
901161.78
Agency Mortgage-Backed Securities
GNMA GNHF RF AP6969 H
2065-10-20
4.425
17793.17
18684.87
Agency Mortgage-Backed Securities
GNMA GNPL LM AD0091
2032-06-15
2.73
118000.48
121073.93
Agency Mortgage-Backed Securities
GNMA GNHA RA CH7782 H
2071-09-20
2.204
963885.17
1089577.19
Agency Mortgage-Backed Securities
GNMA GNHA RM CG8197 H
2071-09-20
1.671
7231449.64
7738143.46
Agency Mortgage-Backed Securities
GNMA GNHA AL CG5334 H
2071-09-20
2.232
1165080.79
1219783.66
Agency Mortgage-Backed Securities
GNMA GNHA RM CG5333 H
2071-09-20
1.475
934790.11
991699.37
Agency Mortgage-Backed Securities
GNMA GNHF RF CF8578 H
2071-07-20
4.523
724703.63
766795.53
Agency Mortgage-Backed Securities
GNMA GNCL CL CF6780
2063-08-15
2.3
12659048.50
12954077.47
Agency Mortgage-Backed Securities
GNMA GNHA RM CE5492 H
2071-06-20
2.206
1957869.88
2165831.02
Agency Mortgage-Backed Securities
GNMA GNCL CL CD0954
2063-05-15
2.9
472647.70
500472.05
Agency Mortgage-Backed Securities
GNMA GNCL CL CC8491
2063-05-15
2.7
682607.10
715686.92
Agency Mortgage-Backed Securities
GNMA GNHF RF CC5171 H
2071-04-20
2.749
532518.01
549806.46
Agency Mortgage-Backed Securities
GNMA GNPL LM CB4467
2059-06-15
4.3
106795.38
122970.49
Agency Mortgage-Backed Securities
GNMA GNCL CL BX1595
2062-05-15
2.6
147238.00
153720.22
Agency Mortgage-Backed Securities
GNMA GNHF RF BU6004 H
2071-03-20
3.395
490847.42
526804.87
Agency Mortgage-Backed Securities
GNMA GNCL CL BR3550
2061-11-15
3.39
191937.20
205468.55
Agency Mortgage-Backed Securities
GNMA GNCL CL BN6741
2062-12-15
2.33
526365.00
539590.42
Agency Mortgage-Backed Securities
GNMA GNCL CL BN0009
2061-11-15
3.75
542090.50
601510.57
Agency Mortgage-Backed Securities
GNMA GNPL LM AB2583
2023-08-15
2.14
938.26
949.67
Agency Mortgage-Backed Securities
GNMA GNHF RF 773446 H
2062-05-20
3.64
1211.06
1245.22
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLAE7005
2040-10-01
4
110.89
122.35
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBAE0193
2040-07-01
1.998
398539.02
417780.29
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLAD8529
2040-08-01
4.5
977.19
1066.02
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLAD8180
2040-09-01
4
155.46
171.49
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LB922881
2037-02-01
1.585
284.14
290.63
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLCA4159
2046-08-01
3.5
1701542.24
1824642.77
Agency Mortgage-Backed Securities
FNMA FNMS 05.000 CL721867
2033-06-01
5
83.27
91.85
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX AM462209
2036-04-01
2.261
11519.51
11592.10
Agency Mortgage-Backed Securities
FMAC FMAR 783096 G
2035-04-01
2.375
570.34
606.94
Agency Mortgage-Backed Securities
FMAC FMAR 840864 G
2046-11-01
1.971
894.01
936.32
Agency Mortgage-Backed Securities
FMAC FEPC 02.000 CLQD2437
2051-12-01
2
768414.50
769855.37
Agency Mortgage-Backed Securities
FMAC 04.000 FGPC A97040 G
2041-02-01
4
905.67
996.28
Agency Mortgage-Backed Securities
FMAC FMAR 1G2555 G
2036-11-01
2.448
15.36
16.39
Agency Mortgage-Backed Securities
FMAC FMAR 1A1062 G
2035-03-01
7.25
22317.71
22640.95
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBAL1273
2041-12-01
2.047
78091.50
81978.58
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLAE3820
2040-09-01
4
622.41
679.95
Agency Mortgage-Backed Securities
GNMA GNHA RM CG2451 H
2071-06-20
2.225
1001766.53
1105022.98
Agency Mortgage-Backed Securities
GNMA GNCL CL CC8487
2063-05-15
3
383285.00
407761.84
Agency Mortgage-Backed Securities
GNMA GNHA RM 894743 H
2064-09-20
1.21
455143.35
463471.89
Agency Mortgage-Backed Securities
GNMA GNHF RF CB0447 H
2071-03-20
4.564
1092146.01
1163671.26
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCB2090
2051-11-01
2.5
305969.16
314375.32
Agency Mortgage-Backed Securities
GNMA GNCL CL BW4569
2062-12-15
2.5
1984422.30
2065235.69
Agency Mortgage-Backed Securities
GNMA GNHF RF CF8577 H
2071-07-20
4.56
24337.18
25966.95
Agency Mortgage-Backed Securities
GNMA GNHA RM CE5535 H
2071-09-20
1.861
12046078.61
13084006.56
Agency Mortgage-Backed Securities
FMAC 04.500 FGPC G60134 G
2036-06-01
4.5
1944.65
2157.80
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBAL4971
2044-01-01
1.867
106554.10
111055.69
Agency Mortgage-Backed Securities
GNMA GNHF RF CE1780 H
2071-05-20
3.003
2561.61
2687.03
Agency Mortgage-Backed Securities
GNMA GNHF RF AH4598 H
2064-04-20
4.653
168694.94
179033.95
Agency Mortgage-Backed Securities
GNMA GNHA RM CE9357 H
2071-09-20
1.643
137172.66
146910.75
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLMA4493
2051-12-01
2.5
2111121.60
2169122.32
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CLQB3497
2050-09-01
3
1790709.85
1863148.84
Agency Mortgage-Backed Securities
GNMA GNHA RA CE9323 H
2071-07-20
2.042
1832.53
2064.48
Agency Mortgage-Backed Securities
FMAC FMAR 1A1061 G
2035-04-01
6.366
23140.32
25988.00
Agency Mortgage-Backed Securities
GNMA GNHA AL CJ0475 H
2071-10-20
2.092
125816.60
133310.27
Agency Mortgage-Backed Securities
GNMA GNRM 2020-043 AN
2061-11-16
1.8
3286.02
3259.14
Agency Mortgage-Backed Securities
GNMA GNRM 2015-47 AC
2055-05-16
2.5
9910.28
10057.59
Agency Mortgage-Backed Securities
FNMA MNRM CL006A R20M006
2037-10-25
2.5
1598502.16
1658098.94
Agency Mortgage-Backed Securities
GNMA GNRM 2016-72 A
2055-12-16
2.7
907555.76
926758.74
Agency Mortgage-Backed Securities
Y
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
2021-12-07
2021-12-07
2022-01-11
Y
BMO Capital Markets Corp.
1.0000
7
N
STANDARD AND POORS
A-1
MOODYS
P-1
N
N
.0006
350000000.00
350000000.00
.0025
N
N
Y
N
Bank of Montreal
Bank of Montreal, REPO, 0.060%, 1/24/2022
933CXH003
NQQ6HPCNCCU6TUTQYE16
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNRA 2019-2O EF
2069-07-20
.5969
21280763.04
21151456.87
Agency Collateralized Mortgage Obligation
GNMA GNRA 2020-02O FD
2070-01-20
.7044
9306061.63
9256047.70
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-5O KF
2069-09-20
.5824
18283732.85
18158338.84
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-5O HF
2069-09-20
.5824
449736.12
446659.37
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-18O FE
2069-11-20
.6149
5475247.20
5484619.73
Agency Collateralized Mortgage Obligation
FNMA FNMS 02.500 CLFM8422
2051-08-01
2.5
891479.20
923522.43
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLFM6749
2051-03-01
2.5
20964269.67
21747995.60
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLFM5770
2049-06-01
4
168749.39
180992.53
Agency Mortgage-Backed Securities
FNMA MNAR XX.XXX HYBS3776
2033-11-01
2.09
55824.00
56394.05
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLCA3046
2049-02-01
4
18089896.35
19674557.20
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLCA8618
2051-01-01
3
952488.92
1018290.34
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCA6079
2050-06-01
2.5
4274875.37
4432301.45
Agency Mortgage-Backed Securities
Y
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
2021-12-07
2021-12-07
2022-01-24
Y
Bank of Montreal
1.0000
7
N
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
N
N
.0006
100000000.00
100000000.00
.0007
N
N
Y
N
Bank of Montreal
Bank of Montreal, REPO, 0.060%, 1/11/2022
933CXH003
NQQ6HPCNCCU6TUTQYE16
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNRA 2021-162 QF
2051-09-20
.3977
990.59
969.02
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-096 FE
2051-06-20
.4577
1159.04
1137.95
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-5O KF
2069-09-20
.5824
436753.59
433758.24
Agency Collateralized Mortgage Obligation
FNMA FNRA CL067FJ R05F067
2035-08-25
.392
49898.18
50077.34
Agency Collateralized Mortgage Obligation
GNMA GNPL PN AT8546
2061-10-15
2.84
12001301.28
12799601.18
Agency Mortgage-Backed Securities
GNMA GNPL LM CI3505
2052-03-15
2.25
2181576.00
2246389.53
Agency Mortgage-Backed Securities
GNMA GNPL LM CG3680
2050-12-15
2.2
3992161.40
4095966.47
Agency Mortgage-Backed Securities
GNMA GNPL LM CF9492
2031-05-15
1.43
17306925.38
17110300.44
Agency Mortgage-Backed Securities
GNMA GNPL LM CF6742
2037-12-15
2.72
246761.91
260280.05
Agency Mortgage-Backed Securities
GNMA GNPL LM CF6690
2057-12-15
2.82
249060.06
264894.47
Agency Mortgage-Backed Securities
GNMA GNPL LM CF6673
2053-12-15
3.03
49709.83
53897.23
Agency Mortgage-Backed Securities
GNMA GNPL LM CF2749
2053-06-15
2.64
1927111.64
2032691.66
Agency Mortgage-Backed Securities
GNMA GNPL LM CF1026
2060-12-15
2.98
12958405.97
13833740.54
Agency Mortgage-Backed Securities
GNMA GNPL LM CF0280
2060-04-15
3.14
249213.73
269530.24
Agency Mortgage-Backed Securities
GNMA GNPL PN CE9979
2056-10-15
2
19968652.60
20180741.88
Agency Mortgage-Backed Securities
GNMA GNPL LM CE9465
2053-10-15
3.09
99421.31
103449.38
Agency Mortgage-Backed Securities
GNMA GNPL LM CD9092
2060-06-15
3.4
4985320.80
5536018.72
Agency Mortgage-Backed Securities
GNMA GNPL LM CD6009
2054-05-15
2.82
49704.22
53129.18
Agency Mortgage-Backed Securities
GNMA GNPL LM CD5942
2053-11-15
2.95
8817600.78
9572073.41
Agency Mortgage-Backed Securities
GNMA GNPL LM CD4908
2054-07-15
3.55
49871.88
55982.57
Agency Mortgage-Backed Securities
GNMA GNPL LM CD4907
2054-08-15
3.55
249362.29
279925.31
Agency Mortgage-Backed Securities
GNMA GNPL LM CD4894
2058-05-15
3
3985807.64
4266921.34
Agency Mortgage-Backed Securities
GNMA GNPL LM CC9202
2060-07-15
3.26
99498.72
108524.06
Agency Mortgage-Backed Securities
GNMA GNPL LM CC1893
2060-04-15
2.87
1248597.49
1340768.89
Agency Mortgage-Backed Securities
GNMA GNPL LM CC1890
2060-06-15
2.84
11901352.49
12751987.12
Agency Mortgage-Backed Securities
GNMA GNPL LM CC2599
2057-03-15
2.7
99601.08
105584.71
Agency Mortgage-Backed Securities
GNMA GNPL LM BY5332
2054-05-15
2.89
11652592.97
12559118.74
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9069
2058-12-15
3.18
49857.73
54503.85
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9068
2058-12-15
3.18
49857.77
54503.90
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9066
2058-12-15
3.18
49857.81
54503.95
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9053
2058-12-15
3.12
49808.01
54263.65
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9052
2058-12-15
3.18
49810.77
54554.98
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9051
2058-12-15
3.18
49810.77
54554.98
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9049
2058-12-15
3.03
99607.70
107655.88
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9063
2058-12-15
3.18
49857.79
54503.92
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9061
2058-12-15
3.18
49857.83
54503.97
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9060
2058-12-15
3.18
49857.77
54503.90
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9059
2058-12-15
3.18
49857.74
54503.86
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9058
2058-12-15
3.18
99715.53
109007.78
Agency Mortgage-Backed Securities
FNMA MNAR XX.XXX HYBS3362
2031-10-01
1.66
3913885.00
3867338.04
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLQD2128
2051-11-01
2.5
66517071.00
68344553.62
Agency Mortgage-Backed Securities
FMAC FEPC 02.000 CLSD8182
2051-12-01
2
1435684.00
1437408.42
Agency Mortgage-Backed Securities
FMAC FEPC 01.500 CISB8131
2036-12-01
1.5
35693118.00
35870667.47
Agency Mortgage-Backed Securities
GNMA GNPL LM CD4906
2054-07-15
3.55
249359.50
279912.95
Agency Mortgage-Backed Securities
GNMA GNPL LM CF6668
2054-08-15
2.79
99557.95
106885.76
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9062
2058-12-15
3.18
49857.74
54503.86
Agency Mortgage-Backed Securities
GNMA GNPL LM CG6310
2055-09-15
2.94
15554445.97
16779985.95
Agency Mortgage-Backed Securities
GNMA GNPL LM CE9974
2040-05-15
2.72
1674507.45
1731273.44
Agency Mortgage-Backed Securities
GNMA GNPL LM CF6732
2059-12-15
2.9
249436.24
267464.27
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9064
2058-12-15
3.18
99715.48
109007.73
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9065
2058-12-15
3.18
49857.78
54503.91
Agency Mortgage-Backed Securities
GNMA GNPL LM CF2750
2059-06-15
2.9
99654.87
106872.48
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9067
2058-12-15
3.18
99715.51
109007.77
Agency Mortgage-Backed Securities
GNMA GNPL LM CF0052
2049-10-15
2.73
249048.70
263969.25
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9050
2058-12-15
3.18
49810.78
54554.99
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9056
2058-12-15
3.18
49857.72
54503.84
Agency Mortgage-Backed Securities
GNMA GNPL LM CD0934
2060-06-15
3.4
99490.13
110308.98
Agency Mortgage-Backed Securities
GNMA GNPL LM CF6689
2054-04-15
2.9
99560.03
107018.98
Agency Mortgage-Backed Securities
GNMA GNPL LM CI3476
2052-08-15
2.62
2508707.66
2645285.61
Agency Mortgage-Backed Securities
GNMA GNPL LM CD4872
2060-02-15
3.19
99583.30
109528.75
Agency Mortgage-Backed Securities
GNMA GNPL LM CE9973
2054-07-15
3.3
1248393.78
1403530.84
Agency Mortgage-Backed Securities
GNMA GNPL LM BQ9057
2058-12-15
3.18
49857.82
54503.95
Agency Mortgage-Backed Securities
Y
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
2021-12-07
2021-12-07
2022-01-11
Y
Bank of Montreal
1.0000
7
N
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
N
N
.0006
250000000.00
250000000.00
.0018
N
N
Y
N
Bank of Montreal
Bank of Montreal, REPO, 0.060%, 12/6/2021
933CXH003
NQQ6HPCNCCU6TUTQYE16
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNRA 2019-023 UF
2049-02-20
.5411
2021520.56
2028570.24
Agency Collateralized Mortgage Obligation
GNMA GNRA 2020-02O FD
2070-01-20
.7044
4686462.06
4661275.42
Agency Collateralized Mortgage Obligation
FMAC 04.500 FGPC G08753 G
2047-02-01
4.5
115261.77
125521.57
Agency Mortgage-Backed Securities
FMAC 04.000 FGPC G07925 G
2045-02-01
4
9033.82
9982.56
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CIFM9724
2036-11-01
2
14234612.00
14627374.99
Agency Mortgage-Backed Securities
FMAC FEPC 01.500 CLSD8181
2051-12-01
1.5
199618.40
193014.09
Agency Mortgage-Backed Securities
GNMA GNPL PN BN6300
2056-10-15
2.14
3067316.43
3132560.98
Agency Mortgage-Backed Securities
GNMA GNPL PN CH2278
2056-10-15
2.6
1311374.28
1383963.37
Agency Mortgage-Backed Securities
GNMA GNPL PN CD0976
2056-10-15
2.12
2042069.51
2082399.94
Agency Mortgage-Backed Securities
GNMA GNPL PN CB6046
2056-08-15
2.81
79679.49
85162.68
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 3PRE6120
2051-12-01
3
3447746.40
3530025.72
Agency Mortgage-Backed Securities
GNMA GNPL PN CE9984
2056-10-15
2.03
6390027.97
6472173.55
Agency Mortgage-Backed Securities
GNMA GNPL PN CH2287
2061-10-15
2.4
1837842.10
1903409.57
Agency Mortgage-Backed Securities
GNMA GNHF RF AF7269 H
2064-09-20
4.696
1422249.47
1518767.43
Agency Mortgage-Backed Securities
GNMA GNPL PN CC9203
2061-08-15
2.69
797364.71
839530.91
Agency Mortgage-Backed Securities
GNMA GNPL PN CH2279
2056-10-15
2.45
4655638.71
4865685.35
Agency Mortgage-Backed Securities
GNMA GNHF RF AA7517 H
2063-08-20
4.681
594979.15
622091.04
Agency Mortgage-Backed Securities
GNMA GNPL PN CH0819
2047-02-15
2.39
4778009.38
4968223.26
Agency Mortgage-Backed Securities
GNMA GNPL PN CG6309
2060-06-15
2.06
817840.00
827327.30
Agency Mortgage-Backed Securities
GNMA GNPL PN CG6303
2061-10-15
2.4
1598123.57
1655138.76
Agency Mortgage-Backed Securities
GNMA GNPL PN CG6299
2056-10-15
2.13
2368376.49
2416958.60
Agency Mortgage-Backed Securities
GNMA GNPL PN CG6297
2056-10-15
2.1
9585247.39
9759954.50
Agency Mortgage-Backed Securities
GNMA GNPL PN CF1624
2061-10-15
2.5
998854.39
1042904.76
Agency Mortgage-Backed Securities
GNMA GNPL PN CF1623
2056-09-15
2.17
237756.41
243368.66
Agency Mortgage-Backed Securities
GNMA GNPL PN CE1226
2061-08-15
3.23
199421.17
218213.62
Agency Mortgage-Backed Securities
GNMA GNPL PN CD8991
2056-10-15
2.15
2396348.21
2449156.40
Agency Mortgage-Backed Securities
GNMA GNPL PN CD4902
2056-10-15
2.26
9554453.43
9845668.93
Agency Mortgage-Backed Securities
GNMA GNPL PN BZ8344
2055-07-15
2.34
7135713.71
7396388.46
Agency Mortgage-Backed Securities
GNMA GNPL PN BT2197
2056-11-15
2.04
12000000.00
12163432.00
Agency Mortgage-Backed Securities
GNMA GNPL PN BT2178
2056-10-15
2.04
798787.56
809666.51
Agency Mortgage-Backed Securities
GNMA GNHA AL BN4396 H
2069-05-20
2.008
3385103.79
3543007.22
Agency Mortgage-Backed Securities
GNMA GNHA AL BH1045 H
2068-05-20
2.488
1150126.71
1235002.86
Agency Mortgage-Backed Securities
GNMA GNHF RF AC0996 H
2063-08-20
4.642
2190111.10
2287806.23
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CIFM9720
2036-12-01
2
46736386.40
48142362.30
Agency Mortgage-Backed Securities
FNMA MNAR XX.XXX HYBS3362
2031-10-01
1.66
2301772.00
2274397.54
Agency Mortgage-Backed Securities
FNMA FNMS 01.500 CIBQ6871
2036-12-01
1.5
34184616.80
34365259.71
Agency Mortgage-Backed Securities
FMAC FEPC 02.000 CTRB5138
2041-12-01
2
924520.00
937066.76
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 3PQU8029
2051-11-01
2.5
37056.00
38155.38
Agency Mortgage-Backed Securities
FMAC FEPC 02.000 CLQD2026
2051-12-01
2
841535.20
846061.07
Agency Mortgage-Backed Securities
FMAC 03.000 FGPC G61323 G
2046-09-01
3
175322.18
186093.22
Agency Mortgage-Backed Securities
FMAC 04.000 FGPC V85233 G
2049-03-01
4
247352.65
264234.52
Agency Mortgage-Backed Securities
FMAC FEPC 02.000 CLSD8182
2051-12-01
2
8145658.40
8155442.24
Agency Mortgage-Backed Securities
Y
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
2021-12-06
2021-12-06
2021-12-06
Y
Bank of Montreal
1.0000
6
N
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
N
N
.0006
200000000.00
200000000.00
.0015
N
N
Y
N
Bank of Montreal
Bank of Montreal, REPO, 0.060%, 12/8/2021
933CXH003
NQQ6HPCNCCU6TUTQYE16
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNRA 2021-096 F
2051-06-20
.2977
3111700.63
3038696.05
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-023 UF
2049-02-20
.5411
1040727.08
1044356.43
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-5O KF
2069-09-20
.5824
632645.16
628306.33
Agency Collateralized Mortgage Obligation
GNMA GNII RG CD4854 C
2049-09-20
4
1315178.40
1421335.95
Agency Mortgage-Backed Securities
GNMA GNII JM MA7250 M
2051-03-20
4
1549604.07
1612010.07
Agency Mortgage-Backed Securities
GNMA GNII RG CH7992 C
2047-05-20
4
1569764.61
1697633.28
Agency Mortgage-Backed Securities
GNMA GNII SF CJ1572 C
2051-11-20
2.5
1182729.00
1218554.91
Agency Mortgage-Backed Securities
GNMA GNII SF CJ1042 C
2051-11-20
2
2195037.00
2224378.30
Agency Mortgage-Backed Securities
GNMA GNII JM MA7412 M
2051-06-20
3.5
763641.29
787568.03
Agency Mortgage-Backed Securities
GNMA GNII RG CF7654 C
2049-11-20
4
2161919.17
2338111.74
Agency Mortgage-Backed Securities
GNMA GNII SF CI7936 C
2051-11-20
3
2087250.00
2199912.80
Agency Mortgage-Backed Securities
GNMA GNII RG CG8663 C
2049-09-20
5.5
2250437.24
2589658.15
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CIFM9721
2036-12-01
2
10674260.00
10988906.35
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CTFM9304
2039-06-01
3.5
32442.45
34544.12
Agency Mortgage-Backed Securities
FMAC FEPC 02.000 CLQD2139
2051-12-01
2
16164273.00
16183688.09
Agency Mortgage-Backed Securities
GNMA GNII RG CG0763 C
2047-02-20
4
1288375.13
1393336.76
Agency Mortgage-Backed Securities
GNMA GNII RG CI3733 C
2048-06-20
4.5
1100490.44
1192027.03
Agency Mortgage-Backed Securities
GNMA GNII RG CH0319 C
2049-08-20
4
412763.87
446396.37
Agency Mortgage-Backed Securities
GNMA GNII RG CD4769 C
2048-07-20
4
1340707.63
1448939.23
Agency Mortgage-Backed Securities
GNMA GNII SF MA7705 M
2051-11-20
2.5
2989148.00
3080119.40
Agency Mortgage-Backed Securities
GNMA GNII SF CJ5919 C
2051-11-20
2.5
2083585.00
2182936.35
Agency Mortgage-Backed Securities
GNMA GNII SF CJ4178 C
2051-11-20
3
1922460.00
1997583.33
Agency Mortgage-Backed Securities
GNMA GNII SF CJ1039 C
2051-11-20
2
1627183.00
1648933.74
Agency Mortgage-Backed Securities
GNMA GNII SF CJ0961 C
2051-10-20
3.5
1447579.14
1490069.13
Agency Mortgage-Backed Securities
GNMA GNII SF CI9287 C
2051-10-20
3.5
1462308.00
1586520.02
Agency Mortgage-Backed Securities
GNMA GNII SF CI7940 C
2051-10-20
3.5
1942466.00
2085770.35
Agency Mortgage-Backed Securities
GNMA GNII RG CI7246 C
2049-05-20
5.5
1064188.72
1224627.46
Agency Mortgage-Backed Securities
GNMA GNII RG CH7739 C
2050-05-20
3
1804425.47
1896995.50
Agency Mortgage-Backed Securities
GNMA GNII RG CH5834 C
2048-09-20
4
1275337.45
1379254.78
Agency Mortgage-Backed Securities
GNMA GNII RG CH5847 C
2047-07-20
4
1278696.89
1382870.05
Agency Mortgage-Backed Securities
GNMA GNII RG CH1579 C
2049-10-20
4
1404159.88
1518583.78
Agency Mortgage-Backed Securities
GNMA GNII RG CH1577 C
2049-11-20
3
1097970.86
1154297.50
Agency Mortgage-Backed Securities
GNMA GNII RG CG8444 C
2041-08-20
4.5
1762424.55
1908869.69
Agency Mortgage-Backed Securities
GNMA GNII RG CG8443 C
2049-03-20
5.5
1056930.89
1216260.63
Agency Mortgage-Backed Securities
GNMA GNII RG CG8439 C
2047-09-20
4
1208054.46
1306474.93
Agency Mortgage-Backed Securities
GNMA GNII RG CG8435 C
2050-05-20
2.5
1265171.05
1305672.83
Agency Mortgage-Backed Securities
GNMA GNII RG CG0772 C
2042-06-20
4
1047486.26
1132751.87
Agency Mortgage-Backed Securities
GNMA GNII RG CF7653 C
2048-12-20
4
1829211.67
1978261.73
Agency Mortgage-Backed Securities
GNMA GNII RG CF7616 C
2050-07-20
2.5
1768220.89
1824833.82
Agency Mortgage-Backed Securities
GNMA GNII RG CF5378 C
2042-02-20
4
1063139.82
1149676.45
Agency Mortgage-Backed Securities
GNMA GNII RG CF0602 C
2049-04-20
5.5
1708087.62
1866252.36
Agency Mortgage-Backed Securities
GNMA GNII RG CE9858 C
2044-04-20
4
1891479.34
2045465.10
Agency Mortgage-Backed Securities
GNMA GNII RG CD7328 C
2047-02-20
4
1360985.89
1471858.91
Agency Mortgage-Backed Securities
GNMA GNII RG CD4790 C
2048-01-20
4
1463467.77
1582692.42
Agency Mortgage-Backed Securities
GNMA GNII RG CD4628 C
2042-09-20
4
1590340.25
1718590.41
Agency Mortgage-Backed Securities
GNMA GNII SF MA7704 M
2051-11-20
2
5107220.00
5176071.00
Agency Mortgage-Backed Securities
GNMA GNII JM MA6988 M
2050-11-20
3.5
1220519.58
1259368.04
Agency Mortgage-Backed Securities
Y
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
2021-12-07
2021-12-07
2021-12-08
Y
Bank of Montreal
1.0000
7
N
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
N
N
.0006
100000000.00
100000000.00
.0007
N
N
Y
N
Bank of Montreal
Bank of Montreal, REPO, 0.060%, 1/19/2022
933CXH003
NQQ6HPCNCCU6TUTQYE16
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNRA 2019-006 FH
2049-01-20
.5411
25083938.70
25260487.34
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-083 FN
2051-05-20
.5777
12032950.88
11750543.10
Agency Collateralized Mortgage Obligation
FNMA FNRA CL067FJ R05F067
2035-08-25
.392
185637.10
186303.62
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-096 F
2051-06-20
.2977
104609113.93
102154846.68
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-138 PF
2051-08-20
.2977
20707582.09
20353186.03
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-162 QF
2051-09-20
.3977
19810979.33
19379564.82
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-125 AF
2051-07-20
.2977
30556388.38
29937153.58
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-096 FG
2051-06-20
.3477
14249472.58
13933498.72
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-103 F
2051-04-20
.2977
63694800.83
62185787.30
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-023 UF
2049-02-20
.5411
3427386.37
3439338.74
Agency Collateralized Mortgage Obligation
GNMA GNRA 2015-26O FD
2065-10-20
.7353
25704381.84
25934956.22
Agency Collateralized Mortgage Obligation
GNMA GNRA 2015-7O FB
2065-03-20
.6753
21435571.57
21583146.26
Agency Collateralized Mortgage Obligation
GNMA GNII RG CH0365 C
2050-01-20
4
3739046.40
4043730.90
Agency Mortgage-Backed Securities
GNMA GNPL PN CE7006
2056-12-15
2.04
3776000.00
4076869.16
Agency Mortgage-Backed Securities
GNMA GNII SF MA7704 M
2051-11-20
2
14918860.80
15119983.62
Agency Mortgage-Backed Securities
GNMA GNII SF MA7706 M
2051-11-20
3
1344170.40
1397108.76
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CKBU7709
2051-09-01
2
13636720.00
13568265.18
Agency Mortgage-Backed Securities
FMAC 02.500 FGPC J32368 G
2028-11-01
2.5
130257.72
135685.42
Agency Mortgage-Backed Securities
FMAC FEPC 02.000 CLRA6292
2051-11-01
2
803.57
804.53
Agency Mortgage-Backed Securities
FMAC 02.500 FGPC G18472 G
2028-07-01
2.5
39390.92
41077.00
Agency Mortgage-Backed Securities
GNMA GNII SF CJ2989 C
2051-11-20
3
945256.00
982193.46
Agency Mortgage-Backed Securities
GNMA GNPL PN CD0938
2061-12-15
2.69
3196800.00
3365226.42
Agency Mortgage-Backed Securities
GNMA GNII SF CJ2992 C
2051-11-20
4
1125156.00
1213546.26
Agency Mortgage-Backed Securities
GNMA GNII SF CJ2990 C
2051-11-20
3.5
1176121.60
1275293.87
Agency Mortgage-Backed Securities
GNMA GNII SF CJ2988 C
2051-11-20
3
1624590.40
1712275.50
Agency Mortgage-Backed Securities
GNMA GNII RG CI1097 C
2050-03-20
3
2051616.00
2156877.58
Agency Mortgage-Backed Securities
GNMA GNII RG CI0239 C
2041-10-20
4.5
3540.80
3835.04
Agency Mortgage-Backed Securities
GNMA GNII RG CH6762 C
2047-08-20
3
1859174.40
1954519.68
Agency Mortgage-Backed Securities
GNMA GNII RG CH6756 C
2049-05-20
4.5
753804.80
816520.61
Agency Mortgage-Backed Securities
GNMA GNRA 2021-178 FA
2061-10-16
.3977
23965486.56
23559119.37
Agency Mortgage-Backed Securities
Y
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
2021-12-07
2021-12-07
2022-01-19
Y
Bank of Montreal
1.0000
7
N
STANDARD AND POORS
A-1
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
N
N
.0006
400000000.00
400000000.00
.0029
N
N
Y
N
MUFG Securities Americas Inc.
MUFG Securities Americas Inc., REPO, 0.055%, 12/1/2021
933DPF004
K5HU16E3LMSVCCJJJ255
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FMAC FERM 5131EM 02/25/51
2051-02-25
2
7537529.50
7390488.21
Agency Collateralized Mortgage Obligation
FMAC FERM 5083ML 03/25/51
2051-03-25
2
2763449.54
2590115.23
Agency Collateralized Mortgage Obligation
FMAC FGRM 4795CE 06/15/48
2048-06-15
3.5
1301920.72
1427974.56
Agency Collateralized Mortgage Obligation
FMAC FGRM 4662VB 08/15/35
2035-08-15
3.5
2078243.64
2140384.05
Agency Collateralized Mortgage Obligation
FMAC FGRM 4626UB 01/15/55
2055-01-15
3.5
6721799.47
7144475.93
Agency Collateralized Mortgage Obligation
FMAC FGRM 4479LB 06/15/45
2045-06-15
3
656378.93
694482.83
Agency Collateralized Mortgage Obligation
FMAC FGRM 3964QY 11/15/26
2026-11-15
3
788350.79
816829.70
Agency Collateralized Mortgage Obligation
FNMA FNRM CL048MA R19F048
2049-09-25
3
7705336.62
7986625.07
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-140 YF
2051-08-20
.7911
6294509.91
6295465.15
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-091 FA
2051-05-20
.7911
6052129.83
5970830.11
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-077 FA
2051-05-20
.4911
30930171.53
30918060.05
Agency Collateralized Mortgage Obligation
GNMA GNRA 2020-036 FA
2050-03-20
.6911
11009287.99
11085538.10
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-138 FW
2049-10-20
.5411
14820728.34
14895562.84
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-97 MF
2049-08-20
.7611
18855540.36
19106760.73
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-57 FL
2049-05-20
.8111
28714940.34
28819127.16
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-49 FA
2049-04-20
.5411
4947543.40
4981613.74
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-48 DF
2048-10-20
.7511
23388917.79
23496638.90
Agency Collateralized Mortgage Obligation
GNMA GNRM 2018-38 DL
2048-10-20
3.5
915238.91
1053808.32
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-72 YF
2048-12-20
.7911
20405956.24
20516674.02
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-21 KF
2048-09-20
.7311
4605680.55
4620902.74
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-042 FD
2048-03-20
.7711
1276662.13
1283519.34
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-32 AF
2048-02-20
.3911
10419654.97
10350110.52
Agency Collateralized Mortgage Obligation
GNMA GNRA 2014-131 KF
2044-09-16
.3891
10263872.66
10286179.43
Agency Collateralized Mortgage Obligation
FMAC FERM 5138HM 04/25/51
2051-04-25
2
26848592.31
26310710.60
Agency Collateralized Mortgage Obligation
FNMA FNRA CL030BF R17F030
2047-05-25
.4024
173027.94
171618.99
Agency Collateralized Mortgage Obligation
FNMA FNRM CL007TB R16F007
2046-03-25
3.5
1319651.00
1402831.82
Agency Collateralized Mortgage Obligation
FNMA FNRM CL084B R13F084
2043-08-25
4
636132.12
668378.43
Agency Collateralized Mortgage Obligation
FNMA FNRM CL044DV R16F044
2034-12-25
3
166984.68
175159.86
Agency Collateralized Mortgage Obligation
FNMA FNRM CL152DE R10F152
2041-01-25
4.5
13439499.71
14874744.20
Agency Collateralized Mortgage Obligation
FNMA FNRM RC002HY R18F002
2048-02-25
3.5
1772887.50
1884796.49
Agency Collateralized Mortgage Obligation
FNMA FNRM CL001NQ R19F001
2049-02-25
3.5
1870228.44
2027139.57
Agency Collateralized Mortgage Obligation
FMAC FGRM 4014EL 03/15/27
2027-03-15
3
856064.39
886328.55
Agency Collateralized Mortgage Obligation
FMAC FGRM 4654AP 02/15/47
2047-02-15
3.5
1266539.05
1358036.93
Agency Collateralized Mortgage Obligation
GNMA GNRA 2015-013 WF
2045-01-20
.3864
1017206.64
1021930.80
Agency Collateralized Mortgage Obligation
FMAC FERM 5099CM 07/25/47
2047-07-25
2
2385495.45
2287878.86
Agency Collateralized Mortgage Obligation
GNMA GNRA 2018-042 FB
2048-03-20
.7911
4567207.15
4590343.52
Agency Collateralized Mortgage Obligation
GNMA GNRM 2018-05 LW
2046-09-20
3.5
1347327.83
1395678.64
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-20 EF
2049-02-20
.8011
48295837.67
48898933.68
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-70 FM
2049-06-20
.4911
6235341.56
6268946.46
Agency Collateralized Mortgage Obligation
GNMA GNRA 2019-20 FA
2049-09-20
.6911
18991180.59
19046463.55
Agency Collateralized Mortgage Obligation
GNMA GNRA 2021-114 FA
2051-06-20
.8411
30850099.67
30460328.63
Agency Collateralized Mortgage Obligation
GNMA GNRA 2020-055 FC
2050-04-20
.7911
9142863.62
9172045.43
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-108 DJ
2056-12-16
1.55
12622917.01
12455128.29
Agency Mortgage-Backed Securities
FMAC FRESB MTG TR 2015-SB6
2035-08-25
3.22
0.25
0.25
Agency Mortgage-Backed Securities
GNMA GNII SF MA5329 M
2048-07-20
3.5
4847087.10
5109214.88
Agency Mortgage-Backed Securities
GNMA GNII SP 784131 M
2046-02-20
3.5
25350687.45
27080426.83
Agency Mortgage-Backed Securities
GNMA GNII SF CH5712 C
2051-09-20
2.5
361626.70
370998.94
Agency Mortgage-Backed Securities
GNMA GNII SF MA7472 M
2051-07-20
2.5
436665722.22
449955158.29
Agency Mortgage-Backed Securities
GNMA GNII SF MA7417 M
2051-06-20
2
5129881.14
5199037.64
Agency Mortgage-Backed Securities
GNMA GNII SF MA7369 M
2051-05-20
3.5
32312673.35
33880466.31
Agency Mortgage-Backed Securities
GNMA GNII JM MA7385 M
2036-06-20
2
1419818.53
1443360.70
Agency Mortgage-Backed Securities
GNMA GNII SF MA7313 M
2051-04-20
3
31172854.61
32376334.61
Agency Mortgage-Backed Securities
GNMA GNII SF MA7053 M
2050-12-20
3
13566217.23
14104886.49
Agency Mortgage-Backed Securities
GNMA GNII JM MA7043 M
2050-12-20
2.5
1159017.61
1184393.02
Agency Mortgage-Backed Securities
GNMA GNII SF MA6999 M
2050-11-20
4.5
135305.06
144034.94
Agency Mortgage-Backed Securities
GNMA GNII SF MA6933 M
2050-10-20
3.5
16647764.63
17458801.18
Agency Mortgage-Backed Securities
GNMA GNII SF MA6908 M
2035-10-20
3.5
41914.99
44634.62
Agency Mortgage-Backed Securities
GNMA GNII SF MA6820 M
2050-08-20
3
18602778.67
19341060.94
Agency Mortgage-Backed Securities
GNMA GNII SF MA6794 M
2035-08-20
3
138776.66
145978.57
Agency Mortgage-Backed Securities
GNMA GNII SF MA6768 M
2050-07-20
4
20661.38
21967.99
Agency Mortgage-Backed Securities
GNMA GNII JM MA6736 M
2035-07-20
2.5
217905.37
222940.05
Agency Mortgage-Backed Securities
GNMA GNII SF MA6713 M
2050-06-20
4.5
20696.21
22058.75
Agency Mortgage-Backed Securities
GNMA GNII SF MA6660 M
2050-05-20
5
111898.16
121570.40
Agency Mortgage-Backed Securities
GNMA GNII SF MA6570 M
2035-04-20
2
501378.88
513541.38
Agency Mortgage-Backed Securities
GNMA GNII SF MA6515 M
2035-03-20
4
12430.56
13228.50
Agency Mortgage-Backed Securities
GNMA GNII JM MA6378 M
2034-12-20
3.5
178715.07
187084.02
Agency Mortgage-Backed Securities
GNMA GNII SF MA7195 M
2051-02-20
3.5
94682.80
99222.50
Agency Mortgage-Backed Securities
GNMA GNII SF MA7166 M
2036-02-20
3
248154.62
260918.37
Agency Mortgage-Backed Securities
GNMA GNII SF MA7138 M
2051-01-20
3.5
269532.50
282386.08
Agency Mortgage-Backed Securities
GNMA GNII SF MA5793 M
2034-03-20
4.5
164622.31
175174.93
Agency Mortgage-Backed Securities
GNMA GNII JM MA5753 M
2049-02-20
4
63828.62
66563.31
Agency Mortgage-Backed Securities
GNMA GNII SF MA5652 M
2048-12-20
4.5
320.55
341.70
Agency Mortgage-Backed Securities
GNMA GNII SF MA4962 M
2048-01-20
3.5
3076534.05
3252910.04
Agency Mortgage-Backed Securities
GNMA GNII JM MA6398 M
2050-01-20
2.5
649545.71
663733.02
Agency Mortgage-Backed Securities
GNMA GNII JM MA6923 M
2050-10-20
3
650275.63
661055.03
Agency Mortgage-Backed Securities
GNMA GNII JM MA7247 M
2051-03-20
2.5
307801.77
314543.83
Agency Mortgage-Backed Securities
GNMA GNII SF MA6932 M
2050-10-20
3
21319469.00
22160877.37
Agency Mortgage-Backed Securities
GNMA GNII JM MA6328 M
2049-12-20
2.5
589279.26
602177.93
Agency Mortgage-Backed Securities
GNMA GNII SF CI0604 C
2051-11-20
2.5
2136454.82
2201169.93
Agency Mortgage-Backed Securities
GNMA GNII SF MA6712 M
2050-06-20
4
47712.18
50700.93
Agency Mortgage-Backed Securities
GNMA GNII SF MA7218 M
2036-01-20
1.5
47734.25
48938.41
Agency Mortgage-Backed Securities
GNMA GNII JM MA6856 M
2050-09-20
3
492972.38
503912.26
Agency Mortgage-Backed Securities
GNMA GNII SF MA7470 M
2051-07-20
1.5
27426.36
26844.22
Agency Mortgage-Backed Securities
GNMA GNII SF MA6632 M
2035-05-20
4
45403.04
48318.25
Agency Mortgage-Backed Securities
GNMA GNII SF MA7366 M
2051-05-20
2
24582696.31
24914098.37
Agency Mortgage-Backed Securities
GNMA GNII JM MA5048 M
2033-03-20
3.5
76838.51
80442.73
Agency Mortgage-Backed Securities
Y
STANDARD AND POORS
A-1
MOODYS
P-2
FITCH
F1
2021-12-01
2021-12-01
2021-12-01
N
N
N
.0006
1049618000.00
1049618000.00
.0076
N
Y
Y
N
Prudential Insurance Co. of America
Prudential Insurance Co. of America, REPO, 0.070%, 12/1/2021
933DQX004
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLMC - 3.0000 - 11/01/2046
2046-11-01
3
14635167.00
15334917.26
Agency Mortgage-Backed Securities
FHLMC - 3.0000 - 11/01/2046
2046-11-01
3
5151578.78
5397890.88
Agency Mortgage-Backed Securities
FHLMC - 3.0000 - 11/01/2046
2046-11-01
3
14856195.49
15566365.21
Agency Mortgage-Backed Securities
FNMA - 3.0000 - 11/01/2042
2042-11-01
3
11282602.50
11942338.39
Agency Mortgage-Backed Securities
FNMA - 3.0000 - 11/01/2042
2042-11-01
3
2820650.63
2985584.60
Agency Mortgage-Backed Securities
FNMA - 3.5000 - 05/01/2042
2042-05-01
3.5
11332006.00
12211814.13
Agency Mortgage-Backed Securities
FNMA - 3.5000 - 05/01/2042
2042-05-01
3.5
4759442.52
5128961.94
Agency Mortgage-Backed Securities
FNMA - 3.5000 - 12/01/2042
2042-12-01
3.5
6262948.78
6770922.29
Agency Mortgage-Backed Securities
FHLMC - 3.5000 - 10/01/2045
2045-10-01
3.5
2308098.33
2490034.23
Agency Mortgage-Backed Securities
FNMA - 3.5000 - 12/01/2042
2042-12-01
3.5
4259417.25
4580975.66
Agency Mortgage-Backed Securities
FHLMC - 3.0000 - 10/01/2046
2046-10-01
3
1787271.04
1872695.86
Agency Mortgage-Backed Securities
FHLMC - 3.0000 - 11/01/2045
2045-11-01
3
1241268.83
1305656.34
Agency Mortgage-Backed Securities
FNMA - 4.0000 - 02/01/2041
2041-02-01
4
2499503.01
2757292.53
Agency Mortgage-Backed Securities
FNMA - 4.0000 - 02/01/2041
2041-02-01
4
1974915.31
2179821.48
Agency Mortgage-Backed Securities
FHLMC - 4.0000 - 11/01/2039
2039-11-01
4
1760282.39
1926602.51
Agency Mortgage-Backed Securities
FHLMC - 3.5000 - 08/01/2042
2042-08-01
3.5
4977304.10
5373387.13
Agency Mortgage-Backed Securities
FNMA - 4.0000 - 02/01/2041
2041-02-01
4
4036907.81
4456663.50
Agency Mortgage-Backed Securities
FNMA - 3.0000 - 12/01/2046
2046-12-01
3
2781866.06
2914352.81
Agency Mortgage-Backed Securities
FHLMC - 3.0000 - 12/01/2046
2046-12-01
3
23320995.50
24741387.16
Agency Mortgage-Backed Securities
FHLMC - 3.0000 - 12/01/2046
2046-12-01
3
6063458.83
6432760.66
Agency Mortgage-Backed Securities
FNMA - 4.0000 - 10/01/2048
2048-10-01
4
13064999.15
14204166.62
Agency Mortgage-Backed Securities
FHLMC - 3.0000 - 12/01/2046
2046-12-01
3
14534380.07
15408513.05
Agency Mortgage-Backed Securities
FNMA - 3.0000 - 08/01/2046
2046-08-01
3
9293380.46
9886584.68
Agency Mortgage-Backed Securities
FHLMC - 3.0000 - 05/01/2046
2046-05-01
3
10046942.84
10650978.44
Agency Mortgage-Backed Securities
FNMA - 3.5000 - 05/01/2043
2043-05-01
3.5
6035916.00
6513369.77
Agency Mortgage-Backed Securities
FNMA - 4.0000 - 02/01/2048
2048-02-01
4
5562390.40
6048785.35
Agency Mortgage-Backed Securities
FHLMC - 3.0000 - 02/01/2047
2047-02-01
3
6106393.54
6399187.38
Agency Mortgage-Backed Securities
FNMA - 3.5000 - 12/01/2047
2047-12-01
3.5
4950459.30
5390765.14
Agency Mortgage-Backed Securities
FNMA - 3.0000 - 12/01/2047
2047-12-01
3
5479462.20
5808008.74
Agency Mortgage-Backed Securities
FHLMC - 3.0000 - 09/01/2046
2046-09-01
3
2222548.40
2328796.51
Agency Mortgage-Backed Securities
FHLMC - 3.5000 - 10/01/2045
2045-10-01
3.5
1361383.18
1457797.18
Agency Mortgage-Backed Securities
FNMA - 3.5000 - 01/01/2043
2043-01-01
3.5
6964974.69
7507076.94
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
.0007
223093110.00
223093110.00
.0016
N
Y
Y
N
Prudential Legacy Insurance Co. of NJ
Prudential Legacy Insurance Co. of NJ, REPO, 0.060%, 12/1/2021
933DRN005
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UST - 0.0000 - 08/15/2031
2031-08-15
0
30000000.00
25552800.00
U.S. Treasuries (including strips)
UST - 0.0000 - 05/15/2030
2030-05-15
0
50000000.00
43744000.00
U.S. Treasuries (including strips)
UST - 0.0000 - 05/15/2030
2030-05-15
0
25000000.00
21872000.00
U.S. Treasuries (including strips)
UST - 0.0000 - 02/15/2029
2029-02-15
0
15000000.00
13441950.00
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
102543750.00
102543750.00
.0007
N
Y
Y
N
Royal Bank of Canada, New York Branch
Royal Bank of Canada, New York Branch, REPO, 0.060%, 1/4/2022
933FLL000
ES7IP3U3RHIGC71XBU11
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNRM 2018-014 MA
2047-12-20
3
22960.91
23841.22
Agency Collateralized Mortgage Obligation
GNMA GNII RG CD8895 C
2049-07-20
4.5
4070686.90
4409339.56
Agency Mortgage-Backed Securities
GNMA GNII RG CD7395 C
2047-06-20
3.5
8451355.41
8942264.59
Agency Mortgage-Backed Securities
GNMA GNII RG CD4301 C
2045-06-20
4.5
927561.84
1003954.91
Agency Mortgage-Backed Securities
GNMA GNII RG CC7819 C
2049-10-20
5
958281.07
1054925.42
Agency Mortgage-Backed Securities
GNMA GNII SF CC3193 C
2051-06-20
3
2580836.42
2788533.53
Agency Mortgage-Backed Securities
GNMA GNII RG CC2209 C
2049-11-20
5
665837.18
732989.38
Agency Mortgage-Backed Securities
GNMA GNII SF CC0198 C
2051-04-20
3
6973500.08
7240861.75
Agency Mortgage-Backed Securities
GNMA GNII SF CC0183 C
2051-02-20
3.5
2445952.46
2561906.37
Agency Mortgage-Backed Securities
GNMA GNII SF CB8479 C
2051-02-20
2.5
644188.19
675525.94
Agency Mortgage-Backed Securities
GNMA GNII SF CA3577 C
2051-05-20
3
5147496.19
5347078.34
Agency Mortgage-Backed Securities
GNMA GNII SF CA3572 C
2051-06-20
3
3854632.58
4003813.28
Agency Mortgage-Backed Securities
GNMA GNII SF BZ6438 C
2051-02-20
3.5
7095804.95
7696162.88
Agency Mortgage-Backed Securities
GNMA GNII SF BZ3565 C
2050-11-20
3
5387084.13
5710770.67
Agency Mortgage-Backed Securities
GNMA GNII SF BZ3561 C
2050-10-20
4
1100970.69
1211345.45
Agency Mortgage-Backed Securities
GNMA GNII SF BZ3550 C
2050-10-20
4
3986653.64
4360359.46
Agency Mortgage-Backed Securities
GNMA GNII SF BY5041 C
2050-10-20
3.5
3750928.44
4107733.42
Agency Mortgage-Backed Securities
GNMA GNII SF BY3428 C
2050-09-20
4
4888930.51
5380474.46
Agency Mortgage-Backed Securities
GNMA GNMI SF BY2848 X
2051-02-15
2.5
3774649.61
3945840.87
Agency Mortgage-Backed Securities
GNMA GNII SF BX2721 C
2050-11-20
4
1709668.27
1879007.87
Agency Mortgage-Backed Securities
GNMA GNII SF BW9117 C
2050-08-20
3.5
4849540.55
5245056.68
Agency Mortgage-Backed Securities
GNMA GNII SF BW5983 C
2050-07-20
3.5
6068313.13
6607546.13
Agency Mortgage-Backed Securities
GNMA GNII SF BW1719 C
2050-10-20
3.5
4501091.50
4888047.83
Agency Mortgage-Backed Securities
GNMA GNII SF BU3285 C
2050-04-20
4
8395854.77
9109588.26
Agency Mortgage-Backed Securities
GNMA GNII SF BU3284 C
2050-04-20
4
5777702.73
6299407.46
Agency Mortgage-Backed Securities
GNMA GNII SF BT3787 C
2050-04-20
4
3077671.40
3318746.09
Agency Mortgage-Backed Securities
GNMA GNII SF BS7123 C
2050-02-20
3
3307683.45
3541022.88
Agency Mortgage-Backed Securities
GNMA GNII SF BO0573 C
2049-06-20
4
4517822.72
4776509.74
Agency Mortgage-Backed Securities
GNMA GNII SF BH7966 C
2048-06-20
5.5
46852.87
53797.57
Agency Mortgage-Backed Securities
GNMA GNII SF BG7409 C
2050-11-20
3.5
3091142.43
3356329.82
Agency Mortgage-Backed Securities
GNMA GNII SF BD6204 C
2048-02-20
5
269401.11
290895.76
Agency Mortgage-Backed Securities
GNMA GNII JM MA6756 M
2050-07-20
2.5
1230656.57
1257563.50
Agency Mortgage-Backed Securities
GNMA GNII JM MA2882 M
2045-06-20
3
309.09
317.21
Agency Mortgage-Backed Securities
GNMA GNII SP 785035 C
2050-06-20
5.5
6020793.86
6885262.79
Agency Mortgage-Backed Securities
GNMA GNII SP 784920 C
2049-08-20
4.5
12524553.93
13629006.66
Agency Mortgage-Backed Securities
GNMA GNII SF AY2379 C
2047-07-20
3.75
2002688.09
2191461.14
Agency Mortgage-Backed Securities
GNMA GNII SF CH9472 C
2045-09-20
3.5
1934786.99
2067295.60
Agency Mortgage-Backed Securities
GNMA GNII RG CH5802 C
2045-05-20
3
2090519.38
2197682.90
Agency Mortgage-Backed Securities
GNMA GNII RG CH5425 C
2049-07-20
4.5
4229583.19
4581480.28
Agency Mortgage-Backed Securities
GNMA GNII RG CH5214 C
2048-01-20
3.5
935513.60
989857.99
Agency Mortgage-Backed Securities
GNMA GNII RG CH5350 C
2049-11-20
5
3490772.65
3846149.99
Agency Mortgage-Backed Securities
GNMA GNII RG CH5349 C
2049-10-20
5
3895569.55
4292153.25
Agency Mortgage-Backed Securities
GNMA GNII RG CH5348 C
2050-05-20
4
7798556.67
8434156.37
Agency Mortgage-Backed Securities
GNMA GNII RG CH5347 C
2049-08-20
4
7787073.18
8421643.50
Agency Mortgage-Backed Securities
GNMA GNII RG CH5344 C
2050-09-20
3
7565195.33
7953347.86
Agency Mortgage-Backed Securities
GNMA GNII RG CH5343 C
2050-08-20
3
7785681.66
8185131.25
Agency Mortgage-Backed Securities
GNMA GNII RG CH3372 C
2048-03-20
3.5
46177687.26
48723068.08
Agency Mortgage-Backed Securities
GNMA GNII SF CH2865 C
2051-10-20
3
15751010.61
16679401.43
Agency Mortgage-Backed Securities
GNMA GNII RG CH3585 C
2048-02-20
3.5
39268002.09
41432471.82
Agency Mortgage-Backed Securities
GNMA GNII RG CH3584 C
2050-04-20
3.5
39640442.20
41825877.03
Agency Mortgage-Backed Securities
GNMA GNII RG CH3581 C
2050-07-20
3
23200584.54
24304715.82
Agency Mortgage-Backed Securities
GNMA GNII RG CG5637 C
2049-10-20
5
3339051.00
3678938.94
Agency Mortgage-Backed Securities
GNMA GNII RG CG5635 C
2050-03-20
4.5
5865911.48
6353931.85
Agency Mortgage-Backed Securities
GNMA GNII RG CG5631 C
2047-08-20
3.5
5397773.42
5711224.53
Agency Mortgage-Backed Securities
GNMA GNII RG CG5630 C
2050-07-20
3.5
7417670.26
7848662.45
Agency Mortgage-Backed Securities
GNMA GNII RG CG5629 C
2045-07-20
3
1406910.78
1479037.00
Agency Mortgage-Backed Securities
GNMA GNII RG CG5453 C
2047-12-20
3.5
3958487.90
4188378.84
Agency Mortgage-Backed Securities
GNMA GNII RG CG5459 C
2049-10-20
5
2318870.83
2554917.45
Agency Mortgage-Backed Securities
GNMA GNII RG CG2269 C
2040-08-20
5
1302415.18
1434817.11
Agency Mortgage-Backed Securities
GNMA GNII SF CF6344 C
2051-07-20
2.5
9290238.70
9570840.04
Agency Mortgage-Backed Securities
GNMA GNII SF CE8627 C
2051-07-20
3.5
4613269.24
5012240.66
Agency Mortgage-Backed Securities
GNMA GNMI SF CE4252 X
2051-10-15
4
5355438.74
5905620.22
Agency Mortgage-Backed Securities
GNMA GNII SF BD6202 C
2048-02-20
4
3217227.86
3438020.49
Agency Mortgage-Backed Securities
GNMA GNII RG CG5457 C
2045-01-20
4
2012465.69
2176349.27
Agency Mortgage-Backed Securities
GNMA GNII SF BX2717 C
2050-11-20
3.5
335906.38
367024.23
Agency Mortgage-Backed Securities
GNMA GNII SF BZ3576 C
2050-11-20
3.5
8488674.81
9198408.19
Agency Mortgage-Backed Securities
GNMA GNII RG CH5426 C
2050-04-20
4.5
5930843.06
6424330.72
Agency Mortgage-Backed Securities
GNMA GNII SF CH9473 C
2042-11-20
3.5
1948829.65
2081888.81
Agency Mortgage-Backed Securities
GNMA GNII RG CC8862 C
2049-07-20
5
2333321.51
2568587.46
Agency Mortgage-Backed Securities
GNMA GNII SF CF7011 C
2051-07-20
2.5
2054482.48
2152444.08
Agency Mortgage-Backed Securities
GNMA GNII SF CC5244 C
2051-09-20
3.5
5649219.38
6069501.22
Agency Mortgage-Backed Securities
GNMA GNII SF BY5042 C
2050-10-20
3.5
4651110.94
5090559.27
Agency Mortgage-Backed Securities
GNMA GNII SF BZ3147 C
2050-10-20
3.5
454143.10
497106.60
Agency Mortgage-Backed Securities
GNMA GNII SF BZ6418 C
2051-03-20
3.5
6134811.98
6653985.44
Agency Mortgage-Backed Securities
GNMA GNII SF BM9750 C
2049-10-20
4.5
3037083.86
3299190.27
Agency Mortgage-Backed Securities
GNMA GNII RG CF2393 C
2049-10-20
5
3474858.83
3828609.11
Agency Mortgage-Backed Securities
GNMA GNII SF CA3600 C
2050-12-20
3.5
5523282.34
5948052.82
Agency Mortgage-Backed Securities
GNMA GNII SF BH7965 C
2048-06-20
5
5930106.33
6496957.94
Agency Mortgage-Backed Securities
GNMA GNII SF BX6076 C
2050-08-20
3
5946727.15
6286307.07
Agency Mortgage-Backed Securities
GNMA GNII RG CH5345 C
2048-06-20
3.5
10858782.43
11489606.50
Agency Mortgage-Backed Securities
GNMA GNII SF BU3283 C
2050-04-20
4
4367061.21
4763984.38
Agency Mortgage-Backed Securities
GNMA GNII SF BZ3548 C
2050-11-20
3.5
6364145.90
6894848.49
Agency Mortgage-Backed Securities
GNMA GNII RG CH5346 C
2050-05-20
3.5
11409175.07
12072144.49
Agency Mortgage-Backed Securities
GNMA GNII JM MA6855 M
2050-09-20
2.5
484378.65
494983.58
Agency Mortgage-Backed Securities
GNMA GNII RG CC8839 C
2046-12-20
3
1167452.90
1218257.73
Agency Mortgage-Backed Securities
GNMA GNII SF BY3445 C
2050-09-20
4
55202.38
60714.79
Agency Mortgage-Backed Securities
GNMA GNII RG CD8910 C
2049-06-20
4.5
4758158.31
5152700.04
Agency Mortgage-Backed Securities
GNMA GNII RG CG5632 C
2043-10-20
3.5
1503530.69
1590802.30
Agency Mortgage-Backed Securities
GNMA GNII RG CG5132 C
2049-06-20
4.5
1024457.38
1109677.89
Agency Mortgage-Backed Securities
GNMA GNAR WK 785599 M
2047-08-20
1.848
7419054.52
7746959.42
Agency Mortgage-Backed Securities
GNMA GNII RG CG5634 C
2047-08-20
4
1990699.96
2152868.79
Agency Mortgage-Backed Securities
GNMA GNII SF BW2907 C
2050-09-20
2.5
7145288.75
7361390.07
Agency Mortgage-Backed Securities
GNMA GNII RG CG5636 C
2041-06-20
4.5
598747.38
648487.12
Agency Mortgage-Backed Securities
GNMA GNII SF BD6194 C
2048-01-20
4
181197.84
194752.21
Agency Mortgage-Backed Securities
GNMA GNMI SF AX5809 X
2046-12-15
4
7945117.90
8746321.25
Agency Mortgage-Backed Securities
GNMA GNII RG CE4834 C
2050-03-20
3.5
5657460.47
5986184.06
Agency Mortgage-Backed Securities
GNMA GNII SF AT7572 C
2046-07-20
3.5
6749529.46
7143630.74
Agency Mortgage-Backed Securities
USTR 0 1/8 TRIN D 31
2031-07-15
.125
151445440.00
169335500.52
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AX 23
2023-02-28
.125
20000000.00
19964924.53
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE U 26
2026-01-31
.375
17248720.00
16760067.33
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AV 23
2023-01-31
.125
9316720.00
9306242.44
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AQ 23
2023-08-15
.125
3200000.00
3184775.84
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BD 22
2022-07-31
.125
20000000.00
20007888.04
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN X 25
2025-04-15
.125
78997176.00
85179571.38
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN AE 24
2024-10-15
.125
36935564.55
39757625.14
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE AS 22
2022-10-15
1.375
12000000.00
12144907.65
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN X 22
2022-04-15
.125
108702407.50
111301261.08
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 24
2024-07-15
.125
138845972.35
149358660.44
U.S. Treasuries (including strips)
USTR 2 NOTE AG 21
2021-12-31
2
3354560.00
3387653.46
U.S. Treasuries (including strips)
USTR 1 5/8 BOND 50
2050-11-15
1.625
1601600.00
1505205.05
U.S. Treasuries (including strips)
USTR 1 TRIB 48
2048-02-15
1
34700016.00
48418549.65
U.S. Treasuries (including strips)
USTR 3 3/4 BOND 43
2043-11-15
3.75
40000000.00
52994554.70
U.S. Treasuries (including strips)
USTR 3 BOND 42
2042-05-15
3
16000000.00
18934257.50
U.S. Treasuries (including strips)
USTR 3 3/8 TRIB 32
2032-04-15
3.375
61805200.00
91569355.01
U.S. Treasuries (including strips)
USTR 3 7/8 TRIB 29
2029-04-15
3.875
33366400.00
46863208.17
U.S. Treasuries (including strips)
USTR 2 7/8 BOND 49
2049-05-15
2.875
40000000.00
48572131.94
U.S. Treasuries (including strips)
USTR 0 1/4 TRIN A 25
2025-01-15
.25
47417696.67
51262868.82
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE E 28
2028-08-15
2.875
4418880.00
4875082.41
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BC 22
2022-06-30
.125
48000000.00
48029985.66
U.S. Treasuries (including strips)
Y
STANDARD AND POORS
A-1+
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
2021-12-07
2021-12-07
2022-01-04
Y
Royal Bank of Canada, New York Branch
1.0000
7
N
STANDARD AND POORS
A-1+
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
N
N
.0006
1600000000.00
1600000000.00
.0116
N
N
Y
N
Royal Bank of Canada, New York Branch
Royal Bank of Canada, New York Branch, REPO, 0.060%, 1/18/2022
933FLL000
ES7IP3U3RHIGC71XBU11
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNRM 2021-176 HE
2051-10-20
1
5761207.71
5615723.14
Agency Collateralized Mortgage Obligation
GNMA GNRM 2018-014 MA
2047-12-20
3
603.14
626.26
Agency Collateralized Mortgage Obligation
GNMA GNRA 2017-26 W
2046-08-20
6.9144
70788.30
81185.82
Agency Collateralized Mortgage Obligation
GNMA GNRM 2021-199 GT
2051-11-20
5.5
5473292.14
5991123.35
Agency Collateralized Mortgage Obligation
GNMA GNRA 2017-56 WA
2040-12-20
6.5204
588644.78
685857.42
Agency Collateralized Mortgage Obligation
GNMA GNII SF MA3711 M
2031-06-20
3
168546.03
177307.34
Agency Mortgage-Backed Securities
FMAC 04.000 FGPC Q51578 G
2047-10-01
4
9243775.02
10009725.52
Agency Mortgage-Backed Securities
GNMA GNII SF MA6544 M
2050-03-20
4.5
6194439.90
6578699.59
Agency Mortgage-Backed Securities
GNMA GNII JM MA6588 M
2050-04-20
2.5
4507968.81
4606341.21
Agency Mortgage-Backed Securities
FMAC FMAR 1Q1637 G
2038-06-01
2.133
9649814.38
10186327.16
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CTQK0321
2040-06-01
2.5
14893022.01
15348955.33
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLCB1942
2051-10-01
2.5
2989092.86
3071214.87
Agency Mortgage-Backed Securities
GNMA GNII SP 784952 C
2050-02-20
4
25861.88
28729.22
Agency Mortgage-Backed Securities
GNMA GNII SP 784920 C
2049-08-20
4.5
233712.45
254321.92
Agency Mortgage-Backed Securities
GNMA GNII RG CI6075 C
2050-04-20
4.5
6989976.43
7523066.98
Agency Mortgage-Backed Securities
GNMA GNII SF CH7722 C
2051-10-20
3
7820.33
8123.63
Agency Mortgage-Backed Securities
GNMA GNII RG CH7270 C
2040-07-20
5
63379.76
69821.66
Agency Mortgage-Backed Securities
GNMA GNII RG CG2587 C
2047-12-20
3.5
73047.22
77073.61
Agency Mortgage-Backed Securities
GNMA GNII SF CD7802 C
2051-05-20
2.5
127442.14
131614.07
Agency Mortgage-Backed Securities
GNMA GNMI SF CC4498 X
2051-10-15
4
5895854.25
6388866.89
Agency Mortgage-Backed Securities
GNMA GNII SF CA3292 C
2051-01-20
3.5
14440223.82
15644804.84
Agency Mortgage-Backed Securities
GNMA GNII SF BZ6498 C
2050-12-20
3.5
122935.85
132638.61
Agency Mortgage-Backed Securities
GNMA GNII SF BZ3578 C
2050-12-20
3.5
15633985.55
16936913.22
Agency Mortgage-Backed Securities
GNMA GNII SF BZ3518 C
2050-10-20
3.5
13220857.96
14321222.62
Agency Mortgage-Backed Securities
GNMA GNII SF BQ9566 C
2050-01-20
4.5
22329.64
24808.12
Agency Mortgage-Backed Securities
GNMA GNII SF MA7705 M
2051-11-20
2.5
10000000.00
10304338.89
Agency Mortgage-Backed Securities
GNMA GNII SF MA7256 M
2051-03-20
3
1572246.07
1633872.88
Agency Mortgage-Backed Securities
GNMA GNII JM MA6645 M
2050-05-20
2.5
7572564.69
7737978.96
Agency Mortgage-Backed Securities
GNMA GNII SF MA5710 M
2049-01-20
4
912589.53
971852.39
Agency Mortgage-Backed Securities
GNMA GNII JM MA2882 M
2045-06-20
3
65.36
67.07
Agency Mortgage-Backed Securities
GNMA GNII SF MA1498 M
2028-12-20
4
100963.17
107266.82
Agency Mortgage-Backed Securities
GNMA GNII SF AA5477 C
2042-07-20
3.5
221.27
235.07
Agency Mortgage-Backed Securities
GNMA GNII SF AA5293 C
2042-04-20
3.5
6806.34
7137.66
Agency Mortgage-Backed Securities
GNMA GNMI SF 798441 X
2042-05-15
4.5
221602.87
254432.01
Agency Mortgage-Backed Securities
GNMA GNII SF 766647 C
2042-04-20
3.5
698457.47
745418.56
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLFM2197
2047-03-01
4.5
13663062.25
15352978.11
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLCA7646
2050-11-01
3
5985761.87
6328372.91
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLBK5338
2048-07-01
4.5
8573257.21
9435666.87
Agency Mortgage-Backed Securities
FNMA FNMS 02.500 CLBK2746
2050-07-01
2.5
12871318.00
13345302.86
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 CLAS9927
2047-07-01
4.5
8883422.96
9793574.06
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLAS6820
2046-03-01
3.5
11507143.93
12429032.38
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CRAP7444
2042-10-01
3.5
12591648.82
13560556.61
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CLRA6128
2051-10-01
3
11486683.34
12070375.33
Agency Mortgage-Backed Securities
FMAC FEPC 02.000 CLRA6292
2051-11-01
2
14991900.90
15009907.84
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CLRA2014
2050-01-01
3.5
5619536.09
6082138.80
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLQC8917
2051-10-01
2.5
12721116.11
13070614.64
Agency Mortgage-Backed Securities
FMAC 04.000 FGPC V84126 G
2048-05-01
4
56309107.31
61005862.46
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CLSD7544
2051-07-01
3
5570431.30
5914386.87
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLSD0718
2051-08-01
2.5
1961406.30
2034737.18
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CISB0270
2035-03-01
2.5
6028604.75
6362004.01
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CLZS9446
2045-08-01
3.5
10864512.12
11753766.40
Agency Mortgage-Backed Securities
FMAC FMAR 2B8032 G
2050-11-01
2.018
9365246.65
9622927.77
Agency Mortgage-Backed Securities
FMAC FEPC 04.000 CLZL2550
2042-01-01
4
1578934.11
1741828.36
Agency Mortgage-Backed Securities
FMAC FMAR 841085 G
2047-09-01
2.54
10791680.25
11239493.01
Agency Mortgage-Backed Securities
GNMA GNII RG CH5475 C
2050-04-20
4.5
20348.57
22041.61
Agency Mortgage-Backed Securities
GNMA GNII SF BX2717 C
2050-11-20
3.5
12914239.52
14110594.58
Agency Mortgage-Backed Securities
FNMA FNMS 04.500 I4BF0043
2053-08-01
4.5
6885975.13
7763282.79
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 3VZT1100
2042-12-01
3.5
9053636.14
9750217.88
Agency Mortgage-Backed Securities
GNMA GNII SP 785053 C
2050-06-20
4.5
7215.75
7742.46
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLBH7100
2048-01-01
4
5351893.62
5878938.59
Agency Mortgage-Backed Securities
GNMA GNII RG CI6076 C
2049-01-20
4.5
7312760.00
7870460.33
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 CLBM5097
2045-04-01
3.5
10337156.93
11146695.30
Agency Mortgage-Backed Securities
GNMA GNII SF CI4091 C
2051-11-20
3
1035370.00
1090288.79
Agency Mortgage-Backed Securities
FMAC FEPC 03.500 CLRA5548
2051-07-01
3.5
8176844.84
8875993.24
Agency Mortgage-Backed Securities
FMAC 04.500 FGPC Q62179 G
2049-03-01
4.5
5617923.55
6216524.54
Agency Mortgage-Backed Securities
FMAC FMAR 1Q1832 G
2040-05-01
2.012
9649957.39
10154262.02
Agency Mortgage-Backed Securities
GNMA GNII SF CB8479 C
2051-02-20
2.5
1753691.00
1839002.61
Agency Mortgage-Backed Securities
GNMA GNII SF CA3287 C
2050-12-20
3.5
9905705.26
10736095.03
Agency Mortgage-Backed Securities
GNMA GNII SF BY3445 C
2050-09-20
4
13566431.23
14921150.94
Agency Mortgage-Backed Securities
FMAC FMAR 2B7982 G
2050-09-01
1.926
15895703.03
16301655.44
Agency Mortgage-Backed Securities
USTR 2 1/8 NOTE C 25
2025-05-15
2.125
2160285.71
2248573.41
U.S. Treasuries (including strips)
Y
STANDARD AND POORS
A-1+
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
2021-12-07
2021-12-07
2022-01-18
Y
Royal Bank of Canada, New York Branch
1.0000
7
N
STANDARD AND POORS
A-1+
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
N
N
.0006
500000000.00
500000000.00
.0036
N
N
Y
N
Royal Bank of Canada, New York Branch
Royal Bank of Canada, New York Branch, REPO, 0.060%, 1/7/2022
933FLL000
ES7IP3U3RHIGC71XBU11
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNRM 2018-014 MA
2047-12-20
3
310.17
322.06
Agency Collateralized Mortgage Obligation
GNMA GNII SP 785053 C
2050-06-20
4.5
79042269.89
84811960.38
Agency Mortgage-Backed Securities
GNMA GNII SP 784948 C
2050-03-20
3.5
83329511.84
87339948.30
Agency Mortgage-Backed Securities
GNMA GNII BD 736304 C
2027-09-20
7
21041.62
22601.24
Agency Mortgage-Backed Securities
GNMA GNHF RF AS5980 H
2066-10-20
4.407
1220755.79
1322283.70
Agency Mortgage-Backed Securities
GNMA GNHF RF AR6646 H
2066-12-20
4.481
1222909.11
1328903.16
Agency Mortgage-Backed Securities
GNMA GNPL LM CG5782
2049-08-15
2.6
2855260.82
3007624.52
Agency Mortgage-Backed Securities
GNMA GNPL LM CG5778
2051-05-15
2.8
9715708.89
10332914.42
Agency Mortgage-Backed Securities
GNMA GNII SF CG5574 C
2051-09-20
3
828306.22
860672.84
Agency Mortgage-Backed Securities
GNMA GNII RG CG5452 C
2050-07-20
3.5
2076333.75
2196973.81
Agency Mortgage-Backed Securities
GNMA GNII RG CG5451 C
2044-02-20
3
1990392.82
2092393.82
Agency Mortgage-Backed Securities
GNMA GNII RG CG2587 C
2047-12-20
3.5
54308954.69
57302488.41
Agency Mortgage-Backed Securities
GNMA GNII SF CF9041 C
2051-09-20
3.5
18631.62
20006.18
Agency Mortgage-Backed Securities
GNMA GNCL CL CF8587
2061-06-15
2.55
731228.80
763471.73
Agency Mortgage-Backed Securities
GNMA GNPL LM CF6733
2048-05-15
2.23
661865.40
680589.83
Agency Mortgage-Backed Securities
GNMA GNPL LM CF5534
2054-02-15
2.6
3083102.52
3247494.92
Agency Mortgage-Backed Securities
GNMA GNCL CL CD9003
2062-08-15
2.7
400000.00
419294.80
Agency Mortgage-Backed Securities
GNMA GNCL CL CD6021
2063-05-15
2.345
898784.00
923448.46
Agency Mortgage-Backed Securities
GNMA GNPL LM CD4905
2053-04-15
2.33
3536735.11
3757876.35
Agency Mortgage-Backed Securities
GNMA GNPL LM CD4889
2053-09-15
2.73
398130.31
421581.05
Agency Mortgage-Backed Securities
GNMA GNPL LM CD3311
2060-08-15
3.23
397988.51
432940.23
Agency Mortgage-Backed Securities
GNMA GNPL LM CD0961
2041-04-15
2.8
393842.04
417275.46
Agency Mortgage-Backed Securities
GNMA GNCL CL CD0594
2062-12-15
2.3
3778611.20
3866674.67
Agency Mortgage-Backed Securities
GNMA GNCL CL CD0592
2062-07-15
2.3
1036926.40
1061467.10
Agency Mortgage-Backed Securities
GNMA GNCL CL CD0590
2062-07-15
2.3
1504636.80
1540246.70
Agency Mortgage-Backed Securities
GNMA GNCL CL BZ7197
2062-01-15
2.2
2762476.80
2804989.17
Agency Mortgage-Backed Securities
GNMA GNII SF BY8518 C
2050-11-20
2.5
2684004.66
2757376.99
Agency Mortgage-Backed Securities
GNMA GNCL CL BX1522
2063-09-15
2.79
1930444.80
2048924.89
Agency Mortgage-Backed Securities
GNMA GNHF RF AK0198 H
2064-09-20
4.633
576462.45
609784.94
Agency Mortgage-Backed Securities
GNMA GNHF RF AH1040 H
2065-03-20
4.663
1576579.93
1682409.91
Agency Mortgage-Backed Securities
GNMA GNHF RF AE0514 H
2064-09-20
4.482
1169334.75
1235419.12
Agency Mortgage-Backed Securities
GNMA GNII RG CI6073 C
2050-06-20
4
8403.20
9015.20
Agency Mortgage-Backed Securities
GNMA GNII RG CI6071 C
2047-10-20
3.5
18715664.00
19747242.29
Agency Mortgage-Backed Securities
GNMA GNII SF CI4689 C
2051-11-20
3
1045353.60
1086204.62
Agency Mortgage-Backed Securities
GNMA GNII SF CH8405 C
2051-11-20
2.5
110969.60
114330.97
Agency Mortgage-Backed Securities
GNMA GNII RG CH7269 C
2049-08-20
5
973304.76
1072386.00
Agency Mortgage-Backed Securities
GNMA GNII SF CH6363 C
2051-10-20
3
1514251.34
1573426.26
Agency Mortgage-Backed Securities
GNMA GNII RG CH5476 C
2049-11-20
5
9409263.20
10367161.74
Agency Mortgage-Backed Securities
GNMA GNPL LM CH3104
2057-04-15
2.42
12029785.60
12544389.09
Agency Mortgage-Backed Securities
GNMA GNII SF CH2936 C
2051-10-20
3
4020243.20
4257211.07
Agency Mortgage-Backed Securities
GNMA GNII SF CH2861 C
2051-10-20
3
3171974.74
3367801.89
Agency Mortgage-Backed Securities
GNMA GNII SF CH2779 C
2051-09-20
3
18887.29
20000.56
Agency Mortgage-Backed Securities
GNMA GNCL CL CH2271
2062-11-15
2.37
1510795.20
1555670.60
Agency Mortgage-Backed Securities
GNMA GNII SF CH1049 C
2051-10-20
2.5
857970.40
883959.09
Agency Mortgage-Backed Securities
GNMA GNII SF CH0366 C
2051-10-20
3
5953037.21
6303210.73
Agency Mortgage-Backed Securities
GNMA GNPL LM CG8545
2059-11-15
2.04
340012.54
343858.88
Agency Mortgage-Backed Securities
GNMA GNII SF CG8503 C
2051-11-20
3
1060182.40
1101612.91
Agency Mortgage-Backed Securities
GNMA GNHF RF BE0423 H
2068-01-20
4.264
1665653.97
1798841.14
Agency Mortgage-Backed Securities
GNMA GNAR AF MA7610 M
2051-08-20
1.5
2722648.22
2761855.26
Agency Mortgage-Backed Securities
GNMA GNII SF MA7254 M
2051-03-20
2
21659.01
21951.00
Agency Mortgage-Backed Securities
GNMA GNII SF MA6913 M
2034-10-20
6
673995.28
787134.38
Agency Mortgage-Backed Securities
GNMA GNII SF MA7193 M
2051-02-20
2.5
19486.34
20079.38
Agency Mortgage-Backed Securities
GNMA GNII SF MA6012 M
2034-07-20
2.5
64104.77
66673.44
Agency Mortgage-Backed Securities
GNMA GNII SF MA5683 M
2034-01-20
3.5
22078.14
23488.92
Agency Mortgage-Backed Securities
GNMA GNII SF MA6221 M
2049-10-20
4.5
3211290.17
3421709.96
Agency Mortgage-Backed Securities
GNMA GNII SF MA4723 M
2047-09-20
5.5
205985.87
241212.66
Agency Mortgage-Backed Securities
GNMA GNII SF MA3942 M
2039-10-20
6
17133.21
20001.62
Agency Mortgage-Backed Securities
GNMA GNHF RF AC1013 H
2064-01-20
4.672
959635.98
1011163.20
Agency Mortgage-Backed Securities
GNMA GNCL CL BV4157
2060-08-15
2.39
104260.00
108148.51
Agency Mortgage-Backed Securities
GNMA GNII SF BQ9566 C
2050-01-20
4.5
2243688.67
2492726.90
Agency Mortgage-Backed Securities
GNMA GNCL CL BP9057
2061-09-15
3.15
873851.20
940009.16
Agency Mortgage-Backed Securities
GNMA GNCL CL BN0005
2061-10-15
3.34
1187704.00
1293001.74
Agency Mortgage-Backed Securities
GNMA GNII SF BL9914 C
2049-03-20
5
48366.12
52357.91
Agency Mortgage-Backed Securities
GNMA GNHF RF BK5093 H
2069-02-20
4.368
1691163.23
1846284.62
Agency Mortgage-Backed Securities
GNMA GNII SF BK3724 C
2048-12-20
4.5
840928.03
916096.90
Agency Mortgage-Backed Securities
GNMA GNCL CL BI6933
2062-09-15
2.7
505264.00
529102.35
Agency Mortgage-Backed Securities
FMAC FMAR 8C0058 G
2051-07-01
1.897
12322643.54
12601753.14
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX SOBT4489
2051-07-01
1.75
5619431.14
5722669.77
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM6726
2047-10-01
2.574
15095670.67
15687081.30
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM6673
2048-06-01
2.788
12055591.46
12562081.69
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM6607
2047-12-01
2.855
2239796.65
2312477.74
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM5401
2048-11-01
3.227
16259399.48
16936075.49
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBK3001
2050-09-01
2.102
17712218.55
18231262.32
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBK2730
2050-06-01
2.234
19684.06
20313.41
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLQC9427
2051-10-01
2.5
68940105.66
70834227.41
Agency Mortgage-Backed Securities
GNMA GNMI SF 705648 X
2038-12-15
6.5
80.82
89.97
Agency Mortgage-Backed Securities
GNMA GNII SF CD6644 C
2051-07-20
3.5
694802.29
752947.82
Agency Mortgage-Backed Securities
GNMA GNII RG CH5475 C
2050-04-20
4.5
8059108.00
8729641.90
Agency Mortgage-Backed Securities
GNMA GNHF RF BI2401 H
2068-08-20
4.23
1412630.93
1529330.50
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBM6572
2047-03-01
1.93
13788452.60
14291079.23
Agency Mortgage-Backed Securities
GNMA GNHF RF BN1321 H
2069-06-20
4.254
2032489.41
2203600.29
Agency Mortgage-Backed Securities
GNMA GNHF RF AE0530 H
2064-11-20
4.465
1523162.26
1611479.48
Agency Mortgage-Backed Securities
GNMA GNPL LM CH9350
2048-12-15
2.78
10776998.40
11446675.10
Agency Mortgage-Backed Securities
GNMA GNII SF CI7248 C
2051-10-20
3
841728.34
882980.33
Agency Mortgage-Backed Securities
GNMA GNPL LM CC8478
2059-01-15
3.08
397788.23
428037.68
Agency Mortgage-Backed Securities
GNMA GNPL LM CI3481
2042-02-15
2.27
2749673.60
2834785.93
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX WSBH4523
2047-04-01
2.058
14502806.75
14571924.70
Agency Mortgage-Backed Securities
GNMA GNII SF CG8502 C
2051-11-20
3
1092606.40
1135304.00
Agency Mortgage-Backed Securities
GNMA GNII RG CI6075 C
2050-04-20
4.5
399264.80
429714.73
Agency Mortgage-Backed Securities
GNMA GNII SF MA7420 M
2051-06-20
3.5
152625979.39
160346937.64
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBK3011
2050-09-01
2.176
11575148.47
11911335.80
Agency Mortgage-Backed Securities
GNMA GNHF RF BK9434 H
2068-12-20
4.35
1933299.73
2111424.62
Agency Mortgage-Backed Securities
GNMA GNHF RF AY4793 H
2067-05-20
4.661
1258312.37
1380787.30
Agency Mortgage-Backed Securities
GNMA GNII SF MA7310 M
2051-04-20
1.5
147341293.15
144222569.11
Agency Mortgage-Backed Securities
GNMA GNCL CL CF1635
2063-01-15
2.29
4699208.00
4804445.46
Agency Mortgage-Backed Securities
GNMA GNII SF CH3426 C
2051-09-20
3
3841995.77
3992128.16
Agency Mortgage-Backed Securities
GNMA GNII SP 784952 C
2050-02-20
4
48711110.52
54111770.87
Agency Mortgage-Backed Securities
GNMA GNCL CL BQ9026
2060-10-15
3
36082.40
38415.04
Agency Mortgage-Backed Securities
GNMA GNCL CL BW8618
2062-03-15
3.5
524100.00
580058.39
Agency Mortgage-Backed Securities
GNMA GNII SF CI4688 C
2051-11-20
3
1135846.40
1180231.49
Agency Mortgage-Backed Securities
GNMA GNHF RF AH1165 H
2065-11-20
4.563
6469998.94
6975504.81
Agency Mortgage-Backed Securities
GNMA GNCL CL BW6898
2062-02-15
2.53
925753.60
964130.77
Agency Mortgage-Backed Securities
GNMA GNPL LM CF0287
2055-02-15
2.75
676066.66
716517.27
Agency Mortgage-Backed Securities
GNMA GNHF RF BE5505 H
2068-03-20
4.219
1653016.83
1784599.68
Agency Mortgage-Backed Securities
GNMA GNHF RF BL4697 H
2069-02-20
4.474
1558859.82
1714315.65
Agency Mortgage-Backed Securities
GNMA GNII SF MA7591 M
2051-09-20
3.5
2309603.77
2433859.18
Agency Mortgage-Backed Securities
GNMA GNHF RF BE0412 H
2067-12-20
4.468
278.27
304.11
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLCA0616
2047-10-01
4
4686514.91
5144547.80
Agency Mortgage-Backed Securities
GNMA GNII RG CH7268 C
2050-01-20
4.5
816938.65
884905.49
Agency Mortgage-Backed Securities
GNMA GNHF RF AA7523 H
2063-09-20
4.534
2503225.79
2633156.70
Agency Mortgage-Backed Securities
GNMA GNII SF CH2935 C
2051-10-20
3
18892.80
20006.35
Agency Mortgage-Backed Securities
GNMA GNII SF CF4554 C
2051-07-20
3.5
887533.87
961882.09
Agency Mortgage-Backed Securities
GNMA GNPL LM CF9489
2049-06-15
2.45
397580.40
415210.54
Agency Mortgage-Backed Securities
GNMA GNII SF CH5712 C
2051-09-20
2.5
795.50
816.11
Agency Mortgage-Backed Securities
GNMA GNII SF CF8704 C
2051-08-20
3.5
907998.73
987218.39
Agency Mortgage-Backed Securities
GNMA GNPL LM CD9019
2052-04-15
3
358197.59
383976.23
Agency Mortgage-Backed Securities
USTR 1 1/8 NOTE B 31
2031-02-15
1.125
10064480.00
9786409.08
U.S. Treasuries (including strips)
USTR 0 3/4 NOTE G 28
2028-01-31
.75
20000000.00
19336888.26
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE B 24
2024-02-15
2.75
4800000.00
5066020.43
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE AT 24
2024-10-15
.625
14649840.00
14596219.17
U.S. Treasuries (including strips)
USTR 4 5/8 BOND 40
2040-02-15
4.625
8288000.00
12017033.85
U.S. Treasuries (including strips)
USTR 3 3/8 BOND 48
2048-11-15
3.375
20000000.00
26387309.62
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE BG 23
2023-09-30
.25
76281680.00
76033684.90
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE Q 27
2027-09-30
.375
4000000.00
3795793.74
U.S. Treasuries (including strips)
USTR 2 3/4 BOND 47
2047-08-15
2.75
17508560.00
20643396.30
U.S. Treasuries (including strips)
USTR 1 1/8 BOND 40
2040-08-15
1.125
48000000.00
41953250.87
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE P 25
2025-08-31
2.75
40000000.00
42834519.34
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 30
2030-07-15
.125
6418200.00
7164821.18
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE C 30
2030-05-15
.625
3920080.00
3656019.41
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE AS 22
2022-10-15
1.375
13587200.00
13751274.10
U.S. Treasuries (including strips)
USTR 0 3/4 TRIN D 28
2028-07-15
.75
13740100.56
15843263.40
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE C 27
2027-05-15
2.375
5468800.00
5798700.53
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE K 22
2022-04-30
1.75
20000000.00
20167205.53
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 24
2024-07-15
.125
16840113.59
18115158.58
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE C 23
2023-05-15
1.75
842880.00
860717.98
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE L 23
2023-05-31
1.625
17600000.00
17930897.60
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE AJ 22
2022-02-15
2.5
19999840.00
20247018.46
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE C 28
2028-05-15
2.875
20000000.00
21877825.97
U.S. Treasuries (including strips)
USTR 2 3/8 BOND 49
2049-11-15
2.375
19200000.00
21287541.42
U.S. Treasuries (including strips)
USTR 3 BOND 42
2042-05-15
3
24000000.00
28401386.26
U.S. Treasuries (including strips)
USTR 2 3/8 TRIB 25
2025-01-15
2.375
29099800.00
33747278.14
U.S. Treasuries (including strips)
USTR 5 1/4 BOND 29
2029-02-15
5.25
13026720.00
16651013.33
U.S. Treasuries (including strips)
USTR 6 1/4 BOND 23
2023-08-15
6.25
40000000.00
44707902.18
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE BK 23
2023-11-30
.5
80.00
79.98
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE R 28
2028-10-31
1.375
20000.00
19957.19
U.S. Treasuries (including strips)
USTR 1 1/8 NOTE P 28
2028-08-31
1.125
24000000.00
23615952.93
U.S. Treasuries (including strips)
USTR 1 NOTE N 28
2028-07-31
1
750400.00
733339.82
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AQ 24
2024-07-15
.375
4000000.00
3969225.00
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE C 31
2031-05-15
1.625
2188400.00
2214843.18
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AY 23
2023-03-31
.125
40000000.00
39903699.12
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AL 24
2024-03-15
.25
12000000.00
11904538.34
U.S. Treasuries (including strips)
Y
STANDARD AND POORS
A-1+
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
2021-12-07
2021-12-07
2022-01-07
Y
Royal Bank of Canada, New York Branch
1.0000
7
N
STANDARD AND POORS
A-1+
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
N
N
.0006
1600000000.00
1600000000.00
.0116
N
N
Y
N
Royal Bank of Canada, New York Branch
Royal Bank of Canada, New York Branch, REPO, 0.060%, 1/14/2022
933FLL000
ES7IP3U3RHIGC71XBU11
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
FHLB 0.875 FHLB 27 4A
2027-06-11
.875
2476000.00
2420036.55
Agency Debentures and Agency Strips
FMAC FEPC 03.500 CLZS9446
2045-08-01
3.5
9986416.34
10803798.97
Agency Mortgage-Backed Securities
FMAC FEPC 04.000 CLZA6690
2049-04-01
4
38698285.29
42360196.53
Agency Mortgage-Backed Securities
GNMA GNII SF 759467 C
2041-01-20
4
61524.65
65071.44
Agency Mortgage-Backed Securities
GNMA GNII SF 742291 C
2031-08-20
7.5
164874.01
183981.21
Agency Mortgage-Backed Securities
GNMA GNII RG CG5453 C
2047-12-20
3.5
1886490.93
1996049.74
Agency Mortgage-Backed Securities
FMAC FMAR 8C0016 G
2051-03-01
2.074
137799.31
141703.40
Agency Mortgage-Backed Securities
FNMA FNMS 01.500 CLFM6097
2051-03-01
1.5
51488832.89
49796875.52
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CICA2387
2033-09-01
4
8045689.76
8698036.07
Agency Mortgage-Backed Securities
FNMA FNMS 03.500 I4BF0092
2056-06-01
3.5
39246840.95
42907764.47
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLBC9003
2046-11-01
3
43184262.31
45774310.42
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLAS9465
2047-04-01
4
38388636.61
41799782.61
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLAS9798
2047-06-01
4
34770967.68
38328532.19
Agency Mortgage-Backed Securities
FNMA FNMS 04.000 CLAJ9464
2042-01-01
4
7677821.06
8470857.23
Agency Mortgage-Backed Securities
FMAC 04.000 FGPC Q43263 G
2046-09-01
4
7294604.28
8060123.56
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CLSD0717
2051-09-01
2.5
8663699.50
8908621.32
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CLSD0697
2051-08-01
3
4061495.59
4248331.16
Agency Mortgage-Backed Securities
FMAC FEPC 04.500 CLZT1857
2049-03-01
4.5
43015432.49
47968401.45
Agency Mortgage-Backed Securities
GNMA GNII SF 705308 C
2039-01-20
7.25
104637.89
116321.26
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLFM9563
2051-10-01
3
11367383.20
11975045.62
Agency Mortgage-Backed Securities
FMAC FEPC 01.500 CLSD0721
2051-10-01
1.5
43077403.62
41653623.63
Agency Mortgage-Backed Securities
FMAC FEPC 02.500 CTRB5139
2041-12-01
2.5
8000000.00
8223631.11
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLBR1035
2051-05-01
2
47394313.79
47451239.63
Agency Mortgage-Backed Securities
FNMA FNMS 03.000 CLAL5925
2044-10-01
3
39212086.04
41592873.98
Agency Mortgage-Backed Securities
GNMA GNII SF AG1752 C
2043-10-20
4
175562.24
186050.02
Agency Mortgage-Backed Securities
FNMA FNAR XX.XXX LBBK2730
2050-06-01
2.234
213143.66
219958.42
Agency Mortgage-Backed Securities
FMAC FEPC 03.000 CLSD0618
2051-02-01
3
27828960.14
29514690.13
Agency Mortgage-Backed Securities
FNMA FNMS 02.000 CLCB0290
2051-04-01
2
37735340.64
37780664.98
Agency Mortgage-Backed Securities
FMAC 03.000 FGPC G60765 G
2046-11-01
3
8388863.40
8866656.70
Agency Mortgage-Backed Securities
USTR TINT 11/15/26
2026-11-15
0
2987970.40
2807424.96
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE AG 26
2026-11-30
1.25
1600000.00
1604880.00
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE F 31
2031-11-15
1.375
355920.00
351061.60
U.S. Treasuries (including strips)
USTR 0 3/4 NOTE AU 24
2024-11-15
.75
720000.00
718873.76
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE BG 23
2023-09-30
.25
3277520.00
3266864.64
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE Q 28
2028-09-30
1.25
11200.00
11097.76
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AY 23
2023-03-31
.125
4110400.00
4100504.12
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AG 25
2025-11-30
.375
11057200.00
10753580.34
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE Q 27
2027-09-30
.375
1600000.00
1518317.50
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN X 25
2025-04-15
.125
28769412.41
31020934.45
U.S. Treasuries (including strips)
USTR 0 3/4 TRIN D 28
2028-07-15
.75
13111200.00
15118098.61
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 24
2024-07-15
.125
36037248.00
38765799.22
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE E 24
2024-08-15
2.375
6400000.00
6722717.26
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE AG 23
2023-12-31
2.625
4000000.00
4215158.89
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE C 28
2028-05-15
2.875
20000000.00
21877825.97
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE J 25
2025-03-31
2.625
12800000.00
13573427.70
U.S. Treasuries (including strips)
USTR 0 1/2 TRIN A 28
2028-01-15
.5
1126101.94
1269017.78
U.S. Treasuries (including strips)
USTR 2 3/4 BOND 42
2042-08-15
2.75
40800000.00
46741741.70
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AA 24
2024-06-30
1.75
5600000.00
5789256.57
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AQ 23
2023-08-15
.125
4000000.00
3980969.81
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE BC 22
2022-06-30
.125
8000000.00
8004997.61
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE E 28
2028-08-15
2.875
3053600.00
3368851.75
U.S. Treasuries (including strips)
Y
STANDARD AND POORS
A-1+
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
2021-12-07
2021-12-07
2022-01-14
Y
Royal Bank of Canada, New York Branch
1.0000
7
N
STANDARD AND POORS
A-1+
MOODYS
P-1
FITCH
F1+
DOMINION BOND
R-1 H
N
N
.0006
800000000.00
800000000.00
.0058
N
N
Y
N
Sumitomo Mitsui Banking Corp.
Sumitomo Mitsui Banking Corp., REPO, 0.055%, 12/1/2021
933FRW000
5U0XI89JRFVHWIBS4F54
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
USTR 0 7/8 NOTE AA 26
2026-06-30
.875
3983240.53
3949016.17
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AH 25
2025-12-31
.375
174080000.00
169414499.89
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AF 25
2025-10-31
.25
174080000.00
168758754.30
U.S. Treasuries (including strips)
USTR 1 1/8 NOTE V 25
2025-02-28
1.125
174080000.00
175803050.57
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE U 25
2025-01-31
1.375
174080000.00
177594400.84
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE B 27
2027-02-15
2.25
207445333.33
219604144.02
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE G 22
2022-01-31
1.5
31187665.07
31418729.05
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AA 24
2024-06-30
1.75
2000977.07
2068601.72
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE AC 23
2023-08-31
2.75
174080000.00
182254793.91
U.S. Treasuries (including strips)
USTR 2 7/8 NOTE C 28
2028-05-15
2.875
26823261.87
29341732.75
U.S. Treasuries (including strips)
USTR 1 3/8 BOND 40
2040-11-15
1.375
43520000.00
39560104.38
U.S. Treasuries (including strips)
USTR 1 3/8 BOND 50
2050-08-15
1.375
17035831.47
15115517.82
U.S. Treasuries (including strips)
USTR 3 1/8 BOND 48
2048-05-15
3.125
29013333.33
36541796.90
U.S. Treasuries (including strips)
USTR 3 1/8 BOND 43
2043-02-15
3.125
14506666.67
17605410.74
U.S. Treasuries (including strips)
USTR 3 3/4 BOND 41
2041-08-15
3.75
217600000.00
286204391.09
U.S. Treasuries (including strips)
USTR 5 1/4 BOND 28
2028-11-15
5.25
25386666.67
31942758.46
U.S. Treasuries (including strips)
USTR 2 BOND 50
2050-02-15
2
398933333.33
410756607.26
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE W 25
2025-03-31
.5
174080000.00
171839052.86
U.S. Treasuries (including strips)
USTR 0 1/2 NOTE AK 23
2023-03-15
.5
9225224.53
9260185.59
U.S. Treasuries (including strips)
USTR 2 1/2 BOND 46
2046-02-15
2.5
36266666.67
40489884.52
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
.0006
2176000000.00
2176000000.00
.0158
N
Y
Y
N
Sumitomo Mitsui Banking Corp.
Sumitomo Mitsui Banking Corp., REPO, 0.055%, 12/1/2021
933FRW000
5U0XI89JRFVHWIBS4F54
U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
Y
N
GNMA GNII SF MA6709 M
2050-06-20
2.5
14138508.46
14568798.25
Agency Mortgage-Backed Securities
GNMA GNII SF MA6283 M
2049-11-20
3
33875038.64
35168952.20
Agency Mortgage-Backed Securities
GNMA GNII SF MA5136 M
2048-04-20
3.5
26968873.73
28442168.32
Agency Mortgage-Backed Securities
GNMA GNII SF MA5399 M
2048-08-20
4.5
214360.11
228230.29
Agency Mortgage-Backed Securities
GNMA GNII SF MA3736 M
2046-06-20
3.5
97270.27
103034.06
Agency Mortgage-Backed Securities
GNMA GNII SF MA2224 M
2044-09-20
4
184899.66
201714.84
Agency Mortgage-Backed Securities
GNMA GNII SF MA1522 M
2043-12-20
4
92783.91
101366.34
Agency Mortgage-Backed Securities
GNMA GNII SP 783802 C
2043-04-20
3.5
1392739.89
1517887.94
Agency Mortgage-Backed Securities
GNMA GNII SF 004747 M
2040-07-20
5
2640421.92
3006457.75
Agency Mortgage-Backed Securities
GNMA GNII SF 004542 M
2039-09-20
5.5
109335.47
127754.73
Agency Mortgage-Backed Securities
GNMA GNII SF MA6994 M
2050-11-20
2
81104331.87
82197708.38
Agency Mortgage-Backed Securities
GNMA GNII SF MA1447 M
2043-11-20
3
1005301.53
1057523.59
Agency Mortgage-Backed Securities
GNMA GNII SF MA1284 M
2043-09-20
3
342705.26
360553.92
Agency Mortgage-Backed Securities
FMAC 03.500 FGPC G08733 G
2046-11-01
3.5
250.02
266.51
Agency Mortgage-Backed Securities
GNMA GNMI SP 782829 X
2039-12-15
5
541927.19
628379.62
Agency Mortgage-Backed Securities
GNMA GNII SF 004946 M
2041-02-20
4.5
927.94
1037.81
Agency Mortgage-Backed Securities
GNMA GNII SF MA3310 M
2045-12-20
3.5
4029647.41
4288699.11
Agency Mortgage-Backed Securities
GNMA GNII SF MA1225 M
2043-08-20
4
847726.53
926582.24
Agency Mortgage-Backed Securities
GNMA GNII SF MA1449 M
2043-11-20
4
1962771.39
2141064.09
Agency Mortgage-Backed Securities
GNMA GNII SP 783829 M
2042-09-20
3
2292041.67
2412091.17
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
174000000.00
174000000.00
.0013
N
Y
Y
N
ING Financial Markets LLC
ING Financial Markets LLC, REPO, 0.055%, 12/1/2021
963FWZ000
KBVRJ5K57JZ3E2AVWX40
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UST - 2.5000 - 05/15/2046
2046-05-15
2.5
50000000.00
56239295.58
U.S. Treasuries (including strips)
UST - 2.5000 - 05/15/2046
2046-05-15
2.5
50000000.00
56239295.58
U.S. Treasuries (including strips)
UST - 2.5000 - 05/15/2046
2046-05-15
2.5
50000000.00
56239295.58
U.S. Treasuries (including strips)
UST - 0.1250 - 01/15/2031
2031-01-15
.125
52678500.00
62185323.05
U.S. Treasuries (including strips)
UST - 0.1250 - 01/15/2031
2031-01-15
.125
52678500.00
62185323.05
U.S. Treasuries (including strips)
UST - 3.1250 - 05/15/2048
2048-05-15
3.125
50000000.00
63752244.48
U.S. Treasuries (including strips)
UST - 3.1250 - 05/15/2048
2048-05-15
3.125
25000000.00
31876122.24
U.S. Treasuries (including strips)
UST - 3.0000 - 02/15/2047
2047-02-15
3
50000000.00
61318951.30
U.S. Treasuries (including strips)
UST - 3.0000 - 02/15/2047
2047-02-15
3
17000000.00
20848443.44
U.S. Treasuries (including strips)
UST - 0.2500 - 02/15/2050
2050-02-15
.25
37283611.50
44662575.18
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
.0036
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 GNII SF MA7192 M
2051-02-20
2
503216787.33
510000708.75
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
500000000.00
500000000.00
.0036
N
Y
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 0 1/8 TRIN D 31
2031-07-15
.125
385891101.87
431475935.37
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE C 31
2031-05-15
1.625
90560.00
91654.27
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN A 31
2031-01-15
.125
515153.59
574043.24
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE E 30
2030-08-15
.625
12076480.00
11253072.45
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 30
2030-07-15
.125
48462441.87
54100017.15
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE C 30
2030-05-15
.625
86361088.00
80543716.84
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE C 30
2030-05-15
.625
307392.00
286685.76
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE F 29
2029-11-15
1.75
20782784.00
21288951.58
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE E 29
2029-08-15
1.625
12443456.00
12680191.06
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE B 29
2029-02-15
2.625
37184.00
40515.03
U.S. Treasuries (including strips)
USTR 2 1/2 TRIB 29
2029-01-15
2.5
81.75
105.81
U.S. Treasuries (including strips)
USTR 6 1/4 BOND 30
2030-05-15
6.25
724800.00
1004418.26
U.S. Treasuries (including strips)
USTR 6 1/8 BOND 29
2029-08-15
6.125
234880.00
319891.55
U.S. Treasuries (including strips)
USTR 3 7/8 TRIB 29
2029-04-15
3.875
75015888.68
105360039.05
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE B 30
2030-02-15
1.5
10192704.00
10271018.75
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN A 30
2030-01-15
.125
65376877.46
72599437.03
U.S. Treasuries (including strips)
USTR 5 3/8 BOND 31
2031-02-15
5.375
8905024.00
12059703.53
U.S. Treasuries (including strips)
USTR 5 1/4 BOND 29
2029-02-15
5.25
1611136.00
2059386.17
U.S. Treasuries (including strips)
USTR 2 5/8 NOTE B 29
2029-02-15
2.625
704.00
767.07
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
800000000.00
800000000.00
.0058
N
N
Y
N
Citigroup Global Markets, Inc.
Citigroup Global Markets, Inc., REPO, 0.060%, 12/1/2021
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 3/4 NOTE AU 24
2024-11-15
.75
9786500.00
9771191.70
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE AT 24
2024-10-15
.625
52756000.00
52562904.34
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AS 24
2024-09-15
.375
100.00
99.01
U.S. Treasuries (including strips)
USTR 1 3/8 NOTE U 25
2025-01-31
1.375
14766000.00
15064102.27
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE AF 24
2024-10-31
1.5
12748500.00
13019202.85
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE AD 24
2024-09-30
1.5
19700.00
20144.31
U.S. Treasuries (including strips)
USTR 0 1/4 TRIN A 25
2025-01-15
.25
181543160.23
196264767.40
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE F 24
2024-11-15
2.25
84381800.00
87999949.86
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE T 24
2024-12-31
2.25
12353800.00
12993907.45
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE R 24
2024-10-31
2.25
19839500.00
20706578.22
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE Q 24
2024-09-30
2.125
984400.00
1025046.98
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE Q 24
2024-09-30
2.125
400.00
416.52
U.S. Treasuries (including strips)
USTR 2 3/8 TRIB 25
2025-01-15
2.375
1926843.26
2234576.02
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE G 25
2025-01-31
2.5
29582100.00
31337651.01
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE AG 24
2024-11-30
1.5
50286000.00
51291267.43
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN AE 24
2024-10-15
.125
14594006.03
15709060.58
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
.0036
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 BK 23
2023-11-30
.5
194857.14
194804.53
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AR 24
2024-08-15
.375
9710142.86
9625570.94
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AQ 24
2024-07-15
.375
17857571.43
17720179.74
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AP 24
2024-06-15
.25
702071.43
694845.39
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AN 24
2024-05-15
.25
11587142.86
11465635.34
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AM 24
2024-04-15
.375
3913785.71
3889496.37
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AU 23
2023-12-15
.125
141655714.29
140535751.70
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AT 23
2023-11-15
.25
71.43
71.09
U.S. Treasuries (including strips)
USTR 1 1/2 NOTE AD 24
2024-09-30
1.5
651500.00
666193.76
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AB 24
2024-07-31
1.75
476357.14
492112.48
U.S. Treasuries (including strips)
USTR 2 NOTE M 24
2024-06-30
2
67333428.57
70121383.82
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE C 24
2024-05-15
2.5
53165714.29
55586131.89
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE G 24
2024-01-31
2.25
1501428.57
1566589.43
U.S. Treasuries (including strips)
USTR 1 5/8 NOTE R 23
2023-10-31
1.625
71.43
73.07
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE E 24
2024-08-15
2.375
2928857.14
3076543.51
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE B 24
2024-02-15
2.75
68393928.57
72184383.29
U.S. Treasuries (including strips)
USTR 0 5/8 TRIN A 24
2024-01-15
.625
131413635.17
141424561.63
U.S. Treasuries (including strips)
USTR 1 3/4 NOTE AA 24
2024-06-30
1.75
7947642.86
8216239.93
U.S. Treasuries (including strips)
USTR 2 1/4 NOTE Y 24
2024-04-30
2.25
22842142.86
23750224.04
U.S. Treasuries (including strips)
USTR 0 1/2 TRIN X 24
2024-04-15
.5
114564522.60
123247008.96
U.S. Treasuries (including strips)
USTR 2 3/8 NOTE V 24
2024-02-29
2.375
52264285.71
54634330.16
U.S. Treasuries (including strips)
USTR 2 1/2 NOTE U 24
2024-01-31
2.5
1417857.14
1488207.02
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE Q 24
2024-09-30
2.125
10760357.14
11204664.41
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE Q 24
2024-09-30
2.125
142856857.14
148755577.69
U.S. Treasuries (including strips)
USTR 1 1/4 NOTE AC 24
2024-08-31
1.25
218571.43
222160.86
U.S. Treasuries (including strips)
USTR 2 NOTE L 24
2024-05-31
2
29805285.71
30773957.50
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AJ 24
2024-01-15
.125
43815857.14
43422160.71
U.S. Treasuries (including strips)
USTR 0 5/8 NOTE AT 24
2024-10-15
.625
58251000.00
58037791.74
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE S 23
2023-11-30
2.125
9624928.57
9932473.91
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE N 24
2024-07-31
2.125
73676857.14
76915311.39
U.S. Treasuries (including strips)
USTR 0 3/8 NOTE AS 24
2024-09-15
.375
49031642.86
48545606.54
U.S. Treasuries (including strips)
USTR 0 1/8 NOTE AK 24
2024-02-15
.125
30775714.29
30471233.25
U.S. Treasuries (including strips)
USTR 2 1/8 NOTE H 24
2024-02-29
2.125
203071.43
211001.95
U.S. Treasuries (including strips)
USTR 2 3/4 NOTE F 23
2023-11-15
2.75
3642.86
3806.26
U.S. Treasuries (including strips)
USTR 0 1/8 TRIN D 24
2024-07-15
.125
46415612.41
49929958.90
U.S. Treasuries (including strips)
USTR 0 1/4 NOTE AL 24
2024-03-15
.25
12767857.14
12666287.08
U.S. Treasuries (including strips)
USTR 2 NOTE K 24
2024-04-30
2
12895000.00
13330895.60
U.S. Treasuries (including strips)
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
1250000000.00
1250000000.00
.0091
N
N
Y
N
Australia & New Zealand Banking Group, Melbourne
Australia & New Zealand Banking Group, Melbourne, REPO, 0.055%, 12/1/2021
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UST - 1.1250 - 05/15/2040
2040-05-15
1.125
50000000.00
44214714.51
U.S. Treasuries (including strips)
UST - 1.1250 - 05/15/2040
2040-05-15
1.125
50000000.00
44214714.51
U.S. Treasuries (including strips)
UST - 2.2500 - 08/15/2049
2049-08-15
2.25
50000000.00
54940387.48
U.S. Treasuries (including strips)
UST - 2.2500 - 08/15/2049
2049-08-15
2.25
50000000.00
54940387.48
U.S. Treasuries (including strips)
UST - 2.2500 - 08/15/2049
2049-08-15
2.25
40000000.00
43952309.98
U.S. Treasuries (including strips)
UST - 3.6250 - 02/15/2044
2044-02-15
3.625
41920000.00
55677990.22
U.S. Treasuries (including strips)
UST - 2.2500 - 08/15/2046
2046-08-15
2.25
50000000.00
54081012.48
U.S. Treasuries (including strips)
UST - 2.2500 - 08/15/2046
2046-08-15
2.25
50000000.00
54081012.48
U.S. Treasuries (including strips)
UST - 2.2500 - 08/15/2046
2046-08-15
2.25
50000000.00
54081012.48
U.S. Treasuries (including strips)
UST - 2.2500 - 08/15/2046
2046-08-15
2.25
25000000.00
27040506.24
U.S. Treasuries (including strips)
UST - 3.1250 - 11/15/2028
2028-11-15
3.125
20302000.00
22775954.20
U.S. Treasuries (including strips)
Y
STANDARD AND POORS
A-1+
MOODYS
P-1
FITCH
F1
DOMINION BOND
R-1 H
2021-12-01
2021-12-01
2021-12-01
N
N
N
.0006
500000000.00
500000000.00
.0036
N
Y
Y
N
Fixed Income Clearing Corporation ("FICC") - JPM
Fixed Income Clearing Corporation ("FICC") - JPM, REPO, 0.055%, 12/1/2021
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UST - 4.3750 - 05/15/2040
2040-05-15
4.375
50000000.00
70840642.27
U.S. Treasuries (including strips)
UST - 4.3750 - 05/15/2040
2040-05-15
4.375
50000000.00
70840642.27
U.S. Treasuries (including strips)
UST - 4.3750 - 05/15/2040
2040-05-15
4.375
50000000.00
70840642.27
U.S. Treasuries (including strips)
UST - 4.3750 - 05/15/2040
2040-05-15
4.375
9009000.00
12764066.92
U.S. Treasuries (including strips)
UST - 3.7500 - 08/15/2041
2041-08-15
3.75
50000000.00
65771736.63
U.S. Treasuries (including strips)
UST - 3.0000 - 05/15/2042
2042-05-15
3
50000000.00
59874654.70
U.S. Treasuries (including strips)
UST - 3.0000 - 05/15/2042
2042-05-15
3
50000000.00
59874654.70
U.S. Treasuries (including strips)
UST - 3.0000 - 05/15/2042
2042-05-15
3
50000000.00
59874654.70
U.S. Treasuries (including strips)
UST - 3.0000 - 05/15/2042
2042-05-15
3
50000000.00
59874654.70
U.S. Treasuries (including strips)
UST - 3.0000 - 05/15/2042
2042-05-15
3
50000000.00
59874654.70
U.S. Treasuries (including strips)
UST - 3.0000 - 05/15/2042
2042-05-15
3
50000000.00
59874654.70
U.S. Treasuries (including strips)
UST - 3.0000 - 05/15/2042
2042-05-15
3
50000000.00
59874654.70
U.S. Treasuries (including strips)
UST - 3.0000 - 05/15/2042
2042-05-15
3
50000000.00
59874654.70
U.S. Treasuries (including strips)
UST - 3.0000 - 05/15/2042
2042-05-15
3
50000000.00
59874654.70
U.S. Treasuries (including strips)
UST - 3.0000 - 05/15/2042
2042-05-15
3
11757000.00
14078926.31
U.S. Treasuries (including strips)
UST - 3.6250 - 08/15/2043
2043-08-15
3.625
50000000.00
66652004.08
U.S. Treasuries (including strips)
UST - 3.6250 - 08/15/2043
2043-08-15
3.625
50000000.00
66652004.08
U.S. Treasuries (including strips)
UST - 3.6250 - 08/15/2043
2043-08-15
3.625
50000000.00
66652004.08
U.S. Treasuries (including strips)
UST - 3.6250 - 08/15/2043
2043-08-15
3.625
50000000.00
66652004.08
U.S. Treasuries (including strips)
UST - 3.6250 - 08/15/2043
2043-08-15
3.625
50000000.00
66652004.08
U.S. Treasuries (including strips)
UST - 3.6250 - 08/15/2043
2043-08-15
3.625
50000000.00
66652004.08
U.S. Treasuries (including strips)
UST - 3.6250 - 08/15/2043
2043-08-15
3.625
50000000.00
66652004.08
U.S. Treasuries (including strips)
UST - 3.6250 - 08/15/2043
2043-08-15
3.625
50000000.00
66652004.08
U.S. Treasuries (including strips)
UST - 3.6250 - 08/15/2043
2043-08-15
3.625
50000000.00
66652004.08
U.S. Treasuries (including strips)
UST - 3.1250 - 08/15/2044
2044-08-15
3.125
20152000.00
24674084.16
U.S. Treasuries (including strips)
UST - 3.6250 - 08/15/2043
2043-08-15
3.625
50000000.00
66652004.08
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
1500000143.00
1500000143.00
.0109
N
Y
Y
N
Metropolitan Life Insurance Co.
Metropolitan Life Insurance Co., REPO, 0.060%, 12/1/2021
U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
Y
N
UST - 0.7500 - 08/31/2026
2026-08-31
.75
50000000.00
49236327.96
U.S. Treasuries (including strips)
UST - 0.7500 - 08/31/2026
2026-08-31
.75
50000000.00
49236327.96
U.S. Treasuries (including strips)
UST - 0.7500 - 08/31/2026
2026-08-31
.75
50000000.00
49236327.96
U.S. Treasuries (including strips)
UST - 0.7500 - 08/31/2026
2026-08-31
.75
50000000.00
49236327.96
U.S. Treasuries (including strips)
UST - 0.7500 - 08/31/2026
2026-08-31
.75
50000000.00
49236327.96
U.S. Treasuries (including strips)
UST - 0.7500 - 08/31/2026
2026-08-31
.75
50000000.00
49236327.96
U.S. Treasuries (including strips)
UST - 0.7500 - 08/31/2026
2026-08-31
.75
31405000.00
30925337.59
U.S. Treasuries (including strips)
UST - 0.0000 - 05/15/2046
2046-05-15
0
50000000.00
30945310.00
U.S. Treasuries (including strips)
UST - 0.0000 - 05/15/2046
2046-05-15
0
50000000.00
30945310.00
U.S. Treasuries (including strips)
UST - 0.0000 - 05/15/2046
2046-05-15
0
50000000.00
30945310.00
U.S. Treasuries (including strips)
UST - 0.0000 - 05/15/2046
2046-05-15
0
50000000.00
30945310.00
U.S. Treasuries (including strips)
UST - 0.0000 - 05/15/2046
2046-05-15
0
15000000.00
9283593.00
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
450004068.00
450004068.00
.0033
N
Y
Y
N
FEDERATED HERMES MM OBLIG TR
2021-12-07
Stephen Van Meter
Stephen Van Meter
Chief Compliance Officer