N-MFP2 0001081400 XXXXXXXX 2019-10-31 0001081400 S000007421 6 N N 333-74295 Wells Fargo Funds Management, LLC 801-58237 Wells Capital Management, Inc. 801-21122 KPMG LLP Boston MA Wells Fargo Funds Management, LLC Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Exempt Government N 27 104 43695875045.10 45365616514.77 43122525684.41 43247438540.76 51618451483.45 54631265357.08 50483606948.06 52571506697.52 0.00 0.5210 0.5348 0.5175 0.5133 0.6155 0.6441 0.6058 0.6240 0.0000 232342.52 84865614482.82 84861927490.70 72051973.60 1339787547.02 83594424259.80 83594248227.8090 1.0000 0.0189 1.0000 1.0000 1.0000 1.0000 0.0000 C000020369 1000.00 356443827.08 356443253.3680 1.0000 1.0000 1.0000 1.0000 0.0000 11196047.55 11039912.95 10679486.56 503643.40 5272531.40 5295718.90 18832155.94 29130041.42 0.00 0.00 49731871.14 50724121.80 0.0129 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $1,797.62 of expenses for the class. C000020370 1000000.00 3141119053.02 3141111636.4210 1.0000 1.0000 1.0000 1.0000 0.0000 485628513.96 534997102.97 135512242.93 164385230.08 329543608.17 477562416.97 230496490.59 157985308.52 0.00 0.00 1564600415.54 1627677533.88 0.0155 N C000020371 10000000.00 28145261433.00 28145230879.5310 1.0000 1.0000 1.0000 1.0000 0.0000 4283167509.79 4691840040.04 2071760379.10 2621621204.32 2606015372.42 2824806020.88 1509599103.64 1985515200.89 0.00 0.00 12910819203.11 13815366828.98 0.0169 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $376,162.44 of expenses for the class. C000020372 100000.00 1972615640.70 1972610199.4310 1.0000 1.0000 1.0000 1.0000 0.0000 360083005.85 224287636.72 103946552.00 59647445.79 1915015227.68 1610266685.07 3269543379.03 3565489016.65 0.00 0.00 5658317746.55 5489732291.81 0.0139 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $10,210.50 of expenses for the class. C000086822 1.00 100075.57 100075.3400 1.0000 1.0000 1.0000 1.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0112 N C000159700 50000000.00 49978884230.43 49978752183.7180 1.0000 1.0000 1.0000 1.0000 0.0000 11923766115.36 13608575101.10 9094347671.74 8337286813.67 7315030906.72 7778738840.25 8867957693.69 8428119227.26 0.00 0.00 44807286837.12 46253732931.15 0.0175 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $1,520,541.88 of expenses for the class. Barclays Repo Barclays Repo 1.720000% 00799J004 00799J004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/4 NOTE J 21 2021-03-31 2.250000 112508306.85 113716166.53 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 93727944.18 99849407.92 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 2024-11-30 2.125000 110918337.33 114876701.87 U.S. Treasuries (including strips) 2 3/4 NOTE Y 23 2023-04-30 2.750000 48170631.85 50129442.41 U.S. Treasuries (including strips) 2 5/8 NOTE AN 21 2021-06-15 2.625000 113176577.05 116128283.40 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0174 485000000.00 485000000.00 0.0058 N Y Y N Bank of Montreal Repo Bank of Montreal Repo 1.740000% 06399G001 06399G001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNII SF BM4144 C 2049-04-20 4.500000 945627.96 998741.05 Agency Mortgage-Backed Securities FEPC 03.000 CLZA4761 2046-12-01 3.000000 25086.44 25707.97 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4654 2046-03-01 3.000000 6662.88 6839.71 Agency Mortgage-Backed Securities FEPC 04.500 3PQU7207 2049-04-01 4.500000 1003507.19 1042863.74 Agency Mortgage-Backed Securities GNII SF MA5988 M 2049-06-20 5.000000 8177048.04 8717123.89 Agency Mortgage-Backed Securities FEPC 03.000 CLZT1369 2046-02-01 3.000000 186932.05 191920.27 Agency Mortgage-Backed Securities GNII SF MA6131 M 2024-09-20 5.000000 30113.47 32122.18 Agency Mortgage-Backed Securities GNII SF BM4131 C 2049-09-20 4.000000 1004490.52 1046993.75 Agency Mortgage-Backed Securities GNII SF BP2376 C 2049-09-20 4.000000 1062244.44 1121000.60 Agency Mortgage-Backed Securities GNII SF BP6293 C 2049-09-20 5.000000 361645.50 386213.80 Agency Mortgage-Backed Securities FEPC 03.000 CLZS3686 2042-11-01 3.000000 9078.48 9362.37 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4080 2043-06-01 3.000000 11714.71 12080.69 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4579 2044-08-01 4.000000 55914.71 59212.91 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4586 2044-10-01 4.000000 11881.35 12582.38 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4629 2045-09-01 3.000000 16265.00 16696.41 Agency Mortgage-Backed Securities FEPC 05.000 CLQA3440 2049-10-01 5.000000 1067010.55 1191806.80 Agency Mortgage-Backed Securities FEPC 05.000 CLQA4088 2049-10-01 5.000000 1241425.00 1346182.37 Agency Mortgage-Backed Securities FNAR XX.XXX GA424959 2027-09-01 5.145000 1.84 1.86 Agency Mortgage-Backed Securities GNII SF MA6219 M 2049-09-20 3.500000 8659296.00 9014192.44 Agency Mortgage-Backed Securities GNII SF MA6221 M 2049-08-20 4.500000 18829.00 19974.09 Agency Mortgage-Backed Securities GNII SF MA5968 M 2029-01-20 7.500000 85007.30 93894.11 Agency Mortgage-Backed Securities GNII SF MA6020 M 2028-12-20 6.500000 43535.48 44244.81 Agency Mortgage-Backed Securities GNII SF BL8585 C 2049-09-20 3.500000 1101011.77 1154576.48 Agency Mortgage-Backed Securities GNII SF BM1755 C 2049-03-20 4.000000 1184574.95 1254652.30 Agency Mortgage-Backed Securities GNII SF BM2259 C 2049-07-20 5.500000 1003224.81 1090750.71 Agency Mortgage-Backed Securities GNII SF BN3992 C 2049-05-20 4.000000 1073521.52 1133041.01 Agency Mortgage-Backed Securities GNII SF BN7032 C 2049-10-20 4.000000 3082043.00 3212451.09 Agency Mortgage-Backed Securities GNII SF BN9601 C 2049-10-20 3.500000 7365317.00 7712013.11 Agency Mortgage-Backed Securities GNII SF BO0271 C 2049-06-20 5.000000 1060657.98 1127131.30 Agency Mortgage-Backed Securities GNII SF BO2721 C 2049-07-20 4.000000 930445.33 984341.59 Agency Mortgage-Backed Securities GNII SF BO3899 C 2049-10-20 4.000000 1032844.00 1092530.22 Agency Mortgage-Backed Securities GNII SF BO6183 C 2049-09-20 4.500000 1101658.39 1175145.62 Agency Mortgage-Backed Securities GNII SF BP0574 C 2049-10-20 5.500000 1136391.00 1253601.27 Agency Mortgage-Backed Securities GNII SF BP2356 C 2049-09-20 4.000000 911980.31 964681.12 Agency Mortgage-Backed Securities GNII SF BP5496 C 2049-09-20 4.500000 794444.83 834774.82 Agency Mortgage-Backed Securities GNII SF BP8240 C 2049-09-20 4.500000 1120951.46 1199889.98 Agency Mortgage-Backed Securities GNII SF BQ4657 C 2049-10-20 4.500000 1202556.00 1296172.58 Agency Mortgage-Backed Securities GNII SF BQ7228 C 2049-10-20 4.500000 318931.00 340205.61 Agency Mortgage-Backed Securities GNII SF BQ7218 C 2049-10-20 4.000000 10684.00 11274.99 Agency Mortgage-Backed Securities GNII SF 466268 C 2030-07-20 6.100000 247929.76 273008.57 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0176 50000000.00 50000000.00 0.0006 N Y Y N Bank of Montreal Repo Bank of Montreal Repo 1.840000% 06399G002 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNHA AL BE9467 H 2068-11-20 4.932000 2108153.81 2291858.33 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3802 2049-10-01 3.000000 399390.08 405171.52 Agency Mortgage-Backed Securities GNII JM MA6148 M 2049-09-20 5.000000 2158961.85 2277613.59 Agency Mortgage-Backed Securities FEPC 03.500 CLZN4939 2049-04-01 3.500000 26445524.34 27579625.96 Agency Mortgage-Backed Securities FEPC 02.500 CISB8015 2034-10-01 2.500000 5347707.00 5396980.18 Agency Mortgage-Backed Securities FEPC 04.000 CLQA3872 2049-10-01 4.000000 2386772.00 2514715.44 Agency Mortgage-Backed Securities FNMS 05.000 CLBO2933 2049-09-01 5.000000 2391072.76 2670732.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBO7049 2049-10-01 4.500000 2069424.00 2211080.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBO7051 2049-10-01 4.500000 2351196.00 2506421.96 Agency Mortgage-Backed Securities GNII JM MA6211 M 2049-06-20 4.000000 1954602.00 2016895.60 Agency Mortgage-Backed Securities GNII SF MA6221 M 2049-08-20 4.500000 52389.00 55575.04 Agency Mortgage-Backed Securities GNII JM MA6242 M 2049-10-20 2.500000 2794373.00 2796284.04 Agency Mortgage-Backed Securities GNII JM MA6032 M 2049-07-20 4.500000 40840480.48 42391806.13 Agency Mortgage-Backed Securities GNII JM MA6081 M 2049-08-20 3.500000 42576654.00 43583142.45 Agency Mortgage-Backed Securities GNHF RF BE5549 H 2068-06-20 4.116000 2073637.19 2287310.30 Agency Mortgage-Backed Securities GNII SF BP7329 C 2049-10-20 5.500000 1976989.00 2112350.58 Agency Mortgage-Backed Securities GNII SF BQ2830 C 2049-10-20 3.500000 2968324.00 3081480.80 Agency Mortgage-Backed Securities GNII SF BQ2834 C 2049-10-20 4.000000 2088208.00 2176573.07 Agency Mortgage-Backed Securities GNHF PF 784835 H 2069-04-20 4.547000 5072401.00 6144382.78 Agency Mortgage-Backed Securities Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0187 150000000.00 150000000.00 0.0018 N N N Y Bank of Montreal Repo Bank of Montreal Repo 1.900000% 06399G003 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FEPC 02.500 CISB8015 2034-10-01 2.500000 100465926.00 101391607.90 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL4603 2029-10-01 2.340000 74079.00 74240.86 Agency Mortgage-Backed Securities FNMS 03.000 CKMA3846 2049-10-01 3.000000 56536064.00 56943500.57 Agency Mortgage-Backed Securities GNII SF MA6220 M 2049-08-20 4.000000 89267444.00 93751367.55 Agency Mortgage-Backed Securities GNII SF MA6221 M 2049-08-20 4.500000 178432.00 189283.34 Agency Mortgage-Backed Securities Y 2019-11-04 2019-11-04 2019-11-04 N N N 0.0193 245000000.00 245000000.00 0.0029 N N Y N BARCLAYS BANK PLC REPO BARCLAYS BANK PLC REPO 1.500000% 0673PA005 0673PA005 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 5/8 NOTE T 25 2025-12-31 2.625000 190059600.00 202958712.60 U.S. Treasuries (including strips) 2 5/8 NOTE AG 23 2023-12-31 2.625000 49478900.00 52041302.25 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0152 250000000.00 250000000.00 0.0030 N Y Y N RBC DOMINION RBC DOMINION 1.730000% 071995005 071995005 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 1/8 TRIN A 21 2021-01-15 1.125000 58641382.72 59174000.72 U.S. Treasuries (including strips) 4 5/8 BOND 40 2040-02-15 4.625000 117039400.00 166416252.40 U.S. Treasuries (including strips) 0 3/4 TRIB 42 2042-02-15 0.750000 131796916.77 136843327.60 U.S. Treasuries (including strips) 1 NOTE S 19 2019-11-30 1.000000 1000.00 1003.44 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 75869203.60 89539471.33 U.S. Treasuries (including strips) 1 5/8 NOTE AB 20 2020-07-31 1.625000 110222000.00 110644425.80 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 69511600.00 78192252.05 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 300.00 299.79 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 39083500.00 44399368.97 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 53898766.94 53391290.90 U.S. Treasuries (including strips) 1 7/8 NOTE AU 20 2020-12-15 1.875000 400.00 403.71 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 6501900.00 7524630.50 U.S. Treasuries (including strips) 2 1/4 TPRN 46 2046-08-15 0.00 200.00 107.61 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 2025-08-31 2.750000 408900.00 434582.40 U.S. Treasuries (including strips) 2 3/4 TPRN 47 2047-11-15 0.00 387261800.00 202231984.60 U.S. Treasuries (including strips) 2 3/4 TPRN 47 2047-08-15 0.00 1500.00 787.87 U.S. Treasuries (including strips) TREASURY BILL 2020-01-02 0.00 100.00 99.72 U.S. Treasuries (including strips) 3 TPRN 48 2048-02-15 0.00 346200.00 179785.12 U.S. Treasuries (including strips) 3 BOND 49 2049-02-15 3.000000 8075500.00 9387019.13 U.S. Treasuries (including strips) 3 TPRN 48 2048-08-15 0.00 120001400.00 61638719.11 U.S. Treasuries (including strips) TREASURY BILL 2019-11-29 0.00 200.00 199.75 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 1000000000.00 1000000000.00 0.0120 N Y Y N CREDIT AGRICOLE CREDIT AGRICOLE 1.750000% 229995006 0001330437 229995006 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 04.000 CLMA3467 2048-09-01 4.000000 35448992.53 36906237.59 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3744 2049-08-01 3.000000 217274959.83 220593762.40 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0177 250000000.00 250000000.00 0.0030 N Y Y N DAIWA REPO DAIWA REPO 1.750000% 234993004 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 06.500 FGPC G03344 G 2037-10-01 6.500000 167.51 189.28 Agency Mortgage-Backed Securities FNMS 06.000 CT255362 2024-08-01 6.000000 36.46 40.43 Agency Mortgage-Backed Securities TINT 08/15/21 2021-08-15 0.00 1468767.09 1426985.07 U.S. Treasuries (including strips) FNMS 04.000 CLAJ7703 2041-12-01 4.000000 12751706.25 13658878.22 Agency Mortgage-Backed Securities FNMS 03.000 CIAB2046 2026-01-01 3.000000 462648.33 476440.64 Agency Mortgage-Backed Securities TINT 02/15/23 2023-02-15 0.00 48.01 45.59 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 123.29 116.62 U.S. Treasuries (including strips) 03.500 FGPC Q10379 G 2042-08-01 3.500000 5034929.24 5318176.46 Agency Mortgage-Backed Securities 1 3/4 NOTE R 20 2020-10-31 1.750000 200.00 200.25 U.S. Treasuries (including strips) 03.500 FGPC G07287 G 2043-02-01 3.500000 34929795.74 36701066.27 Agency Mortgage-Backed Securities FNMS 05.500 CLAD8291 2040-06-01 5.500000 239.42 267.20 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2497 2042-04-01 4.000000 21992954.02 23597894.73 Agency Mortgage-Backed Securities FNMS 03.000 CNMA1833 2024-03-01 3.000000 958752.38 981150.44 Agency Mortgage-Backed Securities 2 1/4 NOTE J 21 2021-03-31 2.250000 1139700.00 1151935.52 U.S. Treasuries (including strips) GNMI SF 760393 X 2041-10-15 5.000000 217.68 241.57 Agency Mortgage-Backed Securities 0 1/8 TRIN D 24 2024-07-15 0.125000 1620.74 1622.50 U.S. Treasuries (including strips) 2 NOTE P 21 2021-08-31 2.000000 8923600.00 9017865.77 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 690000.00 735064.57 U.S. Treasuries (including strips) FNMS 03.000 CIAY7046 2030-04-01 3.000000 392040.72 403186.30 Agency Mortgage-Backed Securities GNAR AF MA1635 M 2043-12-20 4.000000 311.45 320.76 Agency Mortgage-Backed Securities 2 NOTE E 25 2025-08-15 2.000000 365000.00 374455.25 U.S. Treasuries (including strips) 1 7/8 NOTE P 22 2022-08-31 1.875000 14700000.00 14882576.50 U.S. Treasuries (including strips) GNMI SF AP0292 X 2045-08-15 4.500000 545853.35 602559.33 Agency Mortgage-Backed Securities FNMS 03.000 CNMA2335 2025-07-01 3.000000 673391.73 689123.29 Agency Mortgage-Backed Securities 1 5/8 NOTE C 26 2026-05-15 1.625000 9595300.00 9669938.34 U.S. Treasuries (including strips) 3.00 FHOR 16-36 DD 2036-06-16 3.000000 9500000.00 9300468.33 Agency Mortgage-Backed Securities 1 1/8 NOTE AD 21 2021-09-30 1.125000 23222900.00 23039737.94 U.S. Treasuries (including strips) GNII SF MA4004 M 2046-10-20 3.500000 17469475.67 18312892.25 Agency Mortgage-Backed Securities FNMS 04.500 GLAB2959 2040-07-01 4.500000 140609.51 153411.31 Agency Mortgage-Backed Securities US TREASURY N/B 2020-04-15 1.500000 44086500.00 44098215.45 U.S. Treasuries (including strips) FNMS 05.500 CIAL2194 2025-05-01 5.500000 69.32 71.59 Agency Mortgage-Backed Securities 04.000 FGPC Q51474 G 2047-10-01 4.000000 1451218.41 1525807.00 Agency Mortgage-Backed Securities GNII SF MA4068 M 2046-10-20 3.000000 27886860.47 28776079.49 Agency Mortgage-Backed Securities 03.500 FGPC G67706 G 2047-12-01 3.500000 2022449.22 2129496.33 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1168 2048-02-01 4.000000 10868827.08 11623430.42 Agency Mortgage-Backed Securities 2 3/4 NOTE H 25 2025-02-28 2.750000 47500.00 50542.35 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 2028-11-15 3.125000 170831500.00 193735258.90 U.S. Treasuries (including strips) 04.500 FGPC G08858 G 2049-01-01 4.500000 2325338.67 2453267.18 Agency Mortgage-Backed Securities TREASURY BILL 2019-11-07 0.00 2600.00 2599.38 U.S. Treasuries (including strips) 2 1/2 NOTE BL 20 2020-12-31 2.500000 27138700.00 27637020.22 U.S. Treasuries (including strips) FNMS 03.000 CIMA3587 2034-02-01 3.000000 301468.95 308511.76 Agency Mortgage-Backed Securities TREASURY BILL 2020-01-30 0.00 100.00 99.62 U.S. Treasuries (including strips) 04.500 FGPC G08867 G 2049-03-01 4.500000 394865.66 416861.66 Agency Mortgage-Backed Securities 04.500 FGPC G08878 G 2049-05-01 4.500000 234801.70 247531.24 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2418 2048-10-01 4.500000 37531866.94 40228644.18 Agency Mortgage-Backed Securities GNMI SF BK5514 X 2049-03-15 4.000000 35575.41 37525.02 Agency Mortgage-Backed Securities TREASURY BILL 2020-04-23 0.00 988000.00 980742.15 U.S. Treasuries (including strips) 04.500 FGPC T62371 G 2049-05-01 4.500000 1158781.63 1204979.93 Agency Mortgage-Backed Securities FEPC 03.000 CLZL4719 2043-01-01 3.000000 10856.64 11179.41 Agency Mortgage-Backed Securities FEPC 03.000 CLZM2341 2047-01-01 3.000000 13691.89 14025.48 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN8906 2049-05-01 3.150000 6456147.23 6574962.94 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8003 2049-07-01 4.000000 952.03 990.21 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL1480 2037-12-01 4.808000 699.76 742.01 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1312 2047-05-01 2.501000 1720.80 1750.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0329 2048-12-01 4.500000 2631767.12 2783899.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBN5331 2049-03-01 4.000000 5288306.41 5603924.29 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN6674 2049-06-01 3.378000 11127436.13 11410464.32 Agency Mortgage-Backed Securities FNMS 03.500 CI890895 2034-07-01 3.500000 454373.97 471011.99 Agency Mortgage-Backed Securities GNII SF MA5984 M 2049-06-20 3.000000 16415022.65 16878856.48 Agency Mortgage-Backed Securities GNII SF MA5985 M 2049-06-20 3.500000 18761853.04 19489764.99 Agency Mortgage-Backed Securities FEPC 03.500 CISB8003 2034-08-01 3.500000 309753.34 321403.00 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8007 2049-08-01 4.500000 3428672.86 3621172.27 Agency Mortgage-Backed Securities 3.78 FCSB 36 X 2036-12-04 3.780000 340000.00 403257.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8381 2047-08-01 4.000000 347365.16 362835.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBK5084 2048-05-01 5.000000 707032.46 785327.67 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3742 2039-08-01 3.500000 97547.48 101102.06 Agency Mortgage-Backed Securities GNII JM MA6030 M 2049-07-20 3.500000 56219922.12 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Mortgage-Backed Securities FNMS 03.000 CIAK3298 2027-03-01 3.000000 297.46 305.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBD9091 2048-08-01 5.000000 1596461.63 1758866.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBD9093 2048-09-01 4.500000 662178.16 718801.68 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4040 2048-11-01 5.000000 2236373.55 2450253.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1163 2049-07-01 3.500000 3530946.72 3714610.48 Agency Mortgage-Backed Securities FNMS 03.000 CLBO2836 2049-09-01 3.000000 14053670.56 14269291.34 Agency Mortgage-Backed Securities GNII SF BF9983 C 2048-05-20 4.000000 9510326.81 9958227.28 Agency Mortgage-Backed Securities 1 1/2 NOTE BH 21 2021-10-31 1.500000 24555200.00 24531700.67 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0177 1000000000.00 1000000000.00 0.0120 N Y Y N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.871000% 3130AD2N1 U.S. Government Agency Debt Y 2019-11-13 2019-12-13 2019-12-13 N N N 0.0190 99994154.00 99994154.00 0.0012 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 2.007000% 3130AD3F7 U.S. Government Agency Debt Y 2019-12-13 2019-12-13 2019-12-13 N N N 0.0203 150008974.50 150008974.50 0.0018 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.859000% 3130AD3X8 U.S. Government Agency Debt Y 2019-11-16 2019-12-16 2019-12-16 N N N 0.0185 114092133.95 114092133.95 0.0014 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 2.016000% 3130AD6K3 U.S. Government Agency Debt Y 2019-12-20 2019-12-20 2019-12-20 N N N 0.0206 250009822.50 250009822.50 0.0030 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.973000% 3130AD6N7 U.S. Government Agency Debt Y 2019-12-26 2019-12-26 2019-12-26 N N N 0.0200 225076479.75 225076479.75 0.0027 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.935000% 3130ADBB7 U.S. Government Agency Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0196 150003669.00 150003669.00 0.0018 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.724000% 3130ADKQ4 U.S. Government Agency Debt Y 2019-11-06 2020-01-30 2020-01-30 N N N 0.0175 149970750.00 149970750.00 0.0018 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.724000% 3130ADKQ4 U.S. Government Agency Debt Y 2019-11-06 2020-01-30 2020-01-30 N N N 0.0181 207159596.00 207159596.00 0.0025 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.954000% 3130AEJA9 U.S. Government Agency Debt Y 2019-12-19 2020-06-19 2020-06-19 N N N 0.0198 199871156.00 199871156.00 0.0024 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.833000% 3130AEL32 U.S. Government Agency Debt Y 2020-01-06 2020-07-06 2020-07-06 N N N 0.0186 199858160.00 199858160.00 0.0024 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.910000% 3130AERG7 U.S. Government Agency Debt Y 2019-11-07 2020-02-07 2020-02-07 N N N 0.0194 149960098.50 149960098.50 0.0018 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.946000% 3130AETC4 U.S. Government Agency Debt Y 2019-11-20 2020-02-20 2020-02-20 N N N 0.0197 199938214.00 199938214.00 0.0024 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.786000% 3130AETF7 U.S. Government Agency Debt Y 2019-11-21 2020-02-21 2020-02-21 N N N 0.0181 124969170.00 124969170.00 0.0015 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.786000% 3130AETH3 U.S. Government Agency Debt Y 2019-11-20 2020-02-20 2020-02-20 N N N 0.0181 199951188.00 199951188.00 0.0024 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.804000% 3130AFC96 U.S. Government Agency Debt Y 2019-11-26 2020-10-26 2020-10-26 N N N 0.0183 99937307.00 99937307.00 0.0012 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.804000% 3130AFC96 U.S. Government Agency Debt Y 2019-11-26 2020-10-26 2020-10-26 N N N 0.0183 129918499.10 129918499.10 0.0016 N N N N FEDERAL HOME LOAN BANK Federal Home Loan Bank 1.932000% 3130AFGP6 U.S. Government Agency Debt Y 2019-11-26 2019-11-26 2019-11-26 N N N 0.0196 99998446.00 99998446.00 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 2.010000% 3130AFLT2 U.S. Government Agency Debt Y 2019-12-18 2020-12-18 2020-12-18 N N N 0.0211 13997421.12 13997421.12 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.787000% 3130AFMM6 U.S. Government Agency Debt Y 2019-11-24 2020-01-24 2020-01-24 N N N 0.0188 64986391.60 64986391.60 0.0008 N N N N FHLMC FHLMC 1.924000% 3130AFR74 U.S. Government Agency Debt Y 2019-11-18 2020-02-18 2020-02-18 N N N 0.0195 249916907.50 249916907.50 0.0030 N N N N FHLMC FHLMC 1.835000% 3130AFSN8 U.S. Government Agency Debt Y 2020-01-25 2021-01-25 2021-01-25 N N N 0.0186 49967588.50 49967588.50 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.882000% 3130AFVJ3 U.S. Government Agency Debt Y 2019-11-11 2020-05-11 2020-05-11 N N N 0.0201 5997952.38 5997952.38 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.882000% 3130AFVK0 U.S. Government Agency Debt Y 2019-11-11 2020-05-11 2020-05-11 N N N 0.0201 17993857.14 17993857.14 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.855000% 3130AFWY9 U.S. Government Agency Debt Y 2019-11-01 2020-02-21 2020-02-21 N N N 0.0188 34998781.65 34998781.65 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.855000% 3130AFWY9 U.S. Government Agency Debt Y 2019-11-01 2020-02-21 2020-02-21 N N N 0.0188 74997389.25 74997389.25 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.850000% 3130AG2E4 U.S. Government Agency Debt Y 2019-11-01 2019-12-06 2019-12-06 N N N 0.0188 59999638.20 59999638.20 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.850000% 3130AG2E4 U.S. Government Agency Debt Y 2019-11-01 2019-12-06 2019-12-06 N N N 0.0188 79999517.60 79999517.60 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.994000% 3130AG3H6 U.S. Government Agency Debt Y 2019-12-16 2019-12-16 2019-12-16 N N N 0.0202 200011308.00 200011308.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.779000% 3130AG4Q5 U.S. Government Agency Debt Y 2019-11-27 2019-12-27 2019-12-27 N N N 0.0180 199989106.00 199989106.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.885000% 3130AG5G6 U.S. Government Agency Debt Y 2019-11-01 2020-03-27 2020-03-27 N N N 0.0191 50000739.00 50000739.00 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.885000% 3130AG5G6 U.S. Government Agency Debt Y 2019-11-01 2020-03-27 2020-03-27 N N N 0.0191 197002911.66 197002911.66 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.948000% 3130AGEV3 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0198 249998440.00 249998440.00 0.0030 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.891000% 3130AGEX9 U.S. Government Agency Debt Y 2019-11-13 2019-11-13 2019-11-13 N N N 0.0192 199997902.00 199997902.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 2.162000% 3130AGEZ4 U.S. Government Agency Debt Y 2019-11-04 2019-11-04 2019-11-04 N N N 0.0219 300001506.00 300001506.00 0.0036 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 2.133000% 3130AGFS9 U.S. Government Agency Debt Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0216 200000000.00 200000000.00 0.0024 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.846000% 3130AGGG4 U.S. Government Agency Debt Y 2019-11-20 2020-11-20 2020-11-20 N N N 0.0196 108919600.51 108919600.51 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.848000% 3130AGJ97 U.S. Government Agency Debt Y 2019-11-18 2019-11-18 2019-11-18 N N N 0.0187 324995212.75 324995212.75 0.0039 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.789000% 3130AGJB2 U.S. Government Agency Debt Y 2019-11-26 2020-05-26 2020-05-26 N N N 0.0182 99977960.00 99977960.00 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.923000% 3130AGJP1 U.S. Government Agency Debt Y 2019-11-05 2020-03-05 2020-03-05 N N N 0.0195 199977074.00 199977074.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.895000% 3130AGM85 U.S. Government Agency Debt Y 2019-11-01 2021-06-11 2021-06-11 N N N 0.0192 194702036.10 194702036.10 0.0023 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.895000% 3130AGM85 U.S. Government Agency Debt Y 2019-11-01 2021-06-11 2021-06-11 N N N 0.0192 99847198.00 99847198.00 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.895000% 3130AGM85 U.S. Government Agency Debt Y 2019-11-01 2021-06-11 2021-06-11 N N N 0.0192 36943463.26 36943463.26 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.856000% 3130AGM93 U.S. Government Agency Debt Y 2020-01-13 2020-01-13 2020-01-13 N N N 0.0188 199983266.00 199983266.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.802000% 3130AGN84 U.S. Government Agency Debt Y 2019-11-24 2019-12-24 2019-12-24 N N N 0.0183 199991134.00 199991134.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.850000% 3130AGPH2 U.S. Government Agency Debt Y 2019-11-01 2020-03-27 2020-03-27 N N N 0.0188 110974353.45 110974353.45 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.850000% 3130AGPH2 U.S. Government Agency Debt Y 2019-11-01 2020-03-27 2020-03-27 N N N 0.0188 29993068.50 29993068.50 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.865000% 3130AGPJ8 U.S. Government Agency Debt Y 2019-11-01 2020-09-28 2020-09-28 N N N 0.0189 364668087.25 364668087.25 0.0044 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.865000% 3130AGPJ8 U.S. Government Agency Debt Y 2019-11-01 2020-09-28 2020-09-28 N N N 0.0189 54949985.75 54949985.75 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.980000% 3130AGQX6 U.S. Government Agency Debt Y 2019-11-07 2020-01-07 2020-01-07 N N N 0.0201 249986235.00 249986235.00 0.0030 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.850000% 3130AGRL1 U.S. Government Agency Debt Y 2019-11-01 2020-07-17 2020-07-17 N N N 0.0188 257851812.54 257851812.54 0.0031 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.850000% 3130AGRL1 U.S. Government Agency Debt Y 2019-11-01 2020-07-17 2020-07-17 N N N 0.0188 19988512.60 19988512.60 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 2.080000% 3130AGSQ9 U.S. Government Agency Debt Y 2019-12-24 2019-12-24 2019-12-24 N N N 0.0207 100054446.00 100054446.00 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 2.150000% 3130AGTQ8 U.S. Government Agency Debt Y 2020-07-30 2020-07-30 2020-07-30 N N N 0.0213 200088408.00 200088408.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.870000% 3130AGTW5 U.S. Government Agency Debt Y 2019-11-01 2021-01-28 2021-01-28 N N N 0.0190 184768411.45 184768411.45 0.0022 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.870000% 3130AGTW5 U.S. Government Agency Debt Y 2019-11-01 2021-01-28 2021-01-28 N N N 0.0190 74906112.75 74906112.75 0.0009 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.850000% 3130AGVA0 U.S. Government Agency Debt Y 2019-11-01 2020-11-06 2020-11-06 N N N 0.0188 136834949.25 136834949.25 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 2.100000% 3130AGWJ0 U.S. Government Agency Debt Y 2020-09-11 2020-09-11 2020-09-11 N N N 0.0211 150017524.50 150017524.50 0.0018 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 2.100000% 3130AGWJ0 U.S. Government Agency Debt Y 2020-09-11 2020-09-11 2020-09-11 N N N 0.0211 144666899.46 144666899.46 0.0017 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.823000% 3130AGXD2 U.S. Government Agency Debt Y 2019-11-25 2020-03-25 2020-03-25 N N N 0.0185 199984046.00 199984046.00 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.840000% 3130AGXS9 U.S. Government Agency Debt Y 2019-11-01 2020-05-22 2020-05-22 N N N 0.0187 111947373.44 111947373.44 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.840000% 3130AGXS9 U.S. Government Agency Debt Y 2019-11-01 2020-05-22 2020-05-22 N N N 0.0187 59971807.20 59971807.20 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.835000% 3130AGYH2 U.S. Government Agency Debt Y 2019-11-01 2019-11-27 2019-11-27 N N N 0.0186 218992157.61 218992157.61 0.0026 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.835000% 3130AGYH2 U.S. Government Agency Debt Y 2019-11-01 2019-11-27 2019-11-27 N N N 0.0186 26999033.13 26999033.13 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.835000% 3130AGYH2 U.S. Government Agency Debt Y 2019-11-01 2019-11-27 2019-11-27 N N N 0.0186 69997493.30 69997493.30 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.850000% 3130AGZV0 U.S. Government Agency Debt Y 2019-11-01 2020-03-06 2020-03-06 N N N 0.0188 256954254.00 256954254.00 0.0031 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.850000% 3130AGZV0 U.S. Government Agency Debt Y 2019-11-01 2020-03-06 2020-03-06 N N N 0.0188 49991100.00 49991100.00 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.950000% 3130AH3Q4 U.S. Government Agency Debt Y 2020-06-17 2020-06-17 2020-06-17 N N N 0.0195 150148795.50 150148795.50 0.0018 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.865000% 3130AH4E0 U.S. Government Agency Debt Y 2019-11-01 2020-01-17 2020-01-17 N N N 0.0189 404979620.40 404979620.40 0.0048 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.865000% 3130AH4E0 U.S. Government Agency Debt Y 2019-11-01 2020-01-17 2020-01-17 N N N 0.0189 49997484.00 49997484.00 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.885000% 3130AH6J7 U.S. Government Agency Debt Y 2019-11-01 2020-03-26 2020-03-26 N N N 0.0191 344970312.75 344970312.75 0.0041 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.885000% 3130AH6J7 U.S. Government Agency Debt Y 2019-11-01 2020-03-26 2020-03-26 N N N 0.0191 79993116.00 79993116.00 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.920000% 3130AH7A5 U.S. Government Agency Debt Y 2019-11-01 2020-07-29 2020-07-29 N N N 0.0195 34993713.65 34993713.65 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.920000% 3130AH7A5 U.S. Government Agency Debt Y 2019-11-01 2020-07-29 2020-07-29 N N N 0.0195 159971262.40 159971262.40 0.0019 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 2.071000% 3130AHAD5 U.S. Government Agency Debt Y 2019-11-12 2020-06-12 2020-06-12 N N N 0.0210 250048065.00 250048065.00 0.0030 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 2.066000% 3130AHAE3 U.S. Government Agency Debt Y 2019-11-08 2020-05-08 2020-05-08 N N N 0.0209 150023836.50 150023836.50 0.0018 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.990000% 3130AHBW2 U.S. Government Agency Debt Y 2019-11-01 2021-04-09 2021-04-09 N N N 0.0202 14001761.62 14001761.62 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.990000% 3130AHBW2 U.S. Government Agency Debt Y 2019-11-01 2021-04-09 2021-04-09 N N N 0.0202 175022020.25 175022020.25 0.0021 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.950000% 3130AHD26 U.S. Government Agency Debt Y 2019-11-01 2020-10-16 2020-10-16 N N N 0.0198 249999245.00 249999245.00 0.0030 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.920000% 3130AHDN0 U.S. Government Agency Debt Y 2019-11-01 2020-07-17 2020-07-17 N N N 0.0195 19997061.60 19997061.60 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.920000% 3130AHDN0 U.S. Government Agency Debt Y 2019-11-01 2020-07-17 2020-07-17 N N N 0.0195 199970616.00 199970616.00 0.0024 N N N N FFCBDN FFCBDN 313312NV8 U.S. Government Agency Debt Y 2019-11-04 2019-11-04 2019-11-04 N N N 0.0272 66990620.00 66990620.00 0.0008 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312PP9 U.S. Government Agency Debt Y 2019-11-22 2019-11-22 2019-11-22 N N N 0.0209 24975500.00 24975500.00 0.0003 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312QA1 U.S. Government Agency Debt Y 2019-12-03 2019-12-03 2019-12-03 N N N 0.0217 49925778.00 49925778.00 0.0006 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312QC7 U.S. Government Agency Debt Y 2019-12-05 2019-12-05 2019-12-05 N N N 0.0199 24960569.50 24960569.50 0.0003 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312QR4 U.S. Government Agency Debt Y 2019-12-18 2019-12-18 2019-12-18 N N N 0.0206 23947673.28 23947673.28 0.0003 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312RD4 U.S. Government Agency Debt Y 2019-12-30 2019-12-30 2019-12-30 N N N 0.0208 49863153.00 49863153.00 0.0006 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312RL6 U.S. Government Agency Debt Y 2020-01-06 2020-01-06 2020-01-06 N N N 0.0208 49851500.00 49851500.00 0.0006 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312SD3 U.S. Government Agency Debt Y 2020-01-23 2020-01-23 2020-01-23 N N N 0.0212 14943975.00 14943975.00 0.0002 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312SK7 U.S. Government Agency Debt Y 2020-01-29 2020-01-29 2020-01-29 N N N 0.0212 11951940.00 11951940.00 0.0001 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312SM3 U.S. Government Agency Debt Y 2020-01-31 2020-01-31 2020-01-31 N N N 0.0207 24897625.00 24897625.00 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312ST8 U.S. Government Agency Debt Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0207 43809125.36 43809125.36 0.0005 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312SU5 U.S. Government Agency Debt Y 2020-02-07 2020-02-07 2020-02-07 N N N 0.0207 17921109.96 17921109.96 0.0002 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312SZ4 U.S. Government Agency Debt Y 2020-02-12 2020-02-12 2020-02-12 N N N 0.0189 14930904.15 14930904.15 0.0002 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312SZ4 U.S. Government Agency Debt Y 2020-02-12 2020-02-12 2020-02-12 N N N 0.0172 24884840.25 24884840.25 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312TB6 U.S. Government Agency Debt Y 2020-02-14 2020-02-14 2020-02-14 N N N 0.0206 49765208.50 49765208.50 0.0006 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312TB6 U.S. Government Agency Debt Y 2020-02-14 2020-02-14 2020-02-14 N N N 0.0194 49765208.50 49765208.50 0.0006 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312TV2 U.S. Government Agency Debt Y 2020-03-03 2020-03-03 2020-03-03 N N N 0.0206 24862479.25 24862479.25 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312TW0 U.S. Government Agency Debt Y 2020-03-04 2020-03-04 2020-03-04 N N N 0.0206 16905725.48 16905725.48 0.0002 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312UN8 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0206 24843472.25 24843472.25 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312VA5 U.S. Government Agency Debt Y 2020-04-01 2020-04-01 2020-04-01 N N N 0.0213 109256888.40 109256888.40 0.0013 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312VB3 U.S. Government Agency Debt Y 2020-04-02 2020-04-02 2020-04-02 N N N 0.0203 19864000.00 19864000.00 0.0002 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312VR8 U.S. Government Agency Debt Y 2020-04-16 2020-04-16 2020-04-16 N N N 0.0212 49628889.00 49628889.00 0.0006 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312VW7 U.S. Government Agency Debt Y 2020-04-21 2020-04-21 2020-04-21 N N N 0.0203 49617778.00 49617778.00 0.0006 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312VZ0 U.S. Government Agency Debt Y 2020-04-24 2020-04-24 2020-04-24 N N N 0.0193 44649999.90 44649999.90 0.0005 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312WL0 U.S. Government Agency Debt Y 2020-05-05 2020-05-05 2020-05-05 N N N 0.0191 46613895.00 46613895.00 0.0006 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312XQ8 U.S. Government Agency Debt Y 2020-06-02 2020-06-02 2020-06-02 N N N 0.0164 46555771.51 46555771.51 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NS4 U.S. Government Agency Debt Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0231 20100000.00 20100000.00 0.0002 N Y Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NS4 U.S. Government Agency Debt Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0208 43000000.00 43000000.00 0.0005 N Y Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NV7 U.S. Government Agency Debt Y 2019-11-04 2019-11-04 2019-11-04 N N N 0.0211 49993000.00 49993000.00 0.0006 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NV7 U.S. Government Agency Debt Y 2019-11-04 2019-11-04 2019-11-04 N N N 0.0211 99986000.00 99986000.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NW5 U.S. Government Agency Debt Y 2019-11-05 2019-11-05 2019-11-05 N N N 0.0210 99981333.00 99981333.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NW5 U.S. Government Agency Debt Y 2019-11-05 2019-11-05 2019-11-05 N N N 0.0210 99981333.00 99981333.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NX3 U.S. Government Agency Debt Y 2019-11-06 2019-11-06 2019-11-06 N N N 0.0205 99976667.00 99976667.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NX3 U.S. Government Agency Debt Y 2019-11-06 2019-11-06 2019-11-06 N N N 0.0205 99976667.00 99976667.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NZ8 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0204 99967333.00 99967333.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NZ8 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0204 99967333.00 99967333.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NZ8 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0201 99967333.00 99967333.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384NZ8 U.S. Government Agency Debt Y 2019-11-08 2019-11-08 2019-11-08 N N N 0.0201 99967333.00 99967333.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PE3 U.S. Government Agency Debt Y 2019-11-13 2019-11-13 2019-11-13 N N N 0.0203 99944000.00 99944000.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PE3 U.S. Government Agency Debt Y 2019-11-13 2019-11-13 2019-11-13 N N N 0.0203 99944000.00 99944000.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PE3 U.S. Government Agency Debt Y 2019-11-13 2019-11-13 2019-11-13 N N N 0.0198 99944000.00 99944000.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PL7 U.S. Government Agency Debt Y 2019-11-19 2019-11-19 2019-11-19 N N N 0.0197 99916000.00 99916000.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PM5 U.S. Government Agency Debt Y 2019-11-20 2019-11-20 2019-11-20 N N N 0.0200 20381911.93 20381911.93 0.0002 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PM5 U.S. Government Agency Debt Y 2019-11-20 2019-11-20 2019-11-20 N N N 0.0197 99911333.00 99911333.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PM5 U.S. Government Agency Debt Y 2019-11-20 2019-11-20 2019-11-20 N N N 0.0177 99911333.00 99911333.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PP8 U.S. Government Agency Debt Y 2019-11-22 2019-11-22 2019-11-22 N N N 0.0199 99902000.00 99902000.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PP8 U.S. Government Agency Debt Y 2019-11-22 2019-11-22 2019-11-22 N N N 0.0199 49951000.00 49951000.00 0.0006 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PP8 U.S. Government Agency Debt Y 2019-11-22 2019-11-22 2019-11-22 N N N 0.0199 99902000.00 99902000.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PU7 U.S. Government Agency Debt Y 2019-11-27 2019-11-27 2019-11-27 N N N 0.0200 99878667.00 99878667.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PU7 U.S. Government Agency Debt Y 2019-11-27 2019-11-27 2019-11-27 N N N 0.0200 99878667.00 99878667.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PU7 U.S. Government Agency Debt Y 2019-11-27 2019-11-27 2019-11-27 N N N 0.0200 49939333.50 49939333.50 0.0006 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PW3 U.S. Government Agency Debt Y 2019-11-29 2019-11-29 2019-11-29 N N N 0.0200 39947733.20 39947733.20 0.0005 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PW3 U.S. Government Agency Debt Y 2019-11-29 2019-11-29 2019-11-29 N N N 0.0200 39947733.20 39947733.20 0.0005 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PW3 U.S. Government Agency Debt Y 2019-11-29 2019-11-29 2019-11-29 N N N 0.0200 39947733.20 39947733.20 0.0005 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PW3 U.S. Government Agency Debt Y 2019-11-29 2019-11-29 2019-11-29 N N N 0.0200 39947733.20 39947733.20 0.0005 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384PZ6 U.S. Government Agency Debt Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0212 49928097.00 49928097.00 0.0006 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QB8 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0199 99846917.00 99846917.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QB8 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0199 99846917.00 99846917.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QB8 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0199 29954075.10 29954075.10 0.0004 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QB8 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0173 49923458.50 49923458.50 0.0006 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QB8 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0173 49923458.50 49923458.50 0.0006 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QB8 U.S. Government Agency Debt Y 2019-12-04 2019-12-04 2019-12-04 N N N 0.0173 49923458.50 49923458.50 0.0006 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QC6 U.S. Government Agency Debt Y 2019-12-05 2019-12-05 2019-12-05 N N N 0.0173 99842278.00 99842278.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QH5 U.S. Government Agency Debt Y 2019-12-10 2019-12-10 2019-12-10 N N N 0.0173 99819083.00 99819083.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QH5 U.S. Government Agency Debt Y 2019-12-10 2019-12-10 2019-12-10 N N N 0.0173 99819083.00 99819083.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QH5 U.S. Government Agency Debt Y 2019-12-10 2019-12-10 2019-12-10 N N N 0.0173 99819083.00 99819083.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QJ1 U.S. Government Agency Debt Y 2019-12-11 2019-12-11 2019-12-11 N N N 0.0197 99814444.00 99814444.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QJ1 U.S. Government Agency Debt Y 2019-12-11 2019-12-11 2019-12-11 N N N 0.0197 99814444.00 99814444.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384QL6 U.S. Government Agency Debt Y 2019-12-13 2019-12-13 2019-12-13 N N N 0.0203 99805167.00 99805167.00 0.0012 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384RH4 U.S. Government Agency Debt Y 2020-01-03 2020-01-03 2020-01-03 N N N 0.0174 99716500.00 99716500.00 0.0012 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384RH4 U.S. Government Agency Debt Y 2020-01-03 2020-01-03 2020-01-03 N N N 0.0174 5982990.00 5982990.00 0.0001 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384RH4 U.S. Government Agency Debt Y 2020-01-03 2020-01-03 2020-01-03 N N N 0.0174 5982990.00 5982990.00 0.0001 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384SE0 U.S. Government Agency Debt Y 2020-01-24 2020-01-24 2020-01-24 N N N 0.0168 82686260.00 82686260.00 0.0010 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384SE0 U.S. Government Agency Debt Y 2020-01-24 2020-01-24 2020-01-24 N N N 0.0168 16935740.00 16935740.00 0.0002 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384TA7 U.S. Government Agency Debt Y 2020-02-13 2020-02-13 2020-02-13 N N N 0.0186 124418611.25 124418611.25 0.0015 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384TG4 U.S. Government Agency Debt Y 2020-02-19 2020-02-19 2020-02-19 N N N 0.0186 99508056.00 99508056.00 0.0012 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384UF4 U.S. Government Agency Debt Y 2020-03-13 2020-03-13 2020-03-13 N N N 0.0192 49131017.13 49131017.13 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384UL1 U.S. Government Agency Debt Y 2020-03-18 2020-03-18 2020-03-18 N N N 0.0192 34108188.29 34108188.28 0.0004 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384UN7 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0193 49686944.50 49686944.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384UN7 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0193 49686944.50 49686944.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384UN7 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0193 49686944.50 49686944.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384UN7 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0192 86948177.92 86948177.91 0.0010 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VC0 U.S. Government Agency Debt Y 2020-04-03 2020-04-03 2020-04-03 N N N 0.0170 20856266.76 20856266.76 0.0002 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VC0 U.S. Government Agency Debt Y 2020-04-03 2020-04-03 2020-04-03 N N N 0.0170 20856266.76 20856266.76 0.0002 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VC0 U.S. Government Agency Debt Y 2020-04-03 2020-04-03 2020-04-03 N N N 0.0170 54623555.80 54623555.80 0.0007 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VH9 U.S. Government Agency Debt Y 2020-04-08 2020-04-08 2020-04-08 N N N 0.0172 49646666.50 49646666.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VH9 U.S. Government Agency Debt Y 2020-04-08 2020-04-08 2020-04-08 N N N 0.0172 49646666.50 49646666.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VH9 U.S. Government Agency Debt Y 2020-04-08 2020-04-08 2020-04-08 N N N 0.0172 49646666.50 49646666.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VH9 U.S. Government Agency Debt Y 2020-04-08 2020-04-08 2020-04-08 N N N 0.0172 49646666.50 49646666.50 0.0006 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VX4 U.S. Government Agency Debt Y 2020-04-22 2020-04-22 2020-04-22 N N N 0.0165 99231111.00 99231111.00 0.0012 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384VX4 U.S. Government Agency Debt Y 2020-04-22 2020-04-22 2020-04-22 N N N 0.0165 55569422.16 55569422.16 0.0007 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313396RX3 U.S. Government Agency Debt Y 2020-01-17 2020-01-17 2020-01-17 N N N 0.0190 99653500.00 99653500.00 0.0012 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313396TH6 U.S. Government Agency Debt Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0172 99503583.00 99503583.00 0.0012 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313396TH6 U.S. Government Agency Debt Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0172 99503583.00 99503583.00 0.0012 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313396TH6 U.S. Government Agency Debt Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0172 99503583.00 99503583.00 0.0012 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313396UL5 U.S. Government Agency Debt Y 2020-03-18 2020-03-18 2020-03-18 N N N 0.0168 99382833.00 99382833.00 0.0012 N N N N FREDDIE MAC DISCOUNT NT FREDDIE MAC DISCOUNT NT 313396UL5 U.S. Government Agency Debt Y 2020-03-18 2020-03-18 2020-03-18 N N N 0.0168 49691416.50 49691416.50 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.854250% 3133EG4U6 U.S. Government Agency Debt Y 2019-11-27 2020-01-27 2020-01-27 N N N 0.0177 100016690.00 100016690.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.854250% 3133EG4U6 U.S. Government Agency Debt Y 2019-11-27 2020-01-27 2020-01-27 N N N 0.0176 58509763.65 58509763.65 0.0007 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.175630% 3133EGN43 U.S. Government Agency Debt Y 2019-11-02 2019-12-02 2019-12-02 N N N 0.0197 25005480.00 25005480.00 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.841250% 3133EH6C2 U.S. Government Agency Debt Y 2019-11-12 2019-11-12 2019-11-12 N N N 0.0187 99996527.00 99996527.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.815630% 3133EHK44 U.S. Government Agency Debt Y 2020-01-27 2020-01-27 2020-01-27 N N N 0.0174 10003491.00 10003491.00 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.822750% 3133EHRZ8 U.S. Government Agency Debt Y 2019-11-25 2020-06-25 2020-06-25 N N N 0.0181 4997267.90 4997267.90 0.0001 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.766380% 3133EHU76 U.S. Government Agency Debt Y 2019-11-20 2019-11-20 2019-11-20 N N N 0.0181 150002385.00 150002385.00 0.0018 N N N N FFCB FFCB 1.946250% 3133EJ2N8 U.S. Government Agency Debt Y 2019-11-14 2020-12-14 2020-12-14 N N N 0.0198 49970360.50 49970360.50 0.0006 N N N N FFCB FFCB 1.856380% 3133EJ3G2 U.S. Government Agency Debt Y 2019-11-19 2020-08-19 2020-08-19 N N N 0.0189 149900790.00 149900790.00 0.0018 N N N N FFCB FFCB 1.856380% 3133EJ3G2 U.S. Government Agency Debt Y 2019-11-19 2020-08-19 2020-08-19 N N N 0.0189 99933860.00 99933860.00 0.0012 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 2.165880% 3133EJ3J6 U.S. Government Agency Debt Y 2019-12-20 2021-09-20 2021-09-20 N N N 0.0218 38587828.26 38587828.26 0.0005 N N N N FFCB FFCB 1.809250% 3133EJ3V9 U.S. Government Agency Debt Y 2019-11-26 2020-05-26 2020-05-26 N N N 0.0184 249894077.50 249894077.50 0.0030 N N N N FFCB FFCB 2.004380% 3133EJ3Y3 U.S. Government Agency Debt Y 2019-12-28 2020-12-28 2020-12-28 N N N 0.0204 234842559.40 234842559.40 0.0028 N N N N FFCB FFCB 1.736661% 3133EJ3Z0 U.S. Government Agency Debt Y 2019-11-05 2020-12-28 2020-12-28 N N N 0.0178 49939903.50 49939903.50 0.0006 N N N N FFCB FFCB 1.736661% 3133EJ3Z0 U.S. Government Agency Debt Y 2019-11-05 2020-12-28 2020-12-28 N N N 0.0178 33959134.38 33959134.38 0.0004 N N N N FFCB FFCB 1.869250% 3133EJ4D8 U.S. Government Agency Debt Y 2019-11-28 2020-12-28 2020-12-28 N N N 0.0190 149977996.50 149977996.50 0.0018 N N N N FFCB FFCB 1.869250% 3133EJ4D8 U.S. Government Agency Debt Y 2019-11-28 2020-12-28 2020-12-28 N N N 0.0190 99985331.00 99985331.00 0.0012 N N N N FFCB FFCB 2.048000% 3133EJ4N6 U.S. Government Agency Debt Y 2019-11-08 2021-01-08 2021-01-08 N N N 0.0209 299951142.00 299951142.00 0.0036 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.920880% 3133EJ5D7 U.S. Government Agency Debt Y 2020-01-15 2021-01-15 2021-01-15 N N N 0.0195 75282282.66 75282282.66 0.0009 N N N N FFCB FFCB 1.800250% 3133EJ6A2 U.S. Government Agency Debt Y 2019-11-22 2020-01-22 2020-01-22 N N N 0.0183 199989534.00 199989534.00 0.0024 N N N N FFCB FFCB 1.844250% 3133EJ6M6 U.S. Government Agency Debt Y 2019-11-28 2021-01-28 2021-01-28 N N N 0.0187 57465646.05 57465646.05 0.0007 N N N N FFCB FFCB 1.844250% 3133EJ6M6 U.S. Government Agency Debt Y 2019-11-28 2021-01-28 2021-01-28 N N N 0.0187 49970127.00 49970127.00 0.0006 N N N N FFCB FFCB 1.844250% 3133EJ6M6 U.S. Government Agency Debt Y 2019-11-28 2021-01-28 2021-01-28 N N N 0.0187 49970127.00 49970127.00 0.0006 N N N N FFCB FFCB 1.844250% 3133EJ6M6 U.S. Government Agency Debt Y 2019-11-28 2021-01-28 2021-01-28 N N N 0.0187 49970127.00 49970127.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.691661% 3133EJB24 U.S. Government Agency Debt Y 2019-11-05 2020-07-24 2020-07-24 N N N 0.0172 99961309.00 99961309.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.754250% 3133EJB65 U.S. Government Agency Debt Y 2019-11-27 2020-08-27 2020-08-27 N N N 0.0182 24970524.25 24970524.25 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.915630% 3133EJBM0 U.S. Government Agency Debt Y 2019-11-02 2019-12-02 2019-12-02 N N N 0.0197 36999838.68 36999838.68 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.749250% 3133EJEF2 U.S. Government Agency Debt Y 2019-11-27 2020-02-27 2020-02-27 N N N 0.0178 48485324.87 48485324.87 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.986750% 3133EJEG0 U.S. Government Agency Debt Y 2019-12-02 2020-03-02 2020-03-02 N N N 0.0202 100004673.00 100004673.00 0.0012 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.878500% 3133EJF95 U.S. Government Agency Debt Y 2019-11-15 2020-04-15 2020-04-15 N N N 0.0198 24987715.75 24987715.75 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.876250% 3133EJFT1 U.S. Government Agency Debt Y 2019-11-12 2020-03-12 2020-03-12 N N N 0.0191 199989056.00 199989056.00 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.876250% 3133EJFT1 U.S. Government Agency Debt Y 2019-11-12 2020-03-12 2020-03-12 N N N 0.0191 49997264.00 49997264.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.686661% 3133EJG29 U.S. Government Agency Debt Y 2019-11-05 2020-10-15 2020-10-15 N N N 0.0172 99966642.00 99966642.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.711661% 3133EJHQ5 U.S. Government Agency Debt Y 2019-11-05 2020-03-26 2020-03-26 N N N 0.0174 99998599.00 99998599.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.681661% 3133EJJ42 U.S. Government Agency Debt Y 2019-11-05 2020-07-22 2020-07-22 N N N 0.0171 299864292.00 299864292.00 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.910250% 3133EJJY6 U.S. Government Agency Debt Y 2019-11-09 2020-04-09 2020-04-09 N N N 0.0194 249887427.50 249887427.50 0.0030 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.842000% 3133EJJZ3 U.S. Government Agency Debt Y 2020-01-09 2020-04-09 2020-04-09 N N N 0.0187 99968608.00 99968608.00 0.0012 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.793130% 3133EJM22 U.S. Government Agency Debt Y 2020-01-29 2020-10-29 2020-10-29 N N N 0.0189 49953381.50 49953381.50 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.939500% 3133EJNN5 U.S. Government Agency Debt Y 2019-11-07 2020-02-07 2020-02-07 N N N 0.0199 26526850.36 26526850.35 0.0003 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.969500% 3133EJP45 U.S. Government Agency Debt Y 2019-11-05 2020-08-05 2020-08-05 N N N 0.0203 89924477.40 89924477.40 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.969500% 3133EJP45 U.S. Government Agency Debt Y 2019-11-05 2020-08-05 2020-08-05 N N N 0.0203 49958043.00 49958043.00 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.876250% 3133EJPA1 U.S. Government Agency Debt Y 2019-11-14 2020-05-14 2020-05-14 N N N 0.0191 299803329.00 299803329.00 0.0036 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.691661% 3133EJPF0 U.S. Government Agency Debt Y 2019-11-05 2020-05-15 2020-05-15 N N N 0.0172 149972676.00 149972676.00 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.691661% 3133EJPF0 U.S. Government Agency Debt Y 2019-11-05 2020-05-15 2020-05-15 N N N 0.0171 74986338.00 74986338.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.131750% 3133EJQ44 U.S. Government Agency Debt Y 2019-11-05 2020-05-05 2020-05-05 N N N 0.0217 49984317.50 49984317.50 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.671661% 3133EJQE2 U.S. Government Agency Debt Y 2019-11-05 2020-03-23 2020-03-23 N N N 0.0170 199966404.00 199966404.00 0.0024 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.724630% 3133EJQK8 U.S. Government Agency Debt Y 2019-11-30 2020-01-30 2020-01-30 N N N 0.0176 74989108.50 74989108.50 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.917380% 3133EJRC5 U.S. Government Agency Debt Y 2019-12-06 2020-03-06 2020-03-06 N N N 0.0195 74990523.00 74990523.00 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.671661% 3133EJRX9 U.S. Government Agency Debt Y 2019-11-05 2020-06-18 2020-06-18 N N N 0.0170 99960245.00 99960245.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.038380% 3133EJT82 U.S. Government Agency Debt Y 2019-11-16 2020-11-16 2020-11-16 N N N 0.0207 29975388.00 29975388.00 0.0004 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.038380% 3133EJT82 U.S. Government Agency Debt Y 2019-11-16 2020-11-16 2020-11-16 N N N 0.0207 99917960.00 99917960.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.847380% 3133EJTY5 U.S. Government Agency Debt Y 2019-11-11 2020-05-11 2020-05-11 N N N 0.0193 189175428.03 189175428.03 0.0023 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.875250% 3133EJTZ2 U.S. Government Agency Debt Y 2019-11-09 2020-07-09 2020-07-09 N N N 0.0195 136857703.58 136857703.58 0.0016 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.676661% 3133EJUC1 U.S. Government Agency Debt Y 2019-11-05 2020-04-16 2020-04-16 N N N 0.0170 349930759.50 349930759.50 0.0042 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.676661% 3133EJV48 U.S. Government Agency Debt Y 2019-11-05 2020-10-21 2020-10-21 N N N 0.0171 99955265.00 99955265.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.809250% 3133EJW96 U.S. Government Agency Debt Y 2019-11-27 2020-11-27 2020-11-27 N N N 0.0184 99924950.00 99924950.00 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.034250% 3133EJWC9 U.S. Government Agency Debt Y 2019-11-06 2020-08-06 2020-08-06 N N N 0.0214 16483515.51 16483515.51 0.0002 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.925880% 3133EJXG9 U.S. Government Agency Debt Y 2019-11-20 2020-05-20 2020-05-20 N N N 0.0203 124917496.25 124917496.25 0.0015 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.954380% 3133EJXZ7 U.S. Government Agency Debt Y 2019-11-28 2020-02-28 2020-02-28 N N N 0.0198 74992433.25 74992433.25 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.004130% 3133EJY29 U.S. Government Agency Debt Y 2019-11-30 2020-11-30 2020-11-30 N N N 0.0203 74941921.50 74941921.50 0.0009 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.681661% 3133EJYG8 U.S. Government Agency Debt Y 2019-11-05 2020-09-04 2020-09-04 N N N 0.0171 149960193.00 149960193.00 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 1.681661% 3133EJYS2 U.S. Government Agency Debt Y 2019-11-05 2020-08-06 2020-08-06 N N N 0.0171 149970819.00 149970819.00 0.0018 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 2.002750% 3133EJZ51 U.S. Government Agency Debt Y 2019-12-04 2020-09-04 2020-09-04 N N N 0.0203 114939119.00 114939119.00 0.0014 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.886661% 3133EK2L9 U.S. Government Agency Debt Y 2019-11-05 2021-05-17 2021-05-17 N N N 0.0193 49980943.00 49980943.00 0.0006 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.886661% 3133EK2L9 U.S. Government Agency Debt Y 2019-11-05 2021-05-17 2021-05-17 N N N 0.0193 48681438.48 48681438.48 0.0006 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.871380% 3133EK5K8 U.S. Government Agency Debt Y 2019-12-04 2021-05-04 2021-05-04 N N N 0.0187 74977833.75 74977833.75 0.0009 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.962380% 3133EKAA4 U.S. Government Agency Debt Y 2019-11-11 2021-02-11 2021-02-11 N N N 0.0199 174873587.00 174873587.00 0.0021 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.756661% 3133EKAC0 U.S. Government Agency Debt Y 2019-11-05 2021-02-08 2021-02-08 N N N 0.0184 99885627.00 99885627.00 0.0012 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.978130% 3133EKAN6 U.S. Government Agency Debt Y 2019-11-15 2020-05-15 2020-05-15 N N N 0.0201 49976155.50 49976155.50 0.0006 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.861661% 3133EKB96 U.S. Government Agency Debt Y 2019-11-05 2021-08-20 2021-08-20 N N N 0.0189 224920028.25 224920028.25 0.0027 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 2.032130% 3133EKCC8 U.S. Government Agency Debt Y 2019-12-07 2020-12-07 2020-12-07 N N N 0.0206 24993487.75 24993487.75 0.0003 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.885000% 3133EKD29 U.S. Government Agency 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224871768.00 0.0027 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.846661% 3133EKFH4 U.S. Government Agency Debt Y 2019-11-02 2021-02-02 2021-02-02 N N N 0.0187 300248007.00 300248007.00 0.0036 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.920000% 3133EKKV7 U.S. Government Agency Debt Y 2019-11-01 2021-05-07 2021-05-07 N N N 0.0195 84024043.32 84024043.32 0.0010 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.960250% 3133EKM78 U.S. Government Agency Debt Y 2019-11-09 2020-09-09 2020-09-09 N N N 0.0205 99937906.00 99937906.00 0.0012 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.930750% 3133EKP26 U.S. Government Agency Debt Y 2019-11-16 2020-12-16 2020-12-16 N N N 0.0196 299870235.00 299870235.00 0.0036 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.900000% 3133EKQD1 U.S. Government Agency Debt Y 2019-11-01 2021-06-10 2021-06-10 N N N 0.0193 39996773.20 39996773.20 0.0005 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.932750% 3133EKR99 U.S. Government Agency Debt Y 2019-11-25 2021-03-25 2021-03-25 N N N 0.0197 200021264.00 200021264.00 0.0024 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.891750% 3133EKRT5 U.S. Government Agency Debt Y 2019-11-24 2021-06-24 2021-06-24 N N N 0.0192 299858193.00 299858193.00 0.0036 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.884250% 3133EKSQ0 U.S. Government Agency Debt Y 2019-11-27 2021-05-27 2021-05-27 N N N 0.0191 299851137.00 299851137.00 0.0036 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.960000% 3133EKT63 U.S. Government Agency Debt Y 2019-11-01 2021-09-24 2021-09-24 N N N 0.0199 239908063.20 239908063.20 0.0029 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 2.058000% 3133EKUC8 U.S. Government Agency Debt Y 2019-11-08 2021-07-08 2021-07-08 N N N 0.0209 99938499.00 99938499.00 0.0012 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 2.058000% 3133EKUC8 U.S. Government Agency Debt Y 2019-11-08 2021-07-08 2021-07-08 N N N 0.0209 49969249.50 49969249.50 0.0006 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 2.058000% 3133EKUC8 U.S. Government Agency Debt Y 2019-11-08 2021-07-08 2021-07-08 N N N 0.0209 49969249.50 49969249.50 0.0006 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.962380% 3133EKUN4 U.S. Government Agency Debt Y 2019-11-11 2021-01-11 2021-01-11 N N N 0.0200 89447453.66 89447453.65 0.0011 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 2.191500% 3133EKV29 U.S. Government Agency Debt Y 2019-11-01 2021-07-01 2021-07-01 N N N 0.0222 35025106.90 35025106.90 0.0004 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.839250% 3133EKWX0 U.S. Government Agency Debt Y 2019-11-26 2021-01-26 2021-01-26 N N N 0.0188 34977247.90 34977247.90 0.0004 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 2.183130% 3133EKXY7 U.S. Government Agency Debt Y 2019-11-01 2021-02-01 2021-02-01 N N N 0.0222 49985109.50 49985109.50 0.0006 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 1.866661% 3133EKYD2 U.S. Government Agency Debt Y 2019-11-02 2021-08-02 2021-08-02 N N N 0.0189 149948190.00 149948190.00 0.0018 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 2.071500% 3133EKYG5 U.S. Government Agency Debt Y 2019-11-01 2021-02-01 2021-02-01 N N N 0.0211 132918235.59 132918235.59 0.0016 N N N N Federal Farm Credit Bank FEDERAL FARM CREDIT BANK 2.120630% 3133EKYT7 U.S. Government Agency Debt Y 2019-11-13 2021-05-13 2021-05-13 N N N 0.0215 24992434.00 24992434.00 0.0003 N N N N FREDDIE MAC FREDDIE MAC 1.820000% 3134GT2K8 U.S. Government Agency Debt Y 2019-11-01 2020-02-20 2020-02-20 N N N 0.0189 99993511.00 99993511.00 0.0012 N N N N FREDDIE MAC FREDDIE MAC 2.460000% 3134GTFF5 U.S. Government Agency Debt Y 2020-04-08 2020-04-08 2020-04-08 N N N 0.0246 100148442.00 100148442.00 0.0012 N N N N FREDDIE MAC FREDDIE MAC 1.850000% 3134GTSS3 U.S. Government Agency Debt Y 2019-11-01 2020-09-09 2020-09-09 N N N 0.0188 99953083.00 99953083.00 0.0012 N N N N FANNIE MAE FANNIE MAE 1.625000% 3135G0A78 U.S. Government Agency Debt Y 2020-01-21 2020-01-21 2020-01-21 N N N 0.0219 11648562.27 11648562.27 0.0001 N N N N FANNIE MAE FANNIE MAE 1.500000% 3135G0D75 U.S. Government Agency Debt Y 2020-06-22 2020-06-22 2020-06-22 N N N 0.0201 97606299.46 97606299.46 0.0012 N N N N FANNIE MAE FANNIE MAE 1.500000% 3135G0T29 U.S. Government Agency Debt Y 2020-02-28 2020-02-28 2020-02-28 N N N 0.0216 23143503.42 23143503.41 0.0003 N N N N FNMA FNMA 1.920000% 3135G0U76 U.S. Government Agency Debt Y 2019-11-01 2020-04-30 2020-04-30 N N N 0.0195 15004118.55 15004118.55 0.0002 N N N N FANNIE MAE FANNIE MAE 1.650000% 3136G4KQ5 U.S. Government Agency Debt Y 2020-01-17 2020-01-17 2020-01-17 N N N 0.0220 10500692.58 10500692.58 0.0001 N N N N FREDDIE MAC FREDDIE MAC 1.375000% 3137EADR7 U.S. Government Agency Debt Y 2020-05-01 2020-05-01 2020-05-01 N N N 0.0199 115363361.19 115363361.19 0.0014 N N N N SOCIETE GENERALE SOCIETE GENERALE 1.750000% 372895003 0000865845 372895003 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 6 BOND 26 2026-02-15 6.000000 200.00 253.67 U.S. Treasuries (including strips) 3 1/8 BOND 42 2042-02-15 3.125000 200.00 233.21 U.S. Treasuries (including strips) 1 3/4 NOTE C 22 2022-05-15 1.750000 2420000.00 2445982.78 U.S. Treasuries (including strips) 2 3/8 NOTE T 20 2020-12-31 2.375000 24999800.00 25395276.32 U.S. Treasuries (including strips) 2 1/8 NOTE G 21 2021-01-31 2.125000 718100.00 725764.64 U.S. Treasuries (including strips) 1 1/2 NOTE G 22 2022-01-31 1.500000 73825400.00 73860097.94 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 1000.00 1020.55 U.S. Treasuries (including strips) 0 1/8 TRIN X 20 2020-04-15 0.125000 173751652.87 172858507.70 U.S. Treasuries (including strips) 0 1/8 TRIN X 21 2021-04-15 0.125000 114821857.50 113850309.00 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 200.00 197.88 U.S. Treasuries (including strips) 1 1/8 NOTE AC 21 2021-08-31 1.125000 39919400.00 39598659.68 U.S. Treasuries (including strips) 1 1/8 NOTE AD 21 2021-09-30 1.125000 48945000.00 48481141.82 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 1969800.00 2025988.12 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 2318670.51 2339880.65 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 2027-05-15 2.375000 15876000.00 16787074.89 U.S. Treasuries (including strips) 1 3/8 NOTE AR 20 2020-09-15 1.375000 1223900.00 1223162.77 U.S. Treasuries (including strips) 1 5/8 NOTE AS 20 2020-10-15 1.625000 100.00 100.03 U.S. Treasuries (including strips) 1 3/4 NOTE AT 20 2020-11-15 1.750000 5319000.00 5364970.44 U.S. Treasuries (including strips) 2 7/8 NOTE AT 21 2021-11-15 2.875000 50000000.00 51871156.25 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 2025-11-30 2.875000 3389700.00 3659379.25 U.S. Treasuries (including strips) 2 1/2 NOTE BL 20 2020-12-31 2.500000 81286900.00 82729009.13 U.S. Treasuries (including strips) 2 1/2 NOTE U 24 2024-01-31 2.500000 33400.00 34768.73 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 38761200.00 40767850.29 U.S. Treasuries (including strips) 03.500 FGPC G08876 G 2049-05-01 3.500000 180557798.00 185714428.40 Agency Mortgage-Backed Securities 0 1/4 TRIN D 29 2029-07-15 0.250000 151440356.81 152067879.60 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0177 1000000000.00 1000000000.00 0.0120 N Y Y N JPMorgan Securities Incorporated JPMorgan Securities Incorporated 1.870000% 41899C002 41899C002 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 06.500 FGPC A81219 G 2038-08-01 6.500000 10844.00 12350.71 Agency Mortgage-Backed Securities 8.875 RFPR 30 B 2030-04-15 0.00 120363000.00 95159950.70 Agency Mortgage-Backed Securities RFIN 01/15/29 2029-01-15 0.00 5256000.00 4316805.36 Agency Mortgage-Backed Securities 8.625 RFPR 30 A 2030-01-15 0.00 178818000.00 142027090.60 Agency Mortgage-Backed Securities RFIN 10/15/27 2027-10-15 0.00 862000.00 734632.60 Agency Mortgage-Backed Securities RFIN 10/15/29 2029-10-15 0.00 48000.00 38567.33 Agency Mortgage-Backed Securities 8.625 RFBD 30 A 2030-01-15 8.625000 1335000.00 2143668.57 Agency Mortgage-Backed Securities 8.875 RFBD 30 B 2030-04-15 8.875000 450000.00 721943.51 Agency Mortgage-Backed Securities RFIN 01/15/28 2028-01-15 0.00 734000.00 618878.71 Agency Mortgage-Backed Securities RFIN 04/15/25 2025-04-15 0.00 80000.00 72618.40 Agency Mortgage-Backed Securities RFIN 10/15/25 2025-10-15 0.00 422000.00 378434.41 Agency Mortgage-Backed Securities RFIN 10/15/26 2026-10-15 0.00 422000.00 371062.49 Agency Mortgage-Backed Securities RFIN 04/15/27 2027-04-15 0.00 872000.00 754654.96 Agency Mortgage-Backed Securities RFIN 10/15/28 2028-10-15 0.00 582000.00 486999.56 Agency Mortgage-Backed Securities RFIN 04/15/29 2029-04-15 0.00 1373000.00 1117462.73 Agency Mortgage-Backed Securities RFIN 04/15/30 2030-04-15 0.00 100000.00 78897.40 Agency Mortgage-Backed Securities 03.000 FGPC E03091 G 2027-04-01 3.000000 112938.27 116217.40 Agency Mortgage-Backed Securities 3.32 FCOR 20-32 Z 2032-05-26 3.320000 6334000.00 6466350.34 Agency Mortgage-Backed Securities TINT 05/15/35 2035-05-15 0.00 264137728.00 192108690.30 U.S. Treasuries (including strips) 3.75 FCOR 21-38 E 2038-02-08 3.750000 5700000.00 5790183.50 Agency Mortgage-Backed Securities 4 3/4 TPRN 37 2037-02-15 0.00 68823000.00 49689448.95 U.S. Treasuries (including strips) 05.500 FGPC G04445 G 2038-06-01 5.500000 11529.49 12981.52 Agency Mortgage-Backed Securities 05.500 FGPC A39144 G 2035-10-01 5.500000 40995.01 44361.50 Agency Mortgage-Backed Securities FEPC 07.000 CLZJ5825 2032-03-01 7.000000 9953.41 11358.33 Agency Mortgage-Backed Securities FEPC 03.000 CLZA4785 2046-12-01 3.000000 4607761.77 4730460.33 Agency Mortgage-Backed Securities 3.49 FCOR 22-39 I 2039-06-03 3.490000 1994000.00 2043771.90 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2099-02-10 N N N 0.0190 500000000.00 500000000.00 0.0060 N Y Y N ING REPO ING REPO 1.740000% 454991001 454991001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 3/4 NOTE H 22 2022-02-28 1.750000 130000000.00 130845000.00 U.S. Treasuries (including strips) 1 1/2 NOTE H 23 2023-02-28 1.500000 145994000.00 145979400.60 U.S. Treasuries (including strips) 1 3/4 NOTE AF 21 2021-11-30 1.750000 130000000.00 131339000.00 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0176 400000132.59 400000132.59 0.0048 N Y Y N ING REPO ING Repo 1.710000% 46799N008 46799N008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNAR XX.XXX LBAE6684 2041-04-01 4.715000 383.51 397.78 Agency Mortgage-Backed Securities FNMS 04.500 CLAE4868 2040-10-01 4.500000 418.56 456.03 Agency Mortgage-Backed Securities 05.000 FGPC A91303 G 2040-03-01 5.000000 1285396.28 1423645.51 Agency Mortgage-Backed Securities FNAR XX.XXX WS679729 2029-05-01 3.697000 1362121.90 1388421.94 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI4566 2041-06-01 4.675000 399447.37 419269.13 Agency Mortgage-Backed Securities 03.500 FGPC Q08995 G 2042-06-01 3.500000 2329709.00 2460916.92 Agency Mortgage-Backed Securities 03.500 FGPC U90148 G 2042-09-01 3.500000 741785.44 778579.81 Agency Mortgage-Backed Securities 04.000 FGPC Q06021 G 2042-02-01 4.000000 713789.22 770654.11 Agency Mortgage-Backed Securities 04.000 FGPC Q21759 G 2043-09-01 4.000000 11029123.15 11749547.92 Agency Mortgage-Backed Securities 03.500 FGPC U90887 G 2043-02-01 3.500000 641824.48 673713.17 Agency Mortgage-Backed Securities FNMS 03.500 CTAB4984 2032-04-01 3.500000 3180643.33 3313500.21 Agency Mortgage-Backed Securities FNMS 03.000 CIAK3261 2027-02-01 3.000000 4466201.49 4600440.61 Agency Mortgage-Backed Securities 04.000 FGPC U90105 G 2042-09-01 4.000000 542.68 577.83 Agency Mortgage-Backed Securities FNMS 02.500 CIAB6479 2027-10-01 2.500000 5262411.25 5337000.08 Agency Mortgage-Backed Securities 04.500 FGPC A96709 G 2041-02-01 4.500000 478374.52 520328.44 Agency Mortgage-Backed Securities 04.000 FGPC U99047 G 2042-09-01 4.000000 11111236.95 11823769.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAB6513 2042-10-01 3.500000 4030793.84 4254972.26 Agency Mortgage-Backed Securities FNMS 03.500 CVMA1943 2029-05-01 3.500000 1197662.56 1247019.97 Agency Mortgage-Backed Securities FNAR XX.XXX LB995015 2036-02-01 4.218000 42870.10 44725.81 Agency Mortgage-Backed Securities FNMS 04.000 CIAH0972 2025-12-01 4.000000 125.32 130.96 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8783 2047-02-01 3.500000 4335236.44 4521939.66 Agency Mortgage-Backed Securities FNAR XX.XXX HY463955 2024-11-01 4.970000 7340.10 8129.55 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9757 2037-08-01 4.144000 326357.16 339318.83 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7687 2046-08-01 3.500000 152025.06 161332.10 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7749 2046-08-01 3.500000 8489640.36 8929908.40 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7918 2046-09-01 3.500000 6126420.72 6501482.92 Agency Mortgage-Backed Securities 03.500 FGPC Q52438 G 2047-11-01 3.500000 1322823.86 1386542.23 Agency Mortgage-Backed Securities 03.500 FGPC G61001 G 2047-04-01 3.500000 256675.33 270134.99 Agency Mortgage-Backed Securities FNMS 03.500 CLAO8627 2042-07-01 3.500000 13309.30 14050.09 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9411 2047-04-01 4.000000 1620864.31 1771972.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBE7179 2047-03-01 3.500000 7074092.20 7385744.47 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 2048-01-01 3.500000 2276922.13 2359388.71 Agency Mortgage-Backed Securities 03.500 FGPC Q50879 G 2047-09-01 3.500000 25341772.38 26307761.32 Agency Mortgage-Backed Securities 04.000 FGPC Q52224 G 2047-11-01 4.000000 1746441.83 1838739.93 Agency Mortgage-Backed Securities 03.500 FGPC V83265 G 2047-07-01 3.500000 1231305.85 1302224.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBH5752 2047-11-01 3.500000 3614544.03 3744231.86 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8943 2047-03-01 3.000000 297744.32 304826.37 Agency Mortgage-Backed Securities FMAR 2B1477 G 2043-07-01 2.232000 622574.61 638140.22 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8287 2047-09-01 3.500000 2045746.37 2130868.74 Agency Mortgage-Backed Securities FNMS 04.000 CLBK0881 2048-07-01 4.000000 25658992.65 26824224.53 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1412 2041-11-01 4.678000 199038.98 209306.68 Agency Mortgage-Backed Securities 04.000 FGPC U69042 G 2045-02-01 4.000000 177753.98 189096.15 Agency Mortgage-Backed Securities FNMS 03.500 CTAO2535 2032-05-01 3.500000 207449.41 216153.25 Agency Mortgage-Backed Securities 04.000 FGPC Q58405 G 2048-09-01 4.000000 146998.81 157267.00 Agency Mortgage-Backed Securities MNAR XX.XXX HY387893 2028-08-01 3.730000 63681.00 70323.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4528 2048-07-01 4.500000 1176356.24 1260877.43 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM6478 2024-08-01 3.160000 769614.05 809105.51 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1643 2048-11-01 4.000000 17712482.96 18418382.48 Agency Mortgage-Backed Securities 05.000 FGPC A96472 G 2041-01-01 5.000000 3351.36 3646.61 Agency Mortgage-Backed Securities 05.500 FGPC A97628 G 2041-03-01 5.500000 598968.36 665258.92 Agency Mortgage-Backed Securities 05.500 FGPC A10254 G 2033-06-01 5.500000 271111.23 295915.62 Agency Mortgage-Backed Securities 04.500 FGPC V84271 G 2048-06-01 4.500000 565408.86 612418.65 Agency Mortgage-Backed Securities 03.500 FGPC V84261 G 2048-05-01 3.500000 3566137.41 3710103.97 Agency Mortgage-Backed Securities 03.500 FGPC G61696 G 2044-12-01 3.500000 1183.94 1243.62 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9582 2047-05-01 4.000000 277355.00 300769.10 Agency Mortgage-Backed Securities FNMS 04.000 CLAV1862 2043-12-01 4.000000 2069753.17 2244320.75 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9989 2048-06-01 4.000000 4425306.07 4689497.83 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1857 2048-06-01 4.000000 9476634.12 10133575.45 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0499 2038-10-01 5.500000 504.08 569.00 Agency Mortgage-Backed Securities 04.000 FGPC Q60841 G 2049-01-01 4.000000 183312.19 193928.94 Agency Mortgage-Backed Securities 03.500 FGPC Q46157 G 2047-02-01 3.500000 2172833.89 2279818.67 Agency Mortgage-Backed Securities FNMS 03.500 U4BF0286 2052-07-01 3.500000 4147775.83 4354349.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4877 2048-11-01 4.000000 5027.37 5326.76 Agency Mortgage-Backed Securities 04.500 FGPC V84909 G 2048-11-01 4.500000 8402986.22 8869998.98 Agency Mortgage-Backed Securities 04.000 FGPC G61863 G 2048-06-01 4.000000 25574515.22 26863271.87 Agency Mortgage-Backed Securities FNMS 04.000 CTBM5387 2034-08-01 4.000000 5423817.68 5751531.38 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0379 2047-09-01 3.500000 524131.57 550668.06 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2799 2048-12-01 4.500000 420581.21 450800.81 Agency Mortgage-Backed Securities 04.500 FGPC V84771 G 2048-10-01 4.500000 9487656.34 10175492.45 Agency Mortgage-Backed Securities 04.000 FGPC V85460 G 2049-04-01 4.000000 3396682.49 3544693.68 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0126 2056-07-01 3.500000 1443693.06 1520752.26 Agency Mortgage-Backed Securities FNMS 04.000 CLBK3815 2048-05-01 4.000000 800212.82 862583.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3637 2048-03-01 4.000000 1051.01 1132.92 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3501 2049-05-01 4.000000 517237.69 539409.71 Agency Mortgage-Backed Securities 04.000 FGPC Q60301 G 2048-12-01 4.000000 161403.22 168027.08 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0266 2058-05-01 4.000000 897195.02 962797.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBK7054 2048-06-01 4.000000 178929.27 190808.78 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1880 2029-03-01 3.490000 966510.00 1057138.03 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5134 2048-11-01 4.000000 2975438.49 3137335.74 Agency Mortgage-Backed Securities FNMS 03.000 CKBM5598 2043-02-01 3.000000 3479880.68 3504774.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5631 2049-02-01 4.500000 1387041.80 1523720.89 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2972 2049-01-01 5.000000 116534.36 128479.46 Agency Mortgage-Backed Securities FNMS 05.000 CLCA3229 2049-03-01 5.000000 1903.85 2126.51 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 2049-06-01 4.500000 240985.79 262389.91 Agency Mortgage-Backed Securities FNMS 05.000 CLAI1828 2041-05-01 5.000000 3478696.84 3847187.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5353 2044-04-01 4.500000 922647.66 1015571.19 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3128 2049-02-01 4.000000 101961.98 106168.24 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1998 2049-08-01 3.500000 983.35 1012.14 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0120 2056-07-01 4.000000 3468379.01 3723909.13 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0246 2047-08-01 3.500000 847.65 884.04 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2486 2048-10-01 4.500000 241734.85 267930.44 Agency Mortgage-Backed Securities FNMS 03.500 CLBE3769 2047-07-01 3.500000 21780683.62 22919801.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBE5897 2047-01-01 3.500000 50232.13 52207.63 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2250 2048-08-01 4.000000 414375.67 430923.44 Agency Mortgage-Backed Securities FNMS 05.000 CLAE1277 2041-11-01 5.000000 180676.96 195635.89 Agency Mortgage-Backed Securities FEPC 05.000 CLSD0093 2049-10-01 5.000000 456981.02 491194.18 Agency Mortgage-Backed Securities 03.500 FGPC Q64080 G 2049-06-01 3.500000 798640.04 823622.66 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1375 2049-09-01 3.500000 308431.46 317978.78 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1463 2049-10-01 3.500000 37862.98 39947.96 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1590 2049-10-01 3.000000 6002837.00 6094936.53 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8247 2047-08-01 3.500000 224396.01 232869.75 Agency Mortgage-Backed Securities Y 2019-11-06 2019-11-06 2019-11-06 N N N 0.0173 300000000.00 300000000.00 0.0036 N Y Y N ING REPO ING Repo 1.710000% 46799N009 46799N009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNAR XX.XXX WS679729 2029-05-01 3.697000 56.03 57.11 Agency Mortgage-Backed Securities 04.000 FGPC Q21759 G 2043-09-01 4.000000 670104.94 713876.34 Agency Mortgage-Backed Securities 04.000 FGPC Q28612 G 2044-09-01 4.000000 6065581.55 6422057.12 Agency Mortgage-Backed Securities FNMS 03.000 CIAJ6028 2026-11-01 3.000000 5939243.57 6110024.54 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6151 2034-08-01 3.500000 19676.69 20368.90 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8979 2045-01-01 4.244000 307918.36 321387.26 Agency Mortgage-Backed Securities 03.500 FGPC G60811 G 2046-09-01 3.500000 5652592.02 5949293.43 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7687 2046-08-01 3.500000 1031232.23 1094364.73 Agency Mortgage-Backed Securities FNMS 04.000 CLAE7625 2040-11-01 4.000000 463987.39 497310.14 Agency Mortgage-Backed Securities FNMS 03.500 CLAO8627 2042-07-01 3.500000 263747.35 278427.38 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6387 2045-12-01 4.000000 1268187.38 1342769.76 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 2047-12-01 3.500000 1920405.29 1989692.44 Agency Mortgage-Backed Securities 04.500 FGPC G14479 G 2026-11-01 4.500000 3227056.25 3452953.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAL3829 2043-06-01 3.500000 41278.69 43343.35 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 2048-01-01 3.500000 842.94 873.47 Agency Mortgage-Backed Securities 03.500 FGPC Q50879 G 2047-09-01 3.500000 3302283.34 3428161.25 Agency Mortgage-Backed Securities 03.500 FGPC V83265 G 2047-07-01 3.500000 419101.78 443240.56 Agency Mortgage-Backed Securities FMAR 2B1477 G 2043-07-01 2.232000 676.55 693.46 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8287 2047-09-01 3.500000 464303.42 483622.83 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3384 2048-06-01 4.000000 844.89 884.45 Agency Mortgage-Backed Securities 04.000 FGPC G67713 G 2048-06-01 4.000000 10752.42 11401.41 Agency Mortgage-Backed Securities 04.000 FGPC Q57875 G 2048-08-01 4.000000 2895639.69 3016133.69 Agency Mortgage-Backed Securities FNMS 03.000 CIAS0756 2028-10-01 3.000000 371.54 382.89 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8696 2047-01-01 3.500000 176133.44 185258.28 Agency Mortgage-Backed Securities 04.000 FGPC Q57864 G 2048-08-01 4.000000 6859686.82 7261652.28 Agency Mortgage-Backed Securities 04.000 FGPC Q58405 G 2048-09-01 4.000000 332554.03 355783.67 Agency Mortgage-Backed Securities MNAR XX.XXX HY387923 2028-08-01 3.530000 1615.00 1765.60 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2385 2048-09-01 4.500000 310330.36 328237.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBK8839 2048-08-01 4.000000 4582572.65 4799063.56 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1643 2048-11-01 4.000000 25129000.25 26130471.89 Agency Mortgage-Backed Securities 03.500 FGPC G61696 G 2044-12-01 3.500000 915.91 962.08 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9582 2047-05-01 4.000000 273821.88 296937.71 Agency Mortgage-Backed Securities FNMS 04.000 CIBM4804 2033-11-01 4.000000 6464196.37 6945470.16 Agency 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1255893.41 1316754.28 Agency Mortgage-Backed Securities FNMS 04.500 K2796487 2034-06-01 4.500000 588378.38 625947.52 Agency Mortgage-Backed Securities FNMS 04.000 CLBK6437 2048-06-01 4.000000 839.10 894.82 Agency Mortgage-Backed Securities FNMS 06.000 NP893297 2036-08-01 6.000000 178341.56 187953.16 Agency Mortgage-Backed Securities 04.000 FGPC Q58405 G 2048-09-01 4.000000 1121985.93 1200359.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4528 2048-07-01 4.500000 113991.34 122181.62 Agency Mortgage-Backed Securities FNMS 03.500 CLAL8470 2046-04-01 3.500000 59060.19 62675.71 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1643 2048-11-01 4.000000 19475864.58 20252040.54 Agency Mortgage-Backed Securities 03.500 FGPC V84261 G 2048-05-01 3.500000 27255740.19 28356066.53 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0124 2047-08-01 4.000000 4960270.12 5295496.19 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1857 2048-06-01 4.000000 652354.88 697577.57 Agency Mortgage-Backed 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2048-12-01 4.500000 659835.83 707246.35 Agency Mortgage-Backed Securities 04.000 FGPC V85460 G 2049-04-01 4.000000 11431661.04 11929798.21 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0126 2056-07-01 3.500000 11352.69 11958.66 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ9264 2048-06-01 4.500000 11630941.30 12891328.25 Agency Mortgage-Backed Securities FNMS 04.500 CLBK4275 2048-09-01 4.500000 1263269.56 1367495.61 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3501 2049-05-01 4.000000 2908272.25 3032938.89 Agency Mortgage-Backed Securities 04.000 FGPC Q60301 G 2048-12-01 4.000000 1152.72 1200.03 Agency Mortgage-Backed Securities 04.000 FGPC Q50946 G 2047-09-01 4.000000 292640.07 310235.12 Agency Mortgage-Backed Securities 04.000 FGPC Q55322 G 2048-04-01 4.000000 1435357.92 1521995.00 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0266 2058-05-01 4.000000 422214.97 453087.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ0639 2048-03-01 4.000000 42554.97 44745.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1880 2029-03-01 3.490000 135313.00 148001.07 Agency Mortgage-Backed Securities FNMS 03.000 CKBM5598 2043-02-01 3.000000 1396954.81 1406948.16 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5631 2049-02-01 4.500000 656072.21 720721.56 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2972 2049-01-01 5.000000 341170.34 376141.25 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3328 2049-04-01 4.000000 219711.96 232824.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5353 2044-04-01 4.500000 214332.89 235919.21 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1998 2049-08-01 3.500000 10444765.66 10750572.15 Agency Mortgage-Backed Securities FNAR XX.XXX LBAH8398 2041-04-01 4.832000 251.08 263.24 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0246 2047-08-01 3.500000 1010974.34 1054370.87 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2486 2048-10-01 4.500000 4214882.87 4671628.65 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2250 2048-08-01 4.000000 1125120.86 1170051.69 Agency Mortgage-Backed Securities 03.500 FGPC Q64080 G 2049-06-01 3.500000 802873.96 827989.02 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1375 2049-09-01 3.500000 318502.17 328361.23 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1590 2049-10-01 3.000000 5429342.00 5512642.58 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8247 2047-08-01 3.500000 266588.12 276655.13 Agency Mortgage-Backed Securities Y 2020-01-10 2020-01-10 2020-01-10 N N N 0.0183 300000000.00 300000000.00 0.0036 N N Y Y ING REPO ING Repo 1.800000% 46799N013 46799N013 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 04.000 FGPC C03836 G 2042-04-01 4.000000 357.90 383.84 Agency Mortgage-Backed Securities 03.500 FGPC Q09083 G 2042-06-01 3.500000 169594.80 178617.15 Agency Mortgage-Backed Securities 03.500 FGPC C04052 G 2042-06-01 3.500000 9083545.95 9542959.40 Agency 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G08792 G 2047-12-01 3.500000 8561737.88 8899108.41 Agency Mortgage-Backed Securities 04.000 FGPC V83231 G 2047-06-01 4.000000 5285903.86 5687401.14 Agency Mortgage-Backed Securities 03.500 FGPC Q50879 G 2047-09-01 3.500000 13175376.61 13677601.48 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0453 2047-09-01 4.000000 2491754.01 2617951.94 Agency Mortgage-Backed Securities 04.000 FGPC Q37989 G 2045-12-01 4.000000 4734935.27 5038194.72 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 2048-03-01 3.500000 1606776.68 1668941.97 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM1412 2041-11-01 4.678000 135401.36 142386.22 Agency Mortgage-Backed Securities 04.000 FGPC Q57864 G 2048-08-01 4.000000 11013913.58 11659309.34 Agency Mortgage-Backed Securities FNMS 03.500 CTAO2535 2032-05-01 3.500000 5182361.82 5399795.29 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1643 2048-11-01 4.000000 190982.90 198594.18 Agency Mortgage-Backed Securities 04.000 FGPC G16540 G 2033-07-01 4.000000 2000787.83 2107792.41 Agency Mortgage-Backed Securities 03.500 FGPC Q46157 G 2047-02-01 3.500000 160363.55 168259.44 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4877 2048-11-01 4.000000 1226436.03 1299473.02 Agency Mortgage-Backed Securities 04.500 FGPC V84909 G 2048-11-01 4.500000 8756506.24 9243166.59 Agency Mortgage-Backed Securities 04.500 FGPC Q62170 G 2049-03-01 4.500000 14051477.77 15308537.02 Agency Mortgage-Backed Securities 04.000 FGPC G61863 G 2048-06-01 4.000000 20905567.10 21959045.09 Agency Mortgage-Backed Securities 04.000 FGPC G61907 G 2048-07-01 4.000000 1996752.64 2136591.66 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5278 2049-02-01 4.500000 598832.63 634268.55 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0379 2047-09-01 3.500000 794689.27 834923.95 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2799 2048-12-01 4.500000 11393308.88 12211940.91 Agency Mortgage-Backed Securities 04.500 FGPC V85306 G 2049-04-01 4.500000 11290893.82 12228884.82 Agency Mortgage-Backed Securities 04.500 FGPC V84771 G 2048-10-01 4.500000 8257188.73 8855818.39 Agency Mortgage-Backed Securities 04.500 FGPC V84892 G 2048-11-01 4.500000 14222192.38 15205642.76 Agency Mortgage-Backed Securities 04.000 FGPC V85460 G 2049-04-01 4.000000 12220692.13 12753211.50 Agency Mortgage-Backed Securities 04.000 FGPC V84997 G 2048-08-01 4.000000 2024588.18 2122580.72 Agency Mortgage-Backed Securities FNMS 03.000 CKBM5598 2043-02-01 3.000000 22707.47 22869.92 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2972 2049-01-01 5.000000 441981.39 487285.71 Agency Mortgage-Backed Securities FNMS 05.000 CLCA3229 2049-03-01 5.000000 47848.17 53444.19 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 2049-06-01 4.500000 620519.40 675633.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4468 2048-09-01 4.500000 10914445.66 11990882.87 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3128 2049-02-01 4.000000 7561415.74 7873348.50 Agency Mortgage-Backed Securities 05.500 FGPC A36965 G 2035-08-01 5.500000 82.46 89.20 Agency Mortgage-Backed Securities FNMS 03.500 CLBE5897 2047-01-01 3.500000 7269443.21 7555331.84 Agency Mortgage-Backed Securities FEPC 05.000 CLSD0093 2049-10-01 5.000000 267666.42 287706.01 Agency Mortgage-Backed Securities 03.500 FGPC Q64080 G 2049-06-01 3.500000 734495.20 757471.27 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1375 2049-09-01 3.500000 225953.61 232947.88 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1590 2049-10-01 3.000000 5668332.00 5755299.33 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8247 2047-08-01 3.500000 175459.45 182085.23 Agency Mortgage-Backed Securities Y 2019-11-12 2019-11-12 2019-11-12 N N N 0.0183 250000000.00 250000000.00 0.0030 N N N Y ING REPO ING Repo 1.820000% 46799N014 46799N014 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FMAR 2B0762 G 2042-09-01 4.048000 2076454.54 2165885.13 Agency Mortgage-Backed Securities 04.000 FGPC Q28612 G 2044-09-01 4.000000 6933.45 7340.93 Agency Mortgage-Backed Securities FMAR 2B3033 G 2044-08-01 4.310000 2766451.81 2874005.76 Agency Mortgage-Backed Securities FMAR 2B0548 G 2042-06-01 4.553000 1736786.41 1820351.36 Agency Mortgage-Backed Securities FMAR 1Q0389 G 2038-01-01 4.494000 1080595.07 1133504.43 Agency Mortgage-Backed Securities FNMS 04.000 CIAH0972 2025-12-01 4.000000 4757.24 4971.33 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4460 2045-02-01 3.500000 1313466.37 1393876.05 Agency Mortgage-Backed Securities 03.500 FGPC G60238 G 2045-10-01 3.500000 61069.77 64305.52 Agency Mortgage-Backed Securities 03.500 FGPC G60811 G 2046-09-01 3.500000 2946230.04 3100876.02 Agency Mortgage-Backed Securities FMAR 2B5522 G 2046-08-01 2.495000 1638237.28 1664481.61 Agency Mortgage-Backed Securities FMAR 2B5532 G 2046-08-01 2.901000 2262217.56 2312287.03 Agency Mortgage-Backed Securities FMAR 2B5601 G 2046-09-01 2.774000 2566764.96 2619031.00 Agency Mortgage-Backed Securities FMAR 2B5750 G 2046-11-01 2.444000 1876563.28 1905300.55 Agency Mortgage-Backed Securities FMAR 2B5766 G 2046-12-01 2.539000 1004497.98 1021311.57 Agency Mortgage-Backed Securities 03.500 FGPC Q48755 G 2047-06-01 3.500000 1503100.52 1562015.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7687 2046-08-01 3.500000 849673.25 901690.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7749 2046-08-01 3.500000 24929.54 26222.37 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7918 2046-09-01 3.500000 2250564.38 2388344.93 Agency Mortgage-Backed Securities 03.500 FGPC Q35582 G 2045-08-01 3.500000 11016121.89 11558064.90 Agency Mortgage-Backed Securities 03.500 FGPC G61001 G 2047-04-01 3.500000 446239.46 469639.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAO8627 2042-07-01 3.500000 43296.56 45706.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6387 2045-12-01 4.000000 109739.78 116193.60 Agency Mortgage-Backed Securities FNMS 04.000 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334548.88 Agency Mortgage-Backed Securities 03.500 FGPC Q43231 G 2046-09-01 3.500000 951120.10 1001516.58 Agency Mortgage-Backed Securities 04.500 FGPC Q58315 G 2048-09-01 4.500000 1862451.84 2017305.40 Agency Mortgage-Backed Securities FNMS 03.500 CTAO2535 2032-05-01 3.500000 104016.77 108380.94 Agency Mortgage-Backed Securities 04.000 FGPC Q58405 G 2048-09-01 4.000000 9457729.07 10118372.46 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4528 2048-07-01 4.500000 157008.86 168289.94 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM6478 2024-08-01 3.160000 286271.77 300961.32 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0220 2057-09-01 4.000000 6918228.82 7424049.74 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1643 2048-11-01 4.000000 6088164.40 6330797.37 Agency Mortgage-Backed Securities 04.500 FGPC V84271 G 2048-06-01 4.500000 896463.55 970998.22 Agency Mortgage-Backed Securities 03.500 FGPC V84261 G 2048-05-01 3.500000 3583551.56 3728221.13 Agency Mortgage-Backed 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3.500000 573289.50 602314.83 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2799 2048-12-01 4.500000 1867196.77 2001358.60 Agency Mortgage-Backed Securities 04.500 FGPC V85306 G 2049-04-01 4.500000 1667057.49 1805548.29 Agency Mortgage-Backed Securities 04.500 FGPC V84771 G 2048-10-01 4.500000 4622881.44 4958031.10 Agency Mortgage-Backed Securities 04.500 FGPC V84892 G 2048-11-01 4.500000 2870744.57 3069253.68 Agency Mortgage-Backed Securities 04.000 FGPC V85460 G 2049-04-01 4.000000 947441.33 988726.30 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0126 2056-07-01 3.500000 40512.57 42674.99 Agency Mortgage-Backed Securities 04.000 FGPC V84997 G 2048-08-01 4.000000 2382.68 2498.00 Agency Mortgage-Backed Securities 04.500 FGPC Q59266 G 2048-10-01 4.500000 827395.80 887382.00 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3501 2049-05-01 4.000000 68093.71 71012.62 Agency Mortgage-Backed Securities 04.000 FGPC Q60835 G 2049-01-01 4.000000 2733484.75 2914720.87 Agency 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2049-08-01 3.500000 16612807.08 17099204.23 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0246 2047-08-01 3.500000 153370.27 159953.76 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2486 2048-10-01 4.500000 301343.12 333998.17 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2250 2048-08-01 4.000000 677664.78 704726.80 Agency Mortgage-Backed Securities 03.500 FGPC Q64080 G 2049-06-01 3.500000 528613.52 545149.31 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1375 2049-09-01 3.500000 195741.48 201800.55 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1590 2049-10-01 3.000000 15978381.00 16223531.97 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8247 2047-08-01 3.500000 173246.92 179789.15 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5660 2045-10-01 4.000000 1040.67 1105.97 Agency Mortgage-Backed Securities Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0185 200000000.00 200000000.00 0.0024 N N N Y ING REPO ING Repo 1.900000% 46799N015 46799N015 U.S. Government Agency 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04.000 I4BF0120 2056-07-01 4.000000 3552343.89 3814060.07 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ0134 2047-10-01 4.000000 648280.59 692988.11 Agency Mortgage-Backed Securities FNMS 04.000 CLBK6836 2048-06-01 4.000000 493550.14 521995.52 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6534 2049-03-01 5.000000 997226.22 1126603.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0246 2047-08-01 3.500000 847.65 884.04 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2486 2048-10-01 4.500000 447091.54 495540.62 Agency Mortgage-Backed Securities FNAR XX.XXX S1942097 2037-07-01 4.332000 1066748.27 1126753.57 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2250 2048-08-01 4.000000 925091.53 962034.34 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2850 2048-12-01 4.000000 559617.49 603238.68 Agency Mortgage-Backed Securities FEPC 05.000 CLSD0093 2049-10-01 5.000000 508040.62 546076.50 Agency Mortgage-Backed Securities FEPC 03.500 CLRA1375 2049-09-01 3.500000 152717.87 157445.17 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1590 2049-10-01 3.000000 8383996.00 8512628.86 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 2051-05-01 4.000000 5375894.21 5703298.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8247 2047-08-01 3.500000 90276.97 93686.04 Agency Mortgage-Backed Securities Y 2019-12-17 2019-12-17 2019-12-17 N N N 0.0203 200000000.00 200000000.00 0.0024 N N N Y ING REPO ING Repo 2.030000% 46799N017 46799N017 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 06.500 NP899810 2037-08-01 6.500000 14.36 15.89 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD4956 2040-07-01 4.558000 38.62 40.57 Agency Mortgage-Backed Securities 04.000 FGPC Q21759 G 2043-09-01 4.000000 15350292.44 16352976.96 Agency Mortgage-Backed Securities FNMS 02.500 CIAL3359 2028-04-01 2.500000 9242652.46 9382899.44 Agency Mortgage-Backed Securities FNMS 03.000 CIAK3261 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1/8 BOND 48 2048-05-15 3.125000 68544571.20 83065342.64 U.S. Treasuries (including strips) 2 3/4 NOTE Z 23 2023-05-31 2.750000 42602.89 44862.37 U.S. Treasuries (including strips) 3 BOND 48 2048-08-15 3.000000 5149916.33 6063630.84 U.S. Treasuries (including strips) 3 3/8 BOND 48 2048-11-15 3.375000 32891342.45 41798032.51 U.S. Treasuries (including strips) 2 7/8 NOTE AT 21 2021-11-15 2.875000 70.89 73.65 U.S. Treasuries (including strips) 2 3/4 NOTE BK 20 2020-11-30 2.750000 2533347.69 2592805.11 U.S. Treasuries (including strips) TREASURY BILL 2019-12-05 0.00 4634641.15 4627985.81 U.S. Treasuries (including strips) 2 1/2 NOTE BL 20 2020-12-31 2.500000 6638536.33 6760433.00 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 2025-12-31 2.625000 141.77 151.39 U.S. Treasuries (including strips) 2 5/8 NOTE AG 23 2023-12-31 2.625000 70.89 74.56 U.S. Treasuries (including strips) 2 1/2 NOTE AV 21 2021-01-31 2.500000 7088666.67 7210223.12 U.S. Treasuries (including strips) 1 TRIB 49 2049-02-15 1.000000 433.64 487.32 U.S. Treasuries (including strips) 2 1/2 NOTE AX 21 2021-02-28 2.500000 52618322.03 53447774.13 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 11327689.33 11975084.46 U.S. Treasuries (including strips) TREASURY BILL 2020-03-26 0.00 3827.88 3803.82 U.S. Treasuries (including strips) TREASURY BILL 2020-04-23 0.00 14163581.32 14059535.65 U.S. Treasuries (including strips) 0 1/2 TRIN X 24 2024-04-15 0.500000 540820.96 547586.95 U.S. Treasuries (including strips) TREASURY BILL 2019-11-29 0.00 70.89 70.80 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 2026-05-31 2.125000 318990.00 331792.73 U.S. Treasuries (including strips) TREASURY BILL 2019-12-19 0.00 8506400.00 8489897.58 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 40405.40 40236.59 U.S. Treasuries (including strips) 1 1/2 NOTE AR 22 2022-09-15 1.500000 79392357.80 79475370.84 U.S. Treasuries (including strips) 1 1/2 NOTE AD 24 2024-09-30 1.500000 141702.45 141523.54 U.S. Treasuries (including strips) 1 1/2 NOTE BG 21 2021-09-30 1.500000 2100301.05 2100119.35 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 2953067.65 2946606.33 U.S. Treasuries (including strips) 1 1/2 NOTE BH 21 2021-10-31 1.500000 12841899.42 12829609.72 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 1063300000.00 1063300000.00 0.0127 N Y Y N Fixed Income Clearing Corporation Repo Fixed Income Clearing Corporation Repo 1.420000% 85748R009 85748R009 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 3/4 NOTE AC 23 2023-08-31 2.750000 42860000.00 44805029.66 U.S. Treasuries (including strips) 2 7/8 NOTE AD 23 2023-09-30 2.875000 443450000.00 465197231.45 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0144 500000000.00 500000000.00 0.0060 N Y Y N Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 1.850000% 86562A007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 03.500 CLMA3148 2047-10-01 3.500000 14536548.00 15072641.79 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 2047-12-01 3.500000 291115968.00 302035287.63 Agency Mortgage-Backed Securities Y 2019-11-19 2019-11-19 2019-11-19 N N N 0.0188 306740000.00 306740000.00 0.0037 N N N Y Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 1.880000% 86562A008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 03.500 CLMA3087 2047-08-01 3.500000 334684693.10 346876587.10 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3148 2047-10-01 3.500000 44417236.05 46005018.99 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3356 2048-05-01 3.500000 240673951.35 248830150.90 Agency Mortgage-Backed Securities Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0191 619772500.00 619772500.00 0.0074 N N N Y Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 1.900000% 86562A009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 03.500 FGPC G08748 G 2047-02-01 3.500000 212379567.42 221312134.00 Agency Mortgage-Backed Securities 2 NOTE AH 21 2021-01-15 2.000000 274000.00 276878.52 U.S. Treasuries (including strips) Y 2019-11-12 2019-11-12 2019-11-12 N N N 0.0193 214622500.00 214622500.00 0.0026 N N N Y Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 1.900000% 86562A010 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 03.000 FGPC G08737 G 2046-12-01 3.000000 168137058.38 172371870.40 Agency Mortgage-Backed Securities 03.500 FGPC G08788 G 2047-11-01 3.500000 407316385.70 422366499.90 Agency Mortgage-Backed Securities 2 NOTE AH 21 2021-01-15 2.000000 585000.00 591145.76 U.S. Treasuries (including strips) FNMS 04.000 CLMA3384 2048-06-01 4.000000 44136056.72 46202604.98 Agency Mortgage-Backed Securities Y 2019-11-14 2019-11-14 2019-11-14 N N N 0.0193 619485000.00 619485000.00 0.0074 N N N Y Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 1.980000% 86562A011 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 03.500 CLMA3087 2047-08-01 3.500000 333192725.19 345535664.60 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3148 2047-10-01 3.500000 42963581.05 44525712.99 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3356 2048-05-01 3.500000 240673951.35 248985492.60 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0201 619897500.00 619897500.00 0.0074 N Y Y N Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 1.980000% 86562A012 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 03.500 CLMA3148 2047-10-01 3.500000 14536549.98 15065090.86 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 2047-12-01 3.500000 287807720.64 298191663.30 Agency Mortgage-Backed Securities 2 NOTE AH 21 2021-01-15 2.000000 211000.00 213216.67 U.S. Treasuries (including strips) Y 2019-11-05 2019-11-05 2019-11-05 N N N 0.0201 303442500.00 303442500.00 0.0036 N N Y N SUMITOMO MITSUI BANKING CORP SUMITOMO MITSUI BANKING CORP 1.740000% 86599Z009 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 3/4 NOTE C 23 2023-05-15 1.750000 91000000.00 92140685.99 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 2023-11-15 2.750000 59000000.00 62320664.29 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 20000000.00 21041088.91 U.S. Treasuries (including strips) 2 NOTE AH 21 2021-01-15 2.000000 671000.00 677937.24 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 30000000.00 31447278.26 U.S. Treasuries (including strips) Y 2019-11-20 2019-11-20 2019-11-20 N N N 0.0176 203006250.00 203006250.00 0.0024 N N Y Y SUMITOMO MITSUI BANKING CORP SUMITOMO MITSUI BANKING CORP 1.890000% 86599Z010 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 1/8 BOND 44 2044-08-15 3.125000 197000000.00 233962858.40 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 150000000.00 176076626.10 U.S. Treasuries (including strips) Y 2019-11-13 2019-11-13 2019-11-13 N N N 0.0192 401562500.00 401562500.00 0.0048 N N N Y SUMITOMO MITSUI BANKING CORP SUMITOMO MITSUI BANKING CORP 1.970000% 86599Z011 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 3/4 NOTE C 23 2023-05-15 1.750000 91000000.00 92344587.32 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 2023-11-15 2.750000 59000000.00 62483010.49 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 20000000.00 21101961.52 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 30000000.00 31581330.00 U.S. Treasuries (including strips) Y 2019-11-06 2019-11-06 2019-11-06 N N N 0.0200 203006250.00 203006250.00 0.0024 N N N N TD Securities (USA) Incorporated TD Securities (USA) Incorporated 1.750000% 87299D009 87299D009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 04.000 CLAH4429 2041-02-01 4.000000 6917491.29 7416437.64 Agency Mortgage-Backed Securities FNMS 04.500 CLAH1488 2040-12-01 4.500000 7363807.84 8104106.17 Agency Mortgage-Backed Securities 04.000 FGPC Q05155 G 2041-12-01 4.000000 7026977.86 7529745.64 Agency Mortgage-Backed Securities 03.500 FGPC Q08994 G 2042-06-01 3.500000 10850362.40 11494943.85 Agency Mortgage-Backed Securities FNMS 04.000 CLAK2714 2042-02-01 4.000000 8068490.73 8643267.60 Agency Mortgage-Backed Securities FNMS 04.500 CLAD0576 2039-12-01 4.500000 7020591.69 7688804.59 Agency Mortgage-Backed Securities 04.500 FGPC G14478 G 2026-03-01 4.500000 9098060.42 9781606.80 Agency Mortgage-Backed Securities FNMS 05.000 CLAD1596 2040-02-01 5.000000 8226278.00 9103156.28 Agency Mortgage-Backed Securities GNII SF MA2603 M 2045-02-20 4.500000 10934938.50 11756611.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAU8818 2043-11-01 4.000000 8691435.19 9428018.87 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6638 2046-02-01 3.500000 7920219.58 8375817.89 Agency Mortgage-Backed Securities FNMS 02.500 CIAB6189 2027-09-01 2.500000 14462662.08 14682550.79 Agency Mortgage-Backed Securities FNMS 03.000 CIBC6049 2031-06-01 3.000000 8451839.72 8683983.58 Agency Mortgage-Backed Securities GNII SF MA3737 M 2046-06-20 4.000000 8773164.20 9301135.17 Agency Mortgage-Backed Securities 04.000 FGPC Q40197 G 2046-04-01 4.000000 1649863.37 1805249.52 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ8853 2043-01-01 3.500000 7004921.78 7373138.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9454 2047-04-01 4.000000 11984178.49 12587129.14 Agency Mortgage-Backed Securities 04.000 FGPC Q27912 G 2044-08-01 4.000000 9644927.13 10337300.01 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6041 2033-08-01 4.000000 9442324.60 10073631.08 Agency Mortgage-Backed Securities 04.500 FGPC V82972 G 2047-02-01 4.500000 7986995.29 8672391.30 Agency Mortgage-Backed Securities 04.000 FGPC Q44401 G 2046-11-01 4.000000 8605694.02 9215194.21 Agency Mortgage-Backed Securities 04.500 FGPC Q48099 G 2047-05-01 4.500000 9529502.28 10380334.37 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7481 2044-07-01 3.500000 7256438.88 7659384.90 Agency Mortgage-Backed Securities FNMS 03.000 CLBE5789 2047-02-01 3.000000 10499815.99 10734535.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBH1750 2047-07-01 4.000000 7440911.63 7961479.46 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8082 2047-09-01 3.500000 6771750.51 7178268.47 Agency Mortgage-Backed Securities FNMS 04.000 CLAX2488 2044-10-01 4.000000 12834446.98 13921014.11 Agency Mortgage-Backed Securities 05.000 FGPC Q56263 G 2048-05-01 5.000000 6079152.47 6614073.98 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2655 2047-10-01 4.000000 8719761.81 9159396.70 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1686 2048-03-01 3.500000 6680607.22 6908993.43 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3536 2048-12-01 4.000000 12352616.50 12842647.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3757 2047-07-01 4.500000 13238807.03 14412136.02 Agency Mortgage-Backed Securities FEPC 04.000 CLZN1448 2048-11-01 4.000000 8608399.06 8959038.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBN5276 2049-02-01 4.000000 13721013.62 14790103.16 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1238 2049-03-01 4.000000 8829594.22 9166551.16 Agency 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Securities 03.500 FGPC Q43884 G 2046-10-01 3.500000 8549206.41 8906840.62 Agency Mortgage-Backed Securities 04.000 FGPC G62034 G 2048-06-01 4.000000 6499214.83 6798628.61 Agency Mortgage-Backed Securities 03.500 FGPC G62038 G 2046-09-01 3.500000 7161736.37 7513609.99 Agency Mortgage-Backed Securities FNMS 03.500 CLAO9370 2042-07-01 3.500000 9335108.04 9820099.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAT2612 2043-09-01 3.500000 6006868.43 6321444.79 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3077 2045-12-01 3.500000 6115670.82 6424019.54 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ8417 2049-08-01 3.500000 7886605.08 8195913.35 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3704 2043-09-01 3.000000 11651466.67 11956777.82 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3786 2047-07-01 3.500000 8490484.90 8939117.41 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4170 2049-09-01 4.000000 6114477.65 6520290.78 Agency Mortgage-Backed Securities FNMS 03.500 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124579.81 Agency Mortgage-Backed Securities GNMI SF 775194 X 2041-09-15 3.000000 128237.63 131771.18 Agency Mortgage-Backed Securities GNMI SF 774456 X 2039-08-15 5.000000 362751.62 394604.04 Agency Mortgage-Backed Securities GNMI SF 775012 X 2041-08-15 4.450000 137060.97 145871.48 Agency Mortgage-Backed Securities GNMI SF 775038 X 2041-09-15 3.000000 130596.93 134195.49 Agency Mortgage-Backed Securities GNMI SF 776954 X 2042-11-15 2.500000 78331.66 79109.64 Agency Mortgage-Backed Securities GNMI SF 792469 X 2041-11-15 3.450000 100455.84 104485.34 Agency Mortgage-Backed Securities GNMI SF 793473 X 2038-12-15 5.500000 121509.59 130964.93 Agency Mortgage-Backed Securities GNMI SF 793009 X 2042-02-15 3.100000 61064.84 62911.88 Agency Mortgage-Backed Securities GNMI SF 793090 X 2042-01-15 2.450000 38520.40 37801.09 Agency Mortgage-Backed Securities GNHF RF 798487 H 2063-08-20 4.440000 41659.43 42321.30 Agency Mortgage-Backed Securities GNHF RF 798490 H 2063-06-20 4.697000 20936.56 21202.95 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30113.89 32900.23 Agency Mortgage-Backed Securities GNMI SF 471964 X 2028-07-15 7.000000 57278.43 62933.13 Agency Mortgage-Backed Securities GNMI SF 472000 X 2028-08-15 7.000000 122158.35 129345.52 Agency Mortgage-Backed Securities GNMI SF 476784 X 2028-08-15 7.000000 13276.62 13375.89 Agency Mortgage-Backed Securities GNMI SF 717688 X 2024-07-15 3.500000 239001.90 248075.71 Agency Mortgage-Backed Securities GNMI SF 723458 X 2024-12-15 5.000000 207692.09 216439.41 Agency Mortgage-Backed Securities GNMI SF 723460 X 2024-12-15 4.000000 201809.90 210532.17 Agency Mortgage-Backed Securities GNMI SF 724279 X 2024-09-15 4.000000 62214.61 64948.96 Agency Mortgage-Backed Securities GNMI SF 726502 X 2024-11-15 4.000000 61846.27 64553.11 Agency Mortgage-Backed Securities GNMI SF 737164 X 2025-04-15 4.000000 90763.27 94767.94 Agency Mortgage-Backed Securities GNMI SF 486844 X 2029-01-15 6.500000 15361.56 17088.37 Agency Mortgage-Backed Securities GNMI SF 490096 X 2028-12-15 6.000000 12247.88 13590.77 Agency Mortgage-Backed Securities GNMI SF 490739 X 2028-10-15 7.500000 17206.97 18337.22 Agency Mortgage-Backed Securities GNMI SF 495715 X 2028-11-15 7.500000 6199.96 6251.13 Agency Mortgage-Backed Securities GNMI SF 503036 X 2029-03-15 6.500000 34939.00 38866.53 Agency Mortgage-Backed Securities GNMI SF 509342 X 2029-06-15 6.000000 459.26 510.19 Agency Mortgage-Backed Securities GNMI SF 512766 X 2029-06-15 6.500000 3647.71 4057.75 Agency Mortgage-Backed Securities GNMI SF 514280 X 2029-07-15 6.500000 93150.54 103621.70 Agency Mortgage-Backed Securities GNMI SF 538313 X 2032-02-15 6.500000 125985.90 145816.85 Agency Mortgage-Backed Securities GNMI SF 552322 X 2032-01-15 6.500000 206696.93 232591.12 Agency Mortgage-Backed Securities GNMI SF 553593 X 2031-12-15 6.500000 139720.30 155426.41 Agency Mortgage-Backed Securities GNMI SF 173903 X 2021-08-15 9.000000 5966.83 6028.15 Agency Mortgage-Backed Securities GNMI SF 174051 X 2020-05-15 9.000000 527.52 530.74 Agency 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Mortgage-Backed Securities GNMI SP 780411 X 2024-10-15 6.500000 776.45 863.74 Agency Mortgage-Backed Securities GNMI SP 781031 X 2029-03-15 7.000000 759.73 866.56 Agency Mortgage-Backed Securities GNII SP 784480 C 2048-04-20 3.500000 110896.57 116729.67 Agency Mortgage-Backed Securities GNMI SP 783631 X 2034-12-15 7.500000 827.36 958.16 Agency Mortgage-Backed Securities GNII SP 783995 C 2044-12-20 5.000000 158933.59 172918.76 Agency Mortgage-Backed Securities GNMI SP 784051 X 2034-12-15 6.500000 152210.92 178397.77 Agency Mortgage-Backed Securities GNMI SP 784120 X 2029-11-15 8.000000 270463.68 313363.94 Agency Mortgage-Backed Securities GNMI SP 784168 X 2029-03-15 7.000000 125611.84 139749.69 Agency Mortgage-Backed Securities GNMI SP 784230 X 2027-12-15 7.500000 116279.23 131071.77 Agency Mortgage-Backed Securities GNII SP 784534 M 2038-10-20 7.000000 174490.44 205856.82 Agency Mortgage-Backed Securities GNII SP 784537 M 2032-01-20 7.500000 84342.87 100556.58 Agency Mortgage-Backed 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RF 756721 H 2062-02-20 4.389000 25570.82 25896.43 Agency Mortgage-Backed Securities GNHF RF 756730 H 2062-03-20 4.140000 5490.30 5521.79 Agency Mortgage-Backed Securities GNHF RF 757324 H 2061-06-20 4.570000 74.44 77.18 Agency Mortgage-Backed Securities GNHF RF 757341 H 2062-03-20 4.828000 14759.29 15106.45 Agency Mortgage-Backed Securities GNMI SP 781986 X 2035-09-15 5.500000 9129.05 10307.85 Agency Mortgage-Backed Securities GNMI SP 781982 X 2035-08-15 6.000000 208958.82 240802.76 Agency Mortgage-Backed Securities GNMI JP 781984 X 2020-09-15 5.000000 18822.69 19064.15 Agency Mortgage-Backed Securities GNMI JP 782566 X 2024-02-15 5.500000 121136.30 127111.66 Agency Mortgage-Backed Securities GNMI JP 783472 X 2025-05-15 5.000000 16905.17 17441.95 Agency Mortgage-Backed Securities GNMI SP 783003 X 2035-11-15 6.000000 144344.05 166108.00 Agency Mortgage-Backed Securities GNMI JP 783145 X 2021-04-15 5.000000 6.65 6.72 Agency Mortgage-Backed Securities GNMI JP 783244 X 2024-02-15 6.000000 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149972.76 165001.31 Agency Mortgage-Backed Securities GNMI SF 638863 X 2034-11-15 5.860000 168761.14 185268.77 Agency Mortgage-Backed Securities GNMI SF 643799 X 2025-06-15 5.500000 166161.31 179049.04 Agency Mortgage-Backed Securities GNMI SF 645664 X 2035-06-15 5.860000 188912.96 208030.30 Agency Mortgage-Backed Securities GNMI SF 645672 X 2035-07-15 5.860000 350341.94 390572.95 Agency Mortgage-Backed Securities GNMI SF 647831 X 2035-09-15 7.000000 5934.64 6243.70 Agency Mortgage-Backed Securities GNMI SF 667241 X 2037-05-15 5.290000 67963.42 73230.00 Agency Mortgage-Backed Securities GNMI SF 674309 X 2024-05-15 4.000000 56240.11 58721.55 Agency Mortgage-Backed Securities GNMI SF 680628 X 2037-12-15 6.000000 4234.95 4699.28 Agency Mortgage-Backed Securities GNMI SF 687809 X 2023-08-15 5.000000 168574.60 175644.58 Agency Mortgage-Backed Securities GNMI SF 696489 X 2038-08-15 6.000000 36751.34 41257.54 Agency Mortgage-Backed Securities GNMI SF 704015 X 2023-11-15 6.000000 55440.37 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4.399000 233318.32 237037.10 Agency Mortgage-Backed Securities GNHA ML AX3178 H 2069-08-20 4.222000 2749784.66 2879340.92 Agency Mortgage-Backed Securities GNMI SP 781169 X 2020-12-15 9.500000 53.50 54.05 Agency Mortgage-Backed Securities GNMI SP 784665 X 2047-02-15 4.000000 3697.44 3966.77 Agency Mortgage-Backed Securities GNII SF 754412 C 2037-07-20 5.000000 160.13 169.59 Agency Mortgage-Backed Securities GNMI SF 617565 X 2037-06-15 6.000000 1224.02 1401.51 Agency Mortgage-Backed Securities GNMI SF 653532 X 2036-03-15 6.000000 561.14 622.66 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0177 2700000000.00 2700000000.00 0.0323 N Y Y N TREASURY BILL TREASURY BILL 912796RT8 U.S. Treasury Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0210 79786421.60 79786421.60 0.0010 N Y Y N TREASURY BILL TREASURY BILL 912796RY7 U.S. Treasury Debt Y 2020-01-30 2020-01-30 2020-01-30 N N N 0.0208 79697000.00 79697000.00 0.0010 N Y Y N TREASURY BILL TREASURY BILL 912796SH3 U.S. Treasury Debt Y 2020-03-26 2020-03-26 2020-03-26 N N N 0.0190 298137282.00 298137282.00 0.0036 N Y Y N TREASURY BILL TREASURY BILL 912796SH3 U.S. Treasury Debt Y 2020-03-26 2020-03-26 2020-03-26 N N N 0.0190 19875818.80 19875818.80 0.0002 N Y Y N TREASURY BILL TREASURY BILL 912796SH3 U.S. Treasury Debt Y 2020-03-26 2020-03-26 2020-03-26 N N N 0.0190 298137282.00 298137282.00 0.0036 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796SY6 U.S. Treasury Debt Y 2019-12-26 2019-12-26 2019-12-26 N N N 0.0206 149650521.00 149650521.00 0.0018 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796SY6 U.S. Treasury Debt Y 2019-12-26 2019-12-26 2019-12-26 N N N 0.0204 79813611.20 79813611.20 0.0010 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796SY6 U.S. Treasury Debt Y 2019-12-26 2019-12-26 2019-12-26 N N N 0.0206 9976701.40 9976701.40 0.0001 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TA7 U.S. Treasury Debt Y 2020-01-09 2020-01-09 2020-01-09 N N N 0.0211 69795149.90 69795149.90 0.0008 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TA7 U.S. Treasury Debt Y 2020-01-09 2020-01-09 2020-01-09 N N N 0.0212 209385449.70 209385449.70 0.0025 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TB5 U.S. Treasury Debt Y 2020-01-16 2020-01-16 2020-01-16 N N N 0.0206 99677000.00 99677000.00 0.0012 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TC3 U.S. Treasury Debt Y 2020-01-23 2020-01-23 2020-01-23 N N N 0.0205 99650094.00 99650094.00 0.0012 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TC3 U.S. Treasury Debt Y 2020-01-23 2020-01-23 2020-01-23 N N N 0.0205 89685084.60 89685084.60 0.0011 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TE9 U.S. Treasury Debt Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0198 99590687.00 99590687.00 0.0012 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TE9 U.S. Treasury Debt Y 2020-02-06 2020-02-06 2020-02-06 N N N 0.0199 149386030.50 149386030.50 0.0018 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TF6 U.S. Treasury Debt Y 2020-02-13 2020-02-13 2020-02-13 N N N 0.0193 69693430.80 69693430.80 0.0008 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TG4 U.S. Treasury Debt Y 2020-02-20 2020-02-20 2020-02-20 N N N 0.0188 49767953.50 49767953.50 0.0006 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TK5 U.S. Treasury Debt Y 2020-03-12 2020-03-12 2020-03-12 N N N 0.0186 99442575.00 99442575.00 0.0012 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TK5 U.S. Treasury Debt Y 2020-03-12 2020-03-12 2020-03-12 N N N 0.0187 99442575.00 99442575.00 0.0012 N Y Y N TREASURY BILL TREASURY BILL 912796TL3 U.S. Treasury Debt Y 2020-03-19 2020-03-19 2020-03-19 N N N 0.0190 218720312.80 218720312.80 0.0026 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.010000% 912796TM1 U.S. Treasury Debt Y 2020-04-02 2020-04-02 2020-04-02 N N N 0.0184 64583783.55 64583783.55 0.0008 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.010000% 912796TM1 U.S. Treasury Debt Y 2020-04-02 2020-04-02 2020-04-02 N N N 0.0187 144071517.15 144071517.15 0.0017 N Y Y N TREASURY BILL TREASURY BILL 912796TQ2 U.S. Treasury Debt Y 2020-04-09 2020-04-09 2020-04-09 N N N 0.0173 134087849.55 134087849.55 0.0016 N Y Y N TREASURY BILL TREASURY BILL 912796TQ2 U.S. Treasury Debt Y 2020-04-09 2020-04-09 2020-04-09 N N N 0.0167 24831083.25 24831083.25 0.0003 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796TR0 U.S. Treasury Debt Y 2020-04-16 2020-04-16 2020-04-16 N N N 0.0166 74470818.75 74470818.75 0.0009 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796WK1 U.S. Treasury Debt Y 2019-12-24 2019-12-24 2019-12-24 N N N 0.0171 199551708.00 199551708.00 0.0024 N Y Y N US TREASURY N/B US TREASURY N/B 2.250000% 9128283Y4 U.S. Treasury Debt Y 2020-02-29 2020-02-29 2020-02-29 N N N 0.0206 50099609.50 50099609.50 0.0006 N Y Y N US TREASURY N/B US TREASURY N/B 2.250000% 9128284C1 U.S. Treasury Debt Y 2020-03-31 2020-03-31 2020-03-31 N N N 0.0204 100265625.00 100265625.00 0.0012 N Y Y N US TREASURY N/B US TREASURY N/B 2.250000% 9128284C1 U.S. Treasury Debt Y 2020-03-31 2020-03-31 2020-03-31 N N N 0.0186 130345312.50 130345312.50 0.0016 N Y Y N US TREASURY N/B US TREASURY N/B 2.375000% 9128284J6 U.S. Treasury Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0204 100371094.00 100371094.00 0.0012 N Y Y N US TREASURY N/B US TREASURY N/B 2.375000% 9128284J6 U.S. Treasury Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0204 80296875.20 80296875.20 0.0010 N Y Y N US TREASURY N/B US TREASURY N/B 2.375000% 9128284J6 U.S. Treasury Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0169 90333984.60 90333984.60 0.0011 N Y Y N US TREASURY N/B US TREASURY N/B 2.500000% 9128284Q0 U.S. Treasury Debt Y 2020-05-31 2020-05-31 2020-05-31 N N N 0.0205 130665234.70 130665234.70 0.0016 N Y Y N US TREASURY N/B US TREASURY N/B 2.500000% 9128284Q0 U.S. Treasury Debt Y 2020-05-31 2020-05-31 2020-05-31 N N N 0.0169 90460547.10 90460547.10 0.0011 N Y Y N US TREASURY N/B US TREASURY N/B 2.750000% 9128285B2 U.S. Treasury Debt Y 2020-09-30 2020-09-30 2020-09-30 N N N 0.0165 20203125.00 20203125.00 0.0002 N Y Y N US TREASURY N/B US TREASURY N/B 2.750000% 9128285B2 U.S. Treasury Debt Y 2020-09-30 2020-09-30 2020-09-30 N N N 0.0165 91783807.03 91783807.03 0.0011 N Y Y N US TREASURY N/B US TREASURY N/B 2.875000% 9128285G1 U.S. Treasury Debt Y 2020-10-31 2020-10-31 2020-10-31 N N N 0.0167 151845703.50 151845703.50 0.0018 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.681743% 9128285H9 U.S. Treasury Debt Y 2019-11-01 2020-10-31 2020-10-31 N N N 0.0171 99884623.00 99884623.00 0.0012 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.681743% 9128285H9 U.S. Treasury Debt Y 2019-11-01 2020-10-31 2020-10-31 N N N 0.0181 399538492.00 399538492.00 0.0048 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.751743% 9128285Y2 U.S. Treasury Debt Y 2019-11-01 2021-01-31 2021-01-31 N N N 0.0177 104881589.40 104881589.40 0.0013 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.751743% 9128285Y2 U.S. Treasury Debt Y 2019-11-01 2021-01-31 2021-01-31 N N N 0.0178 99887228.00 99887228.00 0.0012 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.751743% 9128285Y2 U.S. Treasury Debt Y 2019-11-01 2021-01-31 2021-01-31 N N N 0.0178 104881589.40 104881589.40 0.0013 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.751743% 9128285Y2 U.S. Treasury Debt Y 2019-11-01 2021-01-31 2021-01-31 N N N 0.0180 149830842.00 149830842.00 0.0018 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.751743% 9128285Y2 U.S. Treasury Debt Y 2019-11-01 2021-01-31 2021-01-31 N N N 0.0181 149830842.00 149830842.00 0.0018 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.751743% 9128285Y2 U.S. Treasury Debt Y 2019-11-01 2021-01-31 2021-01-31 N N N 0.0184 79909782.40 79909782.40 0.0010 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.751743% 9128285Y2 U.S. Treasury Debt Y 2019-11-01 2021-01-31 2021-01-31 N N N 0.0184 299661684.00 299661684.00 0.0036 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 1.751743% 9128285Y2 U.S. Treasury Debt Y 2019-11-01 2021-01-31 2021-01-31 N N N 0.0185 129853396.40 129853396.40 0.0016 N Y Y N US TREASURY FRN US TREASURY FRN 1.775743% 9128286Q8 U.S. Treasury Debt Y 2019-11-01 2021-04-30 2021-04-30 N N N 0.0180 149807352.00 149807352.00 0.0018 N Y Y N US TREASURY FRN US TREASURY FRN 1.775743% 9128286Q8 U.S. Treasury Debt Y 2019-11-01 2021-04-30 2021-04-30 N N N 0.0180 42944774.24 42944774.24 0.0005 N Y Y N US TREASURY FRN US TREASURY FRN 1.775743% 9128286Q8 U.S. Treasury Debt Y 2019-11-01 2021-04-30 2021-04-30 N N N 0.0180 96875420.96 96875420.96 0.0012 N Y Y N US TREASURY FRN US TREASURY FRN 1.775743% 9128286Q8 U.S. Treasury Debt Y 2019-11-01 2021-04-30 2021-04-30 N N N 0.0180 299614704.00 299614704.00 0.0036 N Y Y N US TREASURY FRN US TREASURY FRN 1.775743% 9128286Q8 U.S. Treasury Debt Y 2019-11-01 2021-04-30 2021-04-30 N N N 0.0180 99871568.00 99871568.00 0.0012 N Y Y N US TREASURY FRN US TREASURY FRN 1.775743% 9128286Q8 U.S. Treasury Debt Y 2019-11-01 2021-04-30 2021-04-30 N N N 0.0187 79897254.40 79897254.40 0.0010 N Y Y N US TREASURY FRN US TREASURY FRN 1.856743% 9128287G9 U.S. Treasury Debt Y 2019-11-01 2021-07-31 2021-07-31 N N N 0.0188 49992374.00 49992374.00 0.0006 N Y Y N US TREASURY FRN US TREASURY FRN 1.856743% 9128287G9 U.S. Treasury Debt Y 2019-11-01 2021-07-31 2021-07-31 N N N 0.0191 22996492.04 22996492.04 0.0003 N Y Y N US TREASURY FRN US TREASURY FRN 1.856743% 9128287G9 U.S. Treasury Debt Y 2019-11-01 2021-07-31 2021-07-31 N N N 0.0190 46992831.56 46992831.56 0.0006 N Y Y N US TREASURY FRN US TREASURY FRN 1.856743% 9128287G9 U.S. Treasury Debt Y 2019-11-01 2021-07-31 2021-07-31 N N N 0.0195 16997.41 16997.40 0.0000 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828J50 U.S. Treasury Debt Y 2020-02-29 2020-02-29 2020-02-29 N N N 0.0205 99925781.00 99925781.00 0.0012 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828K58 U.S. Treasury Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0210 49943359.50 49943359.50 0.0006 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828K58 U.S. Treasury Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0208 99886719.00 99886719.00 0.0012 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828L32 U.S. Treasury Debt Y 2020-08-31 2020-08-31 2020-08-31 N N N 0.0188 149701171.50 149701171.50 0.0018 N Y Y N US TREASURY N/B US TREASURY N/B 3.625000% 912828MP2 U.S. Treasury Debt Y 2020-02-15 2020-02-15 2020-02-15 N N N 0.0208 100546875.00 100546875.00 0.0012 N Y Y N US TREASURY N/B US TREASURY N/B 3.500000% 912828ND8 U.S. Treasury Debt Y 2020-05-15 2020-05-15 2020-05-15 N N N 0.0185 90910547.10 90910547.10 0.0011 N Y Y N US TREASURY N/B US TREASURY N/B 2.625000% 912828PC8 U.S. Treasury Debt Y 2020-11-15 2020-11-15 2020-11-15 N N N 0.0166 151541016.00 151541016.00 0.0018 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828UL2 U.S. Treasury Debt Y 2020-01-31 2020-01-31 2020-01-31 N N N 0.0210 99937500.00 99937500.00 0.0012 N Y Y N US TREASURY N/B US TREASURY N/B 1.250000% 912828UQ1 U.S. Treasury Debt Y 2020-02-29 2020-02-29 2020-02-29 N N N 0.0209 99886719.00 99886719.00 0.0012 N Y Y N US TREASURY N/B US TREASURY N/B 1.250000% 912828UQ1 U.S. Treasury Debt Y 2020-02-29 2020-02-29 2020-02-29 N N N 0.0206 179796094.20 179796094.20 0.0022 N Y Y N US TREASURY N/B US TREASURY N/B 1.250000% 912828UQ1 U.S. Treasury Debt Y 2020-02-29 2020-02-29 2020-02-29 N N N 0.0211 89898047.10 89898047.10 0.0011 N Y Y N US TREASURY N/B US TREASURY N/B 1.125000% 912828UV0 U.S. Treasury Debt Y 2020-03-31 2020-03-31 2020-03-31 N N N 0.0204 124750976.25 124750976.25 0.0015 N Y Y N US TREASURY N/B US TREASURY N/B 1.125000% 912828UV0 U.S. Treasury Debt Y 2020-03-31 2020-03-31 2020-03-31 N N N 0.0192 129741015.30 129741015.30 0.0016 N Y Y N US TREASURY N/B US TREASURY N/B 1.125000% 912828VA5 U.S. Treasury Debt Y 2020-04-30 2020-04-30 2020-04-30 N N N 0.0187 149648437.50 149648437.50 0.0018 N Y Y N US TREASURY N/B US TREASURY N/B 1.375000% 912828VF4 U.S. Treasury Debt Y 2020-05-31 2020-05-31 2020-05-31 N N N 0.0187 119840625.60 119840625.60 0.0014 N Y Y N US TREASURY N/B US TREASURY N/B 1.500000% 912828X21 U.S. Treasury Debt Y 2020-04-15 2020-04-15 2020-04-15 N N N 0.0205 29990625.00 29990625.00 0.0004 N Y Y N US TREASURY N/B US TREASURY N/B 1.500000% 912828X96 U.S. Treasury Debt Y 2020-05-15 2020-05-15 2020-05-15 N N N 0.0202 79962500.00 79962500.00 0.0010 N Y Y N US TREASURY N/B US TREASURY N/B 1.625000% 912828XH8 U.S. Treasury Debt Y 2020-06-30 2020-06-30 2020-06-30 N N N 0.0184 120009374.40 120009374.40 0.0014 N Y Y N US TREASURY N/B US TREASURY N/B 2.625000% 912828Y46 U.S. Treasury Debt Y 2020-07-31 2020-07-31 2020-07-31 N N N 0.0183 70519531.60 70519531.60 0.0008 N Y Y N US TREASURY N/B US TREASURY N/B 2.625000% 912828Y46 U.S. Treasury Debt Y 2020-07-31 2020-07-31 2020-07-31 N N N 0.0180 141039063.20 141039063.20 0.0017 N Y Y N BNP Paribas BNP Paribas 2.020000% 930YEU000 0000753835 930YEU000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 04/15/29 3.8750 2029-04-15 3.875000 52.02 69.44 U.S. Treasuries (including strips) TRIB 01/15/25 2.3750 2025-01-15 2.375000 35524.19 39577.86 U.S. Treasuries (including strips) 8 3/4 TPRN 20 2020-05-15 0.00 33.33 33.05 U.S. Treasuries (including strips) TINT 11/15/20 2020-11-15 0.00 0.30 0.29 U.S. Treasuries (including strips) 2 1/8 TRIB 41 2041-02-15 2.125000 319052.12 421600.68 U.S. Treasuries (including strips) TINT 05/15/20 2020-05-15 0.00 0.17 0.17 U.S. Treasuries (including strips) TINT 02/15/21 2021-02-15 0.00 46.30 45.27 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 533.33 629.89 U.S. Treasuries (including strips) 4 1/2 BOND 36 2036-02-15 4.500000 100.00 136.39 U.S. Treasuries (including strips) TINT 08/15/21 2021-08-15 0.00 5.79 5.62 U.S. Treasuries (including strips) TINT 11/15/21 2021-11-15 0.00 44.40 42.88 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 200.00 278.37 U.S. Treasuries (including strips) 0 3/4 TRIB 42 2042-02-15 0.750000 1589574.00 1650437.67 U.S. Treasuries (including strips) 7 5/8 TPRN 22 2022-11-15 0.00 200.00 190.42 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 0.85 0.79 U.S. Treasuries (including strips) 2 1/4 NOTE K 21 2021-04-30 2.250000 4821733.33 4861271.55 U.S. Treasuries (including strips) 7 5/8 TPRN 25 2025-02-15 0.00 353266.67 323680.58 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 30299.85 27488.33 U.S. Treasuries (including strips) TINT 08/15/25 2025-08-15 0.00 17.41 15.74 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 22782.35 20259.89 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 169866.67 169042.10 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 1072800.00 1072063.93 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 81569600.00 83364120.07 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 2728459.81 2325084.31 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.00 35205300.83 29697079.47 U.S. Treasuries (including strips) 2 3/4 NOTE Z 23 2023-05-31 2.750000 8594300.00 9022269.51 U.S. Treasuries (including strips) 2 7/8 NOTE AT 21 2021-11-15 2.875000 18520666.67 19213767.89 U.S. Treasuries (including strips) TREASURY BILL 2019-11-07 0.00 133.33 133.29 U.S. Treasuries (including strips) 1 1/2 NOTE AQ 22 2022-08-15 1.500000 791000.00 790674.57 U.S. Treasuries (including strips) Y 2019-11-19 2019-11-19 2019-11-19 N N N 0.0205 150000000.00 150000000.00 0.0018 N N N Y BNP Paribas BNP Paribas 1.750000% 930YEV008 0000753835 930YEV008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 8 1/8 BOND 21/08 2021-08-15 8.125000 265600.00 299865.77 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 10259700.00 13482929.95 U.S. Treasuries (including strips) 2 1/8 NOTE M 21 2021-06-30 2.125000 23602700.00 23942356.58 U.S. Treasuries (including strips) FNMS 04.000 CIAC4639 2025-10-01 4.000000 358222.94 374872.15 Agency Mortgage-Backed Securities 2 1/4 NOTE N 21 2021-07-31 2.250000 22010300.00 22346529.34 U.S. Treasuries (including strips) FNMS 02.500 CLAS7660 2046-08-01 2.500000 1556510.12 1550476.91 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 2048-10-01 4.000000 1458141.57 1517650.10 Agency Mortgage-Backed Securities 2 1/2 NOTE U 24 2024-01-31 2.500000 4121600.00 4290503.17 U.S. Treasuries (including strips) FNMS 05.500 CL745878 2036-10-01 5.500000 682428.00 771191.79 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 2049-07-01 3.500000 9730417.94 9990214.70 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3800 2039-10-01 3.000000 4777943.95 4882756.11 Agency Mortgage-Backed Securities 1 1/2 NOTE AR 22 2022-09-15 1.500000 1261500.00 1259412.98 U.S. Treasuries (including strips) FNMS 04.000 GLAB1997 2040-12-01 4.000000 35718.90 38200.73 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3095 2047-08-01 3.500000 5803397.92 5911210.22 Agency Mortgage-Backed Securities GNII SF MA6038 M 2049-07-20 3.000000 11381243.51 11698480.50 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0177 100000000.00 100000000.00 0.0012 N Y Y N BNP Paribas BNP Paribas 1.760000% 930YEV009 0000753835 930YEV009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNAR AF 082579 M 2040-07-20 3.750000 1622216.25 1697811.26 Agency Mortgage-Backed Securities TRIB 04/15/28 3.6250 2028-04-15 3.625000 133561.41 170729.50 U.S. Treasuries (including strips) FNMS 07.500 GL252671 2029-07-01 7.500000 8.42 9.44 Agency Mortgage-Backed Securities TINT 11/15/20 2020-11-15 0.00 836716.81 821378.95 U.S. Treasuries (including strips) TINT 11/15/19 2019-11-15 0.00 0.17 0.17 U.S. Treasuries (including strips) TINT 05/15/20 2020-05-15 0.00 34.17 33.87 U.S. Treasuries (including strips) GNII JM 004796 M 2040-09-20 4.500000 301624.08 319333.94 Agency Mortgage-Backed Securities TINT 05/15/21 2021-05-15 0.00 270.20 263.09 U.S. Treasuries (including strips) 8 1/8 BOND 21/08 2021-08-15 8.125000 2158700.00 2437199.67 U.S. Treasuries (including strips) 8 1/8 BOND 21/08 2021-08-15 8.125000 8600.00 9709.51 U.S. Treasuries (including strips) 3 1/8 NOTE C 21 2021-05-15 3.125000 26498200.00 27450233.23 U.S. Treasuries (including strips) GNII SF 005082 M 2041-06-20 4.500000 3953986.39 4287955.90 Agency Mortgage-Backed Securities GNII SF 005233 M 2041-11-20 4.000000 18354807.13 19603158.35 Agency Mortgage-Backed Securities GNAR AF 082980 M 2041-11-20 4.125000 319742.17 331268.21 Agency Mortgage-Backed Securities GNAR AT 083051 M 2042-03-20 4.000000 94.91 98.02 Agency Mortgage-Backed Securities FNMS 06.000 CI976946 2023-02-01 6.000000 44.67 46.55 Agency Mortgage-Backed Securities GNII JM 004674 M 2040-04-20 5.000000 70.35 74.67 Agency Mortgage-Backed Securities GNAR AF 082959 M 2041-10-20 4.125000 216.62 225.01 Agency Mortgage-Backed Securities 7 1/8 TPRN 23 2023-02-15 0.00 11300.00 10711.50 U.S. Treasuries (including strips) TINT 02/15/23 2023-02-15 0.00 4.91 4.65 U.S. Treasuries (including strips) 1 3/4 NOTE C 23 2023-05-15 1.750000 18259200.00 18470946.19 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 45.57 42.33 U.S. Treasuries (including strips) 6.25 FMPR GB 32 A 2032-07-15 0.00 83000.00 61448.22 Agency Mortgage-Backed Securities GNAR AF 082906 M 2041-08-20 3.750000 200.80 209.50 Agency Mortgage-Backed Securities GNAR AF 082906 M 2041-08-20 3.750000 100.59 104.95 Agency Mortgage-Backed Securities GNAR AF MA1390 M 2043-10-20 4.000000 93918.65 96869.31 Agency Mortgage-Backed Securities GNAR AF 082932 M 2041-09-20 3.750000 302714.88 315904.42 Agency Mortgage-Backed Securities TINT 05/15/25 2025-05-15 0.00 0.04 0.04 U.S. Treasuries (including strips) 1 7/8 NOTE P 22 2022-08-31 1.875000 100.00 100.98 U.S. Treasuries (including strips) TINT 08/15/25 2025-08-15 0.00 246.85 223.08 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 356272.40 319957.55 U.S. Treasuries (including strips) GNAR AF MA3322 M 2045-12-20 3.000000 346.81 352.12 Agency Mortgage-Backed Securities FNMS 07.000 NP889809 2037-10-01 7.000000 30.61 33.70 Agency Mortgage-Backed Securities GNII JM 004850 M 2040-11-20 4.500000 813.73 861.76 Agency Mortgage-Backed Securities 1 3/8 NOTE Y 21 2021-04-30 1.375000 4400.00 4379.01 U.S. Treasuries (including strips) GNMI SP 783236 X 2033-12-15 6.500000 265.88 301.46 Agency Mortgage-Backed Securities GNAR AF MA4396 M 2047-04-20 3.000000 432719.29 441084.91 Agency Mortgage-Backed Securities 1 7/8 NOTE AB 22 2022-07-31 1.875000 100.00 101.09 U.S. Treasuries (including strips) GNAR AF MA4465 M 2047-05-20 3.000000 2729866.54 2782161.68 Agency Mortgage-Backed Securities FNMS 06.000 CL880287 2036-03-01 6.000000 83.35 94.21 Agency Mortgage-Backed Securities FNAR XX.XXX HY464763 2025-03-01 5.570000 2598.10 2976.53 Agency Mortgage-Backed Securities GNAR AT MA4920 M 2047-12-20 2.500000 560435.87 565620.96 Agency Mortgage-Backed Securities 3 BOND 48 2048-02-15 3.000000 5520100.00 6388396.13 U.S. Treasuries (including strips) GNII SF MA5077 M 2048-03-20 3.500000 69512049.13 72203517.06 Agency Mortgage-Backed Securities GNAR AF MA4732 M 2047-08-20 3.000000 2100971.83 2139383.20 Agency Mortgage-Backed Securities GNAR AT MA4856 M 2047-11-20 2.500000 410.69 414.97 Agency Mortgage-Backed Securities GNAR AT MA3059 M 2045-07-20 4.000000 287202.25 289992.20 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 2048-07-01 4.500000 49924053.40 52656147.22 Agency Mortgage-Backed Securities GNAR WK 784495 M 2043-05-20 3.936000 1829.84 1908.64 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3444 2048-08-01 4.500000 786.56 831.56 Agency Mortgage-Backed Securities 0 3/4 TRIN D 28 2028-07-15 0.750000 27347998.98 28664561.37 U.S. Treasuries (including strips) 3.98 FCOR 21-38 I 2038-04-05 3.980000 11000.00 11156.68 Agency Mortgage-Backed Securities GNAR AF BG8677 C 2048-05-20 3.500000 355.29 363.24 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3522 2048-11-01 4.500000 8401795.90 8867213.39 Agency Mortgage-Backed Securities GNAR AF MA5478 M 2048-09-20 3.500000 1671959.87 1711918.79 Agency Mortgage-Backed Securities GNAR AF MA5478 M 2048-09-20 3.500000 3356993.54 3437223.82 Agency Mortgage-Backed Securities GNII SF MA5527 M 2048-10-20 3.500000 21258208.39 22081314.41 Agency Mortgage-Backed Securities GNII SF MA5528 M 2048-10-20 4.000000 39674469.46 41427177.32 Agency Mortgage-Backed Securities GNAR AT MA3829 M 2046-07-20 2.500000 56966.81 58527.30 Agency Mortgage-Backed Securities GNII FS MA5177 M 2048-05-20 3.500000 328512.68 331597.23 Agency Mortgage-Backed Securities GNII FS MA5249 M 2048-06-20 3.500000 130085.28 131214.35 Agency Mortgage-Backed Securities TREASURY BILL 2019-11-07 0.00 500.00 499.84 U.S. Treasuries (including strips) GNII SF MA5710 M 2049-01-20 4.000000 6412.77 6685.97 Agency Mortgage-Backed Securities GNAR AF MA3949 M 2046-09-20 3.000000 708324.64 720992.09 Agency Mortgage-Backed Securities GNAR AT MA3962 M 2046-09-20 2.500000 76089.27 78386.32 Agency Mortgage-Backed Securities 3 BOND 49 2049-02-15 3.000000 33980600.00 39499293.21 U.S. Treasuries (including strips) GNII SF MA5929 M 2049-04-20 3.000000 29419455.30 30235452.93 Agency Mortgage-Backed Securities 04.000 FGPC V85440 G 2049-04-01 4.000000 41582020.72 44027926.00 Agency Mortgage-Backed Securities GNII SF MA5985 M 2049-06-20 3.500000 140745.43 146206.00 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3746 2049-08-01 4.000000 6349488.66 6608155.54 Agency Mortgage-Backed Securities TREASURY BILL 2020-02-06 0.00 19361000.00 19278522.14 U.S. Treasuries (including strips) 3.54 FHOR 21-36 AX 2036-05-28 3.540000 220000.00 225026.27 Agency Mortgage-Backed Securities TREASURY BILL 2020-03-12 0.00 481000.00 478181.34 U.S. Treasuries (including strips) FNMS 02.500 CLAS8270 2046-11-01 2.500000 166360.82 165715.49 Agency Mortgage-Backed Securities GNAR AT AY3106 C 2047-02-20 2.000000 5686.32 5809.64 Agency Mortgage-Backed Securities FNMS 04.500 CIAE6525 2025-11-01 4.500000 233.65 241.50 Agency Mortgage-Backed Securities GNAR AF MA3185 M 2045-10-20 3.000000 256.25 260.14 Agency Mortgage-Backed Securities GNAR FT MA6058 M 2049-05-20 4.000000 995.82 1030.97 Agency Mortgage-Backed Securities Y 2019-12-17 2019-12-17 2019-12-17 N N N 0.0178 450000000.00 450000000.00 0.0054 N N N Y BNP Paribas BNP Paribas 2.020000% 930YEV010 0000753835 930YEV010 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNII JM 004593 M 2039-12-20 5.000000 37.77 40.12 Agency Mortgage-Backed Securities TRIB 02/15/40 2.1250 2040-02-15 2.125000 5071856.33 6641425.10 U.S. Treasuries (including strips) 3 5/8 NOTE B 21 2021-02-15 3.625000 4882700.00 5039688.17 U.S. Treasuries (including strips) FNMS 06.000 CL888743 2036-01-01 6.000000 53.57 61.89 Agency Mortgage-Backed Securities GNAR AF 082713 M 2041-01-20 4.000000 737.86 770.35 Agency Mortgage-Backed Securities 7 5/8 BOND 25 2025-02-15 7.625000 25759400.00 33898197.93 U.S. Treasuries (including strips) 2 5/8 NOTE E 20 2020-08-15 2.625000 2445700.00 2477214.13 U.S. Treasuries (including strips) 3 1/8 BOND 41 2041-11-15 3.125000 2607900.00 3061130.13 U.S. Treasuries (including strips) GNAR AF 082980 M 2041-11-20 4.125000 1620786.42 1679212.39 Agency Mortgage-Backed Securities GNAR AF 082980 M 2041-11-20 4.125000 468.02 484.89 Agency Mortgage-Backed Securities GNAR AF 082980 M 2041-11-20 4.125000 119.65 123.97 Agency Mortgage-Backed Securities 4 3/8 BOND 41 2041-05-15 4.375000 1672000.00 2336248.33 U.S. Treasuries (including strips) 0 3/4 TRIB 42 2042-02-15 0.750000 56769932.30 58943612.89 U.S. Treasuries (including strips) GNAR AT 083051 M 2042-03-20 4.000000 2759669.18 2850239.37 Agency Mortgage-Backed Securities GNII SF 004853 M 2040-11-20 4.000000 210258.52 224391.94 Agency Mortgage-Backed Securities GNII JM 004674 M 2040-04-20 5.000000 168031.68 178355.17 Agency Mortgage-Backed Securities GNII JM 004768 M 2040-08-20 5.000000 51.68 54.77 Agency Mortgage-Backed Securities GNAR AF 082959 M 2041-10-20 4.125000 1438234.10 1493984.25 Agency Mortgage-Backed Securities GNAR AF 082959 M 2041-10-20 4.125000 1133.34 1177.28 Agency Mortgage-Backed Securities GNMI JP 783453 X 2026-10-15 3.000000 366.08 374.93 Agency Mortgage-Backed Securities GNII SF 004801 M 2040-09-20 4.500000 4567570.81 4954124.33 Agency Mortgage-Backed Securities GNAR AS 082915 M 2041-08-20 4.000000 88.58 91.75 Agency Mortgage-Backed Securities GNAR AS 082914 M 2041-08-20 4.000000 58.09 58.04 Agency Mortgage-Backed Securities GNAR AF 082538 M 2040-05-20 3.875000 123.15 128.97 Agency Mortgage-Backed Securities GNAR AF 082538 M 2040-05-20 3.875000 4454263.82 4664600.96 Agency Mortgage-Backed Securities GNAR AF MA1633 M 2043-11-20 4.125000 503199.07 517645.37 Agency Mortgage-Backed Securities GNII SF MA2446 M 2044-12-20 4.000000 5534402.71 5897637.86 Agency Mortgage-Backed Securities GNAR AF 082906 M 2041-08-20 3.750000 368.29 384.25 Agency Mortgage-Backed Securities GNAR AT MA2466 M 2044-12-20 4.000000 140.27 145.90 Agency Mortgage-Backed Securities GNAR AF MA1634 M 2043-12-20 4.125000 1442885.74 1484312.31 Agency Mortgage-Backed Securities GNAR AF 082932 M 2041-09-20 3.750000 1418840.13 1480660.17 Agency Mortgage-Backed Securities GNAR AF 082932 M 2041-09-20 3.750000 239170.20 249591.04 Agency Mortgage-Backed Securities TINT 05/15/25 2025-05-15 0.00 0.04 0.04 U.S. Treasuries (including strips) GNAR AT MA3057 M 2045-08-20 3.000000 871726.95 892139.02 Agency Mortgage-Backed Securities GNAR AF AM5804 C 2045-05-20 2.500000 80782.07 83000.91 Agency Mortgage-Backed Securities TINT 08/15/25 2025-08-15 0.00 16.07 14.52 U.S. Treasuries (including strips) FMAR 1Q0345 G 2037-07-01 3.824000 97.35 100.15 Agency Mortgage-Backed Securities GNAR AF MA3610 M 2046-04-20 3.000000 381.12 387.06 Agency Mortgage-Backed Securities GNII SF MA4003 M 2046-10-20 3.000000 893623.88 922185.59 Agency Mortgage-Backed Securities 2 7/8 BOND 46 2046-11-15 2.875000 1364000.00 1549521.90 U.S. Treasuries (including strips) GNAR AF AJ1971 C 2044-08-20 2.500000 199317.40 199387.14 Agency Mortgage-Backed Securities GNII SF MA4322 M 2047-03-20 4.000000 71740539.00 75444303.75 Agency Mortgage-Backed Securities 1 7/8 NOTE Y 22 2022-04-30 1.875000 25807400.00 25949598.77 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 64800.00 65764.22 U.S. Treasuries (including strips) FMAR 1L1234 G 2036-01-01 4.952000 201.10 212.85 Agency Mortgage-Backed Securities 2 1/8 NOTE N 24 2024-07-31 2.125000 273900.00 281159.31 U.S. Treasuries (including strips) GNAR AF MA4665 M 2047-07-20 3.000000 46716.11 47576.80 Agency Mortgage-Backed Securities 1 7/8 NOTE P 24 2024-08-31 1.875000 100.00 101.33 U.S. Treasuries (including strips) GNAR AF MA2842 M 2045-05-20 3.500000 585140.37 602101.51 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 2048-01-01 3.500000 36610578.14 37936556.33 Agency Mortgage-Backed Securities GNAR AF AO6660 C 2045-02-20 2.500000 604446.01 627781.79 Agency Mortgage-Backed Securities FNAR XX.XXX HY464763 2025-03-01 5.570000 4046.40 4635.79 Agency Mortgage-Backed Securities GNAR AF MA4082 M 2046-11-20 3.000000 467015.62 476048.95 Agency Mortgage-Backed Securities GNII SF MA5077 M 2048-03-20 3.500000 36852.13 38279.03 Agency Mortgage-Backed Securities FMAR 1Q0293 G 2037-08-01 4.886000 92.03 98.21 Agency Mortgage-Backed Securities GNAR AF MA4732 M 2047-08-20 3.000000 1676.03 1706.68 Agency Mortgage-Backed Securities GNAR AT MA4856 M 2047-11-20 2.500000 401.47 405.66 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3306 2048-03-01 4.000000 415191.33 436603.67 Agency Mortgage-Backed Securities GNAR FB MA2024 M 2044-05-20 4.125000 284911.97 287133.12 Agency Mortgage-Backed Securities GNII SF MA5191 M 2048-05-20 3.500000 1215435.89 1262496.89 Agency Mortgage-Backed Securities GNAR AF BE5858 C 2048-04-20 3.000000 2943.45 2990.01 Agency Mortgage-Backed Securities 3.98 FCOR 21-38 I 2038-04-05 3.980000 7000.00 7099.71 Agency Mortgage-Backed Securities GNAR AF MA5205 M 2048-05-20 4.000000 922338.55 950198.91 Agency Mortgage-Backed Securities GNAR AF BB4944 C 2047-05-20 2.500000 369216.64 369007.62 Agency Mortgage-Backed Securities GNAR AF BB4981 C 2047-08-20 2.500000 3049334.01 3070971.75 Agency Mortgage-Backed Securities GNAR AF BG8677 C 2048-05-20 3.500000 355.29 363.24 Agency Mortgage-Backed Securities GNAR AF AM5806 C 2045-02-20 3.000000 108625.64 108989.39 Agency Mortgage-Backed Securities GNAR AF AM5806 C 2045-02-20 3.000000 71644.76 71884.68 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3522 2048-11-01 4.500000 116242.98 122682.26 Agency Mortgage-Backed Securities GNAR AF MA5478 M 2048-09-20 3.500000 756.41 774.49 Agency Mortgage-Backed Securities GNAR AS 082937 M 2041-09-20 4.000000 769.60 795.61 Agency Mortgage-Backed Securities FNMS 03.000 CIAS1404 2029-01-01 3.000000 15144.01 15574.14 Agency Mortgage-Backed Securities GNII SF MA5594 M 2048-11-20 3.500000 217845.97 226280.84 Agency Mortgage-Backed Securities 2 7/8 NOTE AT 21 2021-11-15 2.875000 3702300.00 3840851.64 U.S. Treasuries (including strips) GNAR AF MA5341 M 2048-06-20 3.500000 2274209.39 2328134.18 Agency Mortgage-Backed Securities GNAR AF MA5410 M 2048-08-20 4.000000 1533134.04 1580998.82 Agency Mortgage-Backed Securities GNII SF MA5652 M 2048-12-20 4.500000 10113190.55 10648026.63 Agency Mortgage-Backed Securities TREASURY BILL 2019-11-07 0.00 300.00 299.90 U.S. Treasuries (including strips) FNMS 05.000 CLBK1637 2048-02-01 5.000000 1637424.89 1760899.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8974 2048-07-01 4.500000 2738884.98 2924910.05 Agency Mortgage-Backed Securities 3.93 FHOR 23-33 BI 2033-07-11 3.930000 590000.00 632062.38 Agency Mortgage-Backed Securities GNAR AF MA5608 M 2048-11-20 4.000000 741.58 765.18 Agency Mortgage-Backed Securities 3 BOND 49 2049-02-15 3.000000 8300.00 9647.98 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 2029-01-15 0.875000 81914547.33 86754708.76 U.S. Treasuries (including strips) GNII SF MA5817 M 2049-03-20 4.000000 55026589.68 57370844.68 Agency Mortgage-Backed Securities 2 1/4 NOTE AL 22 2022-04-15 2.250000 600.00 609.19 U.S. Treasuries (including strips) 2 1/4 NOTE Y 24 2024-04-30 2.250000 100.00 102.60 U.S. Treasuries (including strips) GNAR AF MA4466 M 2047-04-20 3.500000 717.31 735.10 Agency Mortgage-Backed Securities GNII SF MA5985 M 2049-06-20 3.500000 4729389.87 4912878.11 Agency Mortgage-Backed Securities TREASURY BILL 2020-01-23 0.00 30769700.00 30656775.20 U.S. Treasuries (including strips) 3.90 FHOR 21-36 AT 2036-02-25 3.900000 10000.00 10166.92 Agency Mortgage-Backed Securities GNAR AF MA4335 M 2047-03-20 3.000000 587.41 598.91 Agency Mortgage-Backed Securities GNAR AF MA5723 M 2049-01-20 4.000000 1530.58 1580.96 Agency Mortgage-Backed Securities GNAR AF MA5775 M 2049-02-20 4.000000 890.46 920.31 Agency Mortgage-Backed Securities GNAR AF MA5828 M 2049-03-20 4.000000 978.51 1012.83 Agency Mortgage-Backed Securities 1 1/2 NOTE AR 22 2022-09-15 1.500000 69389000.00 69274203.14 U.S. Treasuries (including strips) 1 1/2 NOTE AD 24 2024-09-30 1.500000 400000.00 397760.20 U.S. Treasuries (including strips) GNAR AF MA6051 M 2049-07-20 3.500000 4091.02 4208.98 Agency Mortgage-Backed Securities Y 2019-12-13 2019-12-13 2019-12-13 N N N 0.0205 550000000.00 550000000.00 0.0066 N N N Y Bank of Montreal Repo Bank of Montreal Repo 1.840000% 930YEZ009 930YEZ009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. 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912252.91 1003493.00 Agency Mortgage-Backed Securities GNMI SF 711622 X 2042-01-15 3.500000 13109107.96 13857067.05 Agency Mortgage-Backed Securities GNHA AL BE0735 H 2067-12-20 5.453000 8365449.32 9147524.26 Agency Mortgage-Backed Securities GNHF RF AH1041 H 2065-03-20 4.643000 5092070.28 5519835.72 Agency Mortgage-Backed Securities GNHF RF AY4782 H 2067-04-20 4.637000 6706909.04 7497287.16 Agency Mortgage-Backed Securities 03.000 FGPC V61822 G 2032-11-01 3.000000 13241399.08 13663583.43 Agency Mortgage-Backed Securities FNMS 04.000 CLAB4603 2042-03-01 4.000000 8453787.72 9051337.13 Agency Mortgage-Backed Securities 04.500 FGPC V85210 G 2049-02-01 4.500000 4831041.38 5164837.35 Agency Mortgage-Backed Securities 04.500 FGPC Q50953 G 2047-09-01 4.500000 4012790.50 4340964.53 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3925 2049-01-01 4.500000 3979069.82 4362711.84 Agency Mortgage-Backed Securities GNHF RF BE1020 H 2067-11-20 4.510000 9507558.87 10465968.87 Agency Mortgage-Backed Securities 04.000 FGPC Q61461 G 2049-02-01 4.000000 11218597.19 11970526.16 Agency Mortgage-Backed Securities 03.500 FGPC Q54545 G 2048-02-01 3.500000 10596663.28 11129394.04 Agency Mortgage-Backed Securities GNHF RF 771832 H 2065-04-20 4.588000 4948745.49 5378187.18 Agency Mortgage-Backed Securities GNHA AL BK5132 H 2069-07-20 3.735000 4397612.23 4704542.48 Agency Mortgage-Backed Securities GNHF RF AR6646 H 2066-12-20 4.515000 6333511.84 6982557.99 Agency Mortgage-Backed Securities GNHF RF AR6536 H 2066-03-20 4.530000 4818857.82 5274385.25 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4116 2049-09-01 4.000000 4316170.24 4652465.60 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4175 2049-09-01 4.000000 9039286.08 9812264.56 Agency Mortgage-Backed Securities GNMI SF BL2071 X 2049-02-15 4.500000 4597728.97 4899431.94 Agency Mortgage-Backed Securities GNHF RF AK8708 H 2064-11-20 4.560000 4320454.93 4667864.15 Agency Mortgage-Backed Securities Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0187 200000000.00 200000000.00 0.0024 N N Y Y Bank of Montreal Repo Bank of Montreal Repo 1.840000% 930YEZ010 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 06.000 CL190361 2035-10-01 6.000000 324.77 374.99 Agency Mortgage-Backed Securities FNMS 07.000 CL888366 2037-04-01 7.000000 53.64 64.75 Agency Mortgage-Backed Securities FNMS 06.000 CT831968 2026-12-01 6.000000 668969.32 741886.53 Agency Mortgage-Backed Securities GNII SP 783523 M 2041-12-20 5.500000 3150490.33 3525999.02 Agency Mortgage-Backed Securities 04.500 FGPC Q01343 G 2041-06-01 4.500000 2575897.23 2801836.90 Agency Mortgage-Backed Securities 2 7/8 BOND 43 2043-05-15 2.875000 1381200.00 1556486.88 U.S. Treasuries (including strips) GNHF RF 798498 H 2063-07-20 4.365000 1691663.95 1802789.78 Agency Mortgage-Backed Securities GNHF RF 771826 H 2065-01-20 4.636000 2489154.38 2696748.75 Agency Mortgage-Backed Securities GNII SF MA3034 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4195570.29 4541717.43 Agency Mortgage-Backed Securities GNHF RF AK0199 H 2064-10-20 4.556000 3195634.49 3424975.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4425 2049-01-01 4.500000 14279506.85 15235705.47 Agency Mortgage-Backed Securities 03.500 FGPC Q56591 G 2048-06-01 3.500000 358741.31 373183.68 Agency Mortgage-Backed Securities 1.40 FCOR 17-20 JZ 2020-04-07 1.400000 400000.00 399827.78 Agency Mortgage-Backed Securities 3.40 FCSB 32 AK 2032-03-22 3.400000 626000.00 707622.82 Agency Mortgage-Backed Securities 2.59 FCSB 32 AW 2032-08-02 2.590000 373000.00 388956.98 Agency Mortgage-Backed Securities FNAR XX.XXX AM462370 2037-06-01 4.753000 641888.05 643287.24 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM4040 2025-07-01 3.750000 935.71 1015.81 Agency Mortgage-Backed Securities FNMS 02.500 CNAS0373 2023-09-01 2.500000 1435626.30 1448854.00 Agency Mortgage-Backed Securities GNHA AL BN9996 H 2069-05-20 3.823000 1170.34 1226.32 Agency Mortgage-Backed Securities 04.000 FGPC 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Mortgage-Backed Securities GNHF RF 798500 H 2063-08-20 4.663000 824371.40 882401.63 Agency Mortgage-Backed Securities GNHF RF AC1003 H 2063-10-20 4.631000 2327075.65 2504325.57 Agency Mortgage-Backed Securities GNHF RF AH1040 H 2065-03-20 4.649000 2317852.75 2519519.91 Agency Mortgage-Backed Securities GNHF RF AH1382 H 2065-01-20 4.551000 2691778.16 2906213.51 Agency Mortgage-Backed Securities GNHF RF AK0192 H 2064-10-20 4.569000 2178107.94 2343732.54 Agency Mortgage-Backed Securities GNMI SF 730925 X 2025-07-15 4.500000 366.19 380.41 Agency Mortgage-Backed Securities Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0187 580000000.00 580000000.00 0.0069 N N N Y Bank of Montreal Repo Bank of Montreal Repo 1.900000% 930YEZ011 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 06.000 CL190361 2035-10-01 6.000000 1925.57 2223.32 Agency Mortgage-Backed Securities FNMS 07.000 CL888366 2037-04-01 7.000000 758.22 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6.000000 53.52 61.52 Agency Mortgage-Backed Securities GNMI SP 784001 X 2034-03-15 8.000000 1385505.69 1596572.86 Agency Mortgage-Backed Securities 03.500 FGPC J29348 G 2029-09-01 3.500000 2268067.79 2358299.33 Agency Mortgage-Backed Securities 03.000 FGPC J27912 G 2029-04-01 3.000000 1533782.01 1582578.77 Agency Mortgage-Backed Securities FNMS 04.000 CLBD7794 2046-08-01 4.000000 1940948.63 2079218.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBE8026 2047-03-01 4.000000 8400675.28 8985616.17 Agency Mortgage-Backed Securities GNMI SF AO9094 X 2045-11-15 4.000000 7154730.60 7674036.85 Agency Mortgage-Backed Securities GNMI SF 710855 X 2039-09-15 5.000000 7948424.90 8945640.47 Agency Mortgage-Backed Securities GNMI SF 711622 X 2042-01-15 3.500000 1582477.01 1672767.52 Agency Mortgage-Backed Securities GNMI SF AA3335 X 2042-09-15 3.000000 350880.04 361864.93 Agency Mortgage-Backed Securities 03.500 FGPC J29283 G 2029-09-01 3.500000 1720203.94 1802285.96 Agency Mortgage-Backed Securities GNII SF MA5530 M 2048-10-20 5.000000 8599598.84 9166723.27 Agency Mortgage-Backed Securities 03.000 FGPC V61822 G 2032-11-01 3.000000 22026281.61 22728560.23 Agency Mortgage-Backed Securities 04.000 FGPC Q59839 G 2048-11-01 4.000000 1923441.42 2052416.29 Agency Mortgage-Backed Securities FNMS 04.500 CLAU7493 2043-09-01 4.500000 5681542.53 6313347.11 Agency Mortgage-Backed Securities TREASURY BILL 2019-12-05 0.00 100.00 99.85 U.S. Treasuries (including strips) GNMI SP 784002 X 2032-08-15 7.500000 735393.62 829475.22 Agency Mortgage-Backed Securities 04.000 FGPC Q05117 G 2041-12-01 4.000000 1614804.32 1728275.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3925 2049-01-01 4.500000 53826.32 59015.99 Agency Mortgage-Backed Securities FNMS 03.000 CIAR7905 2028-03-01 3.000000 1510968.16 1547850.38 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ2468 2047-12-01 3.500000 9653609.53 10097641.25 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3480 2049-05-01 3.500000 2001297.11 2063252.15 Agency Mortgage-Backed Securities GNHF RF BE5468 H 2067-12-20 4.605000 7629952.70 8393860.38 Agency Mortgage-Backed Securities 03.500 FGPC Q54545 G 2048-02-01 3.500000 1187026.33 1246702.23 Agency Mortgage-Backed Securities FNMS 03.500 CLBC7386 2046-04-01 3.500000 1337255.14 1414184.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0891 2048-11-01 4.500000 3051059.20 3252444.37 Agency Mortgage-Backed Securities GNHA AL BK5132 H 2069-07-20 3.735000 8744202.45 9354501.88 Agency Mortgage-Backed Securities 04.000 FGPC G16782 G 2034-04-01 4.000000 1511278.74 1583515.18 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL4060 2031-09-01 2.580000 7970940.00 8088702.67 Agency Mortgage-Backed Securities GNHF RF BM7662 H 2069-05-20 4.543000 1025184.46 1130225.52 Agency Mortgage-Backed Securities GNHA AL BN4396 H 2069-05-20 4.580000 6960552.91 7552641.51 Agency Mortgage-Backed Securities GNHF RF AS5976 H 2066-10-20 4.406000 1858072.46 2036983.06 Agency Mortgage-Backed Securities 04.000 FGPC Q61212 G 2049-01-01 4.000000 9369475.98 9920609.38 Agency Mortgage-Backed Securities FNMS 04.500 CLBD1421 2046-05-01 4.500000 466259.71 492570.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBD8194 2047-04-01 4.000000 16636.15 17799.99 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0046 2030-09-01 3.590000 9650544.00 10705412.80 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL4476 2031-10-01 2.380000 11737000.00 11758987.31 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL4052 2031-10-01 2.550000 1000.00 1011.42 Agency Mortgage-Backed Securities FNMS 04.000 CLBN4354 2049-02-01 4.000000 32020.22 33761.97 Agency Mortgage-Backed Securities FNMS 04.000 CLBO2179 2049-09-01 4.000000 84732.39 91977.70 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4116 2049-09-01 4.000000 12229895.45 13182790.47 Agency Mortgage-Backed Securities GNHF RF BC9762 H 2067-10-20 4.635000 8601633.99 9625596.15 Agency Mortgage-Backed Securities GNMI SF AX5950 X 2047-02-15 4.000000 970354.47 1047644.39 Agency Mortgage-Backed Securities GNMI SF AX6128 X 2047-03-15 4.000000 1958766.75 2114982.75 Agency Mortgage-Backed Securities GNMI SF 730925 X 2025-07-15 4.500000 224.88 233.62 Agency Mortgage-Backed Securities Y 2019-11-04 2019-11-04 2019-11-04 N N N 0.0193 200000000.00 200000000.00 0.0024 N N N N Prudential Insurance NJ Prudential Insurance NJ 1.750000% 931EYU001 931EYU001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 8 TPRN 21 2021-11-15 0.00 50000000.00 48322500.00 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 119000000.00 105904050.00 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.00 49000000.00 43357650.00 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 50000000.00 43860000.00 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 30000000.00 26124750.00 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.00 10000000.00 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U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 63163100.00 68016015.72 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 35354270.00 37082157.50 U.S. Treasuries (including strips) 2 3/4 NOTE AR 21 2021-09-15 2.750000 1680000.00 1721997.10 U.S. Treasuries (including strips) 2 7/8 NOTE AD 23 2023-09-30 2.875000 32742500.00 34467378.48 U.S. Treasuries (including strips) 2 7/8 NOTE AE 23 2023-10-31 2.875000 67366040.00 70803190.08 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 2028-11-15 3.125000 182980.00 207512.54 U.S. Treasuries (including strips) 2 1/2 NOTE AH 22 2022-01-15 2.500000 51451680.00 52866496.06 U.S. Treasuries (including strips) 2 1/2 NOTE AJ 22 2022-02-15 2.500000 2965760.00 3043486.57 U.S. Treasuries (including strips) 2 1/8 NOTE AM 22 2022-05-15 2.125000 4297510.00 4399897.45 U.S. Treasuries (including strips) BILL 10/08/20 2020-10-08 0.00 3290.00 3243.58 U.S. Treasuries (including strips) Y 2019-11-07 2019-11-07 2019-11-07 N N N 0.0167 350000000.00 350000000.00 0.0042 N N Y N MUFG Securities (Canada) MUFG Securities (Canada) 1.700000% 933AEH010 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 4 1/2 BOND 39 2039-08-15 4.500000 42098433.33 59548602.77 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 736566.67 1016986.92 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 6666666.67 7613180.83 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 2023-11-15 2.750000 1666666.67 1765056.79 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 300.00 307.56 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 66563666.67 67081441.20 U.S. Treasuries (including strips) 2 1/8 NOTE J 24 2024-03-31 2.125000 3355666.67 3442772.60 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 3333333.33 3761646.92 U.S. Treasuries (including strips) 2 3/8 NOTE U 23 2023-01-31 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Agency Mortgage-Backed Securities FNMS 04.500 CLAL0919 2041-09-01 4.500000 249675.93 271416.96 Agency Mortgage-Backed Securities GNII SF MA5135 M 2048-04-20 3.000000 8743402.50 8991948.29 Agency Mortgage-Backed Securities GNII SF MA5136 M 2048-04-20 3.500000 8080090.50 8392947.12 Agency Mortgage-Backed Securities 2 5/8 NOTE AN 21 2021-06-15 2.625000 1789500.00 1836171.13 U.S. Treasuries (including strips) 2 7/8 NOTE N 25 2025-07-31 2.875000 30825000.00 33193330.99 U.S. Treasuries (including strips) FNMS 03.500 CLBH8149 2047-11-01 3.500000 2113283.04 2189224.80 Agency Mortgage-Backed Securities 2 1/2 NOTE BL 20 2020-12-31 2.500000 98732400.00 100545322.20 U.S. Treasuries (including strips) GNII SF MA5710 M 2049-01-20 4.000000 867451.77 904407.15 Agency Mortgage-Backed Securities 2 1/2 NOTE U 24 2024-01-31 2.500000 51596200.00 53905645.91 U.S. Treasuries (including strips) FNMS 04.500 CLBN0302 2048-12-01 4.500000 99741424.09 106562440.90 Agency Mortgage-Backed Securities GNII SF MA5763 M 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4.500000 977618.07 1034659.16 Agency Mortgage-Backed Securities GNII SF BQ2327 C 2049-09-20 5.000000 911909.66 973862.77 Agency Mortgage-Backed Securities GNII SF BQ2328 C 2049-09-20 5.000000 1020164.95 1082461.10 Agency Mortgage-Backed Securities GNPL PN AQ2680 2057-03-15 4.300000 530871.76 581720.19 Agency Mortgage-Backed Securities GNMI SF AR0717 X 2046-03-15 4.500000 1106684.38 1214452.20 Agency Mortgage-Backed Securities GNMI SF AR3764 X 2046-02-15 4.500000 387865.76 427915.61 Agency Mortgage-Backed Securities GNHF RF AR6569 H 2066-06-20 4.404000 301323.19 327170.89 Agency Mortgage-Backed Securities GNPL PN AU7412 2058-03-15 3.530000 131466.79 141817.25 Agency Mortgage-Backed Securities GNII SF AU9881 C 2046-09-20 3.500000 563939.10 588044.92 Agency Mortgage-Backed Securities GNMI SF AX6675 X 2047-07-15 4.500000 1279208.15 1378913.47 Agency Mortgage-Backed Securities GNMI SF 758908 X 2043-05-15 3.500000 369496.69 390525.65 Agency Mortgage-Backed Securities GNMI SF 666045 X 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93846723.44 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0620 2049-06-01 3.500000 58624674.41 60341406.81 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2355 2047-10-01 4.000000 81670593.88 85816783.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4230 2047-05-01 3.500000 78234501.15 81414064.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1623 2048-11-01 4.500000 80255033.23 86021437.62 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0018 2047-07-01 4.000000 95100005.52 101855075.10 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1889 2048-06-01 4.000000 94043434.39 99480200.28 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2203 2048-08-01 4.500000 68782961.09 76236420.32 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3502 2049-05-01 4.000000 94777388.27 98835018.88 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3075 2049-02-01 4.000000 68631739.42 73436800.02 Agency Mortgage-Backed Securities FNMS 03.000 CKMA3846 2049-10-01 3.000000 84771109.00 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2020-10-31 1.750000 17433700.00 17446130.23 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 14768300.00 17055424.88 U.S. Treasuries (including strips) 1 1/4 NOTE U 20 2020-01-31 1.250000 16794300.00 16829719.18 U.S. Treasuries (including strips) 1 3/4 NOTE H 22 2022-02-28 1.750000 17696200.00 17787560.04 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 2025-11-15 2.250000 12848800.00 13387073.24 U.S. Treasuries (including strips) 1 1/2 NOTE H 23 2023-02-28 1.500000 15208200.00 15176319.60 U.S. Treasuries (including strips) 1 1/8 NOTE V 21 2021-02-28 1.125000 15082000.00 14997560.44 U.S. Treasuries (including strips) 1 3/8 NOTE Y 21 2021-04-30 1.375000 18750200.00 18660761.55 U.S. Treasuries (including strips) 1 5/8 NOTE K 23 2023-04-30 1.625000 15019600.00 15009687.06 U.S. Treasuries (including strips) 1 1/8 NOTE AA 21 2021-06-30 1.125000 14575000.00 14493674.27 U.S. Treasuries (including strips) 1 1/4 NOTE N 23 2023-07-31 1.250000 16360800.00 16181240.22 U.S. Treasuries (including strips) 1 1/4 NOTE AE 21 2021-10-31 1.250000 13750200.00 13635798.34 U.S. Treasuries (including strips) 2 1/4 NOTE T 23 2023-12-31 2.250000 16821600.00 17349922.39 U.S. Treasuries (including strips) 1 3/4 NOTE Z 22 2022-05-31 1.750000 18856800.00 19046227.38 U.S. Treasuries (including strips) 1 3/4 NOTE AA 22 2022-06-30 1.750000 13455800.00 13576083.88 U.S. Treasuries (including strips) 1 5/8 NOTE AS 20 2020-10-15 1.625000 17900400.00 17906654.09 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 13468000.00 14955393.48 U.S. Treasuries (including strips) 1 3/4 NOTE BK 19 2019-11-30 1.750000 15551200.00 15663099.81 U.S. Treasuries (including strips) 1 7/8 NOTE AU 20 2020-12-15 1.875000 15397200.00 15540034.78 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 17324600.00 18349151.14 U.S. Treasuries (including strips) U.S. Treasury Floating Note 2020-04-30 1.669743 18894000.00 18881152.08 U.S. Treasuries (including strips) 2 5/8 NOTE BF 20 2020-08-31 2.625000 17916500.00 18132555.76 U.S. Treasuries (including strips) TREASURY BILL 2019-12-05 0.00 15043300.00 15020283.75 U.S. Treasuries (including strips) TREASURY BILL 2019-11-14 0.00 19013800.00 19002201.58 U.S. Treasuries (including strips) TREASURY BILL 2020-02-06 0.00 14659600.00 14597150.10 U.S. Treasuries (including strips) BILL 09/10/20 2020-09-10 0.00 13665600.00 13478927.90 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0162 500000000.00 500000000.00 0.0060 N Y Y N GOLDMAN SACHS + CO GOLDMAN SACHS + CO 1.660000% 959JFU008 0001098457 959JFU008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FEPC 04.500 CLZA5705 2048-09-01 4.500000 155310826.04 168939817.00 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4019 2044-09-01 4.500000 1038818.13 1155354.82 Agency Mortgage-Backed Securities FNMS 04.000 CLAS7178 2046-05-01 4.000000 33102343.71 35904828.58 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0168 200000000.00 200000000.00 0.0024 N Y Y N RBS SECURITIES INC RBS SECURITIES INC 1.730000% 0000808379 959JLU001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 01/15/25 2.3750 2025-01-15 2.375000 187217735.42 209450797.92 U.S. Treasuries (including strips) 8 3/4 TPRN 20/08 2020-08-15 0.00 203112.00 200471.54 U.S. Treasuries (including strips) 8 3/4 BOND 20/08 2020-08-15 8.750000 167254256.00 179322724.98 U.S. Treasuries (including strips) TINT 11/15/20 2020-11-15 0.00 1646622.57 1617483.94 U.S. Treasuries (including strips) TINT 11/15/19 2019-11-15 0.00 1236651.32 1235969.92 U.S. Treasuries (including strips) 7 7/8 TPRN 21 2021-02-15 0.00 468.00 458.29 U.S. Treasuries (including strips) TINT 02/15/20 2020-02-15 0.00 726982.76 723605.92 U.S. Treasuries (including strips) TINT 05/15/20 2020-05-15 0.00 1051314.48 1042181.71 U.S. Treasuries (including strips) TINT 08/15/20 2020-08-15 0.00 1125614.76 1110287.26 U.S. Treasuries (including strips) TINT 02/15/21 2021-02-15 0.00 236616.26 231574.91 U.S. Treasuries (including strips) TINT 05/15/21 2021-05-15 0.00 1104262.57 1076640.54 U.S. Treasuries (including strips) 8 1/8 TPRN 21/08 2021-08-15 0.00 524680.00 510100.72 U.S. Treasuries (including strips) TINT 08/15/21 2021-08-15 0.00 86453.26 83993.92 U.S. Treasuries (including strips) TINT 11/15/21 2021-11-15 0.00 561879.65 543752.85 U.S. Treasuries (including strips) TINT 02/15/22 2022-02-15 0.00 156867.75 151309.14 U.S. Treasuries (including strips) TINT 05/15/22 2022-05-15 0.00 1363033.42 1309519.37 U.S. Treasuries (including strips) TINT 08/15/22 2022-08-15 0.00 6033387.75 5774090.85 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 843033.42 803845.02 U.S. Treasuries (including strips) 7 1/8 TPRN 23 2023-02-15 0.00 68640.00 65287.35 U.S. Treasuries (including strips) TINT 02/15/23 2023-02-15 0.00 182524.55 173326.41 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 1237845.71 1170853.50 U.S. Treasuries (including strips) TINT 08/15/23 2023-08-15 0.00 71356.35 67186.93 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.00 1092765.71 1024525.77 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 165476.35 154491.86 U.S. Treasuries (including strips) TINT 05/15/24 2024-05-15 0.00 1074045.71 998516.66 U.S. Treasuries (including strips) TINT 08/15/24 2024-08-15 0.00 584076.35 540645.60 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 1084965.71 999996.62 U.S. Treasuries (including strips) 7 5/8 TPRN 25 2025-02-15 0.00 494000.00 454950.78 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.00 222156.35 203899.10 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 1076054.21 982747.39 U.S. Treasuries (including strips) TINT 08/15/25 2025-08-15 0.00 486299.12 442408.68 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 3343254.21 3022973.80 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.00 107752.13 96978.86 U.S. Treasuries (including strips) 2 3/4 TPRN F 23 2023-11-15 0.00 468000.00 438519.74 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 1144694.20 1025773.07 U.S. Treasuries (including strips) 2 TPRN E 25 2025-08-15 0.00 26000.00 23654.54 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.00 109078.13 97164.62 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 1070854.21 950077.91 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 96074.23 84775.61 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 1084261.11 952473.51 U.S. Treasuries (including strips) 2 1/2 TPRN 46 2046-05-15 0.00 278200.00 153645.97 U.S. Treasuries (including strips) TINT 02/15/37 2037-02-15 0.00 2686320.00 1872617.55 U.S. Treasuries (including strips) TINT 05/15/31 2031-05-15 0.00 1057160.00 850336.16 U.S. Treasuries (including strips) TINT 05/15/34 2034-05-15 0.00 341120.00 254579.56 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 1057741.11 919959.75 U.S. Treasuries (including strips) TINT 05/15/37 2037-05-15 0.00 490360.00 339403.66 U.S. Treasuries (including strips) TINT 02/15/40 2040-02-15 0.00 2454400.00 1568935.93 U.S. Treasuries (including strips) TINT 11/15/40 2040-11-15 0.00 1017120.00 634335.03 U.S. Treasuries (including strips) TINT 05/15/41 2041-05-15 0.00 604240.00 371503.67 U.S. Treasuries (including strips) TINT 08/15/42 2042-08-15 0.00 2615080.00 1555708.48 U.S. Treasuries (including strips) TINT 02/15/43 2043-02-15 0.00 2454920.00 1439027.46 U.S. Treasuries (including strips) 6 3/8 TPRN 27 2027-08-15 0.00 416000.00 366463.14 U.S. Treasuries (including strips) TINT 08/15/31 2031-08-15 0.00 562120.00 449535.23 U.S. Treasuries (including strips) TINT 08/15/32 2032-08-15 0.00 141960.00 110877.15 U.S. Treasuries (including strips) TINT 08/15/27 2027-08-15 0.00 114007.40 99658.88 U.S. Treasuries (including strips) 3 TPRN 47 2047-02-15 0.00 480480.00 261842.38 U.S. Treasuries (including strips) TINT 02/15/34 2034-02-15 0.00 264160.00 198396.31 U.S. Treasuries (including strips) TINT 11/15/30 2030-11-15 0.00 759200.00 618122.42 U.S. Treasuries (including strips) TINT 08/15/28 2028-08-15 0.00 93652.65 80092.40 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 1094345.85 940662.49 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.00 1190545.85 1014222.44 U.S. Treasuries (including strips) TINT 02/15/31 2031-02-15 0.00 104585.00 84608.64 U.S. Treasuries (including strips) TINT 08/15/36 2036-08-15 0.00 1206920.00 850792.91 U.S. Treasuries (including strips) TINT 11/15/35 2035-11-15 0.00 1370200.00 983517.23 U.S. Treasuries (including strips) TINT 08/15/30 2030-08-15 0.00 2135705.00 1748824.17 U.S. Treasuries (including strips) TINT 05/15/42 2042-05-15 0.00 2279680.00 1365149.90 U.S. Treasuries (including strips) TINT 08/15/44 2044-08-15 0.00 3092440.00 1749232.50 U.S. Treasuries (including strips) TINT 11/15/47 2047-11-15 0.00 2150720.00 1131220.65 U.S. Treasuries (including strips) 3 TPRN 47 2047-05-15 0.00 194480.00 105036.90 U.S. Treasuries (including strips) 3 5/8 TPRN B 20 2020-02-15 0.00 31200.00 31013.08 U.S. Treasuries (including strips) TINT 02/15/33 2033-02-15 0.00 812760.00 627177.63 U.S. Treasuries (including strips) TINT 08/15/34 2034-08-15 0.00 79040.00 58612.82 U.S. Treasuries (including strips) TINT 11/15/31 2031-11-15 0.00 1181960.00 939729.12 U.S. Treasuries (including strips) TINT 11/15/32 2032-11-15 0.00 774280.00 601118.47 U.S. Treasuries (including strips) TINT 05/15/36 2036-05-15 0.00 1154920.00 819392.64 U.S. Treasuries (including strips) 4 5/8 TPRN 40 2040-02-15 0.00 563680.00 370313.52 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.00 133172.65 115252.81 U.S. Treasuries (including strips) 5 3/8 TPRN 31 2031-02-15 0.00 520.00 427.74 U.S. Treasuries (including strips) 4 3/8 TPRN 38 2038-02-15 0.00 649480.00 454422.32 U.S. Treasuries (including strips) 2 1/4 TPRN 46 2046-08-15 0.00 1456000.00 799804.10 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 155931571.69 157472054.64 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.00 566280.00 434316.38 U.S. Treasuries (including strips) 2 1/2 TPRN 45 2045-02-15 0.00 104000.00 59123.90 U.S. Treasuries (including strips) TINT 05/15/30 2030-05-15 0.00 810550.00 667496.84 U.S. Treasuries (including strips) 5 TPRN 37 2037-05-15 0.00 322036.00 230975.17 U.S. Treasuries (including strips) 4 1/4 TPRN 40 2040-11-15 0.00 310440.00 198400.65 U.S. Treasuries (including strips) 3 3/4 TPRN 41 2041-08-15 0.00 2997800.00 1867782.29 U.S. Treasuries (including strips) TINT 02/15/35 2035-02-15 0.00 609960.00 446526.71 U.S. Treasuries (including strips) TINT 11/15/34 2034-11-15 0.00 614640.00 452872.90 U.S. Treasuries (including strips) TINT 05/15/35 2035-05-15 0.00 642200.00 467075.27 U.S. Treasuries (including strips) TINT 05/15/39 2039-05-15 0.00 1569880.00 1025624.58 U.S. Treasuries (including strips) TINT 05/15/43 2043-05-15 0.00 1124240.00 654239.10 U.S. Treasuries (including strips) TINT 02/15/48 2048-02-15 0.00 1326000.00 693341.53 U.S. Treasuries (including strips) 3 1/8 TPRN 43 2043-02-15 0.00 299520.00 178425.86 U.S. Treasuries (including strips) 2 7/8 TPRN 43 2043-05-15 0.00 610480.00 361623.32 U.S. Treasuries (including strips) 2 3/4 TPRN 47 2047-11-15 0.00 120120.00 64172.43 U.S. Treasuries (including strips) 6 1/4 TPRN 30 2030-05-15 0.00 45760.00 38229.00 U.S. Treasuries (including strips) 4 1/2 TPRN 36 2036-02-15 0.00 7961148.00 5869690.73 U.S. Treasuries (including strips) 4 1/2 TPRN 38 2038-05-15 0.00 2600.00 1806.90 U.S. Treasuries (including strips) 3 1/2 TPRN 39 2039-02-15 0.00 46800.00 31662.26 U.S. Treasuries (including strips) 4 1/4 TPRN 39 2039-05-15 0.00 46800.00 31474.73 U.S. Treasuries (including strips) 4 3/8 TPRN 39 2039-11-15 0.00 561600.00 371577.59 U.S. Treasuries (including strips) 3 7/8 TPRN 40 2040-08-15 0.00 104000.00 66999.82 U.S. Treasuries (including strips) 4 3/4 TPRN 41 2041-02-15 0.00 142480.00 90663.87 U.S. Treasuries (including strips) 4 3/8 TPRN 41 2041-05-15 0.00 711360.00 447852.34 U.S. Treasuries (including strips) 3 1/8 TPRN 42 2042-02-15 0.00 307840.00 189148.60 U.S. Treasuries (including strips) 3 5/8 TPRN 43 2043-08-15 0.00 46280.00 27243.33 U.S. Treasuries (including strips) 3 3/4 TPRN 43 2043-11-15 0.00 50440.00 29511.19 U.S. Treasuries (including strips) 3 TPRN 45 2045-11-15 0.00 352040.00 197104.38 U.S. Treasuries (including strips) 2 3/4 TPRN 47 2047-08-15 0.00 226200.00 121345.89 U.S. Treasuries (including strips) 3 1/8 TPRN 48 2048-05-15 0.00 405548.00 214319.14 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.00 153920.00 121657.75 U.S. Treasuries (including strips) TINT 08/15/33 2033-08-15 0.00 321360.00 244399.42 U.S. Treasuries (including strips) TINT 08/15/35 2035-08-15 0.00 574600.00 415176.66 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.00 1058590.00 891857.84 U.S. Treasuries (including strips) TINT 02/15/30 2030-02-15 0.00 240825.00 199390.09 U.S. Treasuries (including strips) TINT 08/15/37 2037-08-15 0.00 2156960.00 1482849.61 U.S. Treasuries (including strips) TINT 02/15/38 2038-02-15 0.00 346320.00 234435.78 U.S. Treasuries (including strips) TINT 08/15/38 2038-08-15 0.00 1483560.00 991271.77 U.S. Treasuries (including strips) TINT 02/15/39 2039-02-15 0.00 412880.00 271382.72 U.S. Treasuries (including strips) TINT 08/15/39 2039-08-15 0.00 479960.00 311705.22 U.S. Treasuries (including strips) TINT 08/15/41 2041-08-15 0.00 177840.00 108675.36 U.S. Treasuries (including strips) TINT 02/15/42 2042-02-15 0.00 2428400.00 1463599.11 U.S. Treasuries (including strips) TINT 08/15/43 2043-08-15 0.00 3303560.00 1910118.39 U.S. Treasuries (including strips) TINT 11/15/43 2043-11-15 0.00 3393000.00 1951246.44 U.S. Treasuries (including strips) TINT 02/15/44 2044-02-15 0.00 2906280.00 1661889.37 U.S. Treasuries (including strips) TINT 05/15/44 2044-05-15 0.00 1632800.00 928299.05 U.S. Treasuries (including strips) TINT 11/15/45 2045-11-15 0.00 2459600.00 1351646.12 U.S. Treasuries (including strips) TINT 02/15/46 2046-02-15 0.00 1122680.00 611911.12 U.S. Treasuries (including strips) TINT 05/15/48 2048-05-15 0.00 2150720.00 1119084.14 U.S. Treasuries (including strips) 3 TPRN 48 2048-02-15 0.00 415480.00 220692.18 U.S. Treasuries (including strips) TINT 02/15/29 2029-02-15 0.00 108277.65 91718.64 U.S. Treasuries (including strips) 4 3/4 TPRN 37 2037-02-15 0.00 358280.00 258674.22 U.S. Treasuries (including strips) 4 1/2 TPRN 39 2039-08-15 0.00 43160.00 28858.24 U.S. Treasuries (including strips) 4 3/8 TPRN 40 2040-05-15 0.00 527800.00 343543.43 U.S. Treasuries (including strips) 3 1/8 TPRN 41 2041-11-15 0.00 263640.00 163224.53 U.S. Treasuries (including strips) 3 TPRN 42 2042-05-15 0.00 164840.00 100403.55 U.S. Treasuries (including strips) 2 3/4 TPRN 42 2042-08-15 0.00 205400.00 124170.05 U.S. Treasuries (including strips) 2 3/4 TPRN 42 2042-11-15 0.00 319280.00 191682.30 U.S. Treasuries (including strips) 3 5/8 TPRN 44 2044-02-15 0.00 44200.00 25710.92 U.S. Treasuries (including strips) 3 3/8 TPRN 44 2044-05-15 0.00 44200.00 25567.31 U.S. Treasuries (including strips) 3 TPRN 48 2048-08-15 0.00 288080.00 151256.12 U.S. Treasuries (including strips) 3 3/8 TPRN 48 2048-11-15 0.00 91000.00 47689.10 U.S. Treasuries (including strips) TINT 02/15/36 2036-02-15 0.00 95160.00 67974.78 U.S. Treasuries (including strips) TINT 05/15/32 2032-05-15 0.00 1011400.00 794682.26 U.S. Treasuries (including strips) TINT 11/15/33 2033-11-15 0.00 1058200.00 799770.63 U.S. Treasuries (including strips) TINT 08/15/29 2029-08-15 0.00 207197.25 173477.35 U.S. Treasuries (including strips) TINT 11/15/29 2029-11-15 0.00 899470.00 749119.99 U.S. Treasuries (including strips) TINT 11/15/36 2036-11-15 0.00 750360.00 525538.64 U.S. Treasuries (including strips) TINT 11/15/37 2037-11-15 0.00 693160.00 473390.85 U.S. Treasuries (including strips) TINT 05/15/38 2038-05-15 0.00 748280.00 503360.47 U.S. Treasuries (including strips) TINT 11/15/38 2038-11-15 0.00 4236440.00 2811543.06 U.S. Treasuries (including strips) TINT 11/15/39 2039-11-15 0.00 434200.00 279558.80 U.S. Treasuries (including strips) TINT 05/15/40 2040-05-15 0.00 447720.00 284038.94 U.S. Treasuries (including strips) TINT 08/15/40 2040-08-15 0.00 2270320.00 1427690.73 U.S. Treasuries (including strips) TINT 02/15/41 2041-02-15 0.00 2809560.00 1744107.42 U.S. Treasuries (including strips) TINT 05/15/45 2045-05-15 0.00 2535000.00 1407178.50 U.S. Treasuries (including strips) TINT 11/15/41 2041-11-15 0.00 2279680.00 1384732.35 U.S. Treasuries (including strips) TINT 11/15/42 2042-11-15 0.00 2276560.00 1345130.52 U.S. Treasuries (including strips) TINT 11/15/44 2044-11-15 0.00 2210000.00 1242190.17 U.S. Treasuries (including strips) TINT 02/15/45 2045-02-15 0.00 3058640.00 1708666.41 U.S. Treasuries (including strips) TINT 08/15/45 2045-08-15 0.00 307840.00 169841.48 U.S. Treasuries (including strips) TINT 05/15/46 2046-05-15 0.00 681200.00 369127.97 U.S. Treasuries (including strips) TINT 08/15/46 2046-08-15 0.00 1439880.00 776162.99 U.S. Treasuries (including strips) TINT 11/15/46 2046-11-15 0.00 2327000.00 1249452.40 U.S. Treasuries (including strips) TINT 02/15/47 2047-02-15 0.00 1411800.00 753707.78 U.S. Treasuries (including strips) TINT 05/15/47 2047-05-15 0.00 2291120.00 1216534.32 U.S. Treasuries (including strips) TINT 08/15/47 2047-08-15 0.00 1326000.00 699468.98 U.S. Treasuries (including strips) TINT 08/15/48 2048-08-15 0.00 491400.00 254012.03 U.S. Treasuries (including strips) TINT 11/15/48 2048-11-15 0.00 2241720.00 1156779.08 U.S. Treasuries (including strips) 2 7/8 TPRN 45 2045-08-15 0.00 741000.00 416451.64 U.S. Treasuries (including strips) 2 1/2 TPRN 46 2046-02-15 0.00 105040.00 58340.58 U.S. Treasuries (including strips) 3 TPRN 49 2049-02-15 0.00 2600.00 1354.28 U.S. Treasuries (including strips) 2 3/8 TPRN C 29 2029-05-15 0.00 468000.00 394486.56 U.S. Treasuries (including strips) TINT 02/15/49 2049-02-15 0.00 496600.00 255318.45 U.S. Treasuries (including strips) 2 7/8 TPRN 49 2049-05-15 0.00 364000.00 188467.92 U.S. Treasuries (including strips) TINT 05/15/49 2049-05-15 0.00 107640.00 53418.50 U.S. Treasuries (including strips) TINT 08/15/49 2049-08-15 0.00 248040.00 122861.65 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0175 650000000.00 650000000.00 0.0078 N Y Y N BANK OF AMERICA NA BANK OF AMERICA NA 1.750000% 0000070858 959NLD000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 03.000 FGPC G08635 G 2045-04-01 3.000000 280162582.79 287787674.44 Agency Mortgage-Backed Securities GNII SF MA3802 M 2046-07-20 3.000000 242584830.61 250372693.17 Agency Mortgage-Backed Securities GNII SF MA4068 M 2046-10-20 3.000000 766110909.60 790539633.09 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0177 1290000000.00 1290000000.00 0.0154 N Y Y N RBC Dominion Repo RBC Dominion Repo 1.750000% 964FUR009 964FUR009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNMI SP 783118 X 2040-10-15 4.500000 135.67 147.82 Agency Mortgage-Backed Securities GNII SF 004882 M 2040-12-20 4.000000 320.04 341.59 Agency Mortgage-Backed Securities GNII SF MA4586 M 2047-07-20 3.500000 292906.82 304980.27 Agency Mortgage-Backed Securities GNII SF MA5077 M 2048-03-20 3.500000 7253366.04 7534212.34 Agency Mortgage-Backed Securities GNII SF MA5078 M 2048-03-20 4.000000 8889355.81 9323887.27 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 2048-07-01 4.500000 151713.33 160015.84 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 2048-10-01 4.000000 49660189.55 51686882.58 Agency Mortgage-Backed Securities GNII SF MA5528 M 2048-10-20 4.000000 805716.55 841310.87 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 2049-06-01 3.500000 2852107.42 2927872.07 Agency Mortgage-Backed Securities GNII SF MA5930 M 2049-05-20 3.500000 725893.22 755447.56 Agency Mortgage-Backed Securities GNII SF MA5931 M 2049-05-20 4.000000 1296.96 1353.45 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 2049-07-01 3.500000 905801.10 929985.48 Agency Mortgage-Backed Securities GNII SF MA5985 M 2049-06-20 3.500000 25438356.06 26425299.26 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3744 2049-08-01 3.000000 43072923.63 43730848.18 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3745 2049-08-01 3.500000 234191418.57 240597594.70 Agency Mortgage-Backed Securities GNII SF MA6039 M 2049-07-20 3.500000 39929777.42 41482224.98 Agency Mortgage-Backed Securities FNMS 03.000 CLBN7703 2049-08-01 3.000000 83965221.19 85251288.50 Agency Mortgage-Backed Securities GNMI SF 723229 X 2039-10-15 5.500000 2257973.26 2532471.81 Agency Mortgage-Backed Securities GNMI SF 678169 X 2038-09-15 5.500000 456030.68 513888.46 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0177 500000000.00 500000000.00 0.0060 N Y Y N BANK OF NOVA SCOTIA NYA/ REPO BANK OF NOVA SCOTIA NYA/ REPO 1.750000% 0000814020 972KNC009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 06.000 CLAE0603 2040-05-01 6.000000 68.45 78.97 Agency Mortgage-Backed Securities FNMS 05.000 CIAA9586 2024-02-01 5.000000 27.82 28.82 Agency Mortgage-Backed Securities FMAR 1B7743 G 2040-10-01 4.363000 205814.39 215857.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAP1634 2042-08-01 3.500000 26178383.09 27488203.94 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1237 2032-11-01 3.000000 1062.60 1102.27 Agency Mortgage-Backed Securities FNMS 04.000 CTMA1960 2034-07-01 4.000000 16233134.60 17168523.89 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL6341 2045-02-01 3.179000 3042144.65 3142093.89 Agency Mortgage-Backed Securities FNMS 04.500 CLAS3177 2044-08-01 4.500000 10814654.07 11645944.08 Agency Mortgage-Backed Securities FMAR 2B3124 G 2044-09-01 2.788000 311519.07 317770.29 Agency Mortgage-Backed Securities FNMS 04.000 CRAL6961 2044-04-01 4.000000 16494974.07 17549138.54 Agency Mortgage-Backed Securities FMAR 2B0548 G 2042-06-01 4.553000 251.40 263.50 Agency Mortgage-Backed Securities FNMS 02.500 CJMA1351 2028-02-01 2.500000 249633.44 252109.77 Agency Mortgage-Backed Securities FNMS 04.000 CIAC4633 2025-06-01 4.000000 192.45 200.99 Agency Mortgage-Backed Securities FNMS 03.500 CLAB3866 2041-11-01 3.500000 248689.12 261135.88 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL8408 2046-03-01 2.604000 9222030.39 9454957.35 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX5625 2045-09-01 2.770000 1491092.03 1529995.20 Agency Mortgage-Backed Securities FMAR 2B3038 G 2044-08-01 2.857000 309.34 315.90 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9147 2045-06-01 2.455000 683370.09 701688.26 Agency Mortgage-Backed Securities FNAR XX.XXX LBAY2750 2045-06-01 2.483000 1267646.47 1298449.25 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC8232 2046-10-01 2.403000 1868297.45 1896063.62 Agency Mortgage-Backed Securities FNMS 05.000 CIAA1091 2023-12-01 5.000000 66.64 68.89 Agency Mortgage-Backed Securities FMAR 849703 G 2045-06-01 2.577000 1439830.88 1460673.75 Agency Mortgage-Backed Securities FNMS 03.000 CIAP4746 2027-08-01 3.000000 246255.86 253339.81 Agency Mortgage-Backed Securities FNMS 04.000 CLBA1904 2045-08-01 4.000000 8210612.47 8795636.85 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9531 2041-12-01 4.630000 44130.89 46295.14 Agency Mortgage-Backed Securities FNMS 02.500 CLAS7660 2046-08-01 2.500000 5855141.03 5832445.85 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9458 2039-08-01 4.347000 273505.51 287262.23 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2003 2047-10-01 4.000000 84873439.62 89313188.13 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0807 2047-12-01 4.000000 27161775.50 28978822.83 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8956 2047-03-01 4.000000 7890022.73 8483803.93 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1314 2048-01-01 4.000000 4366154.03 4577695.17 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1931 2048-06-01 4.500000 8933505.98 9431245.20 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2039 2048-07-01 4.000000 77071483.44 80138252.00 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX5646 2045-11-01 2.747000 719259.37 735236.90 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0806 2047-11-01 3.500000 6545200.73 6777093.56 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3393 2048-01-01 4.000000 8016837.25 8573440.02 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2102 2048-07-01 5.000000 24052372.04 25803860.43 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3536 2048-12-01 4.000000 84209701.22 87550318.80 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9647 2047-07-01 4.000000 6052822.98 6416937.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBM4434 2048-06-01 5.000000 4196389.37 4550471.38 Agency Mortgage-Backed Securities FNMS 03.500 CLBH4084 2047-10-01 3.500000 36884728.93 38264197.29 Agency Mortgage-Backed Securities FNMS 04.000 CTBM4521 2038-08-01 4.000000 4910094.73 5235630.19 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3625 2049-01-01 4.000000 38674049.99 40213285.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBN4016 2049-01-01 4.000000 34610609.12 35969013.99 Agency Mortgage-Backed Securities FNMS 04.000 CTBM3123 2037-04-01 4.000000 4481201.30 4802378.95 Agency Mortgage-Backed Securities FNAR XX.XXX LBBN4312 2049-01-01 3.934000 6010724.66 6241903.47 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2861 2048-12-01 4.000000 5420053.88 5633247.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5928 2048-05-01 4.000000 646.86 675.71 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2248 2048-08-01 4.000000 6395596.31 6652176.26 Agency Mortgage-Backed Securities FNAR XX.XXX LB612500 2032-12-01 4.696000 11.77 12.30 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8736 2049-01-01 4.500000 8297569.62 8913456.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7662 2049-07-01 3.500000 475554228.95 489381179.53 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1238 2049-03-01 4.000000 6083972.42 6316150.33 Agency Mortgage-Backed Securities FNMS 04.000 CLBN5333 2049-03-01 4.000000 1081079.64 1127531.71 Agency Mortgage-Backed Securities FNMS 04.000 CLAK6479 2042-02-01 4.000000 190231.16 197751.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5036 2048-12-01 4.500000 692.89 761.23 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ1667 2047-12-01 4.000000 7247224.87 7612138.75 Agency Mortgage-Backed Securities FNMS 04.000 CLBK3266 2048-04-01 4.000000 3451434.70 3612886.69 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1417 2048-09-01 4.000000 6587274.60 6848198.01 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3021 2048-11-01 4.000000 3895074.78 4058559.73 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4325 2049-01-01 4.500000 6136239.60 6506991.19 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3467 2049-05-01 3.500000 77887069.09 81467883.80 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1107 2049-06-01 4.000000 5729114.71 6013979.03 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0177 1200000000.00 1200000000.00 0.0144 N Y Y N CITIBANK NA CITIBANK NA 1.650000% 981ZCH006 0000036684 981ZCH006 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS AE0443 6.5000 2039-10-01 6.500000 218.96 251.15 Agency Mortgage-Backed Securities 4 1/4 BOND 40 2040-11-15 4.250000 143200.00 196461.47 U.S. Treasuries (including strips) 05.500 FGPC 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2038-07-01 5.500000 20952.14 23634.65 Agency Mortgage-Backed Securities 9.375 RFPR 20 B 2020-10-15 0.00 12000.00 11800.68 Agency Mortgage-Backed Securities 04.000 FGPC A97040 G 2041-02-01 4.000000 964.42 1034.28 Agency Mortgage-Backed Securities RFIN 04/15/28 2028-04-15 0.00 1000.00 834.76 Agency Mortgage-Backed Securities RFIN 10/15/29 2029-10-15 0.00 2000.00 1600.96 Agency Mortgage-Backed Securities 6 1/4 BOND 23 2023-08-15 6.250000 579400.00 684298.31 U.S. Treasuries (including strips) 2 5/8 NOTE E 20 2020-08-15 2.625000 17211700.00 17433481.83 U.S. Treasuries (including strips) 6.25 FNSM GDBB 05/29 2029-05-15 6.250000 9607000.00 13412215.81 Agency Mortgage-Backed Securities FNMS 05.500 CL983284 2038-05-01 5.500000 18.84 21.14 Agency Mortgage-Backed Securities RFIN 07/15/28 2028-07-15 0.00 3000.00 2482.38 Agency Mortgage-Backed Securities RFIN 01/15/30 2030-01-15 0.00 399000.00 316666.35 Agency Mortgage-Backed Securities FNMS 05.500 CLAI6079 2041-06-01 5.500000 502071.48 553452.75 Agency Mortgage-Backed Securities 05.500 FGPC A69653 G 2037-12-01 5.500000 19578.87 22047.37 Agency Mortgage-Backed Securities 05.500 FGPC G04684 G 2038-09-01 5.500000 40.77 45.97 Agency Mortgage-Backed Securities 7.125 FNSM BB 01/30 2030-01-15 7.125000 44000.00 65392.86 Agency Mortgage-Backed Securities 5.50 FHLB 36 G677 2036-07-15 5.500000 2340000.00 3375945.30 Agency Mortgage-Backed Securities FMZC 12/11/2025 A 2025-12-11 0.00 89000.00 78611.03 Agency Mortgage-Backed Securities 5.625 FNSM A 07/37 2037-07-15 5.625000 5182000.00 7650887.47 Agency Mortgage-Backed Securities 4.625 TVBD 60 A 2060-09-15 4.625000 12431000.00 17505474.05 Agency Mortgage-Backed Securities 3.875 TVBD 21 A 2021-02-15 3.875000 42000.00 43384.86 Agency Mortgage-Backed Securities 4.875 TVBD 48 A 2048-01-15 4.875000 200000.00 280873.75 Agency Mortgage-Backed Securities GNII SF 003931 M 2036-12-20 6.000000 236.05 271.81 Agency Mortgage-Backed Securities 1.875 TVBD 22 A 2022-08-15 1.875000 42000.00 42275.78 Agency 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Mortgage-Backed Securities 2 NOTE S 22 2022-11-30 2.000000 299600.00 305289.60 U.S. Treasuries (including strips) GNMI SF AK0500 X 2044-10-15 4.000000 680536.01 720225.02 Agency Mortgage-Backed Securities 1 1/2 NOTE H 23 2023-02-28 1.500000 532400.00 531283.95 U.S. Treasuries (including strips) 03.500 FGPC G08698 G 2046-03-01 3.500000 110819.66 115806.03 Agency Mortgage-Backed Securities 06.000 FGPC J03634 G 2021-10-01 6.000000 14266.80 14493.41 Agency Mortgage-Backed Securities 4.65 TVPR 35A 2035-06-15 0.00 1000.00 647.49 Agency Mortgage-Backed Securities 1.875 FNSM A 12/20 2020-12-28 1.875000 15000.00 15117.90 Agency Mortgage-Backed Securities 4.250 TVBD 65 A 2065-09-15 4.250000 9309000.00 12428282.99 Agency Mortgage-Backed Securities 2 NOTE F 26 2026-11-15 2.000000 1157300.00 1190311.73 U.S. Treasuries (including strips) 2 1/4 NOTE T 23 2023-12-31 2.250000 19709400.00 20328420.62 U.S. Treasuries (including strips) 05.500 FGPC G02976 G 2037-06-01 5.500000 27442.20 30975.67 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ2827 2041-12-01 4.000000 542224.54 581354.29 Agency Mortgage-Backed Securities FNMS 03.000 CWMA2945 2032-02-01 3.000000 438385.80 448697.81 Agency Mortgage-Backed Securities GNII SF MA4511 M 2047-06-20 4.000000 1198984.24 1260374.90 Agency Mortgage-Backed Securities 2 1/8 NOTE N 24 2024-07-31 2.125000 47300.00 48553.62 U.S. Treasuries (including strips) 1 3/8 NOTE AR 20 2020-09-15 1.375000 100.00 99.94 U.S. Treasuries (including strips) 05.000 FGPC A18301 G 2034-02-01 5.000000 69.01 76.32 Agency Mortgage-Backed Securities FNMS 03.500 CIBE9999 2032-04-01 3.500000 819531.18 857865.93 Agency Mortgage-Backed Securities 07.000 FGPC C71926 G 2032-10-01 7.000000 23205.10 23371.71 Agency Mortgage-Backed Securities 06.500 FGPC C79755 G 2033-04-01 6.500000 25655.84 28719.02 Agency Mortgage-Backed Securities 05.500 FGPC G04500 G 2038-06-01 5.500000 35635.07 40169.33 Agency Mortgage-Backed Securities 2.00 FHLB 22 WX 2022-09-09 2.000000 625000.00 632301.46 Agency Mortgage-Backed Securities 3.25 FHLB 28 NZ 2028-06-09 3.250000 4620000.00 5128755.17 Agency Mortgage-Backed Securities 2.625 FHLB 20 G4960 2020-10-01 2.625000 45000.00 45486.21 Agency Mortgage-Backed Securities MNAR XX.XXX HY109572 2028-09-01 3.630000 1767.00 1939.93 Agency Mortgage-Backed Securities 2 7/8 NOTE AF 23 2023-11-30 2.875000 1327100.00 1407046.42 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 2025-12-31 2.625000 749000.00 795890.23 U.S. Treasuries (including strips) 2 5/8 NOTE AG 23 2023-12-31 2.625000 862800.00 904174.52 U.S. Treasuries (including strips) TREASURY BILL 2020-01-30 0.00 197700.00 196913.15 U.S. Treasuries (including strips) FNAR XX.XXX HYAN7964 2028-01-01 3.070000 1000.00 1037.95 Agency Mortgage-Backed Securities 2 5/8 NOTE B 29 2029-02-15 2.625000 82043900.00 88378716.86 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 36111800.00 38900083.34 U.S. Treasuries (including strips) US TREASURY FRN 2021-04-30 1.775743 1450500.00 1448419.98 U.S. Treasuries (including strips) 3.57 FCSB 37 V 2037-02-25 3.570000 1263000.00 1450247.12 Agency Mortgage-Backed Securities 2 3/8 NOTE C 29 2029-05-15 2.375000 4568300.00 4850287.13 U.S. Treasuries (including strips) TREASURY BILL 2019-12-26 0.00 877400.00 875224.05 U.S. Treasuries (including strips) FEPC 05.500 CIZS8205 2020-11-01 5.500000 47.98 48.62 Agency Mortgage-Backed Securities FNMS 05.000 CLMA0021 2039-03-01 5.000000 63.49 70.21 Agency Mortgage-Backed Securities TREASURY BILL 2020-03-12 0.00 3564900.00 3544009.69 U.S. Treasuries (including strips) BILL 03/05/20 2020-03-05 0.00 283000.00 281432.18 U.S. Treasuries (including strips) 2.00 FNNT C 14-20 2020-03-27 2.000000 1000.00 1002.72 Agency Mortgage-Backed Securities GNII SF BQ1625 C 2049-09-20 4.000000 998.66 1068.11 Agency Mortgage-Backed Securities Y 2019-11-07 2019-11-07 2019-11-07 N N N 0.0167 250000000.00 250000000.00 0.0030 N N Y N CITIBANK NA CITIBANK NA 1.740000% 0000036684 981ZCN003 U.S. Government 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(including strips) 07.000 FGPC G01009 G 2028-10-01 7.000000 20.62 22.16 Agency Mortgage-Backed Securities 05.000 FGPC A46671 G 2035-08-01 5.000000 13643.90 15086.17 Agency Mortgage-Backed Securities 05.000 FGPC G01954 G 2035-11-01 5.000000 17789.98 19680.62 Agency Mortgage-Backed Securities 05.500 FGPC G04600 G 2038-08-01 5.500000 19810.92 22311.13 Agency Mortgage-Backed Securities 06.000 FGPC A71450 G 2038-01-01 6.000000 7626.09 8489.39 Agency Mortgage-Backed Securities 04.000 FGPC A97040 G 2041-02-01 4.000000 1542.49 1654.23 Agency Mortgage-Backed Securities RFIN 01/15/26 2026-01-15 0.00 495000.00 435951.45 Agency Mortgage-Backed Securities 06.000 FGPC G03238 G 2037-08-01 6.000000 51.21 59.07 Agency Mortgage-Backed Securities FNMS 07.000 CL303156 2023-12-01 7.000000 325.65 341.21 Agency Mortgage-Backed Securities 6.25 FMNT GB 32 A 2032-07-15 6.250000 46000.00 67924.02 Agency Mortgage-Backed Securities RFIN 10/15/27 2027-10-15 0.00 438000.00 370131.90 Agency Mortgage-Backed Securities 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Securities FNMS 03.000 CLBC5182 2046-01-01 3.000000 1383.41 1403.44 Agency Mortgage-Backed Securities 03.000 FGPC G08721 G 2046-09-01 3.000000 741.70 761.84 Agency Mortgage-Backed Securities 06.000 FGPC G05467 G 2034-06-01 6.000000 33938.98 39222.24 Agency Mortgage-Backed Securities 04.500 FGPC G08713 G 2046-06-01 4.500000 367.29 393.24 Agency Mortgage-Backed Securities 03.500 FGPC G60713 G 2046-09-01 3.500000 1909.79 2003.84 Agency Mortgage-Backed Securities 4.65 TVPR 35A 2035-06-15 0.00 119000.00 77051.31 Agency Mortgage-Backed Securities 1.375 FHLB 21 G4331 2021-02-18 1.375000 20000.00 19962.18 Agency Mortgage-Backed Securities 1.875 FNSM A 12/20 2020-12-28 1.875000 895000.00 902034.85 Agency Mortgage-Backed Securities 06.500 FGPC G08007 G 2034-08-01 6.500000 11931.25 13883.98 Agency Mortgage-Backed Securities 04.000 FGPC Q31605 G 2045-02-01 4.000000 1777.15 1875.46 Agency Mortgage-Backed Securities FNMS 06.500 CL303591 2025-11-01 6.500000 29.33 32.81 Agency Mortgage-Backed 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3.500000 1000.00 1040.98 Agency Mortgage-Backed Securities Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0176 250000000.00 250000000.00 0.0030 N Y Y N SOCIETE GENERALE NY SOCIETE GENERALE NY 1.850000% 983TEP008 0000865845 983TEP008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N TINT 11/15/19 2019-11-15 0.00 699.12 698.64 U.S. Treasuries (including strips) 2 3/4 BOND 42 2042-08-15 2.750000 26984200.00 29591091.65 U.S. Treasuries (including strips) 2 NOTE B 23 2023-02-15 2.000000 55642400.00 56510131.13 U.S. Treasuries (including strips) US TREASURY N/B 2020-04-30 1.125000 562700.00 561238.11 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 29900.00 31027.21 U.S. Treasuries (including strips) 1 3/4 NOTE J 22 2022-03-31 1.750000 4693000.00 4711322.60 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 45700400.00 52968919.47 U.S. Treasuries (including strips) 2 1/2 BOND 46 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Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 22747900.00 23925548.78 U.S. Treasuries (including strips) TREASURY BILL 2020-03-26 0.00 100.00 99.35 U.S. Treasuries (including strips) 2 7/8 BOND 49 2049-05-15 2.875000 100.00 114.26 U.S. Treasuries (including strips) Y 2019-11-01 2019-11-01 2019-11-01 N N N 0.0188 200000000.00 200000000.00 0.0024 N Y Y N SOCIETE GENERALE NY SOCIETE GENERALE NY 1.730000% 0000865845 983TEU007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 4 3/8 BOND 39 2039-11-15 4.375000 4827300.00 6706011.36 U.S. Treasuries (including strips) 8 3/4 BOND 20 2020-05-15 8.750000 100.00 107.75 U.S. Treasuries (including strips) 3 1/8 BOND 41 2041-11-15 3.125000 2603900.00 3056434.97 U.S. Treasuries (including strips) GNII JM 004284 M 2038-11-20 5.500000 16.57 17.79 Agency Mortgage-Backed Securities 0 1/8 TRIN A 23 2023-01-15 0.125000 31610948.85 31357013.29 U.S. Treasuries (including strips) 3 1/8 BOND 44 2044-08-15 3.125000 19807000.00 23196942.75 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 15372000.00 17788127.52 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 0.03 0.03 U.S. Treasuries (including strips) 1 TRIB 46 2046-02-15 1.000000 1191058.00 1304584.16 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 187600000.00 165232452.00 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 2024-07-31 2.125000 100.00 102.65 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 22188000.00 19144472.04 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 1000.00 1042.48 U.S. Treasuries (including strips) TINT 08/15/28 2028-08-15 0.00 334025000.00 283266561.00 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 7499919.36 6391131.28 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.00 45428000.00 38320335.12 U.S. Treasuries (including strips) FMNT 17-21 PR9 2021-09-30 1.750000 30000000.00 30011350.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBH9290 2048-02-01 4.000000 7745049.04 8118780.36 Agency Mortgage-Backed Securities 2 7/8 NOTE E 28 2028-08-15 2.875000 6197600.00 6788576.02 U.S. Treasuries (including strips) TREASURY BILL 2020-01-30 0.00 100.00 99.60 U.S. Treasuries (including strips) 1 TRIB 49 2049-02-15 1.000000 101.96 112.91 U.S. Treasuries (including strips) 2 1/2 NOTE AH 22 2022-01-15 2.500000 8643800.00 8864190.59 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 5592000.00 5820041.76 U.S. Treasuries (including strips) 2 1/8 NOTE BB 21 2021-05-31 2.125000 7499100.00 7615809.97 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 95700.00 94548.74 U.S. Treasuries (including strips) Y 2019-11-06 2019-11-06 2019-11-06 N N N 0.0175 650000000.00 650000000.00 0.0078 N N Y N SOCIETE GENERALE NY SOCIETE GENERALE NY 1.890000% 0000865845 988APN007 U.S. Treasury Repurchase Agreement, 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Treasuries (including strips) 2 1/8 NOTE G 21 2021-01-31 2.125000 1049930.00 1061136.43 U.S. Treasuries (including strips) 7 1/2 TPRN 24 2024-11-15 0.00 1400.00 1288.70 U.S. Treasuries (including strips) 7 5/8 TPRN 25 2025-02-15 0.00 81480.00 74656.05 U.S. Treasuries (including strips) 3 BOND 45 2045-05-15 3.000000 22413300.00 25936159.15 U.S. Treasuries (including strips) 1 7/8 NOTE R 22 2022-10-31 1.875000 822220.00 827843.98 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 280.00 277.03 U.S. Treasuries (including strips) 1 3/8 NOTE Q 23 2023-09-30 1.375000 70.00 69.36 U.S. Treasuries (including strips) 2 7/8 BOND 46 2046-11-15 2.875000 606760.00 689287.33 U.S. Treasuries (including strips) 1 3/8 NOTE AU 19 2019-12-15 1.375000 17010.00 17088.32 U.S. Treasuries (including strips) 3 BOND 47 2047-02-15 3.000000 21647500.00 25031354.38 U.S. Treasuries (including strips) 1 7/8 NOTE W 22 2022-03-31 1.875000 6444830.00 6490060.56 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 12701570.00 14771559.78 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 700.00 729.74 U.S. Treasuries (including strips) 2 NOTE AE 22 2022-10-31 2.000000 2660.00 2687.85 U.S. Treasuries (including strips) 6 1/8 TPRN 27 2027-11-15 0.00 70.00 60.94 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 849197.93 723652.51 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 2099930.00 2430243.05 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 23767660.00 25341591.90 U.S. Treasuries (including strips) 2 7/8 NOTE AT 21 2021-11-15 2.875000 5299700.00 5498031.34 U.S. Treasuries (including strips) 2 3/4 NOTE BK 20 2020-11-30 2.750000 345450.00 353388.41 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.00 38094699.38 31742789.20 U.S. Treasuries (including strips) TREASURY BILL 2020-01-02 0.00 70.00 69.80 U.S. Treasuries (including strips) TREASURY BILL 2020-01-30 0.00 23240.00 23147.50 U.S. Treasuries (including strips) 2 1/2 NOTE AJ 22 2022-02-15 2.500000 3194940.00 3271941.18 U.S. Treasuries (including strips) TREASURY BILL 2019-12-26 0.00 70000.00 69826.40 U.S. Treasuries (including strips) 1 1/2 NOTE BF 21 2021-08-31 1.500000 142503200.00 142437040.97 U.S. Treasuries (including strips) Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0192 350000000.00 350000000.00 0.0042 N N N Y SOCIETE GENERALE NY SOCIETE GENERALE NY 1.750000% 0000865845 988APR008 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 04/15/29 3.8750 2029-04-15 3.875000 133.77 178.56 U.S. Treasuries (including strips) 4 1/4 BOND 40 2040-11-15 4.250000 5589171.43 7667994.79 U.S. Treasuries (including strips) TRIN 07/15/20 1.2500 2020-07-15 1.250000 252.09 254.86 U.S. Treasuries (including strips) 8 1/2 TPRN 20 2020-02-15 0.00 85.71 85.31 U.S. Treasuries (including strips) 8 3/4 TPRN 20 2020-05-15 0.00 300.00 297.45 U.S. Treasuries (including strips) 5 1/2 BOND 28 2028-08-15 5.500000 42.86 56.32 U.S. Treasuries (including strips) 0 5/8 TRIN D 21 2021-07-15 0.625000 975.70 982.98 U.S. Treasuries (including strips) 0 1/8 TRIN A 22 2022-01-15 0.125000 48.58 48.20 U.S. Treasuries (including strips) 0 1/8 TRIN D 22 2022-07-15 0.125000 95.63 95.32 U.S. Treasuries (including strips) 1 1/8 NOTE T 19 2019-12-31 1.125000 129428.57 129761.23 U.S. Treasuries (including strips) 0 1/8 TRIN A 23 2023-01-15 0.125000 333.45 330.77 U.S. Treasuries (including strips) US TREASURY N/B 2020-03-31 1.125000 1019528.57 1018249.95 U.S. Treasuries (including strips) 3 5/8 BOND 44 2044-02-15 3.625000 342.86 433.61 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 94.36 111.36 U.S. Treasuries (including strips) 2 1/4 NOTE J 21 2021-03-31 2.250000 12982285.71 13107379.62 U.S. Treasuries (including strips) 2 NOTE L 21 2021-05-31 2.000000 190328.57 192835.32 U.S. Treasuries (including strips) 2 1/4 NOTE N 21 2021-07-31 2.250000 2131800.00 2164365.38 U.S. Treasuries (including strips) 0 1/8 TRIN D 24 2024-07-15 0.125000 46.31 46.17 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 835.60 835.37 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 417.29 421.89 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 38.08 34.20 U.S. Treasuries (including strips) 0 5/8 TRIN A 26 2026-01-15 0.625000 138.82 142.11 U.S. Treasuries (including strips) 0 1/8 TRIN X 21 2021-04-15 0.125000 46.39 46.00 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 2026-07-15 0.125000 6962114.39 6931528.76 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 85.71 84.81 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 42.86 37.57 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 135.64 134.36 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 50125714.29 43649472.00 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 2027-07-15 0.375000 44.95 45.55 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-08-15 2.750000 42.86 47.28 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 185571.43 193454.11 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 43.58 37.14 U.S. Treasuries (including strips) 1 7/8 NOTE BL 19 2019-12-31 1.875000 257057.14 258678.40 U.S. Treasuries (including strips) 0 1/2 TRIN A 28 2028-01-15 0.500000 356.61 364.15 U.S. Treasuries (including strips) 2 3/8 NOTE U 23 2023-01-31 2.375000 4845685.71 4985568.55 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 2028-02-15 2.750000 2238600.00 2423226.47 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 385.71 405.34 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 44.27 44.60 U.S. Treasuries (including strips) 3 NOTE R 25 2025-10-31 3.000000 12064114.29 12957100.02 U.S. Treasuries (including strips) TREASURY BILL 2020-01-02 0.00 171.43 170.95 U.S. Treasuries (including strips) TREASURY BILL 2020-01-30 0.00 814.29 811.05 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 2029-01-15 0.875000 87.09 92.24 U.S. Treasuries (including strips) TINT 02/15/29 2029-02-15 0.00 861.73 723.21 U.S. Treasuries (including strips) TREASURY BILL 2020-02-27 0.00 42.86 42.63 U.S. Treasuries (including strips) 0 1/2 TRIN X 24 2024-04-15 0.500000 17656.55 17816.85 U.S. Treasuries (including strips) 2 1/4 NOTE Y 24 2024-04-30 2.250000 21670028.57 22233015.91 U.S. Treasuries (including strips) TREASURY BILL 2019-11-05 0.00 471.43 471.33 U.S. Treasuries (including strips) 1 1/2 NOTE AR 22 2022-09-15 1.500000 19892442.86 19859532.89 U.S. Treasuries (including strips) 1 1/2 NOTE AF 24 2024-10-31 1.500000 8312571.43 8257375.95 U.S. Treasuries (including strips) 1 1/2 NOTE BH 21 2021-10-31 1.500000 6963000.00 6944756.94 U.S. Treasuries (including strips) Y 2019-12-20 2019-12-20 2019-12-20 N N N 0.0177 150000000.00 150000000.00 0.0018 N N N Y Wells Fargo Funds Trust 2019-11-06 David Berardi David Berardi Assistant Treasurer