N-MFP2 0001131013 XXXXXXXX 2018-11-30 0001131013 5493004CCGXMXJDWX424 S000001169 2 N N 333-53432 Guidestone Capital Management, LLC 801-60303 BlackRock Advisors, LLC 801-47710 PricewaterhouseCoopers LLP Chicago IL The Northern Trust Company BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government N 29 79 556379366.46 126894587.24 627558384.69 605020892.84 699965987.84 652935621.78 736580598.77 774739005.64 781256964.19 862586064.65 0.4966 0.1101 0.5362 0.5191 0.5626 0.5828 0.6388 0.6619 0.6703 0.6933 0.00 1243542937.84 1243595451.08 409401.08 2901576.32 1241103275.84 1241063295.7900 1.0000 0.0227 1.0000 1.0000 1.0000 1.0000 1.0000 C000003124 1000000.00 290665377.09 290665735.7100 0.9999 1.0000 1.0000 1.0000 1.0000 14180156.86 20975848.33 16703594.96 7917421.18 13884643.56 9122733.58 9238705.66 11337103.37 8129103.51 13193921.63 62136204.55 62547028.09 0.0213 N C000003125 1000.00 950437898.75 950397560.0800 1.0000 1.0000 1.0000 1.0000 1.0000 41905993.17 47742682.47 90794386.07 65922525.84 70177111.98 58256620.80 46214961.06 49386846.27 130121359.23 47038156.77 379213811.51 268346832.15 0.0188 N FEDERAL HOME LOAN BANKS FHLB 2.174000% 3130ABK54 2549001DPIFGXC1TOL40 US3130ABK541 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-12 2019-06-12 2019-06-12 N N N 0.0255 3695469.27 3695469.27 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 2.178000% 3130ABL38 2549001DPIFGXC1TOL40 US3130ABL382 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-20 2019-06-20 2019-06-20 N N N 0.0255 5570785.37 5570785.37 0.0045 N N N N FEDERAL HOME LOAN BANKS FHLB 2.178000% 3130ABL53 2549001DPIFGXC1TOL40 US3130ABL531 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-20 2019-06-20 2019-06-20 N N N 0.0228 4570644.37 4570644.37 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 2.178000% 3130ABLG9 2549001DPIFGXC1TOL40 US3130ABLG92 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-20 2019-06-20 2019-06-20 N N N 0.0255 11001551.00 11001551.00 0.0089 N N N N FEDERAL HOME LOAN BANKS FHLB 2.225001% 3130ABWL6 2549001DPIFGXC1TOL40 US3130ABWL68 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-25 2019-01-25 2019-01-25 N N N 0.0257 7080049.56 7080049.56 0.0057 N N N N FEDERAL HOME LOAN BANKS FHLB 2.247998% 3130AC5L4 2549001DPIFGXC1TOL40 US3130AC5L46 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-11 2019-02-11 2019-02-11 N N N 0.0224 2824978.81 2824978.81 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 2.257999% 3130ACE34 2549001DPIFGXC1TOL40 US3130ACE344 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-11 2019-09-11 2019-09-11 N N N 0.0239 9998465.00 9998465.00 0.0081 N N N N FEDERAL HOME LOAN BANKS FHLB 2.198998% 3130AD6C1 2549001DPIFGXC1TOL40 US3130AD6C10 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-19 2019-12-19 2019-12-19 N N N 0.0225 4766393.76 4766393.76 0.0038 N N N N FEDERAL HOME LOAN BANKS FHLB 2.207001% 3130ADFN7 2549001DPIFGXC1TOL40 US3130ADFN73 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-28 2019-01-28 2019-01-28 N N N 0.0230 5524743.09 5524743.09 0.0045 N N N N FEDERAL HOME LOAN BANKS FHLB 2.242001% 3130ADQ70 2549001DPIFGXC1TOL40 US3130ADQ700 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-27 2019-08-27 2019-08-27 N N N 0.0223 7922693.83 7922693.83 0.0064 N N N N FEDERAL HOME LOAN BANKS FHLB 2.233000% 3130ADVD1 2549001DPIFGXC1TOL40 US3130ADVD18 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-19 2018-12-19 2018-12-19 N N N 0.0233 18000423.00 18000423.00 0.0145 N N N N FEDERAL HOME LOAN BANKS FHLB 2.261998% 3130ADWB4 2549001DPIFGXC1TOL40 US3130ADWB43 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-27 2019-09-27 2019-09-27 N N N 0.0230 5979031.24 5979031.24 0.0048 N N N N FEDERAL HOME LOAN BANKS FHLB 2.199999% 3130AE4V9 2549001DPIFGXC1TOL40 US3130AE4V90 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-25 2019-02-25 2019-02-25 N N N 0.0231 15999816.00 15999816.00 0.0129 N N N N FEDERAL HOME LOAN BANKS FHLB 2.194999% 3130AED72 2549001DPIFGXC1TOL40 US3130AED722 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-25 2019-03-25 2019-03-25 N N N 0.0255 29996355.00 29996355.00 0.0242 N N N N FEDERAL HOME LOAN BANKS FHLB 2.198001% 3130AEN89 2549001DPIFGXC1TOL40 US3130AEN895 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-19 2019-07-19 2019-07-19 N N N 0.0225 19683246.33 19683246.33 0.0159 N N N N FEDERAL HOME LOAN BANKS FHLB 2.169001% 3130AEQK9 2549001DPIFGXC1TOL40 US3130AEQK98 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-01 2019-02-01 2019-02-01 N N N 0.0231 8079802.04 8079802.04 0.0065 N N N N FEDERAL HOME LOAN BANKS FHLB 2.255000% 3130AETR1 2549001DPIFGXC1TOL40 US3130AETR15 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-24 2020-02-24 2020-02-24 N N N 0.0231 10749896.75 10749896.75 0.0087 N N N N FEDERAL HOME LOAN BANKS FHLB 2.229998% 3130AEX96 2549001DPIFGXC1TOL40 US3130AEX969 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-09 2019-09-09 2019-09-09 N N N 0.0228 16090091.03 16090091.03 0.0130 N N N N FEDERAL HOME LOAN BANKS FHLB 2.224000% 3130AEXK1 2549001DPIFGXC1TOL40 US3130AEXK16 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-14 2019-06-14 2019-06-14 N N N 0.0222 20407959.00 20407959.00 0.0164 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312AD2 US313312AD21 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-04 2019-01-04 2019-01-04 N N N 0.0229 5997445.11 5997445.11 0.0048 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312AQ3 US313312AQ34 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-15 2019-01-15 2019-01-15 N N N 0.0223 17141747.67 17141747.67 0.0138 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312AR1 US313312AR17 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-16 2019-01-16 2019-01-16 N N N 0.0261 11511842.76 11511842.76 0.0093 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312BL3 US313312BL38 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-02-04 2019-02-04 2019-02-04 N N N 0.0242 7030591.57 7030591.57 0.0057 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312BQ2 US313312BQ25 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-02-08 2019-02-08 2019-02-08 N N N 0.0237 1279308.09 1279308.09 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312CX6 US313312CX66 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-03-11 2019-03-11 2019-03-11 N N N 0.0247 6467112.12 6467112.12 0.0052 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312DF4 US313312DF42 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-03-19 2019-03-19 2019-03-19 N N N 0.0239 6463613.00 6463613.00 0.0052 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EF3 US313312EF33 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-04-12 2019-04-12 2019-04-12 N N N 0.0242 1724606.22 1724606.22 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312GZ7 US313312GZ78 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-06-17 2019-06-17 2019-06-17 N N N 0.0242 6859956.45 6859956.45 0.0055 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312HL7 US313312HL73 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-06-28 2019-06-28 2019-06-28 N N N 0.0239 4745507.51 4745507.51 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312JL5 US313312JL55 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-22 2019-07-22 2019-07-22 N N N 0.0239 6138297.36 6138297.36 0.0049 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312JM3 US313312JM39 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-23 2019-07-23 2019-07-23 N N N 0.0239 12049485.88 12049485.88 0.0097 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312JT8 US313312JT81 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-07-29 2019-07-29 2019-07-29 N N N 0.0242 9001269.24 9001269.24 0.0073 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312KL3 US313312KL37 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-08-15 2019-08-15 2019-08-15 N N N 0.0237 6441044.24 6441044.24 0.0052 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LQ1 US313312LQ15 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0239 4173600.81 4173600.81 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313U48 US313313U483 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2018-12-24 2018-12-24 2018-12-24 N N N 0.0251 4114567.78 4114567.78 0.0033 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384AD1 2549001DPIFGXC1TOL40 US313384AD16 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-04 2019-01-04 2019-01-04 N N N 0.0236 4765025.03 4765025.03 0.0038 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384AJ8 2549001DPIFGXC1TOL40 US313384AJ85 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-09 2019-01-09 2019-01-09 N N N 0.0247 16265615.27 16265615.27 0.0131 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384AL3 2549001DPIFGXC1TOL40 US313384AL32 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-11 2019-01-11 2019-01-11 N N N 0.0247 9874794.60 9874794.60 0.0080 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384AR0 2549001DPIFGXC1TOL40 US313384AR02 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-16 2019-01-16 2019-01-16 N N N 0.0233 27421020.00 27421020.00 0.0221 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384AY5 2549001DPIFGXC1TOL40 US313384AY52 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-23 2019-01-23 2019-01-23 N N N 0.0258 3637849.15 3637849.15 0.0029 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384BE8 2549001DPIFGXC1TOL40 US313384BE89 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-29 2019-01-29 2019-01-29 N N N 0.0229 2620213.77 2620213.77 0.0021 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384BM0 2549001DPIFGXC1TOL40 US313384BM06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-02-05 2019-02-05 2019-02-05 N N N 0.0261 3764006.82 3764006.82 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 2.340000% 313384BN8 2549001DPIFGXC1TOL40 US313384BN88 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-02-06 2019-02-06 2019-02-06 N N N 0.0266 5615764.92 5615764.92 0.0045 N N N N FEDERAL HOME LOAN BANKS FHLB 313384BT5 2549001DPIFGXC1TOL40 US313384BT58 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-02-11 2019-02-11 2019-02-11 N N N 0.0239 8251638.03 8251638.03 0.0066 N N N N FEDERAL HOME LOAN BANKS FHLB 313384BV0 2549001DPIFGXC1TOL40 US313384BV05 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-02-13 2019-02-13 2019-02-13 N N N 0.0261 12778881.60 12778881.60 0.0103 N N N N FEDERAL HOME LOAN BANKS FHLB 313384BX6 2549001DPIFGXC1TOL40 US313384BX60 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2019-02-15 2019-02-15 2019-02-15 N N N 0.0223 6896094.98 6896094.98 0.0056 N N N N FEDERAL HOME LOAN BANKS FHLB 313384CS6 2549001DPIFGXC1TOL40 US313384CS66 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-03-06 2019-03-06 2019-03-06 N N N 0.0229 1639684.20 1639684.20 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 313384DG1 2549001DPIFGXC1TOL40 US313384DG10 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-03-20 2019-03-20 2019-03-20 N N N 0.0242 11417280.50 11417280.50 0.0092 N N N N FEDERAL HOME LOAN BANKS FHLB 313385R99 2549001DPIFGXC1TOL40 US313385R990 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2018-12-05 2018-12-05 2018-12-05 N N N 0.0228 12138476.43 12138476.43 0.0098 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385S31 2549001DPIFGXC1TOL40 US313385S311 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2018-12-07 2018-12-07 2018-12-07 N N N 0.0236 2089475.41 2089475.41 0.0017 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385T97 2549001DPIFGXC1TOL40 US313385T970 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2018-12-21 2018-12-21 2018-12-21 N N N 0.0242 9259524.90 9259524.90 0.0075 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.302498% 3133EHNT6 US3133EHNT68 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-19 2020-06-19 2020-06-19 N N N 0.0263 10997871.50 10997871.50 0.0089 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.216998% 3133EHX65 US3133EHX653 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-30 2019-07-30 2019-07-30 N N N 0.0247 5719608.18 5719608.18 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.265998% 3133EJNN5 US3133EJNN54 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-07 2020-02-07 2020-02-07 N N N 0.0239 13695068.00 13695068.00 0.0110 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.252498% 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-17 2020-08-17 2020-08-17 N N N 0.0242 4249902.51 4249902.51 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.278440% 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-11 2020-09-11 2020-09-11 N N N 0.0229 5469004.88 5469004.88 0.0044 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 2.216880% 3134GSDS1 S6XOOCT0IEG5ABCC6L87 US3134GSDS16 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-12-08 2019-08-08 2019-08-08 N N N 0.0239 10507251.64 10507251.64 0.0085 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 313588AJ4 B1V7KEBTPIMZEU4LTD58 US313588AJ48 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2019-01-09 2019-01-09 2019-01-09 N N N 0.0239 12778059.86 12778059.86 0.0103 N N Y N NORTHERN INSTITUTIONAL GOVERNMENT SELECT PORTFOLIO NORTHERN INSTITUTIONAL GOVERNMENT SELECT PORTFOLIO 2.068300% 665278701 US6652787010 Investment Company Y Fitch, Inc. NR Moody's Investors Service, Inc. Aaa-mf Standard and Poor's Ratings Services NR 2018-12-01 2018-12-01 2018-12-01 N N N 0.0207 923948.78 923948.78 0.0007 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796QQ5 254900HROIFWPRGM1V77 US912796QQ55 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2018-12-27 2018-12-27 2018-12-27 N N N 0.0239 14269043.72 14269043.72 0.0115 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796QT9 254900HROIFWPRGM1V77 US912796QT94 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-01-17 2019-01-17 2019-01-17 N N N 0.0258 71710833.32 71710833.32 0.0578 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796QW2 254900HROIFWPRGM1V77 US912796QW24 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-02-07 2019-02-07 2019-02-07 N N N 0.0231 19811291.79 19811291.79 0.0160 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796QY8 254900HROIFWPRGM1V77 US912796QY89 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2019-02-21 2019-02-21 2019-02-21 N N N 0.0234 8759605.82 8759605.82 0.0071 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.250000% 912828SD3 254900HROIFWPRGM1V77 US912828SD35 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0231 564034.42 564034.42 0.0005 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.125000% 912828V56 254900HROIFWPRGM1V77 US912828V566 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2019-01-31 2019-01-31 2019-01-31 N N N 0.0229 563922.55 563922.55 0.0005 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.427282% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2018-12-01 2020-07-31 2020-07-31 N N N 0.0231 10005755.00 10005755.00 0.0081 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO LLC 2.260000% FOR8UP27PHTHYVLBNG30 BRTNC9WF8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-12-01 3.500000 21000.00 7364.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 3.000000 53000.00 12047.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 4.000000 1228184.00 744122.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-12-01 4.500000 1297144.00 1180833.57 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-05-01 3.000000 1581870.00 1512792.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 5.500000 6296592.00 64912.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-12-01 2.500000 53100.00 45768.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-12-01 4.000000 73844.00 10812.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-01-01 4.500000 434758.00 239241.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 3.000000 1000300.00 843710.57 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.500000 3203024.00 3268253.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-10-01 4.000000 6740992.00 6768929.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-03-01 5.000000 7659384.00 650719.29 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-10-01 4.500000 8159440.00 8340492.23 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2018-12-04 2018-12-04 2018-12-04 N N N 0.0226 23000000.00 23000000.00 0.0185 N N Y N MUFG SECURITIES AMERICAS INC TRI-PARTY MUFG SECURITIES AMERICAS INC 2.270000% K5HU16E3LMSVCCJJJ255 BRTNH6A89 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.500000 25534.00 18610.26 Agency Mortgage-Backed Securities GINNIE MAE II 2044-12-20 3.000000 1096967.00 255866.28 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2045-02-01 4.000000 493712.00 391408.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 1200051.00 1022584.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2047-04-01 4.500000 1291542.00 1018416.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-02-01 3.500000 1694704.00 1549293.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2042-08-01 4.000000 2417503.00 1085468.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 4368817.00 2080959.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 11894665.00 11713400.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 133932.00 133349.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-03-01 3.673000 140000.00 9584.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-06-01 4.349000 178988.00 3920.05 Agency Mortgage-Backed Securities GINNIE MAE II 2045-11-20 3.000000 189827.00 180692.10 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 3.500000 599000.00 599628.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.000000 1385466.00 1319198.86 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 3.500000 3183231.00 3165558.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 3374485.00 3322785.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 3.250000 3375377.00 3357577.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-11-01 4.000000 4098062.00 4099349.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-01-01 3.065000 10000000.00 2703329.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 3.798000 43750888.00 44327823.29 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0227 80000000.00 80000000.00 0.0645 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS INC 2.300000% MBNUM2BPBDO7JBLYG310 BRTNH6AC0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 335000.00 247017.34 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2048-10-01 4.000000 3232981.00 3262863.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 6723239.00 6745917.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 4.884000 1095.00 76.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 43808.00 44125.82 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 10000000.00 10000000.00 0.0081 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) INC 2.290000% CYYGQCGNHMHPSMRL3R97 BRTNH6AD8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2043-05-20 4.500000 74998800.00 14040460.80 Agency Mortgage-Backed Securities GINNIE MAE II 2040-10-20 4.500000 150000000.00 27767840.07 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 3.500000 42863000.00 24491710.10 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 65000000.00 65000000.00 0.0524 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA TRI-PARTY CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 2.290000% 1VUV7VQFKUOQSJ21A208 BRTNH6AM8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY NOTE 2021-07-15 2.625000 40616000.00 40800061.56 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 40000000.00 40000000.00 0.0322 N Y Y N BANK OF MONTREAL TRI-PARTY BANK OF MONTREAL 2.290000% NQQ6HPCNCCU6TUTQYE16 BRTNH6AQ9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2027-03-01 3.000000 48634.00 11328.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 1015180.00 554793.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-06-01 4.000000 1470000.00 1448759.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-06-01 4.000000 1861879.00 1816578.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-01-01 4.000000 9595126.00 7571802.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 19500278.00 9159570.62 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2027-04-15 3.000000 33223.00 8599.05 Agency Mortgage-Backed Securities GINNIE MAE II 2046-07-20 3.000000 67160.00 49086.68 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.000000 152192.00 113895.17 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2027-01-01 3.000000 2139433.00 596704.57 Agency Mortgage-Backed Securities GINNIE MAE II 2046-04-20 3.000000 4172255.00 2743700.50 Agency Mortgage-Backed Securities GINNIE MAE II 2048-11-20 4.930000 560512.00 594864.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-03-01 3.500000 662231.00 552129.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-10-01 5.000000 748253.00 791434.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 5.000000 873080.00 929981.12 Agency Mortgage-Backed Securities GINNIE MAE I 2042-07-15 3.500000 1078779.00 309095.23 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-10-01 5.000000 1288886.00 1379128.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 5.000000 1350000.00 1440369.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 5.000000 1410000.00 1513748.91 Agency Mortgage-Backed Securities GINNIE MAE I 2025-07-15 4.500000 1500000.00 272118.48 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 4.000000 1713125.00 1660349.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-09-01 5.000000 2440000.00 2574513.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 5.000000 2610000.00 2637607.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-02-01 3.000000 3425875.00 1077221.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-06-01 3.500000 50000000.00 32252507.45 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 70000000.00 70000000.00 0.0564 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LLC 2.300000% 7TK5RJIZDFROZCA6XF66 BRTNH6AR7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.875000 91721200.00 91800080.23 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 90000000.00 90000000.00 0.0725 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 2.300000% R0MUWSFPU8MPRO8K5P83 BRTNH6AS5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2035-01-15 5.500000 497512.00 36427.40 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2032-09-20 5.500000 561067.00 9519.35 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2048-06-20 4.500000 326501.00 335334.89 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 2039-06-15 5.500000 387538.00 39109.05 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2035-11-20 5.500000 667387.00 39656.12 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2031-10-20 5.500000 435011.00 12813.39 Agency Mortgage-Backed Securities GNMA TYPE II 2048-02-20 3.500000 135655.00 128455.33 Agency Mortgage-Backed Securities GNMA TYPE II 2048-02-20 3.000000 9794.00 8994.95 Agency Mortgage-Backed Securities GINNIE MAE I 2039-12-15 5.500000 214584.00 20158.42 Agency Mortgage-Backed Securities GINNIE MAE I 2033-07-15 5.500000 250000.00 13747.75 Agency Mortgage-Backed Securities GNMA II 5 YEAR HYBRID ARM 2048-05-20 3.500000 1000.00 1005.20 Agency Mortgage-Backed Securities GINNIE MAE II 2048-10-20 4.500000 15012.00 15513.39 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 5.000000 2562888.00 2681936.23 Agency Mortgage-Backed Securities GINNIE MAE II 2047-10-20 3.500000 484837.00 445280.36 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.000000 19419.00 14532.50 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2047-04-20 3.500000 3656140.00 2994183.09 Agency Mortgage-Backed Securities GINNIE MAE II 2046-02-20 3.500000 23807.00 13804.20 Agency Mortgage-Backed Securities GNII SF MA3105 M 2045-09-20 3.500000 9760819.00 5132426.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-03-01 3.500000 97409.00 90934.82 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2043-06-01 3.500000 214170.00 117466.85 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2043-06-01 3.500000 1689362.00 867145.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-12-01 6.000000 1971592.00 65821.82 Agency Mortgage-Backed Securities U.S. TREASURY NOTE 2025-11-30 2.875000 187000.00 186115.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2018-12-27 0.00 700.00 698.81 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0230 13000000.00 13000000.00 0.0105 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO LLC 2.280000% FOR8UP27PHTHYVLBNG30 BRTNH6B21 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2038-01-01 2.265000 50000.00 1540.95 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-11-01 8.000000 153000.00 239.63 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-12-01 8.500000 1065712.00 1401.58 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-01-01 8.500000 310078.00 172.45 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2045-12-01 4.500000 2000.00 1361.65 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2047-04-01 3.500000 1000.00 832.26 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2043-10-01 4.500000 2000.00 629.44 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2042-06-01 3.500000 6000.00 2346.77 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2042-04-01 3.500000 4022.00 1659.56 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-12-01 3.500000 5000.00 2392.85 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-11-01 4.000000 2892.00 366.04 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-10-01 3.500000 16000.00 3161.16 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-11-01 4.000000 3670.00 625.66 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-11-01 4.000000 10694.00 1984.74 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-08-01 4.500000 5000.00 849.86 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-04-01 4.000000 12717.00 2402.06 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-05-01 4.000000 7000.00 1859.19 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2033-07-01 5.500000 218000.00 1876.84 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2026-05-01 3.500000 19000.00 2367.24 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-04-01 7.000000 61737.00 74.68 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-02-01 4.500000 21000.00 2162.51 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-11-01 5.500000 35000.00 363.32 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2042-02-01 3.500000 14000.00 3261.62 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2033-08-01 4.500000 4584.00 222.85 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2032-11-01 7.000000 142444.00 1562.94 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2032-01-01 7.000000 217000.00 1413.84 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-07-01 6.500000 216718.00 619.03 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-06-01 6.000000 300000.00 1539.45 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-12-01 7.000000 175000.00 368.59 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-01-01 7.000000 57000.00 109.41 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-07-01 7.500000 1917324.00 2795.04 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-03-01 6.000000 76263.00 487.39 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2027-12-01 6.000000 8000.00 14.41 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-07-01 8.000000 140898.00 312.23 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2037-10-01 6.500000 401000.00 4774.42 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2026-05-01 3.500000 24100.00 2518.37 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-04-01 4.000000 307494.00 3336.37 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-12-01 4.000000 41990.00 4264.76 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-05-01 4.500000 102000.00 4125.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-02-01 4.500000 8000.00 1319.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-02-01 4.500000 1000.00 143.85 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2037-12-01 4.326000 225000.00 3007.19 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2037-05-01 3.690000 725000.00 4204.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2048-11-01 4.500000 19296000.00 20135038.33 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2035-11-01 3.585000 390000.00 852.61 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2032-06-01 4.030000 230000.00 4538.82 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-01-01 6.000000 15288.00 79.01 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-01-01 6.500000 129500.00 1377.75 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2035-11-01 2.265000 25000.00 435.77 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2037-12-01 2.265000 100000.00 2070.35 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2027-11-01 2.265000 50000.00 948.70 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2033-05-01 2.184000 50000.00 1588.07 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2030-12-01 4.307000 2000000.00 4181.17 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2031-01-01 2.265000 50000.00 799.25 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2040-11-01 2.265000 100000.00 751.20 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2032-07-01 4.406000 410000.00 4147.17 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2031-10-01 4.188000 328711.00 2941.65 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2030-06-01 4.257000 1000000.00 813.04 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2029-12-01 3.890000 1000000.00 3470.50 Agency Mortgage-Backed Securities FEDERAL NAT MORT ADJUSTABLE RATE MBS B1V7KEBTPIMZEU4LTD58 2027-07-01 2.265000 50000.00 740.70 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-04-01 8.500000 565247.00 2566.12 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-02-01 9.000000 364100.00 599.18 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-01-01 8.500000 716133.00 1746.30 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-11-01 8.000000 426944.00 1770.09 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-07-01 6.500000 166000.00 1614.48 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-02-01 6.000000 93917.00 1540.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORT ADJUSTABLE RATE S6XOOCT0IEG5ABCC6L87 2028-01-01 4.317000 866063.00 1950.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORT ADJUSTABLE RATE S6XOOCT0IEG5ABCC6L87 2029-06-01 4.440000 572052.00 4561.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORT ADJUSTABLE RATE S6XOOCT0IEG5ABCC6L87 2032-07-01 4.643000 1500000.00 4563.44 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-03-01 5.000000 26276.00 660.38 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-05-01 8.000000 67100.00 8.12 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-03-01 8.500000 1363147.00 243.26 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-08-01 8.000000 337893.00 299.83 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-02-01 6.000000 250000.00 3010.63 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2047-04-01 4.500000 6540.00 4585.66 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2046-12-01 3.500000 1567.00 1224.79 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2046-12-01 4.500000 1000.00 766.58 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2045-11-01 3.500000 3417.00 2536.12 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2045-08-01 4.000000 3720.00 1849.68 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2044-01-01 4.500000 40981.00 4604.11 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2047-04-01 4.500000 2000.00 1604.96 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-01-01 3.000000 7268.00 3581.91 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2043-04-01 3.500000 8335.00 3186.09 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2043-02-01 3.500000 4028.00 1682.33 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2043-02-01 3.500000 5000.00 2643.03 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2043-02-01 3.500000 10183.00 3936.86 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2043-01-01 3.500000 3441.00 2065.00 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2042-09-01 3.500000 8378.00 4568.89 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2042-08-01 3.500000 10001.00 4514.69 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2042-08-01 3.500000 10000.00 4143.72 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2042-02-01 4.000000 7701.00 3485.37 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-11-01 3.500000 3000.00 831.18 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-11-01 4.000000 4709.00 1464.70 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-07-01 4.000000 15791.00 2570.25 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-04-01 5.000000 28532.00 4115.32 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-07-01 3.000000 4000.00 1709.88 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2027-09-01 3.000000 8000.00 3116.07 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 3.000000 3117.00 2150.63 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 2.500000 5469.00 3198.94 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-07-01 2.500000 3592.00 2036.13 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-09-01 2.000000 6833.00 4079.99 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-08-01 3.000000 2000.00 871.47 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-07-01 2.500000 1430.00 618.77 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2027-09-01 2.500000 8929.00 3422.84 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2027-08-01 3.000000 23084.00 4301.57 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-11-01 7.000000 75000.00 3563.74 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-11-01 7.000000 72458.00 152.72 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-11-01 7.000000 525351.00 2087.56 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-10-01 7.000000 48156.00 657.76 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-10-01 7.000000 63425.00 1912.48 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-10-01 7.000000 60000.00 779.43 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-10-01 8.000000 42153.00 554.93 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-10-01 7.000000 437000.00 2090.55 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-10-01 7.000000 85000.00 734.93 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-09-01 7.000000 469492.00 2706.58 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-09-01 7.000000 53643.00 140.36 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-08-01 7.000000 50070.00 756.65 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-09-01 7.000000 32168.00 106.55 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-08-01 7.000000 91000.00 435.16 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-08-01 7.000000 235137.00 1777.10 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-08-01 8.000000 483664.00 3449.61 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-01-01 7.000000 402542.00 2965.01 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-07-01 7.000000 115224.00 2155.29 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-07-01 7.000000 12000.00 115.95 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-05-01 6.000000 236000.00 636.16 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-03-01 6.000000 1862284.00 2189.56 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-03-01 8.000000 109864.00 1488.56 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-03-01 8.500000 323808.00 1731.68 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-03-01 8.000000 744256.00 2771.35 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-02-01 8.000000 229000.00 2613.78 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-02-01 7.000000 39782.00 179.16 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-02-01 8.000000 181000.00 3752.76 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-02-01 7.000000 1585475.00 3174.18 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-01-01 6.000000 250000.00 579.71 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-09-01 6.500000 200000.00 433.39 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-01-01 6.500000 1250000.00 2436.57 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-12-01 8.000000 271761.00 1833.84 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-12-01 7.000000 175027.00 171.99 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-12-01 7.500000 88900.00 1561.74 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-11-01 8.500000 239129.00 1666.43 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-11-01 8.000000 91634.00 453.71 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-12-01 8.000000 200347.00 1657.97 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-11-01 8.000000 673852.00 2040.25 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-10-01 8.000000 82984.00 375.05 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-09-01 8.000000 950576.00 1464.86 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 8.000000 6126838.00 4219.44 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 8.500000 711000.00 1454.61 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 8.000000 1873590.00 3249.34 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 8.500000 240303.00 707.88 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 8.000000 153000.00 3213.05 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 8.000000 314700.00 3375.06 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 8.000000 3749446.00 2177.68 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2027-10-01 7.500000 25000.00 72.33 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-07-01 9.000000 210000.00 4427.46 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2035-04-01 5.500000 153671.00 4647.31 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2034-11-01 7.000000 6434.00 35.79 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2034-08-01 6.000000 175000.00 1697.65 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2034-08-01 6.500000 26363.00 1291.14 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2034-05-01 7.000000 2788.00 48.81 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2034-07-01 7.000000 1459.00 53.26 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2034-06-01 5.000000 75000.00 1766.58 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2033-04-01 5.500000 90200.00 4965.36 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2034-05-01 5.000000 260000.00 4802.49 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2034-01-01 6.000000 120929.00 539.29 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2033-12-01 6.000000 29773.00 465.72 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2033-12-01 6.000000 50000.00 554.33 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2033-11-01 7.000000 40000.00 723.27 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2033-10-01 6.000000 55000.00 2494.40 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2033-09-01 6.000000 33000.00 333.11 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2033-07-01 5.000000 65000.00 2904.08 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2026-09-01 3.000000 1266.00 133.16 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-08-01 4.500000 8208.00 658.80 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2027-09-01 8.000000 25000.00 86.77 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-07-01 8.000000 110036.00 301.97 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-06-01 8.000000 34377.00 92.03 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-06-01 8.500000 989806.00 3317.53 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-04-01 8.000000 266503.00 3637.98 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-05-01 8.000000 136884.00 755.47 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-06-01 7.000000 301711.00 926.87 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-05-01 7.000000 116509.00 218.73 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-05-01 8.000000 444351.00 2927.62 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-05-01 8.500000 104895.00 1611.01 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-04-01 7.000000 26867.00 15.84 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-04-01 8.500000 952263.00 2253.96 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-03-01 8.000000 255499.00 413.44 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-02-01 7.000000 1072417.00 2453.62 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-03-01 8.500000 153535.00 1116.80 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-03-01 8.000000 1346971.00 2239.97 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-01-01 7.500000 1071.00 2.46 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-01-01 8.500000 1824000.00 4199.41 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-02-01 8.500000 2241546.00 3617.33 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-12-01 8.000000 705000.00 602.26 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-01-01 7.000000 775650.00 396.94 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-02-01 4.000000 3000.00 648.02 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2041-01-01 4.500000 10000.00 1954.00 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2040-12-01 4.000000 6212.00 2184.91 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2040-12-01 4.000000 2429.00 390.75 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2040-12-01 4.000000 5000.00 1428.03 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2040-10-01 4.000000 7216.00 982.99 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2040-10-01 4.000000 1345.00 337.21 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-11-01 7.000000 350000.00 88.07 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-11-01 7.000000 65068.00 197.74 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-10-01 7.500000 10000.00 43.59 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-10-01 7.000000 105000.00 367.03 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-09-01 7.000000 1693194.00 1022.68 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-10-01 7.000000 401177.00 3515.73 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-08-01 6.500000 298100.00 1568.72 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-08-01 7.000000 120332.00 584.52 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-07-01 7.000000 50000.00 378.67 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-07-01 6.000000 165069.00 2922.53 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-07-01 7.000000 57074.00 34.13 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-07-01 7.000000 85000.00 481.04 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-08-01 8.000000 800073.00 1252.40 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-07-01 7.000000 472564.00 588.54 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-06-01 6.500000 220000.00 493.87 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-06-01 7.000000 254000.00 463.35 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-09-01 8.000000 150905.00 1588.18 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-04-01 6.000000 1570.00 54.28 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-04-01 6.000000 480000.00 3725.41 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-04-01 7.000000 25000.00 336.40 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-12-01 6.000000 495000.00 1138.63 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-12-01 7.000000 353800.00 3144.68 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-11-01 7.000000 317293.00 3239.05 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-09-01 6.000000 62913.00 760.58 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-09-01 6.000000 68000.00 45.33 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2040-01-01 4.500000 3550.00 348.67 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2039-10-01 5.500000 12342.00 1427.47 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2039-09-01 5.500000 5000.00 557.97 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2039-04-01 4.500000 16554.00 856.28 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2038-12-01 5.500000 48166.00 2481.11 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-09-01 6.500000 48200.00 752.01 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-08-01 6.500000 21000.00 122.25 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-07-01 6.000000 1741.00 68.15 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-07-01 6.500000 18890.00 87.61 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2042-06-01 4.000000 8406.00 1915.65 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2040-11-01 4.000000 17545.00 3633.53 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2032-10-01 7.000000 106365.00 1444.62 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2032-07-01 6.000000 344414.00 3551.26 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2032-06-01 6.500000 374963.00 2457.21 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2032-01-01 7.500000 26711.00 208.95 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-12-01 8.000000 48726.00 136.77 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2032-03-01 6.500000 49100.00 367.49 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-08-01 8.000000 247946.00 723.85 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-09-01 7.000000 1120696.00 3901.78 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-05-01 7.000000 5000.00 9.89 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-04-01 6.000000 30653.00 144.53 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-04-01 7.000000 88000.00 290.39 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-06-01 7.000000 300634.00 1099.51 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-03-01 7.000000 66069.00 281.80 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2031-02-01 7.000000 125320.00 412.35 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-11-01 7.000000 695000.00 1651.43 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 8.500000 250400.00 368.88 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-06-01 7.500000 1450145.00 725.11 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-02-01 6.000000 546000.00 3579.07 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-12-01 6.000000 567777.00 3232.22 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-08-01 6.000000 480000.00 2564.38 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-10-01 6.000000 171929.00 982.77 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-05-01 7.500000 29192.00 125.52 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2028-02-01 6.000000 150000.00 353.65 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2027-11-01 8.000000 94500.00 220.48 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2026-04-01 7.500000 95600.00 283.27 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-09-01 7.000000 750000.00 1864.15 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-11-01 7.000000 535721.00 1650.07 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-04-01 7.000000 23000.00 205.45 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2038-11-01 6.000000 13396.00 191.94 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2038-09-01 6.500000 1043.00 100.53 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2038-08-01 6.000000 30000.00 1488.39 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2038-08-01 6.000000 12270.00 271.92 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2038-08-01 6.000000 15952.00 487.02 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2037-08-01 7.000000 295000.00 2265.28 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2027-02-01 3.500000 16000.00 3541.56 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2026-05-01 4.000000 22513.00 1006.48 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-12-01 3.500000 9736.00 2268.24 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-10-01 4.000000 81524.00 2018.84 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2025-02-01 4.500000 75750.00 3503.16 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-09-01 4.000000 4039.00 224.68 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2024-03-01 4.500000 238287.00 4135.13 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2030-08-01 4.500000 39634.00 4441.43 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2029-02-01 4.500000 91186.00 2316.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORT ADJUSTABLE RATE S6XOOCT0IEG5ABCC6L87 2037-02-01 3.617000 45000.00 1894.32 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0228 20000000.00 20000000.00 0.0161 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 2.290000% SUVUFHICNZMP2WKHG940 BRTNH6B54 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2047-11-01 4.000000 26681491.00 24528583.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 36229407.00 37271416.92 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 60000000.00 60000000.00 0.0483 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY BANK OF NOVA SCOTIA 2.280000% L3I9ZG2KFGXZ61BMYR72 BRTNH6BE5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 884000.00 845020.29 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2022-01-31 1.875000 9187700.00 8974922.36 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2021-05-15 2.625000 35495800.00 35361189.53 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2023-03-31 2.500000 6985200.00 6912131.74 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 2032-04-15 3.375000 5019000.00 9118446.78 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0228 60000000.00 60000000.00 0.0483 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 2.280000% R0MUWSFPU8MPRO8K5P83 BRTNH6BG0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.00 0.01 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.00 76.35 40.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.00 131.12 87.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.00 232.64 139.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 1586300.00 1577621.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.00 5051500.00 3473411.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.00 0.01 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.00 0.63 0.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-08-15 0.00 7.15 4.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.00 68.38 47.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.00 1083899.95 468851.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 2.250000 26581200.00 24989313.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-09-30 3.000000 10204100.00 10290482.53 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0228 40000000.00 40000000.00 0.0322 N Y Y N NATIXIS SA TRI-PARTY NATIXIS SA 2.270000% KX1WK48MPD4Y2NCUIZ63 BRTNH6BM7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY NOTE 2023-07-31 2.750000 200.00 200.84 U.S. Treasuries (including strips) U.S. TREASURY NOTE 2020-09-30 2.750000 14883000.00 14932389.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-31 2.875000 100.00 100.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-01-10 0.00 400.00 398.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 4838100.00 6486914.92 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0227 21000000.00 21000000.00 0.0169 N Y Y N NATIXIS SA TRI-PARTY NATIXIS SA 2.290000% KX1WK48MPD4Y2NCUIZ63 BRTNH6BN5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT BANKS FUNDING CORP 2030-10-24 3.050000 1000.00 955.20 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-10-19 2.480000 998000.00 894122.62 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-01-15 0.00 1000.00 818.91 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2048-11-01 4.000000 1000.00 1006.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2039-01-01 6.000000 1356.00 87.25 Agency Mortgage-Backed Securities GOLD PC (PARTICIPATING CERTIFICATES) 2047-12-01 3.500000 7529.00 6829.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT BACKED SECURITY B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 2792330.00 2614623.53 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.000000 594000.00 587265.02 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2018-12-03 2018-12-03 2018-12-03 N N N 0.0229 4000000.00 4000000.00 0.0032 N Y Y N GuideStone Funds 2018-12-06 Patrick Pattison Patrick Pattison Vice President and Treasurer of GuideStone Funds