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Global Bonds 2.434000% 3130ACDH4 2549001DPIFGXC1TOL40 US3130ACDH41 U.S. Government Agency Debt Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0239 165000000.00 165000000.00 0.0074 N Y Y N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.433000% 3130ACDY7 2549001DPIFGXC1TOL40 US3130ACDY73 U.S. Government Agency Debt Y 2019-03-06 2019-03-06 2019-03-06 N N N 0.0241 115999838.80 115999838.80 0.0052 N N Y N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.433000% 3130ACDZ4 2549001DPIFGXC1TOL40 US3130ACDZ49 U.S. Government Agency Debt Y 2019-03-06 2019-03-06 2019-03-06 N N N 0.0241 129999755.60 129999755.60 0.0059 N N Y N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.421000% 3130ACFW9 2549001DPIFGXC1TOL40 US3130ACFW99 U.S. Government Agency Debt Y 2019-03-18 2019-09-18 2019-09-18 N N N 0.0251 49989105.50 49989105.50 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.381000% 3130ACP32 2549001DPIFGXC1TOL40 US3130ACP324 U.S. Government Agency Debt Y 2019-03-18 2019-04-18 2019-04-18 N N N 0.0248 84992824.30 84992824.30 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.376000% 3130ACPK4 2549001DPIFGXC1TOL40 US3130ACPK42 U.S. Government Agency Debt Y 2019-03-22 2019-04-22 2019-04-22 N N N 0.0247 84991229.70 84991229.70 0.0038 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.391000% 3130ACVF8 2549001DPIFGXC1TOL40 US3130ACVF82 U.S. Government Agency Debt Y 2019-03-18 2019-05-17 2019-05-17 N N N 0.0246 109983780.50 109983780.50 0.0050 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Global Bonds 2.463000% 3130ACZ80 2549001DPIFGXC1TOL40 US3130ACZ802 U.S. Government Agency Debt Y 2019-03-06 2019-12-06 2019-12-06 N N N 0.0251 79381025.78 79381025.78 0.0036 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.428000% 3130ACZK3 2549001DPIFGXC1TOL40 US3130ACZK32 U.S. Government Agency Debt Y 2019-03-06 2019-06-06 2019-06-06 N N N 0.0250 149973736.50 149973736.50 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Global Bonds 2.409000% 3130AD3N0 2549001DPIFGXC1TOL40 US3130AD3N02 U.S. Government Agency Debt Y 2019-03-14 2019-06-14 2019-06-14 N N N 0.0249 29994221.70 29994221.70 0.0014 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.409000% 3130AD3Q3 2549001DPIFGXC1TOL40 US3130AD3Q33 U.S. Government Agency Debt Y 2019-03-14 2019-06-14 2019-06-14 N N N 0.0249 119976886.80 119976886.80 0.0054 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Global Bonds 2.423000% 3130ADDF6 2549001DPIFGXC1TOL40 US3130ADDF67 U.S. Government Agency Debt Y 2019-03-08 2019-07-08 2019-07-08 N N N 0.0250 149963053.50 149963053.50 0.0068 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.391000% 3130ADEQ1 2549001DPIFGXC1TOL40 US3130ADEQ14 U.S. Government Agency Debt Y 2019-03-18 2019-07-17 2019-07-17 N N N 0.0249 71981022.96 71981022.96 0.0032 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.404000% 3130ADP55 2549001DPIFGXC1TOL40 US3130ADP553 U.S. Government Agency Debt Y 2019-03-14 2019-08-14 2019-08-14 N N N 0.0251 24992107.00 24992107.00 0.0011 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.404000% 3130ADP63 2549001DPIFGXC1TOL40 US3130ADP637 U.S. Government Agency Debt Y 2019-03-14 2019-08-14 2019-08-14 N N N 0.0251 99968428.00 99968428.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.401000% 3130ADQB1 2549001DPIFGXC1TOL40 US3130ADQB17 U.S. Government Agency Debt Y 2019-03-22 2019-08-22 2019-08-22 N N N 0.0251 99971623.00 99971623.00 0.0045 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.390000% 3130AEJF8 2549001DPIFGXC1TOL40 US3130AEJF86 U.S. Government Agency Debt Y 2019-03-20 2019-12-20 2019-12-20 N N N 0.0251 124927468.80 124927468.80 0.0056 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.389000% 3130AEJX9 2549001DPIFGXC1TOL40 US3130AEJX92 U.S. Government Agency Debt Y 2019-03-27 2019-12-27 2019-12-27 N N N 0.0251 49971193.50 49971193.50 0.0023 N N N N Federal Home Loan Bank Federal Home Loan Bank, Unsec. Bonds 2.455000% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2019-03-01 2020-07-24 2020-07-24 N N N 0.0251 25988887.60 25988887.60 0.0012 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, Unsec. Bonds 2.416000% 3133EH3H4 US3133EH3H49 U.S. Government Agency Debt Y 2019-03-18 2019-12-18 2019-12-18 N N N 0.0251 24991294.75 24991294.75 0.0011 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, Unsec. Bonds 2.382000% 3133EH6Q1 US3133EH6Q11 U.S. Government Agency Debt Y 2019-03-11 2019-04-11 2019-04-11 N N N 0.0249 74991258.75 74991258.75 0.0034 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, Unsec. Bonds 2.406000% 3133EH7B3 US3133EH7B33 U.S. Government Agency Debt Y 2019-03-18 2019-12-16 2019-12-16 N N N 0.0251 119949451.20 119949451.20 0.0054 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, Unsec. Bonds 2.454000% 3133EHY80 US3133EHY800 U.S. Government Agency Debt Y 2019-03-04 2019-12-04 2019-12-04 N N N 0.0251 124965593.80 124965593.80 0.0056 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, Unsec. Bonds 2.385000% 3133EJAQ2 US3133EJAQ23 U.S. Government Agency Debt Y 2019-03-25 2019-09-25 2019-09-25 N N N 0.0251 109956831.60 109956831.60 0.0050 N N N N Federal Farm Credit Bank Federal Farm Credit Bank, Unsec. 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Notes 2.440000% 3135G0V26 B1V7KEBTPIMZEU4LTD58 US3135G0V266 U.S. Government Agency Debt Y 2019-03-01 2020-07-30 2020-07-30 N N N 0.0251 62981768.43 62981768.43 0.0028 N N N N Overseas Private Investment Corp. Overseas Private Investment Corp., Sr. Unsec. Gtd. VRD Notes 2.440000% 6903533N5 549300IDY55XMYWXSD28 US6903533N55 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2030-03-15 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0244 45000000.00 45000000.00 0.0020 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp., Sr. Unsec. Gtd. VRD Bonds 2.440000% 6903534J3 549300IDY55XMYWXSD28 US6903534J35 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2025-09-15 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0244 5000000.00 5000000.00 0.0002 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp., Sr. Unsec. Gtd. VRD Bonds 2.440000% 6903534U8 549300IDY55XMYWXSD28 US6903534U89 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2026-09-15 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0244 5000000.00 5000000.00 0.0002 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp., Sr. Unsec. Gtd. VRD Bonds 2.440000% 6903534Y0 549300IDY55XMYWXSD28 US6903534Y02 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2030-10-15 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0244 8000000.00 8000000.00 0.0004 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp., Sec. Gtd. VRD Bonds 2.440000% 690353D38 549300IDY55XMYWXSD28 US690353D389 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2028-11-15 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0244 88636363.80 88636363.80 0.0040 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp., Sr. Unsec. Gtd. VRD Bonds 2.440000% 690353M87 549300IDY55XMYWXSD28 US690353M877 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2028-02-15 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0244 20000000.00 20000000.00 0.0009 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp., Unsec. Gtd. VRD Notes 2.440000% 690353VV6 549300IDY55XMYWXSD28 US690353VV66 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2026-07-09 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0244 38250000.00 38250000.00 0.0017 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp., Sr. Unsec. Gtd. VRD Bonds 2.440000% 690353W37 549300IDY55XMYWXSD28 US690353W371 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2025-06-15 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0244 24000000.00 24000000.00 0.0011 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp., Unsec. Gtd. VRD Bonds 2.440000% 690353XQ5 549300IDY55XMYWXSD28 US690353XQ53 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2025-07-15 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0244 33944445.28 33944445.28 0.0015 N N Y N Overseas Private Investment Corp. Overseas Private Investment Corp., Unsec. Gtd. VRD Bonds 2.430000% 690353XS1 549300IDY55XMYWXSD28 US690353XS10 U.S. Government Agency Debt Y 2019-03-15 2019-03-15 2030-05-15 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 15 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0243 9672000.00 9672000.00 0.0004 N N N N Overseas Private Investment Corp. Overseas Private Investment Corp., Unsec. Gtd. VRD Bonds 2.440000% 690353ZZ3 549300IDY55XMYWXSD28 US690353ZZ35 U.S. Government Agency Debt Y 2019-03-07 2019-03-07 2020-09-15 Y OVERSEAS PRIVATE INVESTMENT CORP 1.0000 7 N n/a n/a Y UNITED STATES OF AMERICA 1.0000 n/a n/a N 0.0244 116000000.00 116000000.00 0.0052 N N Y N U.S. Treasury U.S. Treasury Bills 912796QC6 254900HROIFWPRGM1V77 US912796QC69 U.S. Treasury Debt Y 2019-04-25 2019-04-25 2019-04-25 N N N 0.0242 99634861.00 99634861.00 0.0045 N Y Y N U.S. Treasury U.S. Treasury Bills 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y 2019-05-23 2019-05-23 2019-05-23 N N N 0.0244 497239095.00 497239095.00 0.0224 N Y Y N U.S. Treasury U.S. Treasury Bills 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y 2019-06-20 2019-06-20 2019-06-20 N N N 0.0245 496305780.00 496305780.00 0.0224 N Y Y N U.S. Treasury U.S. Treasury Bills 912796QR3 254900HROIFWPRGM1V77 US912796QR39 U.S. Treasury Debt Y 2019-07-18 2019-07-18 2019-07-18 N N N 0.0247 643945295.50 643945295.50 0.0290 N Y Y N U.S. Treasury U.S. Treasury Bills 912796RD3 254900HROIFWPRGM1V77 US912796RD34 U.S. Treasury Debt Y 2019-04-04 2019-04-04 2019-04-04 N N N 0.0239 498888230.00 498888230.00 0.0225 N Y Y N U.S. Treasury U.S. Treasury Bills 912796RG6 254900HROIFWPRGM1V77 US912796RG64 U.S. Treasury Debt Y 2019-04-11 2019-04-11 2019-04-11 N N N 0.0245 742955183.60 742955183.60 0.0335 N Y Y N U.S. Treasury U.S. Treasury Bills 912796RH4 254900HROIFWPRGM1V77 US912796RH48 U.S. Treasury Debt Y 2019-04-18 2019-04-18 2019-04-18 N N N 0.0243 299046000.00 299046000.00 0.0135 N Y Y N U.S. Treasury U.S. Treasury Bills 912796RJ0 254900HROIFWPRGM1V77 US912796RJ04 U.S. Treasury Debt Y 2019-05-02 2019-05-02 2019-05-02 N N N 0.0244 149381937.00 149381937.00 0.0067 N Y Y N U.S. Treasury U.S. Treasury Bills 912796RQ4 254900HROIFWPRGM1V77 US912796RQ47 U.S. Treasury Debt Y 2019-05-16 2019-05-16 2019-05-16 N N N 0.0244 149243166.00 149243166.00 0.0067 N Y Y N U.S. Treasury U.S. Treasury Bills 912796RR2 254900HROIFWPRGM1V77 US912796RR20 U.S. Treasury Debt Y 2019-05-30 2019-05-30 2019-05-30 N N N 0.0244 298201875.00 298201875.00 0.0134 N Y Y N U.S. Treasury U.S. Treasury Bills 912796RU5 254900HROIFWPRGM1V77 US912796RU58 U.S. Treasury Debt Y 2019-06-13 2019-06-13 2019-06-13 N N N 0.0245 844112806.50 844112806.50 0.0381 N Y Y N U.S. Treasury U.S. Treasury Bills 912796SA8 254900HROIFWPRGM1V77 US912796SA85 U.S. Treasury Debt Y 2019-07-25 2019-07-25 2019-07-25 N N N 0.0246 346582687.50 346582687.50 0.0156 N Y Y N U.S. Treasury U.S. Treasury Bills 912796SB6 254900HROIFWPRGM1V77 US912796SB68 U.S. Treasury Debt Y 2019-08-01 2019-08-01 2019-08-01 N N N 0.0247 494868125.00 494868125.00 0.0223 N Y Y N U.S. Treasury U.S. Treasury Bills 912796SE0 254900HROIFWPRGM1V77 US912796SE08 U.S. Treasury Debt Y 2019-08-22 2019-08-22 2019-08-22 N N N 0.0250 716467351.80 716467351.80 0.0323 N Y Y N U.S. Treasury U.S. Treasury Bills 912796SF7 254900HROIFWPRGM1V77 US912796SF72 U.S. Treasury Debt Y 2019-08-29 2019-08-29 2019-08-29 N N N 0.0251 296315895.00 296315895.00 0.0134 N Y Y N U.S. Treasury U.S. Treasury Bills 912796UX5 254900HROIFWPRGM1V77 US912796UX50 U.S. Treasury Debt Y 2019-04-16 2019-04-16 2019-04-16 N N N 0.0244 498468265.00 498468265.00 0.0225 N Y Y N U.S. Treasury U.S. Treasury Bills 912796UY3 254900HROIFWPRGM1V77 US912796UY34 U.S. Treasury Debt Y 2019-04-23 2019-04-23 2019-04-23 N N N 0.0243 597888834.00 597888834.00 0.0270 N Y Y N U.S. Treasury U.S. Treasury Bills 912796UZ0 254900HROIFWPRGM1V77 US912796UZ09 U.S. Treasury Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0230 697370310.00 697370310.00 0.0315 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 2.420000% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y 2019-03-01 2020-01-31 2020-01-31 N N N 0.0253 169964424.10 169964424.10 0.0077 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 2.453000% 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y 2019-03-01 2020-04-30 2020-04-30 N N N 0.0255 774705469.00 774705469.00 0.0349 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 2.465000% 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y 2019-03-01 2020-11-02 2020-10-31 N N N 0.0260 629470825.20 629470825.20 0.0284 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 2.535000% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y 2019-03-01 2021-02-01 2021-01-31 N N N 0.0263 99935065.00 99935065.00 0.0045 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 2.490000% 912828X54 254900HROIFWPRGM1V77 US912828X547 912828X54 U.S. Treasury Debt Y 2019-03-01 2019-04-30 2019-04-30 N N N 0.0245 582060749.20 582060749.20 0.0263 N Y Y N U.S. Treasury U.S. Treasury Floating Rate Notes 2.463000% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2019-03-01 2020-07-31 2020-07-31 N N N 0.0258 534776321.90 534776321.90 0.0241 N Y Y N Societe Generale Societe Generale 2.430000% O2RNE8IBXP4R0TD8PU41 BIV3BA3R3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS 2029-10-15 0.00 26951680.00 19258053.43 Agency Debentures and Agency Strips RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS 2026-01-15 0.00 58240.00 47763.21 Agency Debentures and Agency Strips RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS 2027-01-15 0.00 11418880.00 9060081.96 Agency Debentures and Agency Strips RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS 2028-01-15 0.00 12514560.00 9527084.24 Agency Debentures and Agency Strips RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS 2028-07-15 0.00 11989760.00 8970858.33 Agency Debentures and Agency Strips RESOLUTION FDG CORP FED BOOK ENTRY CPN STRIPS 2028-04-15 0.00 6400000.00 4824576.00 Agency Debentures and Agency Strips RESOLUTION FDG CORP FED BOOK 2030-04-15 0.00 86327040.00 60422885.11 Agency Debentures and Agency Strips GINNIE MAE 2041-10-20 4.000000 145956597.76 29953618.76 Agency 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National Mortgage Association 2047-04-20 4.500000 21193636.48 12403136.66 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-02-20 4.500000 4472775.04 2511323.44 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-06-20 3.500000 4072008.96 3977412.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-11-15 6.000000 800.64 36.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2039-09-15 5.500000 1277553.92 59850.76 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-03-20 3.000000 232069.12 148033.27 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-05-20 3.625000 58239.36 128.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-07-20 3.750000 52135.68 63.72 Agency Mortgage-Backed Securities Government National Mortgage Association 2026-01-20 3.375000 18902.40 40.77 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-09-20 3.500000 2941870.08 2904430.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-10-01 4.500000 5619923.84 5814989.83 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-07-20 5.000000 6525166.72 6555848.75 Agency Mortgage-Backed Securities Y 2019-03-01 2019-03-07 2019-03-07 Y SOCIETE GENERALE (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0243 320000000.00 320000000.00 0.0144 N N Y N ING Financial Markets, LLC ING Financial Markets, LLC 2.540000% KBVRJ5K57JZ3E2AVWX40 BIV3QRZL8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE 2026-05-01 4.500000 57782283.00 13122990.52 Agency Mortgage-Backed Securities U.S. Treasury 2020-11-30 2.000000 300.00 298.71 U.S. Treasuries (including strips) FANNIE MAE 2043-07-01 3.000000 12917440.00 7366230.81 Agency Mortgage-Backed Securities FANNIE MAE 2041-03-01 4.000000 29197376.00 11494028.83 Agency Mortgage-Backed Securities FANNIE MAE 2042-10-01 3.500000 5009751.00 2680105.77 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 1484800.00 1504187.39 U.S. Treasuries (including strips) FANNIE MAE 2028-02-01 2.500000 14315136.00 5423423.10 Agency Mortgage-Backed Securities FANNIE MAE 2042-02-01 4.000000 51478335.00 18324317.48 Agency Mortgage-Backed Securities FANNIE MAE 2042-08-01 3.500000 15108455.00 5926161.06 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2021-12-31 2.000000 100.00 99.04 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 7208624.00 5400240.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 6802168.00 5718807.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 4.500000 8793400.00 7941479.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-06-01 4.000000 1356.00 1312.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 10172899.00 6383351.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 22374824.00 17038264.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-09-01 3.668333 2716128.00 2790933.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 14342096.00 8831367.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 17741040.00 9295508.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-09-01 4.000000 34674481.00 15885520.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 4.000000 21231943.00 19069965.16 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-06-01 4.500000 3421560.00 3440585.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 4.500000 4072400.00 3527651.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 6500000.00 5394698.19 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-06-01 4.000000 34590751.00 20301547.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-07-01 3.500000 1458096.00 1268414.79 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-01 3.500000 9431814.00 7596830.56 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-12-01 3.500000 8307329.00 7354793.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-11-01 3.500000 1185632.00 1193711.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.500000 8481024.00 8709793.07 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 3997696.00 3267881.16 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 7576400.00 6615151.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 7430736.00 6475114.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 3.500000 1304902.00 1305629.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 2490784.00 2456663.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 283692.00 262299.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 4.500000 7535420.00 7350112.80 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2020-01-02 0.00 500.00 489.49 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2047-12-01 4.500000 702430.00 679705.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 3.500000 4404304.00 1908531.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-01 3.358333 1000.00 965.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 14472186.00 7211178.90 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 1763468.00 1113740.22 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 1457376.00 1409717.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-12-01 4.500000 5512968.00 5780749.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-01-01 4.000000 1606951.00 1475531.57 Agency Mortgage-Backed Securities Y 2019-04-15 2019-04-15 2019-04-15 N N N 0.0254 265000000.00 265000000.00 0.0120 N N N Y Royal Bank of Canada Royal Bank of Canada 2.470000% BIV3RDEK3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 26602912.00 27454330.45 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 2051000.00 2068372.46 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2045-11-15 3.000000 27211296.00 27040045.99 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-02-28 1.875000 15628088.00 15342500.32 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-30 2.000000 10125920.00 9923298.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-31 2.750000 60308556.00 60971471.98 U.S. Treasuries (including strips) Y 2019-03-07 2019-03-07 2019-04-23 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0246 140000000.00 140000000.00 0.0063 N N Y N Royal Bank of Canada Royal Bank of Canada 2.470000% BIV3RFHY5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2038-02-15 4.375000 3161676.65 3851494.84 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-08-15 4.500000 6916167.66 8567472.01 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-04-15 3.625000 550131.74 1077262.28 U.S. Treasuries (including strips) U.S. Treasury 2021-01-15 1.125000 13574737.72 15746514.24 U.S. Treasuries (including strips) U.S. Treasury 2021-08-15 2.125000 71119149.70 70493807.66 U.S. Treasuries (including strips) U.S. Treasury 2024-01-15 0.625000 2444766.47 2634145.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-31 2.250000 2811718.56 2821764.25 U.S. Treasuries (including strips) U.S. Treasury 2025-01-15 0.250000 8138946.11 8430242.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 39706469.46 35553918.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-03-31 1.750000 2420895.81 2384658.91 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-30 1.375000 3240718.56 3199153.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-28 1.125000 56890419.16 55328435.81 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-08-15 0.750000 3938658.68 3908147.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-09-30 2.125000 29388140.12 28961931.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-31 2.000000 36754.49 36322.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 3477844.31 3432013.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-05-31 2.750000 2221077.84 2255414.49 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-07-15 0.750000 3724059.88 3733937.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-05-31 2.500000 449313.77 451694.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.500000 18640455.09 18663600.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.375000 65523693.41 65068107.17 U.S. Treasuries (including strips) Y 2019-03-07 2019-03-07 2019-04-24 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0246 330000000.00 330000000.00 0.0149 N N Y N Royal Bank of Canada Royal Bank of Canada 2.460000% BIV3TEJX6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 0.750000 42123440.00 43471588.42 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 7926760.00 8937311.50 U.S. Treasuries (including strips) U.S. Treasury 2024-07-15 0.125000 80000000.00 82683892.06 U.S. Treasuries (including strips) U.S. Treasury 2021-04-15 0.125000 16580320.00 17355722.48 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-10-31 2.250000 37495200.00 37130692.80 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-28 2.750000 14297000.00 14420826.32 U.S. Treasuries (including strips) Y 2019-03-07 2019-03-07 2019-05-07 Y ROYAL BANK OF CANADA (NY BRANCH) 1.0000 7 N n/a n/a N N 0.0246 200000000.00 200000000.00 0.0090 N N Y N ING Financial Markets, LLC ING Financial Markets, LLC 2.490000% KBVRJ5K57JZ3E2AVWX40 BIV3TJEQ5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE 2036-10-01 6.000000 13494785.00 276846.42 Agency Mortgage-Backed Securities FANNIE MAE 2042-01-01 4.752000 13861792.00 735897.91 Agency Mortgage-Backed Securities FANNIE MAE 2032-04-01 3.500000 1254487.00 488065.69 Agency Mortgage-Backed Securities FANNIE MAE 2036-02-01 4.158000 8332288.00 607109.84 Agency Mortgage-Backed Securities FANNIE MAE 2035-06-01 4.230000 1525139.00 79556.24 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 817600.00 828275.60 U.S. Treasuries (including strips) FANNIE MAE 2042-10-01 3.500000 1034494.00 479416.31 Agency Mortgage-Backed Securities FREDDIE MAC 2042-07-01 3.500000 1320992.00 639688.93 Agency Mortgage-Backed Securities FREDDIE MAC 2042-06-01 4.504000 100616.00 7624.13 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 100.00 98.88 U.S. Treasuries (including strips) FANNIE MAE 2028-02-01 2.500000 2122003.00 803940.67 Agency Mortgage-Backed Securities FANNIE MAE 2046-01-01 4.000000 38909.00 28074.91 Agency Mortgage-Backed Securities FANNIE MAE 2046-03-01 4.000000 60171.00 45309.36 Agency Mortgage-Backed Securities FEDERAL HOME LN MTG CORP PARTN 2042-06-01 3.500000 181971.00 84663.99 Agency Mortgage-Backed Securities FANNIE MAE 2044-10-01 2.688000 8597456.00 4189231.06 Agency Mortgage-Backed Securities FANNIE MAE 2046-09-01 3.500000 18850.00 15172.87 Agency Mortgage-Backed Securities FANNIE MAE 2046-09-01 3.500000 1239360.00 1013549.89 Agency Mortgage-Backed Securities FANNIE MAE 2052-04-01 4.500000 9280608.00 7063091.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2047-06-01 3.500000 720000.00 647930.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-09-01 3.500000 8307439.00 7633299.68 Agency 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Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-06-01 5.000000 1000.00 461.40 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-04-20 3.000000 30409905.00 19922748.04 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2019-04-25 0.00 50.00 49.82 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-11-07 0.00 500.00 491.45 U.S. Treasuries (including strips) Government National Mortgage Association 2049-01-20 4.500000 23133959.50 24009284.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2034-03-15 8.000000 32915.00 14988.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-02-01 4.500000 613209.50 634203.36 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2049-01-01 4.000000 3092845.00 3185816.94 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-11-01 4.000000 78425.00 79482.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-11-01 4.500000 3000000.00 3138182.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-12-01 5.000000 505.50 539.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-10-01 4.345000 16266.00 11763.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 9661583.50 9977655.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 70463.50 72342.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 3472664.00 3609191.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-08-01 6.500000 4484.50 714.36 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-09-20 5.000000 498766.00 513616.96 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-11-20 4.000000 9224718.50 9444516.60 Agency Mortgage-Backed Securities Government National Mortgage Association 2032-08-15 7.500000 797.00 344.98 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 3.000000 50.00 49.18 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.375000 64500.00 64051.53 U.S. Treasuries (including strips) Y 2019-03-07 2019-03-07 2019-03-18 Y BANK OF MONTREAL 1.0000 7 N n/a n/a N N 0.0245 75000000.00 75000000.00 0.0034 N N Y N ING Financial Markets, LLC ING Financial Markets, LLC 2.400000% KBVRJ5K57JZ3E2AVWX40 BIV3UD263 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE 2041-09-01 4.500000 8416122.08 3827194.25 Agency Mortgage-Backed Securities FANNIE MAE 2042-09-01 3.500000 5697826.67 2479715.19 Agency Mortgage-Backed Securities FANNIE MAE 2033-10-01 5.500000 7100.83 146.09 Agency Mortgage-Backed Securities FANNIE MAE 2043-09-01 3.000000 37500.00 22006.05 Agency Mortgage-Backed Securities FANNIE MAE 2027-08-01 6.000000 9187336.25 343462.72 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2044-08-15 3.125000 1164500.00 1179705.15 U.S. Treasuries (including strips) FANNIE MAE 2042-03-01 3.500000 6084492.50 2740697.76 Agency Mortgage-Backed Securities FANNIE MAE 2042-10-01 3.500000 5407966.67 2506217.94 Agency Mortgage-Backed Securities FANNIE MAE 2032-05-01 3.500000 1820050.83 574481.12 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 433208.33 418492.78 U.S. Treasuries (including strips) FANNIE MAE 2043-12-01 3.165000 8460355.42 2359608.27 Agency Mortgage-Backed Securities FANNIE MAE 2042-02-01 4.000000 1051225.00 374195.88 Agency Mortgage-Backed Securities FANNIE MAE 2042-09-01 4.500000 57916.67 29582.74 Agency Mortgage-Backed Securities FANNIE MAE 2029-09-01 3.500000 110451.67 52637.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-01-01 3.500000 1837786.67 1061007.94 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 125.00 121.75 U.S. Treasuries (including strips) Federal Home Loan Mortgage Corp 2047-06-01 3.500000 7122495.00 6175965.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-06-01 3.500000 6011574.58 1683471.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 4.500000 14600.00 13185.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-01-01 4.500000 7611255.42 1708763.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-02-01 4.000000 1965789.58 732625.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 4.000000 420409.17 67378.38 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-03-01 4.000000 4592962.92 3947149.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-06-01 4.500000 10458194.17 268881.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 23346.67 23136.98 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 166.67 164.78 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-07-01 3.500000 3495166.67 1695114.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 79590.83 77576.55 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-07-01 4.000000 9881205.42 9829829.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-01 4.000000 2315610.00 610768.37 Agency Mortgage-Backed Securities Federal 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Federal Home Loan Mortgage Corp 2046-09-01 4.000000 735195.42 676687.14 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-08-01 4.500000 210249.17 203689.96 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-07-01 4.000000 4238335.83 3634305.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-09-01 4.000000 1442990.00 1366817.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-10-01 4.500000 511654.17 522335.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-03-01 4.000000 438192.08 344066.18 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-05-01 4.000000 574613.33 587291.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-09-01 4.000000 426098.33 433598.42 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2046-08-01 4.500000 1640562.92 1326446.53 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-08-01 3.500000 1579166.67 1476286.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2023-09-01 5.500000 3754195.83 89627.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-01-01 5.500000 597916.67 19676.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2036-12-01 7.000000 1250000.00 190620.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-06-01 7.000000 6240628.75 22388.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-12-01 5.000000 628271.25 89654.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-05-01 5.000000 416666.67 105472.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-05-01 5.500000 2625408.33 121919.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-08-01 4.500000 8407557.08 2335081.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-09-01 5.000000 603140.42 85141.17 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-01-01 3.000000 927083.33 212101.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-01-01 4.500000 4470963.33 1708570.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-06-01 4.500000 6541666.67 1794789.59 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-09-01 3.500000 75048.75 39532.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 167236.67 106656.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-10-01 4.000000 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National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-07-01 3.500000 2740853.33 2596929.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 2414289.17 2203985.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 1750986.67 1713927.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-05-01 2.500000 268250.00 208044.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 1869553.75 1880906.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 209041.67 218958.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 11939833.33 12244374.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-11-01 6.000000 37773579.58 944552.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-07-01 4.225000 416.67 31.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-11-01 4.000000 416.67 147.15 Agency Mortgage-Backed Securities Government National Mortgage Association 2048-10-20 4.500000 27022138.33 27760208.02 Agency Mortgage-Backed Securities Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0240 125000000.00 125000000.00 0.0056 N Y Y N ING Financial Markets, LLC ING Financial Markets, LLC 2.410000% KBVRJ5K57JZ3E2AVWX40 BIV3UJYV0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE 2042-03-01 3.500000 3209244.67 1349906.54 Agency Mortgage-Backed Securities FANNIE MAE 2031-03-01 4.500000 21361125.33 4119372.62 Agency Mortgage-Backed Securities FANNIE MAE 2033-10-01 5.500000 1616.67 33.26 Agency Mortgage-Backed Securities FEDERAL NATL MTG ASSN GTD MTG 2042-05-01 2.622000 5795128.67 1543692.33 Agency Mortgage-Backed Securities FANNIE MAE 2035-06-01 4.230000 1464.67 76.40 Agency Mortgage-Backed Securities FANNIE MAE 2042-10-01 3.500000 36439937.33 16887386.74 Agency Mortgage-Backed Securities FANNIE MAE 2032-05-01 3.500000 28814382.67 9094976.17 Agency Mortgage-Backed Securities FANNIE MAE 2043-09-01 4.500000 6784288.00 1426244.60 Agency Mortgage-Backed Securities FANNIE MAE 2045-11-01 3.500000 1459840.00 1092684.06 Agency Mortgage-Backed Securities FANNIE MAE 2047-03-01 3.000000 1107112.67 963269.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-12-01 4.615000 725.33 339.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 804.67 701.06 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-06-01 4.387000 848.00 59.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-09-01 3.500000 3048236.00 2800875.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-07-01 3.500000 1333333.33 752668.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-02-01 4.000000 1178284.00 408774.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 16705217.33 13713857.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-06-01 4.000000 28568526.67 27647194.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 2313301.33 1451564.20 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 11622137.33 11804557.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 26228421.33 25992849.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 4.000000 355802.67 322906.71 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 333.33 329.55 U.S. Treasuries (including strips) Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 1906984.67 1595100.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-07-01 2.249000 3822266.67 1546732.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-08-01 3.854333 680.00 708.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-01-01 3.500000 10558156.00 7680243.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 7522095.33 3188998.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 912896.00 504139.99 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-06-01 3.500000 5209171.33 1375545.58 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-07-01 3.000000 575107.33 168151.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-10-01 2.500000 1537789.33 521144.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 11866666.67 6817264.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-01 3.000000 1424394.67 555699.36 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 3.000000 1004170.67 289580.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-05-01 4.000000 5234436.67 2655305.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-10-01 3.500000 5641472.00 3619535.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-11-01 3.500000 879557.33 717443.27 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-02-01 4.000000 633760.67 550936.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-08-01 3.500000 434687.33 385858.93 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2032-12-01 3.500000 6117697.33 5356472.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 6062742.67 6137066.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-04-01 5.500000 4167246.00 767720.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2043-07-01 4.170000 667.33 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901511.96 Agency Mortgage-Backed Securities Y 2019-03-05 2019-03-05 2019-03-05 N N N 0.0241 200000000.00 200000000.00 0.0090 N N Y N Prudential Legacy Insurance Company of New Jersey Prudential Legacy Insurance Company of New Jersey 2.570000% 5493005NCNV4ZW27HH91 BIV3UQ959 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2033-08-15 2.570000 32696000.00 32696000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-08-15 2.570000 32696000.00 32696000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2045-05-15 2.570000 22057000.00 22057000.00 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 86187500.00 86187500.00 0.0039 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 2.570000% X574KRZ6V5A7UBU45C31 BIV3UQ967 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. 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2.570000 28985000.00 28985000.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-15 2.570000 24891300.00 24891300.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-02-15 2.570000 21959700.00 21959700.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 2.570000 12596250.00 12596250.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-02-15 2.570000 25192500.00 25192500.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 2.570000 22745650.00 22745650.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-08-15 2.570000 23852000.00 23852000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-11-15 2.570000 23053000.00 23053000.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2043-11-15 2.570000 23053000.00 23053000.00 U.S. Treasuries (including strips) UNITED 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543878750.00 543878750.00 0.0245 N Y Y N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 2.550000% 1VUV7VQFKUOQSJ21A208 BIV3UQ9K6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2024-03-31 2.125000 329175947.96 325417827.55 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-11-15 2.250000 243720251.59 236896631.23 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0255 551288661.00 551288661.00 0.0249 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC 2.570000% VYVVCKR63DVZZN70PB21 BIV3UQ9X8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2021-08-15 8.125000 351700.00 399232.89 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2030-05-15 6.250000 50000.00 67789.22 U.S. Treasuries (including 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254900HROIFWPRGM1V77 2019-04-15 0.875000 7000000.00 7007736.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-07-15 0.750000 121000.00 120334.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-08-15 0.750000 904100.00 897002.22 U.S. Treasuries (including strips) UNITED STATES TREAS N 1.375 30SEP23 2023-09-30 1.375000 500.00 478.61 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 46268000.00 45823935.84 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-30 2.000000 92000.00 90309.94 U.S. Treasuries (including strips) United States Treasury Notes 2019-05-31 1.250000 556900.00 556874.19 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-15 1.500000 25000000.00 24744391.48 U.S. Treasuries (including strips) United States Treasury Notes 2022-07-31 1.875000 28740600.00 28207929.66 U.S. Treasuries (including strips) U.S. Treasury 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Treasury 254900HROIFWPRGM1V77 2020-05-31 2.500000 2297800.00 2310394.97 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-08-31 2.625000 20700.00 20724.22 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-15 2.625000 1600000.00 1614845.85 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-07-11 0.00 449600.00 445597.21 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-15 2.625000 10000.00 9950.06 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-02-29 2.375000 410286500.00 408075055.76 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 765000000.00 765000000.00 0.0345 N Y Y N Citigroup Global Markets, Inc. 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Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 9761798.71 5346341.92 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-08-15 0.00 3195970.86 1676031.04 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-11-15 0.00 1545586.43 1070534.98 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-08-15 0.00 1161490.71 865531.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-05-15 0.00 18130422.14 13595459.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-02-15 0.00 212909.29 120979.10 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-11-15 0.00 4063690.32 2905619.86 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-05-15 0.00 24957762.73 17596595.40 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 7735295.00 5275703.25 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-11-15 0.00 1238800.71 831284.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-05-15 0.00 10019678.49 6614691.15 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 367529.29 239158.66 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-05-15 0.00 4608228.21 2949496.47 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-11-15 0.00 544237.86 342641.27 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 41314217.96 25549538.67 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-11-15 0.00 15034954.29 9160346.60 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-05-15 0.00 43758686.53 26234951.65 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 198675.66 117151.29 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 6227136.43 3561859.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 15523357.14 8748172.39 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-08-15 0.00 8207792.86 4575023.74 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 3172701.16 1737022.16 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 1959747.14 1083113.05 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 14256530.33 7731173.83 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 523975.27 281940.62 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-11-15 0.00 36708751.43 19527954.50 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 0.00 3291810.71 1733368.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-05-15 0.00 11938872.86 6216320.38 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-08-15 0.00 622161.43 321085.07 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 3716902.20 1899411.36 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 2205789.29 1294974.77 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 2108599.57 1558782.23 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 1036322.14 735923.44 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 2683761.43 1563183.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-08-15 0.00 4419418.17 2627397.14 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 2883172.14 1663186.68 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 1223555.92 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3.000000 2335648.34 1969933.10 Agency Mortgage-Backed Securities FREDDIE MAC 2020-10-01 5.000000 114823292.50 740451.54 Agency Mortgage-Backed Securities Fannie Mae Stripped Mortgage-Backed Securities 2037-05-01 0.00 33181232.43 591579.92 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp. 2039-01-15 2.500000 6490000.00 1123663.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2039-11-15 2.000000 25134000.00 3399500.87 Agency Collateralized Mortgage Obligation FANNIE MAE 2038-04-01 4.292000 1534000.00 81138.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-11-20 4.125000 1254242.65 179989.72 Agency Mortgage-Backed Securities GINNIE MAE 2044-11-20 3.000000 16221047.00 2977283.25 Agency Mortgage-Backed Securities GINNIE MAE 2046-11-20 3.000000 1513201.32 1214200.57 Agency Mortgage-Backed Securities FANNIE MAE 2044-05-01 3.828000 590000.00 85230.17 Agency Mortgage-Backed Securities FANNIE MAE 2020-11-01 5.000000 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4.000000 7670000.00 162361.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2035-11-15 2.500000 23600000.00 1808331.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2034-12-15 5.000000 5900000.00 920065.02 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2029-08-15 3.000000 14750000.00 1218749.66 Agency Collateralized Mortgage Obligation FANNIE MAE 2026-07-01 5.000000 885000.00 130069.90 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. 2019-08-15 5.000000 7649908.14 5577.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2019-09-15 4.000000 5944250.00 9281.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2020-02-15 4.000000 4773100.00 127334.77 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2024-03-25 4.000000 16520000.00 23333.57 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2025-03-25 3.000000 14750000.00 326360.59 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2036-04-25 5.000000 3615520.00 607051.11 Agency Collateralized Mortgage Obligation FANNIE MAE 2027-03-01 4.500000 3605521.86 1975287.90 Agency Mortgage-Backed Securities FREDDIE MAC 2021-04-01 5.000000 29452909.74 76800.76 Agency Mortgage-Backed Securities FREDDIE MAC 2020-10-01 5.000000 3245000.00 9396.29 Agency Mortgage-Backed Securities FREDDIE MAC 2040-04-01 4.505000 1615798.19 328622.39 Agency Mortgage-Backed Securities FREDDIE MAC 2040-03-01 3.908000 590000.00 52146.24 Agency Mortgage-Backed Securities FREDDIE MAC 2044-06-01 2.958000 1475000.00 353855.04 Agency Mortgage-Backed Securities FREDDIE MAC 2044-01-01 2.883000 3342350.00 284212.63 Agency Mortgage-Backed Securities Fannie Mae Multifamily Grantor Trust 2019-12-25 1.801000 1593000.00 356492.04 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2039-04-25 2.000000 3937613.98 1102673.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2025-02-15 3.100000 44250000.00 2043148.46 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp. 2040-08-15 1.750000 2950000.00 948157.09 Agency Collateralized Mortgage Obligation FANNIE MAE 2042-05-01 4.237000 4130000.00 295970.47 Agency Mortgage-Backed Securities FANNIE MAE 2020-10-01 3.435000 2407200.00 687793.88 Agency Mortgage-Backed Securities Fannie Mae REMIC Trust 2024-09-25 3.000000 6018000.00 183604.05 Agency Collateralized Mortgage Obligation Fannie Mae Multifamily Grantor Trust 2020-11-25 3.110000 885000.00 272625.43 Agency Collateralized Mortgage Obligation FANNIE MAE 2034-11-01 5.407000 1593000.00 441313.95 Agency Mortgage-Backed Securities FANNIE MAE 2047-07-01 4.000000 2704257.92 2303569.77 Agency Mortgage-Backed Securities FANNIE MAE 2047-08-01 3.500000 11800.00 10639.43 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2042-10-01 4.672000 1070412.81 169673.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-12-25 2.500000 5900000.00 309997.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-03-25 2.000000 5900000.00 1115071.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-25 1.500000 5457500.00 416902.51 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-02-25 2.500000 3540000.00 942528.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-03-25 2.034000 8735776.59 27286.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2029-04-15 4.000000 23600000.00 391647.87 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2025-08-15 2.999000 92630000.00 786913.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-10-01 3.890000 309750.00 305971.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-10-01 2.780000 343830.76 343463.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 2.120000 2736562.78 2636527.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-07-25 4.000000 59000000.00 163537.23 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-07-25 3.000000 29500000.00 193764.74 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 34810.00 31614.48 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2035-11-01 4.625000 11800000.00 374639.00 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-03-01 3.000000 448939.26 387336.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-06-01 2.729000 855500.00 263135.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-03-01 2.762000 492060.00 194893.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-09-01 4.120000 649000.00 104123.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-01-01 1.970000 2846750.00 2629687.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-04-01 2.406000 574654.10 125197.21 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-01-01 4.304000 1126900.00 121714.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 590.00 534.45 Agency Mortgage-Backed Securities Government National Mortgage Association 2047-09-20 3.000000 1609241.52 1446454.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2019-12-01 5.000000 56972799.53 120609.03 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-25 3.000000 14750000.00 1022901.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-25 2.485000 696200.00 523496.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-01 2.350000 678500.00 501290.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-05-01 2.760000 1843750.00 1793529.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 4.309000 5337045.01 475489.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-04-01 5.000000 1364045.19 194531.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-12-01 3.000000 32101418.56 29422884.86 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2024-06-01 5.000000 1297451.30 124730.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-25 2.965000 5310000.00 4144104.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2021-10-15 3.500000 4490490.00 1370600.36 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2028-12-15 3.500000 1070850.00 979329.00 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-03-01 2.920000 590000.00 542095.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-03-01 4.000000 2950000.00 305647.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2.668000 8850.00 6156.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2.090000 2425018.00 2017194.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 4.000000 1659960.28 613586.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 5900.00 5492.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-12-01 3.500000 509760.00 470092.08 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-06-20 3.000000 6997400.00 1586525.28 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-06-20 2.500000 2591350.21 994788.34 Agency Mortgage-Backed Securities Government National Mortgage Association 2045-12-20 2.500000 2950000.00 1189694.69 Agency Mortgage-Backed Securities Government National Mortgage Association 2038-10-16 4.250000 51084167.06 712720.32 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2027-09-16 1.500000 5900000.00 1476955.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2026-12-20 3.500000 1770000.00 1323628.40 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2026-05-01 4.000000 602311.53 81980.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-07-01 4.000000 293340.92 65899.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2028-03-15 5.500000 885000.00 541437.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2041-04-25 2.000000 2950000.00 460783.18 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-12-25 2.500000 8850000.00 1429720.85 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-25 3.000000 3167710.00 2026589.91 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-03-25 3.500000 1564680.00 1448491.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-02-01 5.380000 1069670.00 793316.45 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-06-15 2.500000 29500000.00 124826.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-10-01 4.150000 1327500.00 1140985.97 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-10-01 4.040000 737500.00 753843.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-06-01 2.710000 126201.00 115842.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2044-02-01 4.113000 590000.00 36570.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 885000.00 271194.17 Agency 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4.630000 1955688.93 11994.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-06-01 4.500000 590000.00 106720.10 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-07-01 4.000000 374650.00 61471.27 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2024-09-01 6.000000 29500000.00 910882.09 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2024-12-01 5.500000 2142880.00 82687.37 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-06-01 5.000000 2864550.30 1584056.69 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2024-01-01 5.500000 1357000.00 64995.08 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-05-01 4.106000 607700.00 47272.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2026-04-01 4.000000 1091500.00 140586.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-01 5.000000 322001.94 138.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-11-25 3.000000 7389750.00 545933.87 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2039-06-25 2.000000 7080000.00 2203844.78 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-01-25 2.500000 5133000.00 605919.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-25 4.000000 7304200.00 1476052.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2034-02-25 2.500000 14750000.00 1094671.65 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-25 2.131000 256650.00 61315.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-02-25 2.606000 1770000.00 1259085.88 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-07-25 2.100000 1770000.00 1601212.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-12-25 2.597000 1180005.31 1076760.21 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-03-25 5.000000 2950000.00 276.03 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-10-15 3.000000 29500000.00 1644805.37 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 5.755000 2169430.00 2106093.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-10-01 4.230000 799450.00 707133.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-06-01 2.840000 236000.00 207306.08 Agency Mortgage-Backed Securities Federal 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2.050000 943833.62 782868.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-01 2.440000 147500.00 128991.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-01 2.340000 1770000.00 1581348.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-10-01 2.420000 295000.00 262436.01 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-01 2.160000 1300950.00 1114239.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-11-01 1.980000 2829050.00 2499691.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-01 2.710000 1770000.00 1606675.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-11-01 3.430000 4085750.00 3761902.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-08-01 2.280000 1445500.00 1311763.06 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-10-01 2.190000 590000.00 536527.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-12-01 2.880000 1829000.00 1705052.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-12-01 2.570000 333519.92 332103.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-12-01 2.720000 2138750.00 2015181.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-01-01 1.990000 590000.00 550255.32 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-01 3.133000 2120015.73 2135357.75 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-12-01 2.913000 1921699.62 1883906.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2.803000 3282439.04 3288538.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-05-01 4.248000 1239000.00 82489.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-06-01 2.669000 2360000.00 865569.82 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-25 3.500000 10719120.00 904340.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-25 3.000000 29500000.00 275174.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-25 3.000000 29500000.00 722724.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-25 3.000000 29500000.00 550314.37 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2023-10-15 4.000000 5436850.00 73330.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-12-25 4.000000 5900000.00 779120.19 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-09-01 5.000000 43011203.55 72768.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-05-01 5.000000 5922491.39 9808.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-07-01 5.000000 2719551.31 1408356.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 6.000000 17464982.94 983994.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2038-04-01 4.390000 6050450.00 41365.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-02-01 6.500000 651950.00 41927.00 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 11800.00 10989.76 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-07-01 4.223000 4843900.00 204681.32 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-02-20 3.500000 2906001.93 280635.26 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-04-20 3.000000 2950000.00 594510.95 Agency Mortgage-Backed Securities Government National Mortgage Association 2043-06-20 3.625000 589995.87 101220.61 Agency Mortgage-Backed Securities Government National Mortgage Association 2044-07-20 2.500000 3540000.00 795266.45 Agency Mortgage-Backed Securities Government National Mortgage Association 2024-08-15 4.500000 3162400.00 256419.56 Agency Mortgage-Backed Securities Government National Mortgage Association 2024-07-15 4.500000 3566264.44 267736.80 Agency Mortgage-Backed Securities Government National Mortgage Association 2023-10-15 6.000000 3837896.31 96191.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2038-02-15 2.869000 12685000.00 3915436.93 Agency Debentures and Agency Strips Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-11-25 3.513000 4720000.00 1166842.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-01 2.610000 460200.00 413959.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-01 2.940000 590000.00 538380.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-03-01 3.390000 612224.12 583358.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-01 2.730000 1339300.00 1261431.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-05-25 2.377000 3168225.07 3129847.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2058-03-25 2.819000 2031534.61 1494745.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 672956.36 644979.14 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-07-01 4.259000 12312462.79 3784197.97 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2047-11-01 3.000000 27823.22 26596.39 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-09-25 2.171000 5424347.31 4424082.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-25 3.244000 1103711.82 1007564.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-03-01 5.000000 520125.12 355154.47 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-04-20 3.000000 178235.46 116769.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2048-02-01 3.000000 64449988.12 59735340.84 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-25 3.058000 2583617.08 1335973.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2039-08-15 2.000000 17700000.00 3068091.50 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 25370.00 23910.35 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-05-01 4.505000 3995598.00 134758.64 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2044-10-01 2.626000 2478000.00 731207.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-10-25 2.301000 1032500.00 719033.60 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-03-25 3.052000 2072576.78 2050841.92 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-01-01 4.570000 752250.00 654266.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-02-01 3.160000 995008.45 880065.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-09-01 5.000000 3158936.70 533573.02 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-11-01 1.560000 1032500.00 887347.86 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-01 2.500000 885000.00 879859.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-11-01 2.993000 2754039.76 1611972.15 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-01-01 4.000000 1752921.27 579853.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 417419.10 394658.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 847985.76 863209.70 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2041-05-01 4.255000 4467716.00 163878.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2040-07-01 4.549000 507193.50 38501.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-02-01 2.509000 442500.00 146922.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-07-01 2.475000 719800.00 328317.89 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2025-07-15 2.000000 59000000.00 1312444.34 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-08-15 2.250000 118000000.00 3377261.85 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2039-12-15 2.000000 29681984.91 3245399.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2039-05-15 2.000000 118000000.00 3094218.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2037-10-15 2.500000 118000000.00 928134.53 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp 2039-12-15 2.000000 177000000.00 2963731.49 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-03-01 3.760000 171100.00 178439.33 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-01-01 3.350000 129800.00 131744.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-08-25 2.000000 118000000.00 1528701.62 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 3.500000 1770.00 1534.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2029-04-15 3.500000 1295640.00 1217463.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-07-01 2.310000 2070900.00 1768644.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-10-01 2.960000 2566500.00 2567999.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 3.500000 3982500.00 4069210.24 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-25 2.500000 11210000.00 1953850.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-04-25 3.000000 2950000.00 971181.09 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-06-25 2.879000 2952404.84 1751775.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-25 2.152000 267270.00 261935.83 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-25 2.500000 3127000.00 2113896.12 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-05-01 5.500000 26738800.00 106104.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage Corp 2029-05-15 4.000000 2437497.68 2367366.64 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-01-01 4.600000 1237820.00 1082189.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-02-01 4.620000 1180000.00 1071306.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-11-01 3.470000 1475000.00 1318889.52 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-01 2.670000 1180000.00 1015797.40 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-07-01 2.750000 1770000.00 1491484.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-01-01 3.104000 1578250.00 1275934.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-03-01 3.461000 2977730.00 2272664.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-03-01 4.207000 1770000.00 151950.94 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-07-01 1.990000 147500.00 134166.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-02-01 2.680000 2755300.00 2479252.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-10-01 2.210000 230100.00 201905.78 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-06-01 2.010000 1180000.00 1169152.85 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-01 2.400000 2655000.00 2301975.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2.520000 1504500.00 1491952.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2.350000 1888000.00 1646872.13 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-01 2.320000 1180000.00 1024893.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2.360000 50150.00 45312.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 3.650000 197650.00 186633.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-10-01 2.860000 306800.00 291285.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-12-01 3.380000 572300.00 575758.88 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-08-01 1.985000 2120141.99 2110738.63 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 2.780000 1180000.00 1095173.89 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-02-01 2.710000 1180000.00 1179652.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-03-01 2.831333 1021880.00 995360.26 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2.370000 604750.00 567582.83 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-06-01 2.740000 162250.00 156635.34 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-04-01 3.090000 1008900.00 1023282.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-04-01 2.700000 1082650.00 1064613.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-05-01 2.520000 1067900.00 1042367.69 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2.960000 2576235.00 2579164.18 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-05-01 3.580000 1298000.00 1347318.81 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2042-08-01 4.457000 2950000.00 138177.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-07-01 5.000000 1398295.87 1489141.29 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-01 5.000000 12176420.00 206144.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-03-01 2.500000 590000.00 58302.92 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 1795024.85 1749596.44 Agency Mortgage-Backed Securities Government National Mortgage Association 2046-03-20 3.000000 2950000.00 1163660.35 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-04-20 3.750000 590000.00 33211.02 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp 2045-06-01 3.500000 2926081.99 1532647.38 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2040-03-25 2.500000 29500000.00 347699.03 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-04-25 2.500000 5310000.00 938171.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-04-25 2.631000 574688.91 369570.22 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-09-25 1.646000 2802500.00 146156.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-11-25 3.244000 1770000.00 683901.69 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2026-10-25 2.416000 2360000.00 1530590.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-25 2.561000 103250.00 97934.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-11-25 2.635000 3540000.00 2635076.14 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-05-01 3.700000 2683320.00 2775931.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2020-04-01 5.310000 590000.00 450141.54 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-10-01 4.420000 2950000.00 2542901.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-09-01 5.670000 368750.00 361164.95 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-11-01 4.320000 885000.00 768177.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-07-01 4.050000 844770.85 760189.72 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-12-01 3.250000 1475000.00 1309480.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-02-01 3.250000 73750.00 65837.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2019-06-01 2.290000 590000.00 514933.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-08-01 2.450000 2950000.00 2599749.30 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-09-01 4.132000 2716950.00 1137023.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2021-11-01 4.353000 3730269.10 3022786.71 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-01 2.776000 5560109.85 4142698.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-01-01 2.911000 5793800.00 1999367.25 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-01 2.750000 590000.00 459804.45 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-01-01 2.290000 2950000.00 2569169.04 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2022-12-01 2.320000 1475000.00 1271773.96 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-01 2.830000 265500.00 240652.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-03-01 2.700000 76700.00 76485.09 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-05-01 2.410000 3558290.00 3133608.64 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-10-01 3.190000 3259750.00 3021922.53 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-07-01 2.840000 3068000.00 2785768.43 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-11-01 3.480000 590000.00 568624.11 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2028-04-01 3.050000 218300.00 215042.42 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-07-01 2.410000 590000.00 560826.35 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-09-01 2.280000 2846750.00 2668196.47 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2023-06-01 3.310000 474950.00 474765.46 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2027-05-01 2.970000 472000.00 457903.74 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2.800000 595887.02 591661.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2024-12-01 2.960000 2776009.00 2779165.32 Agency Mortgage-Backed Securities Federal National Mortgage 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Association B1V7KEBTPIMZEU4LTD58 2024-05-01 3.440000 630710.00 644098.65 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-03-01 3.500000 16690.51 14417.55 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-06-01 3.500000 6490.00 5693.80 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-04-01 3.500000 38350.00 32961.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-10-25 2.000000 58273250.39 1271566.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2025-11-25 2.000000 47023397.66 988683.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2035-05-01 5.000000 8850000.00 694007.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-09-01 5.550000 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8576159.00 3751837.51 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2029-09-01 3.000000 529290.00 268042.66 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-03-01 5.500000 3554605.00 366377.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 5.000000 831549.00 38596.87 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2045-09-01 4.000000 1847454.00 652239.77 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 20083.00 15917.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2046-10-01 4.000000 92310.00 70922.49 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 1123192.00 960844.52 Agency Mortgage-Backed Securities Federal 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3.500000 1264500.00 1269476.68 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2048-12-01 5.000000 1068074.00 1119996.08 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-01-01 5.000000 1311272.00 1407663.60 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 3357804.00 3096056.62 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2047-11-01 3.500000 4371040.00 4052525.50 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2033-07-01 3.500000 2314240.00 2209370.28 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 13313771.00 13653355.98 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2037-10-01 6.000000 12795401.00 879916.91 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2043-02-01 3.500000 350000.00 186654.65 Agency Mortgage-Backed Securities Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0241 200000000.00 200000000.00 0.0090 N Y Y N Fixed Income Clearing Corp. - State Street Bank Fixed Income Clearing Corp. - State Street Bank 2.300000% BIV3UQUB2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UST NOTES 2/28/21 2021-02-28 2.300000 102000000.00 102000000.00 U.S. Treasuries (including strips) Y 2019-03-01 2019-03-01 2019-03-01 N N N 0.0230 100000000.00 100000000.00 0.0045 N Y Y N SHORT TERM INVESTMENTS TRUST 2019-03-07 Sheri Morris Sheri Morris President