N-MFP2 0000314650 XXXXXXXX 2019-02-28 0000314650 549300N9BD0BQUVMK160 S000009066 2 N N 002-66437 Passport Research, LTD. 801-16217 Federated Investment Management Company 801-34612 PricewaterhouseCoopers LLP Chicago IL State Street Bank and Trust Company Edward D. Jones & Co. 0000810417 084-01496 N N N Exempt Government N 24 95 16913310171.75 16987472827.27 17085496402.14 16509564490.64 19667724048.11 20622515062.45 20486017631.90 20420444980.08 0.00 0.5709 0.5583 0.5613 0.5398 0.6639 0.6778 0.6731 0.6676 0.0000 289847.24 29925489570.92 29926989609.91 31998832.88 78851011.20 29880427278.83 29880468246.6880 1.0000 0.0247 1.0000 1.0000 1.0000 1.0000 0.0000 C000024632 1.00 22838101977.96 22838133290.3700 1.0000 1.0000 1.0000 1.0000 0.0000 2098990124.25 1896188372.07 2204083357.56 1687396138.34 1822954916.61 1769458967.67 1768330632.98 1543898867.08 0.00 0.00 6895513144.89 6920111972.50 0.0170 N C000024633 1.00 7042325300.87 7042334956.3180 1.0000 1.0000 1.0000 1.0000 0.0000 1575169686.69 1552863884.71 1632038009.22 1464258494.74 1589061685.85 1633137748.97 1342021066.74 1278370120.80 0.00 0.00 5757805401.58 5861269483.70 0.0175 Y Jones: TA Fees: $ 2,328,713 Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.512000% 3130ABDY9 US3130ABDY90 U.S. Government Agency Debt Y 2019-05-10 2019-05-10 2019-05-10 N N N 0.0238 19001891.64 19001891.64 0.0006 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.469000% 3130ABJ98 US3130ABJ980 U.S. Government Agency Debt Y 2019-05-28 2019-05-28 2019-05-28 N N N 0.0238 103018470.99 103018470.99 0.0034 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.616000% 3130ABK54 US3130ABK541 U.S. Government Agency Debt Y 2019-03-12 2019-06-12 2019-06-12 N N N 0.0240 50007746.50 50007746.50 0.0017 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 1.550000% 3130AC3J1 US3130AC3J18 U.S. Government Agency Debt Y 2019-08-28 2019-08-28 2019-08-28 N N N 0.0248 143107329.60 143107329.60 0.0048 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.457000% 3130ACE34 US3130ACE344 U.S. Government Agency Debt Y 2019-03-11 2019-09-11 2019-09-11 N N N 0.0247 49989483.50 49989483.50 0.0017 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.421000% 3130ACFB5 US3130ACFB52 U.S. Government Agency Debt Y 2019-03-18 2019-09-18 2019-09-18 N N N 0.0247 99978211.00 99978211.00 0.0033 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.401000% 3130ACG81 US3130ACG810 U.S. Government Agency Debt Y 2019-03-19 2019-03-19 2019-03-19 N N N 0.0243 149998353.00 149998353.00 0.0050 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.411000% 3130ACNJ9 US3130ACNJ96 U.S. Government Agency Debt Y 2019-03-18 2019-10-18 2019-10-18 N N N 0.0247 44985910.50 44985910.50 0.0015 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.371000% 3130ACPQ1 US3130ACPQ12 U.S. Government Agency Debt Y 2019-03-22 2019-04-22 2019-04-22 N N N 0.0246 49994488.00 49994488.00 0.0017 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.464000% 3130ACZ31 US3130ACZ315 U.S. Government Agency Debt Y 2019-03-05 2019-12-05 2019-12-05 N N N 0.0247 49988136.00 49988136.00 0.0017 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.664000% 3130AD6C1 US3130AD6C10 U.S. Government Agency Debt Y 2019-03-19 2019-12-19 2019-12-19 N N N 0.0242 53021642.55 53021642.55 0.0018 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.425000% 3130AD6H0 US3130AD6H07 U.S. Government Agency Debt Y 2019-03-20 2019-12-20 2019-12-20 N N N 0.0247 52983975.98 52983975.98 0.0018 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.652000% 3130AD6M9 US3130AD6M91 U.S. Government Agency Debt Y 2019-03-20 2019-12-20 2019-12-20 N N N 0.0242 35014270.20 35014270.20 0.0012 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.682000% 3130AD6N7 US3130AD6N74 U.S. Government Agency Debt Y 2019-03-26 2019-12-26 2019-12-26 N N N 0.0242 39015746.64 39015746.64 0.0013 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.449000% 3130ADBH4 US3130ADBH42 U.S. Government Agency Debt Y 2019-03-03 2020-01-03 2020-01-03 N N N 0.0247 56976515.43 56976515.43 0.0019 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.448000% 3130ADCN0 US3130ADCN01 U.S. Government Agency Debt Y 2019-03-08 2020-01-08 2020-01-08 N N N 0.0248 62973418.41 62973418.41 0.0021 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.587000% 3130ADCY6 US3130ADCY65 U.S. Government Agency Debt Y 2019-04-09 2019-04-09 2019-04-09 N N N 0.0237 180005934.60 180005934.60 0.0060 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.626000% 3130ADF64 US3130ADF646 U.S. Government Agency Debt Y 2019-04-22 2020-01-22 2020-01-22 N N N 0.0243 18005290.38 18005290.38 0.0006 N N N N Federal Home Loan Bank System Floating Rate Notes Frderal Home Loan Bank 04/19 1 2.457000% 3130ADYR7 US3130ADYR76 U.S. Government Agency Debt Y 2019-04-09 2019-04-09 2019-04-09 N N N 0.0237 99989297.00 99989297.00 0.0033 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.357000% 3130AECK4 US3130AECK45 U.S. Government Agency Debt Y 2019-03-21 2019-05-21 2019-05-21 N N N 0.0247 93978123.38 93978123.38 0.0031 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.375000% 3130AEDK3 US3130AEDK36 U.S. Government Agency Debt Y 2019-03-24 2019-04-24 2019-04-24 N N N 0.0246 36995320.61 36995320.61 0.0012 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.375000% 3130AEDN7 US3130AEDN74 U.S. Government Agency Debt Y 2019-03-25 2019-04-25 2019-04-25 N N N 0.0246 130983273.92 130983273.92 0.0044 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.394000% 3130AEEN6 US3130AEEN65 U.S. Government Agency Debt Y 2019-03-04 2019-06-04 2019-06-04 N N N 0.0247 124967405.00 124967405.00 0.0042 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.389000% 3130AEES5 US3130AEES52 U.S. Government Agency Debt Y 2019-03-04 2019-06-04 2019-06-04 N N N 0.0247 149958957.00 149958957.00 0.0050 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.369000% 3130AEFW5 US3130AEFW55 U.S. Government Agency Debt Y 2019-03-14 2019-06-14 2019-06-14 N N N 0.0247 112465515.38 112465515.38 0.0038 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.508000% 3130AEKK5 US3130AEKK52 U.S. Government Agency Debt Y 2019-04-03 2019-07-03 2019-07-03 N N N 0.0239 59984493.00 59984493.00 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.508000% 3130AEKV1 US3130AEKV18 U.S. Government Agency Debt Y 2019-04-03 2019-07-03 2019-07-03 N N N 0.0239 59984493.00 59984493.00 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.495000% 3130AEKY5 US3130AEKY56 U.S. Government Agency Debt Y 2019-04-05 2019-07-05 2019-07-05 N N N 0.0239 59984257.80 59984257.80 0.0020 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.483000% 3130AELW8 US3130AELW81 U.S. Government Agency Debt Y 2019-04-10 2019-07-10 2019-07-10 N N N 0.0239 79978149.60 79978149.60 0.0027 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.479000% 3130AEM23 US3130AEM236 U.S. Government Agency Debt Y 2019-04-16 2019-07-16 2019-07-16 N N N 0.0239 49985382.00 49985382.00 0.0017 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.378000% 3130AEM49 US3130AEM491 U.S. Government Agency Debt Y 2019-03-06 2019-05-06 2019-05-06 N N N 0.0247 99979426.00 99979426.00 0.0033 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.382000% 3130AEM56 US3130AEM566 U.S. Government Agency Debt Y 2019-03-09 2019-05-09 2019-05-09 N N N 0.0247 99978327.00 99978327.00 0.0033 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.356000% 3130AEME7 US3130AEME74 U.S. Government Agency Debt Y 2019-03-16 2019-07-16 2019-07-16 N N N 0.0247 99960791.00 99960791.00 0.0033 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.484000% 3130AEMJ6 US3130AEMJ61 U.S. Government Agency Debt Y 2019-04-16 2019-07-16 2019-07-16 N N N 0.0239 99972638.00 99972638.00 0.0033 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.376000% 3130AEN89 US3130AEN895 U.S. Government Agency Debt Y 2019-03-19 2019-07-19 2019-07-19 N N N 0.0247 109964281.90 109964281.90 0.0037 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.376000% 3130AENB2 US3130AENB27 U.S. Government Agency Debt Y 2019-03-19 2019-07-19 2019-07-19 N N N 0.0247 71976620.88 71976620.88 0.0024 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.385000% 3130AENC0 US3130AENC00 U.S. Government Agency Debt Y 2019-03-23 2019-07-23 2019-07-23 N N N 0.0247 124958285.00 124958285.00 0.0042 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.501000% 3130AENE6 US3130AENE65 U.S. Government Agency Debt Y 2019-04-22 2019-07-22 2019-07-22 N N N 0.0239 124973043.75 124973043.75 0.0042 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.486000% 3130AENH9 US3130AENH96 U.S. Government Agency Debt Y 2019-04-23 2019-07-23 2019-07-23 N N N 0.0239 71984265.12 71984265.12 0.0024 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.486000% 3130AENJ5 US3130AENJ52 U.S. Government Agency Debt Y 2019-04-23 2019-07-23 2019-07-23 N N N 0.0239 99978146.00 99978146.00 0.0033 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.464000% 3130AENU0 US3130AENU08 U.S. Government Agency Debt Y 2019-05-07 2019-08-07 2019-08-07 N N N 0.0238 214960440.00 214960440.00 0.0072 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.516000% 3130AEPS3 US3130AEPS34 U.S. Government Agency Debt Y 2019-04-19 2019-07-19 2019-07-19 N N N 0.0239 124981221.25 124981221.25 0.0042 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.379000% 3130AEPW4 US3130AEPW46 U.S. Government Agency Debt Y 2019-03-26 2019-07-26 2019-07-26 N N N 0.0247 124957398.75 124957398.75 0.0042 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.463000% 3130AEQU7 US3130AEQU70 U.S. Government Agency Debt Y 2019-05-08 2019-05-08 2019-05-08 N N N 0.0238 174987389.50 174987389.50 0.0059 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.422000% 3130AEQY9 US3130AEQY92 U.S. Government Agency Debt Y 2019-05-10 2019-05-10 2019-05-10 N N N 0.0238 99992557.00 99992557.00 0.0033 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.387000% 3130AETP5 US3130AETP58 U.S. Government Agency Debt Y 2019-03-21 2019-11-21 2019-11-21 N N N 0.0247 119935594.80 119935594.80 0.0040 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.432000% 3130AEX96 US3130AEX969 U.S. Government Agency Debt Y 2019-03-09 2019-09-09 2019-09-09 N N N 0.0247 249915137.50 249915137.50 0.0084 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 2.400000% 3130AEXP0 US3130AEXP03 U.S. Government Agency Debt Y 2019-06-25 2019-10-11 2019-10-11 N N N 0.0233 73002847.00 73002847.00 0.0024 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.404000% 3130AEZA1 US3130AEZA16 U.S. Government Agency Debt Y 2019-03-26 2019-09-26 2019-09-26 N N N 0.0247 224923639.50 224923639.50 0.0075 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 2.480000% 3130AF3D7 US3130AF3D74 U.S. Government Agency Debt Y 2019-04-10 2019-11-04 2019-11-04 N N N 0.0243 205006150.00 205006150.00 0.0069 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.431000% 3130AF6Y8 US3130AF6Y84 U.S. Government Agency Debt Y 2019-03-17 2020-01-17 2020-01-17 N N N 0.0248 127959921.92 127959921.92 0.0043 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.455000% 3130AF7L5 US3130AF7L54 U.S. Government Agency Debt Y 2019-03-20 2020-04-20 2020-04-20 N N N 0.0247 86992154.34 86992154.34 0.0029 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.455000% 3130AFA31 US3130AFA311 U.S. Government Agency Debt Y 2019-03-20 2020-04-20 2020-04-20 N N N 0.0247 121988998.04 121988998.04 0.0041 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.455000% 3130AFA98 US3130AFA980 U.S. Government Agency Debt Y 2019-03-20 2020-04-20 2020-04-20 N N N 0.0247 4999549.10 4999549.10 0.0002 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.421000% 3130AFAN7 US3130AFAN76 U.S. Government Agency Debt Y 2019-03-22 2019-10-22 2019-10-22 N N N 0.0247 69982156.30 69982156.30 0.0023 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 2.500000% 3130AFDP9 US3130AFDP97 U.S. Government Agency Debt Y 2019-05-20 2019-05-20 2019-05-20 N N N 0.0249 216994575.00 216994575.00 0.0073 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 2.500000% 3130AFEX1 US3130AFEX13 U.S. Government Agency Debt Y 2019-05-23 2019-05-23 2019-05-23 N N N 0.0239 81517441.00 81517441.00 0.0027 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.430000% 3130AFK22 US3130AFK229 U.S. Government Agency Debt Y 2019-03-01 2019-09-10 2019-09-10 N N N 0.0246 149975553.00 149975553.00 0.0050 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.480000% 3130AFK30 US3130AFK302 U.S. Government Agency Debt Y 2019-03-01 2020-06-10 2020-06-10 N N N 0.0251 99961446.00 99961446.00 0.0033 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.410000% 3130AFLK1 US3130AFLK19 U.S. Government Agency Debt Y 2019-03-01 2019-06-21 2019-06-21 N N N 0.0244 144985565.25 144985565.25 0.0049 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.448000% 3130AFMG9 US3130AFMG97 U.S. Government Agency Debt Y 2019-03-28 2019-06-28 2019-06-28 N N N 0.0247 185984909.82 185984909.82 0.0062 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.464000% 3130AFNN3 US3130AFNN30 U.S. Government Agency Debt Y 2019-03-03 2019-05-03 2019-05-03 N N N 0.0247 289986648.40 289986648.40 0.0097 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.519000% 3130AFQP5 US3130AFQP50 U.S. Government Agency Debt Y 2019-04-16 2019-07-16 2019-07-16 N N N 0.0239 184978380.90 184978380.90 0.0062 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.445000% 3130AFS73 US3130AFS735 U.S. Government Agency Debt Y 2019-03-01 2020-07-24 2020-07-24 N N N 0.0248 49978630.00 49978630.00 0.0017 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 2.450000% 3130AFSE8 US3130AFSE85 U.S. Government Agency Debt Y 2019-05-28 2019-05-28 2019-05-28 N N N 0.0248 124988500.00 124988500.00 0.0042 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 2.450000% 3130AFSH1 US3130AFSH17 U.S. Government Agency Debt Y 2019-05-28 2019-05-28 2019-05-28 N N N 0.0248 124988875.00 124988875.00 0.0042 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.487000% 3130AFTM9 US3130AFTM92 U.S. Government Agency Debt Y 2019-04-29 2019-07-29 2019-07-29 N N N 0.0238 294962496.65 294962496.65 0.0099 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.481000% 3130AFTS6 US3130AFTS62 U.S. Government Agency Debt Y 2019-04-30 2019-07-30 2019-07-30 N N N 0.0238 54992976.50 54992976.50 0.0018 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 2.430000% 3130AFV46 US3130AFV465 U.S. Government Agency Debt Y 2019-06-11 2019-06-11 2019-06-11 N N N 0.0251 104975430.00 104975430.00 0.0035 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.449000% 3130AFVR5 US3130AFVR51 U.S. Government Agency Debt Y 2019-03-12 2020-03-12 2020-03-12 N N N 0.0247 109966398.30 109966398.30 0.0037 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.431000% 3130AFWR4 US3130AFWR43 U.S. Government Agency Debt Y 2019-03-19 2020-03-19 2020-03-19 N N N 0.0247 108966091.19 108966091.19 0.0036 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.405000% 3130AFWY9 US3130AFWY93 U.S. Government Agency Debt Y 2019-03-01 2020-02-21 2020-02-21 N N N 0.0241 79999808.00 79999808.00 0.0027 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 2.390000% 3130AFXS1 US3130AFXS17 U.S. Government Agency Debt Y 2019-03-01 2019-08-27 2019-08-27 N N N 0.0242 126731093.97 126731093.97 0.0042 N N N N Federal Farm Credit System Discount Notes Federal Farm Credit Banks 313312QG8 US313312QG87 U.S. Government Agency Debt Y 2019-12-09 2019-12-09 2019-12-09 N N N 0.0257 72153539.20 72153539.20 0.0024 N N N N Federal Farm Credit System Discount Notes Federal Farm Credit Bank 313312QK9 US313312QK99 U.S. Government Agency Debt Y 2019-12-12 2019-12-12 2019-12-12 N N N 0.0257 21465044.10 21465044.10 0.0007 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Bank 313384CS6 US313384CS66 U.S. Government Agency Debt Y 2019-03-06 2019-03-06 2019-03-06 N N N 0.0241 129956970.00 129956970.00 0.0043 N N Y N Federal Home Loan Bank System Discount Notes Federal Home Loan Bank 313384DM8 US313384DM87 U.S. Government Agency Debt Y 2019-03-25 2019-03-25 2019-03-25 N N N 0.0242 117812734.00 117812734.00 0.0039 N N Y N Federal Home Loan Bank System Discount Notes Federal Home Loan Banks 313384DY2 US313384DY26 U.S. Government Agency Debt Y 2019-04-05 2019-04-05 2019-04-05 N N N 0.0245 298299443.00 298299443.00 0.0100 N N Y N Federal Home Loan Bank System Discount Notes Federal Home Loan Bank 313384FN4 US313384FN43 U.S. Government Agency Debt Y 2019-05-13 2019-05-13 2019-05-13 N N N 0.0247 159214880.00 159214880.00 0.0053 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Bank 313384GP8 US313384GP81 U.S. Government Agency Debt Y 2019-06-07 2019-06-07 2019-06-07 N N N 0.0249 109766059.00 109766059.00 0.0037 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Bank 313384HT9 US313384HT94 U.S. Government Agency Debt Y 2019-07-05 2019-07-05 2019-07-05 N N N 0.0253 133832925.00 133832925.00 0.0045 N N N N Federal Home Loan Bank System Discount Notes Federal Home Loan Bank 313384KE8 US313384KE88 U.S. Government Agency Debt Y 2019-08-09 2019-08-09 2019-08-09 N N N 0.0255 74164800.00 74164800.00 0.0025 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.618200% 3133EH3B7 US3133EH3B78 U.S. Government Agency Debt Y 2019-03-15 2019-03-15 2019-03-15 N N N 0.0235 25000771.00 25000771.00 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.409300% 3133EH3R2 US3133EH3R21 U.S. Government Agency Debt Y 2019-03-26 2019-09-26 2019-09-26 N N N 0.0243 74991733.50 74991733.50 0.0025 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.622400% 3133EH7L1 US3133EH7L15 U.S. Government Agency Debt Y 2019-04-23 2020-01-23 2020-01-23 N N N 0.0241 25013090.25 25013090.25 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.472100% 3133EHBF9 US3133EHBF92 U.S. Government Agency Debt Y 2019-03-06 2019-03-06 2019-03-06 N N N 0.0239 40000307.60 40000307.60 0.0013 N N Y N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.457900% 3133EHBT9 US3133EHBT96 U.S. Government Agency Debt Y 2019-03-13 2019-03-13 2019-03-13 N N N 0.0239 100001886.00 100001886.00 0.0033 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.446200% 3133EHCH4 US3133EHCH40 U.S. Government Agency Debt Y 2019-03-15 2019-03-15 2019-03-15 N N N 0.0239 28750605.48 28750605.48 0.0010 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.424100% 3133EHHJ5 US3133EHHJ50 U.S. Government Agency Debt Y 2019-03-01 2019-05-01 2019-05-01 N N N 0.0240 89001230.87 89001230.87 0.0030 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.403700% 3133EHJB0 US3133EHJB07 U.S. Government Agency Debt Y 2019-03-15 2019-05-15 2019-05-15 N N N 0.0240 42250547.98 42250547.98 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.417900% 3133EHR21 US3133EHR218 U.S. Government Agency Debt Y 2019-03-13 2019-11-13 2019-11-13 N N N 0.0247 40982976.39 40982976.39 0.0014 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.404700% 3133EHU76 US3133EHU766 U.S. Government Agency Debt Y 2019-03-20 2019-11-20 2019-11-20 N N N 0.0244 23994474.96 23994474.96 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.421300% 3133EHVE0 US3133EHVE08 U.S. Government Agency Debt Y 2019-03-16 2019-08-16 2019-08-16 N N N 0.0243 74999445.00 74999445.00 0.0025 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.428000% 3133EHWK5 US3133EHWK58 U.S. Government Agency Debt Y 2019-03-29 2019-07-29 2019-07-29 N N N 0.0243 37749191.77 37749191.77 0.0013 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.439100% 3133EHXW8 US3133EHXW87 U.S. Government Agency Debt Y 2019-03-12 2019-09-12 2019-09-12 N N N 0.0243 49997743.00 49997743.00 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.418800% 3133EHY49 US3133EHY495 U.S. Government Agency Debt Y 2019-03-04 2019-04-04 2019-04-04 N N N 0.0239 25000031.50 25000031.50 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.453800% 3133EHY80 US3133EHY800 U.S. Government Agency Debt Y 2019-03-04 2019-12-04 2019-12-04 N N N 0.0247 64982108.75 64982108.75 0.0022 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.566800% 3133EJ4P1 US3133EJ4P10 U.S. Government Agency Debt Y 2019-03-09 2020-11-09 2020-11-09 N N N 0.0252 59023635.40 59023635.40 0.0020 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.399100% 3133EJAH2 US3133EJAH24 U.S. Government Agency Debt Y 2019-03-27 2020-01-27 2020-01-27 N N N 0.0247 49972713.00 49972713.00 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.556300% 3133EJBH1 US3133EJBH15 U.S. Government Agency Debt Y 2019-05-01 2019-11-01 2019-11-01 N N N 0.0239 25007072.00 25007072.00 0.0008 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.424100% 3133EJEF2 US3133EJEF22 U.S. Government Agency Debt Y 2019-03-27 2020-02-27 2020-02-27 N N N 0.0247 43987181.04 43987181.04 0.0015 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.459100% 3133EJFT1 US3133EJFT17 U.S. Government Agency Debt Y 2019-03-12 2020-03-12 2020-03-12 N N N 0.0247 49988984.00 49988984.00 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.486800% 3133EJJY6 US3133EJJY65 U.S. Government Agency Debt Y 2019-03-09 2020-04-09 2020-04-09 N N N 0.0247 19997765.20 19997765.20 0.0007 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.493800% 3133EJN96 US3133EJN965 U.S. Government Agency Debt Y 2019-03-02 2020-06-02 2020-06-02 N N N 0.0248 94991683.70 94991683.70 0.0032 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.497900% 3133EJT58 US3133EJT582 U.S. Government Agency Debt Y 2019-03-13 2020-11-13 2020-11-13 N N N 0.0252 116946880.83 116946880.83 0.0039 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.474700% 3133EJU49 US3133EJU499 U.S. Government Agency Debt Y 2019-03-20 2020-07-20 2020-07-20 N N N 0.0248 109496624.12 109496624.12 0.0037 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.369100% 3133EJVP1 US3133EJVP11 U.S. Government Agency Debt Y 2019-03-27 2019-08-27 2019-08-27 N N N 0.0243 149461997.10 149461997.10 0.0050 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.484100% 3133EJW96 US3133EJW966 U.S. Government Agency Debt Y 2019-03-27 2020-11-27 2020-11-27 N N N 0.0252 60721501.57 60721501.57 0.0020 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.606100% 3133EJZ51 US3133EJZ514 U.S. Government Agency Debt Y 2019-03-04 2020-09-04 2020-09-04 N N N 0.0251 38988465.36 38988465.36 0.0013 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.518800% 3133EJZ69 US3133EJZ696 U.S. Government Agency Debt Y 2019-03-04 2020-09-04 2020-09-04 N N N 0.0249 50003167.50 50003167.50 0.0017 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 2.439100% 3133EKAQ9 US3133EKAQ95 U.S. Government Agency Debt Y 2019-03-12 2020-02-12 2020-02-12 N N N 0.0246 65230013.93 65230013.93 0.0022 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 1.000000% 3133EKCQ7 US3133EKCQ77 U.S. Government Agency Debt Y 2019-03-08 2021-03-08 2021-03-08 N N N 0.0103 51764686.39 51764686.39 0.0017 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 2.398800% 3134GSWX9 US3134GSWX99 U.S. Government Agency Debt Y 2019-03-04 2019-03-04 2019-03-04 N N N 0.0239 164999739.30 164999739.30 0.0055 N N Y N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 2.440000% 3135G0U68 B1V7KEBTPIMZEU4LTD58 US3135G0U680 U.S. Government Agency Debt Y 2019-03-01 2019-10-30 2019-10-30 N N N 0.0240 74017076.24 74017076.24 0.0025 N N N N Lloyds Bank PLC Lloyds Bank PLC Nassau 2.530000% 0001167831 539999003_2.53_0426 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UST - 1.3750 - 02/15/2044 2044-02-15 1.375000 1778181.34 1880749.11 U.S. Treasuries (including strips) UST - 1.3750 - 02/15/2044 2044-02-15 1.375000 706240.65 746977.52 U.S. Treasuries (including strips) UST - 1.3750 - 02/15/2044 2044-02-15 1.375000 474421.20 501786.42 U.S. Treasuries (including strips) UST - 1.3750 - 02/15/2044 2044-02-15 1.375000 53923500.00 57033876.50 U.S. Treasuries (including strips) UST - 1.3750 - 02/15/2044 2044-02-15 1.375000 53923500.00 57033876.50 U.S. Treasuries (including strips) Y 2019-04-26 2019-04-26 2019-04-26 N N N 0.0253 114997182.50 114997182.50 0.0038 N N N Y Fixed Income Clearing Corp. Fixed Income Clearing Corp. 2.580000% 0000093748 85748R009_2.58_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 50000000.00 50947991.10 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 50000000.00 50947991.10 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 33132192.50 33194029.26 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 50583500.00 50677907.27 U.S. Treasuries (including strips) UST - 2.5000 - 03/31/2023 2023-03-31 2.500000 50000000.00 50526353.96 U.S. Treasuries (including strips) UST - 2.5000 - 03/31/2023 2023-03-31 2.500000 33145000.00 33493920.04 U.S. Treasuries (including strips) UST - 2.5000 - 03/31/2023 2023-03-31 2.500000 50000000.00 50526353.96 U.S. Treasuries (including strips) UST - 2.5000 - 03/31/2023 2023-03-31 2.500000 50000000.00 50526353.96 U.S. Treasuries (including strips) UST - 2.6250 - 02/28/2023 2023-02-28 2.625000 50000000.00 50242190.00 U.S. Treasuries (including strips) UST - 2.6250 - 02/28/2023 2023-02-28 2.625000 36935000.00 37113905.75 U.S. Treasuries (including strips) UST - 2.6250 - 02/28/2023 2023-02-28 2.625000 50000000.00 50242190.00 U.S. Treasuries (including strips) UST - 2.6250 - 02/28/2023 2023-02-28 2.625000 50000000.00 50242190.00 U.S. Treasuries (including strips) UST - 2.6250 - 02/28/2023 2023-02-28 2.625000 50000000.00 50242190.00 U.S. Treasuries (including strips) UST - 2.6250 - 02/28/2023 2023-02-28 2.625000 50000000.00 50242190.00 U.S. Treasuries (including strips) UST - 2.6250 - 02/28/2023 2023-02-28 2.625000 50000000.00 50242190.00 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 50000000.00 50947991.10 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 50000000.00 50947991.10 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 50000000.00 50947991.10 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 50000000.00 50947991.10 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 50000000.00 50947991.10 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 37900000.00 38618577.26 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 50000000.00 50947991.10 U.S. Treasuries (including strips) UST - 2.7500 - 05/31/2023 2023-05-31 2.750000 50000000.00 50839972.53 U.S. Treasuries (including strips) UST - 2.7500 - 05/31/2023 2023-05-31 2.750000 50000000.00 50839972.53 U.S. Treasuries (including strips) UST - 2.7500 - 05/31/2023 2023-05-31 2.750000 50000000.00 50839972.53 U.S. Treasuries (including strips) UST - 2.7500 - 05/31/2023 2023-05-31 2.750000 50000000.00 50839972.53 U.S. Treasuries (including strips) UST - 1.3750 - 06/30/2023 2023-06-30 1.375000 50000000.00 47807361.10 U.S. Treasuries (including strips) UST - 1.3750 - 06/30/2023 2023-06-30 1.375000 50000000.00 47807361.10 U.S. Treasuries (including strips) UST - 1.3750 - 06/30/2023 2023-06-30 1.375000 50000000.00 47807361.10 U.S. Treasuries (including strips) UST - 1.3750 - 06/30/2023 2023-06-30 1.375000 50000000.00 47807361.10 U.S. Treasuries (including strips) UST - 1.3750 - 06/30/2023 2023-06-30 1.375000 50000000.00 47807361.10 U.S. Treasuries (including strips) UST - 1.3750 - 06/30/2023 2023-06-30 1.375000 50000000.00 47807361.10 U.S. Treasuries (including strips) UST - 1.2500 - 07/31/2023 2023-07-31 1.250000 25000000.00 23723391.27 U.S. Treasuries (including strips) UST - 1.7500 - 05/15/2023 2023-05-15 1.750000 50000000.00 48753798.34 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 50000000.00 50471725.75 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 50000000.00 50471725.75 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 50000000.00 50471725.75 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 50000000.00 50471725.75 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 50000000.00 50471725.75 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 50000000.00 50471725.75 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 50000000.00 50471725.75 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 50000000.00 50471725.75 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 50000000.00 50471725.75 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 42300000.00 42699079.98 U.S. Treasuries (including strips) UST - 2.6250 - 06/30/2023 2023-06-30 2.625000 50000000.00 50471725.75 U.S. Treasuries (including strips) UST - 2.7500 - 08/31/2023 2023-08-31 2.750000 50000000.00 50546875.00 U.S. Treasuries (including strips) UST - 2.7500 - 08/31/2023 2023-08-31 2.750000 50000000.00 50546875.00 U.S. Treasuries (including strips) UST - 2.7500 - 08/31/2023 2023-08-31 2.750000 17115000.00 17302195.31 U.S. Treasuries (including strips) UST - 2.7500 - 08/31/2023 2023-08-31 2.750000 50000000.00 50546875.00 U.S. Treasuries (including strips) UST - 2.8750 - 09/30/2023 2023-09-30 2.875000 2815000.00 2893437.19 U.S. Treasuries (including strips) UST - 2.7500 - 07/31/2023 2023-07-31 2.750000 14920000.00 15107930.41 U.S. Treasuries (including strips) UST - 2.7500 - 07/31/2023 2023-07-31 2.750000 50000000.00 50629793.59 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 3000000000.00 3000000000.00 0.1004 N Y Y N U.S. Treasury Bill United States Treasury Bill- When Issued 912796QZ5 US912796QZ54 U.S. Treasury Debt Y 2019-03-07 2019-03-07 2019-03-07 N N N 0.0236 360859960.88 360859960.88 0.0121 N Y Y N U.S. Treasury Bill Treasury Bill 03/19 0.00000 912796RB7 US912796RB77 U.S. Treasury Debt Y 2019-03-14 2019-03-14 2019-03-14 N N N 0.0239 249787507.50 249787507.50 0.0084 N Y Y N U.S. Treasury Bill Treasury Bill 03/19 0.00000 912796RC5 US912796RC50 U.S. Treasury Debt Y 2019-03-21 2019-03-21 2019-03-21 N N N 0.0238 179765375.40 179765375.40 0.0060 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796RD3 US912796RD34 U.S. Treasury Debt Y 2019-04-04 2019-04-04 2019-04-04 N N N 0.0239 74833234.50 74833234.50 0.0025 N Y Y N U.S. Treasury Bill Treasury Bill 04/19 0.00000 912796RH4 US912796RH48 U.S. Treasury Debt Y 2019-04-18 2019-04-18 2019-04-18 N N N 0.0243 251996096.00 251996096.00 0.0084 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796SD2 US912796SD25 U.S. Treasury Debt Y 2020-02-27 2020-02-27 2020-02-27 N N N 0.0254 184063297.87 184063297.87 0.0062 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.452700% 9128284K3 US9128284K35 U.S. Treasury Debt Y 2019-03-05 2020-04-30 2020-04-30 N N N 0.0248 175933112.96 175933112.96 0.0059 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.464700% 9128285H9 US9128285H96 U.S. Treasury Debt Y 2019-03-05 2020-10-31 2020-10-31 N N N 0.0252 329722813.20 329722813.20 0.0110 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.534700% 9128285Y2 US9128285Y20 U.S. Treasury Debt Y 2019-03-05 2021-01-31 2021-01-31 N N N 0.0257 427722078.20 427722078.20 0.0143 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.500000% 912828F62 US912828F627 U.S. Treasury Debt Y 2019-10-31 2019-10-31 2019-10-31 N N N 0.0255 245192918.59 245192918.59 0.0082 N Y Y N U.S. Treasury Note US Treasury Note 3.625000% 912828LJ7 US912828LJ77 U.S. Treasury Debt Y 2019-08-15 2019-08-15 2019-08-15 N N N 0.0252 216083397.90 216083397.90 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.375000% 912828LY4 US912828LY45 U.S. Treasury Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0257 236312695.90 236312695.90 0.0079 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828XS4 US912828XS49 U.S. Treasury Debt Y 2019-05-31 2019-05-31 2019-05-31 N N N 0.0248 89722265.40 89722265.40 0.0030 N Y Y N BMO Capital Markets Corp. Bmocap Repo 10 Repo 2.440000% RUC0QBLBRPRCU4W1NE59 0000009622 930LGF009_2.44_0307 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2 3/4 NOTE Z 23 2023-05-31 2.750000 585333.33 595143.20 U.S. Treasuries (including strips) USTR 2 5/8 NOTE AA 23 2023-06-30 2.625000 408166.67 411985.60 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AQ 21 2021-08-15 2.750000 3200.00 3222.04 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AD 23 2023-09-30 2.875000 1800.00 1850.23 U.S. Treasuries (including strips) USTR 2 7/8 NOTE BH 20 2020-10-31 2.875000 2966.67 3010.93 U.S. Treasuries (including strips) USTR TRFR BJ 10/31/20 2020-10-31 2.349500 158300.00 158430.83 U.S. Treasuries (including strips) USTR 3 NOTE R 25 2025-10-31 3.000000 1681766.67 1740535.58 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AE 23 2023-10-31 2.875000 1833333.33 1880450.71 U.S. Treasuries (including strips) USTR 2 3/4 NOTE BK 20 2020-11-30 2.750000 1500.00 1515.48 U.S. Treasuries (including strips) USTR 2 1/2 NOTE AH 22 2022-01-15 2.500000 28333.33 28431.61 U.S. Treasuries (including strips) USTR 2 3/8 NOTE E 24 2024-08-15 2.375000 33.33 33.09 U.S. Treasuries (including strips) USTR 2 NOTE P 21 2021-08-31 2.000000 1533.33 1514.71 U.S. Treasuries (including strips) USTR 1 5/8 NOTE AC 19 2019-08-31 1.625000 218266.67 217269.19 U.S. Treasuries (including strips) USTR 1 3/4 NOTE AD 19 2019-09-30 1.750000 1733.33 1737.80 U.S. Treasuries (including strips) USTR 1 1/2 NOTE AE 19 2019-10-31 1.500000 53633333.33 53524799.62 U.S. Treasuries (including strips) USTR 2 NOTE E 25 2025-08-15 2.000000 33.33 32.20 U.S. Treasuries (including strips) USTR 3 5/8 NOTE B 20 2020-02-15 3.625000 1600.00 1617.97 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 19 2019-04-30 1.250000 83333.33 83496.64 U.S. Treasuries (including strips) USTR 1 3/4 NOTE C 22 2022-05-15 1.750000 1133333.33 1113400.23 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AN 19 2019-06-15 0.875000 1600.00 1595.94 U.S. Treasuries (including strips) USTR 1 1/4 NOTE R 19 2019-10-31 1.250000 1072533.33 1067785.92 U.S. Treasuries (including strips) USTR 1 1/4 NOTE H 20 2020-02-29 1.250000 1533.33 1513.72 U.S. Treasuries (including strips) USTR 1 5/8 NOTE AA 19 2019-06-30 1.625000 200.00 199.94 U.S. Treasuries (including strips) USTR 2 5/8 NOTE BD 20 2020-07-31 2.625000 1533.33 1538.01 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 23 2023-07-31 2.750000 100.00 101.25 U.S. Treasuries (including strips) USTR BILL 03/28/19 2019-03-28 0.00 366.67 366.00 U.S. Treasuries (including strips) USTR BILL 04/25/19 2019-04-25 0.00 92933.33 92587.81 U.S. Treasuries (including strips) USTR 2 1/2 NOTE BB 20 2020-05-31 2.500000 166.67 167.58 U.S. Treasuries (including strips) USTR BILL 04/11/19 2019-04-11 0.00 166.67 166.20 U.S. Treasuries (including strips) USTR BILL 04/18/19 2019-04-18 0.00 56000.00 55819.01 U.S. Treasuries (including strips) USTR BILL 05/16/19 2019-05-16 0.00 37366.67 37176.06 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 24 2024-07-15 0.125000 123469.50 120815.89 U.S. Treasuries (including strips) USTR 2 7/8 BOND 43 2043-05-15 2.875000 1810166.67 1770198.35 U.S. Treasuries (including strips) USTR 3 3/4 BOND 43 2043-11-15 3.750000 66.67 75.47 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 2044-02-15 3.625000 1800.00 1981.42 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 22 2022-02-28 1.875000 166.67 163.74 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 2046-02-15 2.500000 68100.00 61044.49 U.S. Treasuries (including strips) USTR 2 1/8 NOTE P 20 2020-08-31 2.125000 1333.33 1324.95 U.S. Treasuries (including strips) USTR 3 BOND 47 2047-05-15 3.000000 133.33 132.89 U.S. Treasuries (including strips) USTR 1 3/8 NOTE AH 20 2020-01-15 1.375000 47000.00 46608.93 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 2048-11-15 3.375000 1766.67 1891.57 U.S. Treasuries (including strips) USTR 1 NOTE S 19 2019-11-30 1.000000 1800.00 1783.64 U.S. Treasuries (including strips) USTR 2 1/8 NOTE E 21 2021-08-15 2.125000 166.67 165.30 U.S. Treasuries (including strips) USTR 1 1/4 NOTE W 21 2021-03-31 1.250000 327366.67 320866.95 U.S. Treasuries (including strips) USTR 2 NOTE S 22 2022-11-30 2.000000 3233.33 3192.00 U.S. Treasuries (including strips) USTR 3 3/8 NOTE F 19 2019-11-15 3.375000 1766.67 1793.73 U.S. Treasuries (including strips) USTR 3 5/8 NOTE E 19 2019-08-15 3.625000 3266.67 3287.25 U.S. Treasuries (including strips) USTR 1 3/8 NOTE AD 20 2020-09-30 1.375000 1533.33 1514.23 U.S. Treasuries (including strips) USTR 2 1/4 NOTE AY 20 2020-03-31 2.250000 1333.33 1341.63 U.S. Treasuries (including strips) USTR 2 3/8 NOTE AZ 20 2020-04-30 2.375000 3200.00 3218.68 U.S. Treasuries (including strips) USTR 2 1/8 NOTE C 25 2025-05-15 2.125000 33.33 32.68 U.S. Treasuries (including strips) USTR TRFR AW 01/31/21 2021-01-31 2.509500 2741533.33 2745199.64 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 2029-02-15 2.625000 122033.33 121423.86 U.S. Treasuries (including strips) USTR 2 3/8 NOTE V 24 2024-02-29 2.375000 3580933.33 3561632.10 U.S. Treasuries (including strips) USTR BILL 02/27/20 2020-02-27 0.00 22861300.00 22290979.15 U.S. Treasuries (including strips) USTR BILL 03/05/19 2019-03-05 0.00 256666.67 256581.97 U.S. Treasuries (including strips) USTR BILL 03/19/19 2019-03-19 0.00 82800.00 82696.25 U.S. Treasuries (including strips) USTR BILL 03/26/19 2019-03-26 0.00 69000.00 68880.91 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 2046-11-15 2.875000 1766.67 1719.43 U.S. Treasuries (including strips) USTR 1 3/8 NOTE AJ 20 2020-02-15 1.375000 1933.33 1912.92 U.S. Treasuries (including strips) USTR 2 1/4 NOTE T 23 2023-12-31 2.250000 651000.00 645900.80 U.S. Treasuries (including strips) USTR 1 NOTE AT 19 2019-11-15 1.000000 33266.67 33001.52 U.S. Treasuries (including strips) USTR 2 5/8 NOTE E 20 2020-08-15 2.625000 1266.67 1269.02 U.S. Treasuries (including strips) USTR TRFR AW 01/31/20 2020-01-31 1.435200 20233.33 20264.52 U.S. Treasuries (including strips) USTR 1 5/8 NOTE AG 19 2019-12-31 1.625000 2233.33 2222.45 U.S. Treasuries (including strips) USTR 4 3/8 BOND 41 2041-05-15 4.375000 1500.00 1854.55 U.S. Treasuries (including strips) USTR 8 3/4 BOND 20 2020-05-15 8.750000 33333.33 36628.66 U.S. Treasuries (including strips) USTR BILL 08/15/19 2019-08-15 0.00 66.67 65.91 U.S. Treasuries (including strips) USTR 1 1/4 NOTE BB 19 2019-05-31 1.250000 74333.33 74329.89 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 2045-08-15 2.875000 3266.67 3159.66 U.S. Treasuries (including strips) USTR 1 3/8 NOTE Y 21 2021-04-30 1.375000 2966.67 2909.61 U.S. Treasuries (including strips) USTR 2 5/8 NOTE F 20 2020-11-15 2.625000 179033.33 180616.34 U.S. Treasuries (including strips) USTR 1 1/4 NOTE U 20 2020-01-31 1.250000 1066800.00 1055292.27 U.S. Treasuries (including strips) USTR 3 BOND 48 2048-08-15 3.000000 133.33 131.64 U.S. Treasuries (including strips) USTR TRFR BE 07/31/19 2019-07-31 1.132900 2476633.33 2481780.07 U.S. Treasuries (including strips) USTR 2 5/8 NOTE V 23 2023-02-28 2.625000 2000000.00 2009540.00 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 2040-05-15 4.375000 2733.33 3374.90 U.S. Treasuries (including strips) USTR 7 5/8 BOND 22 2022-11-15 7.625000 98333.33 118187.40 U.S. Treasuries (including strips) USTR BILL 05/23/19 2019-05-23 0.00 200.00 198.88 U.S. Treasuries (including strips) USTR 1 3/4 NOTE BK 19 2019-11-30 1.750000 2800.00 2795.37 U.S. Treasuries (including strips) USTR TRFR BA 04/30/20 2020-04-30 1.857500 2033.33 2036.30 U.S. Treasuries (including strips) USTR 1 7/8 NOTE P 24 2024-08-31 1.875000 2333333.33 2254956.67 U.S. Treasuries (including strips) USTR 1 3/8 NOTE AU 19 2019-12-15 1.375000 310000.00 308031.22 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 2027-11-15 2.250000 330000.00 321436.25 U.S. Treasuries (including strips) USTR 2 1/8 NOTE S 24 2024-11-30 2.125000 2333.33 2292.81 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-04-18 Y BMO Capital Markets Corp. 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0244 99995206.00 99995206.00 0.0033 N N Y N Citigroup Global Markets, Inc. Cgm Repo 3 Repo 2.410000% MBNUM2BPBDO7JBLYG310 0000315030 930NXC003_2.41_0305 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRM 2018-60 BY 2048-11-20 4.000000 4126.75 4258.09 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-15 FE 2049-02-20 0.00 23060160.00 22999996.04 Agency Collateralized Mortgage Obligation 048XLFHLMCT SLSTT SERIES 2 2058-11-25 3.000000 203525.00 205857.40 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-2O JA 2068-12-20 3.500000 6985558.14 7237401.48 Agency Collateralized Mortgage Obligation FMAC FGRM 4866BL 03/15/49 2049-03-15 4.000000 174488.00 178948.79 Agency Collateralized Mortgage Obligation FHLB FHFR 01LI 10/20 9F 2020-10-26 0.00 3248750.00 3247606.44 Agency Debentures and Agency Strips GNMA GNRM 2019-26 AH 2059-07-16 3.100000 9808750.00 9720049.48 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G15446 G 2030-05-01 3.000000 20102.21 20224.24 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q58336 G 2048-09-01 4.500000 1326696.39 1380325.44 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q61213 G 2048-12-01 4.500000 1702589.05 1771375.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTBM1593 2035-11-01 3.500000 161830.32 164344.35 Agency Mortgage-Backed Securities FMAC FMIN 01/15/2028 F 2028-01-15 0.00 2500.00 1890.07 Agency Debentures and Agency Strips GNMA GNMI SF BE7848 X 2047-12-15 3.500000 883426.36 895017.80 Agency Mortgage-Backed Securities GNMA GNII SF BF2984 C 2048-06-20 4.000000 874862.57 901978.06 Agency Mortgage-Backed Securities GNMA GNMI SF BD4824 X 2047-11-15 3.500000 873695.35 885159.11 Agency Mortgage-Backed Securities GNMA GNII SF BG0346 C 2048-03-20 4.000000 1206841.76 1244244.20 Agency Mortgage-Backed Securities GNMA GNMI SF BG5688 X 2048-09-15 3.000000 318699.28 316379.47 Agency Mortgage-Backed Securities GNMA GNII SF BK5720 C 2049-02-20 4.500000 184453.50 192729.01 Agency Mortgage-Backed Securities GNMA GNII SF BL4190 C 2049-02-20 4.500000 1042459.25 1089228.14 Agency Mortgage-Backed Securities GNMA GNMI SF AX6585 X 2047-06-15 5.000000 364781.08 388043.17 Agency Mortgage-Backed Securities GNMA GNMI SF 444100 X 2028-11-15 7.000000 1867.75 1895.16 Agency Mortgage-Backed Securities GNMA GNMI JP 782142 X 2019-09-15 6.500000 2430.29 2446.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CI357695 2020-01-01 4.500000 6158.25 6277.88 Agency Mortgage-Backed Securities GNMA GNII SF BD9086 C 2047-12-20 4.000000 2218989.31 2293815.85 Agency Mortgage-Backed Securities FMAC 02.500 FGPC Q43427 G 2046-10-01 2.500000 65770.65 62741.26 Agency Mortgage-Backed Securities GNMA GNRM 2019-01 CY 2049-01-20 4.000000 574244.50 579204.25 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-01 EY 2048-10-20 4.000000 272874.75 279618.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-01 LF 2049-01-20 2.787000 20392717.10 20406223.88 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-01 VL 2039-05-20 3.500000 1212449.50 1220424.99 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-01 AF 2049-01-20 3.246000 12444727.13 12442068.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2010-H20 AF 2060-10-20 2.677000 1032625.67 1029187.95 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-60 VB 2039-03-20 4.000000 994922.50 1026768.98 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-60 AY 2048-02-20 3.500000 200193.00 195336.72 Agency Collateralized Mortgage Obligation FMAC FREMF MTG TR 2018-K79 2051-07-25 4.211400 2244000.00 2134593.78 Agency Mortgage-Backed Securities GNMA GNRM 2018-68 VA 2030-03-20 3.500000 577451.42 590837.32 Agency Collateralized Mortgage Obligation FMAC FREMF MTG TR 2015-K50 2048-10-25 3.778900 600000.00 573944.40 Agency Mortgage-Backed Securities GNMA GNII SF MA5079 M 2048-03-20 4.500000 1597091.48 1659753.36 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2017-K72 2024-09-25 3.647100 1000000.00 958051.00 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2017-K72 2024-11-25 3.674600 1250000.00 1201922.50 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2018-K80 2028-07-25 4.229000 24076.50 22928.89 Agency Mortgage-Backed Securities FNMA 5.625 FNSM A 07/37 2037-07-15 5.625000 250.00 327.90 Agency Debentures and Agency Strips FMAC FREMF MTG TR 2017-K62 2050-01-25 3.874600 3249999.00 3069380.31 Agency Mortgage-Backed Securities FMAC FGRM 0M002A 12/15/35 2035-12-15 3.750000 8673509.26 8789938.11 Agency Mortgage-Backed Securities FMAC FGRM 0M008A 02/15/35 2035-02-15 3.750000 6388978.79 6504168.89 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2017-K72 2049-07-25 3.971600 664.75 655.21 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2018-K73 2051-02-25 3.852700 1881999.75 1771059.63 Agency Mortgage-Backed Securities GNMA GNRA 2018-65 VB 2037-03-16 3.250000 100523.54 98493.31 Agency Mortgage-Backed Securities USTR 3 7/8 BOND 40 2040-08-15 3.875000 2419950.00 2767920.84 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 2046-05-15 2.500000 8673950.00 7822587.77 U.S. Treasuries (including strips) FMAC FREMF MTG TR 2017-K65 2050-07-25 4.072900 875000.00 833740.25 Agency Mortgage-Backed Securities USTR 2 1/4 NOTE J 21 2021-03-31 2.250000 23909500.00 24005706.84 U.S. Treasuries (including strips) USTR 1 5/8 NOTE AG 19 2019-12-31 1.625000 76200.00 75828.56 U.S. Treasuries (including strips) USTR 1 3/4 NOTE Q 22 2022-09-30 1.750000 14886625.00 14617915.69 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 24 2024-02-15 2.750000 1416025.00 1433183.78 U.S. Treasuries (including strips) USTR 2 5/8 NOTE E 20 2020-08-15 2.625000 6104700.00 6116028.37 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 23 2023-01-31 1.750000 389675.00 379470.81 U.S. Treasuries (including strips) USTR 2 NOTE F 21 2021-11-15 2.000000 5739300.00 5700985.04 U.S. Treasuries (including strips) FMAC FGRM 0M001A 02/15/32 2032-02-15 3.750000 6422955.11 6437743.97 Agency Mortgage-Backed Securities USTR 2 NOTE B 22 2022-02-15 2.000000 60000.00 59224.64 U.S. Treasuries (including strips) USTR 2 1/8 NOTE C 25 2025-05-15 2.125000 12325.00 12082.24 U.S. Treasuries (including strips) USTR 2 1/8 NOTE G 21 2021-01-31 2.125000 6049275.00 6013606.34 U.S. Treasuries (including strips) GNMA GNII SF MA4719 M 2047-09-20 3.500000 12287.19 12452.98 Agency Mortgage-Backed Securities GNMA GNII SF MA4776 M 2047-10-20 2.500000 12119.29 11671.12 Agency Mortgage-Backed Securities GNMA GNII SF MA5021 M 2048-02-20 4.500000 868425.98 904684.50 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2024-02-25 3.104000 2538750.00 2561456.58 Agency Mortgage-Backed Securities FNMA FNRM CL202J RT93-202 2023-11-25 6.500000 20.44 21.60 Agency Collateralized Mortgage Obligation FNMA FNMA REMIC SERIES 199 2026-12-18 7.000000 0.01 0.01 Agency Collateralized Mortgage Obligation XXXX FHLMC REMIC SERIES K- 2024-07-25 3.037000 1612495.00 1618146.80 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2024-08-25 3.133000 736205.25 734930.14 Agency Mortgage-Backed Securities FNMA FNMA REMIC TRUST 2004 2034-05-25 5.500000 20.61 22.27 Agency Collateralized Mortgage Obligation FMAC FREMF MTG TR 2017-K68 2027-08-25 3.844200 20.75 19.40 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-12-25 3.771000 364539.75 379879.22 Agency Mortgage-Backed Securities GNMA GNII SF MA4513 M 2047-06-20 5.000000 7424.70 7783.16 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2016-K59 2049-11-25 3.575500 832387.50 773322.12 Agency Mortgage-Backed Securities GNMA GNII SF MA4320 M 2047-01-20 3.000000 42472450.14 42160277.64 Agency Mortgage-Backed Securities USTR 0 1/8 TRIN A 22 2022-01-15 0.125000 10619914.47 10469004.78 U.S. Treasuries (including strips) GNMA GNII SF MA5078 M 2048-03-20 4.000000 87639.97 90364.26 Agency Mortgage-Backed Securities FMAC 02.500 FGPC G18676 G 2033-02-01 2.500000 422568.66 415880.24 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-05 2019-03-05 2019-03-05 Y Citigroup Global Markets, Inc. 1.0000 5 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0241 250000000.00 250000000.00 0.0084 N N Y N Wells Fargo Securities LLC Wellsec Repo 12 Repo 2.590000% VYVVCKR63DVZZN70PB21 0000072971 930NYH001_2.59_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 045MEFHLMC WLST 2017-SC02 2047-05-25 3.000000 51900.11 51327.08 Agency Collateralized Mortgage Obligation FCSB FCDN 03/08/19 2019-03-08 0.00 607.29 606.96 Agency Debentures and Agency Strips FCSB FCDN 05/17/19 2019-05-17 0.00 202.43 201.34 Agency Debentures and Agency Strips FMAC 05.500 FGPC G03837 G 2038-02-01 5.500000 14292.48 15540.07 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08851 G 2048-12-01 3.500000 38855551.33 39066964.39 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08866 G 2049-02-01 4.000000 96704338.46 99057831.95 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08612 G 2044-10-01 3.000000 589797.44 582140.69 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G18710 G 2033-10-01 3.500000 16403884.71 16731191.42 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18712 G 2033-11-01 3.000000 607285.64 608730.98 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G18716 G 2033-12-01 3.500000 2437.25 2487.65 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18725 G 2034-02-01 3.000000 110273.08 110536.19 Agency Mortgage-Backed Securities FMAC 04.000 FGPC T62270 G 2049-02-01 4.000000 4895894.75 4969631.82 Agency Mortgage-Backed Securities FMAC 03.000 FGPC B50608 G 2032-01-01 3.000000 167234.73 167633.59 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J36324 G 2032-02-01 3.000000 9856.68 9883.20 Agency Mortgage-Backed Securities FMAC 03.500 FGPC J39815 G 2033-11-01 3.500000 137859.44 140717.54 Agency Mortgage-Backed Securities FMAC 03.500 FGPC J39871 G 2033-11-01 3.500000 550571.95 561986.41 Agency Mortgage-Backed Securities FMAC 03.500 FGPC J39888 G 2033-11-01 3.500000 256483.57 261919.74 Agency Mortgage-Backed Securities FMAC 03.500 FGPC J39349 G 2033-08-01 3.500000 115098.60 117395.16 Agency Mortgage-Backed Securities FMAC 03.500 FGPC J39401 G 2033-08-01 3.500000 120961.02 123673.94 Agency Mortgage-Backed Securities FMAC 03.500 FGPC J39533 G 2033-09-01 3.500000 1405185.47 1434306.53 Agency Mortgage-Backed Securities FMAC 04.000 FGPC J40200 G 2034-02-01 4.000000 223322.87 230296.80 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Z50006 G 2026-06-01 3.500000 501884.01 511967.87 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q04453 G 2041-11-01 4.000000 139548.80 143978.08 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q18718 G 2043-06-01 3.500000 3982.37 4033.12 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q19587 G 2043-06-01 3.000000 305221.00 301494.56 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q26658 G 2044-06-01 3.500000 191501.19 193388.05 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q39647 G 2046-04-01 3.000000 626629.11 616646.91 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q60153 G 2048-12-01 4.000000 9831368.19 10070634.19 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q60197 G 2048-12-01 5.000000 226197.40 241516.39 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q60654 G 2048-12-01 4.500000 438457.98 459009.82 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q60909 G 2049-01-01 5.000000 424942.43 448103.92 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q60948 G 2049-01-01 4.500000 1878484.26 1954373.15 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q61053 G 2049-01-01 4.500000 1934963.89 2013138.36 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q61102 G 2049-01-01 4.500000 309900.55 324426.52 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q61106 G 2049-01-01 3.500000 312839.20 314541.36 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q61165 G 2049-02-01 4.500000 334272.55 350867.51 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q61167 G 2049-01-01 5.000000 248192.24 261620.69 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q61168 G 2049-01-01 5.000000 403393.46 433829.49 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q61189 G 2049-02-01 5.000000 213702.39 229958.73 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q61535 G 2049-02-01 4.500000 102188.66 106789.71 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q61522 G 2049-02-01 4.500000 197672.06 209009.15 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q61813 G 2049-03-01 4.500000 481740.89 504320.57 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q53942 G 2048-01-01 3.500000 403624.61 405820.73 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q56517 G 2048-06-01 4.500000 419644.64 443709.58 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q57795 G 2048-08-01 4.500000 22503.03 23414.74 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q57881 G 2048-08-01 4.500000 531453.41 556361.04 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q58489 G 2048-09-01 4.500000 448443.79 466559.12 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q59812 G 2048-11-01 4.000000 1602627.02 1641630.15 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q59542 G 2048-11-01 5.000000 542438.36 577496.70 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G61386 G 2048-06-01 3.500000 449194.89 451638.96 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G61467 G 2047-11-01 4.000000 200223.89 205545.84 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G61592 G 2048-08-01 3.000000 18764.41 18454.01 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G61862 G 2049-02-01 3.500000 5474927.94 5524065.41 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G61863 G 2049-02-01 4.000000 1050038.87 1077799.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL4597 2044-01-01 4.000000 104721.65 109029.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL6707 2044-05-01 4.500000 182270.58 193959.77 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CRAQ0526 2042-11-01 3.000000 49610.84 48959.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAQ0578 2027-11-01 2.500000 13039.67 12900.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAQ9735 2043-01-01 3.500000 120469.39 121731.18 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS5413 2030-07-01 2.500000 531215.51 523286.06 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAS6088 2035-10-01 3.000000 196902.20 196517.65 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAS9317 2032-03-01 2.500000 4087.73 4027.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAW2882 2044-04-01 4.000000 464686.48 478708.40 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAX9538 2030-02-01 3.000000 100139.23 100364.04 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAY6043 2045-05-01 3.500000 29681.59 29936.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAY8685 2045-05-01 3.000000 133546.90 131403.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAY9376 2045-04-01 4.000000 32862.21 33766.15 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2142 2045-07-01 3.500000 160506.62 161886.98 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBA6231 2030-11-01 3.000000 1059739.26 1062117.32 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBC0260 2031-02-01 3.000000 9196.57 9217.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBC9101 2031-03-01 3.500000 102834.23 104855.95 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC9489 2046-07-01 3.500000 22928.81 23111.83 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIBC9565 2031-11-01 2.500000 116274.64 114672.26 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBE7374 2031-12-01 3.000000 919226.20 921289.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ5878 2048-01-01 3.500000 1915378.66 1925131.77 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK3879 2048-04-01 4.500000 5362.82 5607.94 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBK5297 2033-06-01 4.000000 1403528.18 1450563.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBK7426 2048-08-01 3.500000 27924.39 28062.42 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK8734 2048-12-01 4.500000 363957.42 383848.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBK9573 2033-12-01 3.500000 424078.08 433370.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK9582 2049-01-01 4.000000 1889308.51 1938402.19 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM4533 2027-08-01 4.000000 122315.97 125927.96 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTBM5264 2029-09-01 6.000000 78792.91 85099.65 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5471 2049-03-01 3.500000 1646723.89 1667943.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5472 2049-03-01 3.500000 1437914.17 1455505.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM5550 2034-03-01 4.000000 6651297.17 6872692.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM5551 2034-03-01 4.000000 24795546.56 25552133.07 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTBN1580 2038-11-01 4.500000 220870.41 232993.55 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTBN1582 2038-11-01 4.500000 213555.38 224882.79 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTBN1584 2038-11-01 4.500000 251573.55 264762.80 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN2305 2048-10-01 4.500000 218962.78 232008.80 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN2306 2048-10-01 4.500000 243189.70 254980.51 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN2509 2048-12-01 4.500000 437300.82 454576.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN3205 2048-12-01 4.500000 479615.49 508190.50 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN3438 2049-01-01 4.500000 2161270.41 2246273.17 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN3455 2049-01-01 4.500000 1330294.98 1382599.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN4428 2048-12-01 4.500000 3378085.99 3510935.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBN3639 2034-01-01 4.000000 390042.17 401828.47 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLBN3938 2049-01-01 5.500000 331549.21 354236.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBN4241 2034-02-01 3.500000 1447261.54 1475577.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN5279 2049-02-01 4.000000 20424498.79 20913583.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN4510 2049-01-01 4.500000 2078856.21 2160611.39 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN4559 2049-01-01 5.000000 360537.99 391153.07 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN4699 2049-02-01 5.000000 394972.87 423034.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN4907 2049-02-01 4.000000 3286574.90 3365275.22 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN5014 2049-01-01 5.000000 322834.82 344371.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN5258 2049-02-01 4.000000 127775811.13 130835530.71 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN5472 2049-01-01 4.000000 3122757.48 3197535.03 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTBN5811 2039-02-01 4.500000 385869.33 406100.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN6118 2049-01-01 5.000000 1003718.62 1079058.74 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA1575 2048-04-01 5.000000 3071851.29 3300489.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CICA2889 2033-12-01 4.000000 2147308.24 2212193.46 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA3051 2049-02-01 4.500000 13567231.11 14100626.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3084 2049-02-01 4.000000 53007615.42 54276935.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAB9372 2043-05-01 3.500000 1486901.41 1505121.90 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA1211 2027-09-01 3.000000 140338.67 141128.78 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1825 2034-03-01 3.000000 152950.77 152652.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3496 2048-10-01 4.500000 103959.52 108023.50 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA3499 2038-09-01 5.000000 20537.53 21721.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA3506 2038-09-01 5.000000 35908.57 38001.68 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLMA3565 2049-01-01 5.000000 251556.39 265070.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3588 2034-02-01 3.500000 1596051.35 1627278.09 Agency Mortgage-Backed Securities 034CVFREMF MTG TR 2013-K29 2046-05-25 3.480700 87044.53 87415.38 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3156 2032-10-01 3.500000 54036.64 55116.30 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA3411 2038-06-01 3.000000 91636.12 90961.22 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKMA3446 2048-08-01 4.000000 49521.16 50235.55 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CKMA3607 2049-02-01 5.000000 102533.69 105612.78 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3614 2049-02-01 3.500000 1659690.28 1667894.13 Agency Mortgage-Backed Securities GNMA GNII SF BM1400 C 2049-02-20 4.500000 1259157.09 1319795.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3592 2049-02-01 4.000000 11162386.49 11429681.00 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3593 2049-02-01 4.500000 3416974.76 3551347.29 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIMA2803 2031-11-01 2.500000 766835.40 755306.03 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA2994 2047-05-01 3.500000 1184566.26 1190600.45 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA3247 2033-01-01 3.000000 107877.62 108073.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3332 2048-04-01 3.500000 39340.65 39535.11 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3414 2048-07-01 3.500000 861194.73 865451.61 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CIAE0378 2025-05-01 5.500000 4192.87 4267.31 Agency Mortgage-Backed Securities GNMA GNII SF MA4125 M 2046-12-20 2.500000 20154188.96 19408383.20 Agency Mortgage-Backed Securities GNMA GNII SF MA4837 M 2047-11-20 3.500000 1074657.17 1089157.52 Agency Mortgage-Backed Securities GNMA GNII SF MA5079 M 2048-03-20 4.500000 26495.51 27535.07 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08846 G 2048-11-01 3.500000 42517042.33 42748377.55 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08847 G 2048-11-01 4.000000 748573.82 766791.86 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G08854 G 2048-12-01 5.000000 515846.24 543768.99 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08858 G 2049-01-01 4.500000 15679012.19 16312365.88 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18684 G 2033-04-01 3.000000 413206.00 414191.91 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G18720 G 2034-01-01 3.500000 7060835.99 7206959.99 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G18723 G 2034-02-01 3.500000 1958584.41 1999127.10 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99051 G 2043-06-01 3.500000 375360.40 379006.65 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q17344 G 2043-04-01 4.000000 17883.23 18457.62 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q60506 G 2048-12-01 5.000000 359532.62 386882.63 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q55650 G 2048-04-01 3.500000 610885.26 614209.08 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G60919 G 2046-09-01 4.500000 72802.50 76089.17 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CTAL9988 2029-09-01 6.000000 29522.81 31885.87 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIAS8787 2032-02-01 2.000000 5973933.44 5749546.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBH9277 2048-02-01 3.500000 3587756.32 3605490.60 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN0334 2048-12-01 4.000000 33782857.39 34591821.69 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0340 2048-12-01 4.500000 14880320.66 15464090.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2944 2049-01-01 4.000000 5868322.99 6008845.85 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CT888281 2027-04-01 6.000000 5896.07 6368.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CI889780 2023-03-01 5.500000 110688.82 114738.37 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB940349 2037-07-01 4.114000 53.31 56.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3536 2048-12-01 4.000000 27499040.24 28157532.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3563 2049-01-01 4.000000 33112804.37 33905723.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CTMA3591 2039-02-01 4.500000 27667.04 28913.21 Agency Mortgage-Backed Securities 032M6FREMF MTG TR 2013-K25 2045-11-25 3.619500 29352.23 29741.82 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2018-K15 2033-06-25 4.068300 809716.60 682080.16 Agency Mortgage-Backed Securities 02MEVFHLMC REMIC SERIES K- 2025-01-25 3.023000 1073279.35 1076033.39 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2025-12-25 2.995000 399392.71 398276.01 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2027-03-25 3.291000 66801.62 67368.63 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2027-06-25 3.117000 249302.02 248637.88 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-02-25 3.650000 166801.62 172351.11 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2027-07-25 3.194000 2794129.55 2795029.27 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2027-08-25 3.244000 814791.50 817907.26 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-04-25 3.900000 2193927.13 2309834.49 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-05-25 3.850000 4157287.45 4358225.78 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-08-25 3.900000 1055465.59 1111393.65 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-09-25 3.920000 8403212.15 8862926.67 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-10-25 4.030000 2120040.49 2243465.00 Agency Mortgage-Backed Securities FMAC FLMC REMIC SERIES K-0 2028-10-25 4.060000 4858299.60 5153421.86 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 750000000.00 750000000.00 0.0251 N Y Y N BMO Capital Markets Corp. Bmocap Repo 1 Repo 2.450000% RUC0QBLBRPRCU4W1NE59 0000009622 930NYX006_2.45_0306 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC FGRM 4846PA 06/15/47 2047-06-15 4.000000 41359.78 42703.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2009-067 FA 2039-08-16 3.460000 578226.60 590643.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2009-033 FL 2039-05-20 3.203000 345188.16 346383.12 Agency Collateralized Mortgage Obligation GNMA GNRA 2009-024 DF 2039-03-20 3.203000 205639.35 206134.28 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-1O JZ 2068-01-20 4.587000 31539.55 34310.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-3O GZ 2068-02-20 4.532000 31396.01 33109.41 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-0O GZ 2067-04-20 4.580000 57673.35 64009.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-1O F 2066-05-20 3.146900 78444.18 78982.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2008-067 FM 2038-08-20 3.503000 423619.99 433080.03 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-29 W 2046-07-20 2.500000 96000.00 90613.25 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-63 KB 2041-12-20 3.500000 1661686.16 1688223.29 Agency Collateralized Mortgage Obligation GNMA GNRA 2019-2O FG 2068-12-20 3.450000 470549.32 473428.46 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-53 FY 2048-11-20 2.853000 481358.07 478654.76 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-60 HP 2045-12-20 4.000000 115635.00 118355.20 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-60 VH 2039-03-20 4.000000 1384500.00 1424772.34 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-39 HW 2048-02-20 4.000000 181101.00 187709.38 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-39 HY 2048-10-20 4.000000 532977.60 555045.01 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-39 KE 2048-10-20 4.000000 166800.00 174227.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-39 KF 2048-10-20 2.853000 15772.16 15718.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-60 FG 2048-11-20 2.820000 7115107.19 7071299.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-34 PW 2048-08-20 3.500000 201899.40 196149.91 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-68 KF 2048-12-20 2.853000 5947429.66 5925733.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-006 BD 2048-10-20 3.500000 2100531.60 2065666.98 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-006 DC 2048-12-20 3.500000 1617750.30 1575230.97 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-01 KC 2049-01-20 3.000000 625199.51 599546.33 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-01 VB 2039-05-20 4.000000 1098300.00 1130155.09 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-01 KG 2049-01-20 3.000000 357781.88 342696.36 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-01 PE 2049-01-20 3.500000 2369132.40 2323557.40 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-01 KJ 2049-01-20 3.500000 459876.96 449607.91 Agency Collateralized Mortgage Obligation FNMA FNRM CL033GV R12F033 2028-07-25 3.500000 384117.08 386031.90 Agency Collateralized Mortgage Obligation FNMA FNRM CL060LB R17F060 2047-08-25 2.750000 1378852.79 1322982.37 Agency Collateralized Mortgage Obligation FNMA FNRM RC006GB R19F006 2049-02-25 4.000000 4118010.00 4273081.90 Agency Collateralized Mortgage Obligation FMAC FGRM 3763VQ 07/15/27 2027-07-15 4.000000 689403.00 703113.85 Agency Collateralized Mortgage Obligation FMAC FGRM 3925LD 01/15/41 2041-01-15 2.500000 64492.68 62815.36 Agency Collateralized Mortgage Obligation FMAC FGRM 4091LC 08/15/42 2042-08-15 3.000000 3576.00 3112.29 Agency Collateralized Mortgage Obligation FMAC FGRM 04305A 06/15/48 2048-06-15 3.500000 23300.39 23511.28 Agency Collateralized Mortgage Obligation FMAC FGRM 04301U 07/15/32 2032-07-15 3.500000 478761.72 481826.28 Agency Collateralized Mortgage Obligation FMAC FGRM 4469PA 05/15/45 2045-05-15 3.500000 185841.45 185026.91 Agency Collateralized Mortgage Obligation FMAC FGRM 4666PB 08/15/45 2045-08-15 3.000000 61431.07 61221.95 Agency Collateralized Mortgage Obligation FMAC FGRM 4795MW 06/15/48 2048-06-15 3.500000 300.00 296.00 Agency Collateralized Mortgage Obligation FMAC FGRM 4738TW 11/15/46 2046-11-15 3.000000 166200.00 155898.92 Agency Collateralized Mortgage Obligation FMAC FGRM 4840MB 09/15/46 2046-09-15 4.500000 65876.40 70121.21 Agency Collateralized Mortgage Obligation FMAC FGRM 4858KU 07/15/46 2046-07-15 4.000000 30144.00 31192.92 Agency Collateralized Mortgage Obligation FMAC FGRM 4860CU 08/15/47 2047-08-15 3.500000 1329926.22 1320635.35 Agency Collateralized Mortgage Obligation FMAC FGRA 3423DF 03/15/38 2038-03-15 3.508000 386968.92 392680.88 Agency Collateralized Mortgage Obligation FMAC FGRM 3661PD 07/15/38 2038-07-15 4.500000 4008.70 4055.86 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-1O HZ 2067-04-20 4.567000 32499.82 36164.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-8O PZ 2066-04-20 2.000000 34873.42 29175.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-8O HZ 2063-08-20 4.518000 31990.81 34001.10 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-3O F 2066-10-20 3.097000 277919.38 279292.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-120 AY 2040-09-20 4.000000 757285.34 785049.69 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-135 PE 2040-10-16 4.000000 3394089.13 3508337.57 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-026 A 2044-02-16 3.000000 363360.14 352448.07 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-7O HZ 2068-04-20 4.579000 31046.25 35301.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-7O JZ 2068-04-20 4.527000 31042.13 32713.72 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-37 CY 2046-01-20 2.500000 111850.80 99496.43 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-97 GY 2048-07-20 4.000000 17845.20 18320.10 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-91 BC 2048-07-20 3.500000 183593.40 178169.69 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-91 BE 2048-04-20 3.500000 193413.60 187468.26 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-68 MG 2047-07-20 3.500000 310065.69 312435.52 Agency Collateralized Mortgage Obligation FNMA FNRM CL056WB R12F056 2042-05-25 3.500000 114900.00 110577.00 Agency Collateralized Mortgage Obligation FNMA FNRM CL002PA R15F002 2044-03-25 2.250000 41416.72 40078.23 Agency Collateralized Mortgage Obligation FNMA FNRM CL096A R16F096 2046-12-25 1.750000 50114.44 47456.55 Agency Collateralized Mortgage Obligation FNMA FNRM CL027EM R17F027 2047-04-25 3.000000 187560.30 162290.11 Agency Collateralized Mortgage Obligation FNMA FNRM CL099PA R17F099 2042-10-25 3.000000 86670.48 86551.91 Agency Collateralized Mortgage Obligation FNMA FNRM RC040GL R17F040 2043-03-25 3.500000 31700.26 32221.47 Agency Collateralized Mortgage Obligation FMAC FGRM 4408BC 11/15/44 2044-11-15 3.000000 40419.30 36800.64 Agency Collateralized Mortgage Obligation FMAC FGRM 4419DC 12/15/44 2044-12-15 3.000000 100800.00 86493.05 Agency Collateralized Mortgage Obligation FMAC FGRM 4445WJ 11/15/43 2043-11-15 2.500000 21279.05 20792.16 Agency Collateralized Mortgage Obligation FMAC FGRM 4713DV 11/15/28 2028-11-15 3.500000 877374.78 896848.99 Agency Collateralized Mortgage Obligation FMAC FGRM 4770JN 10/15/45 2045-10-15 4.500000 566808.00 600387.41 Agency Collateralized Mortgage Obligation FMAC FGRM 4827GV 07/15/31 2031-07-15 4.000000 65436.39 67842.82 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-34 AF 2048-10-20 2.753000 4764.73 4742.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-1O HZ 2068-01-20 4.609000 31533.19 36717.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-3O HZ 2068-01-20 4.532000 9793.55 11065.58 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-1O GZ 2067-04-20 4.643000 32547.53 37116.66 Agency Collateralized Mortgage Obligation FCSB 2 7/8 FCSB 20 S 2020-09-29 2.875000 19500.00 19824.47 Agency Debentures and Agency Strips FHLB 3.375 FHLB 20 NX 2020-06-12 3.375000 1468500.00 1493749.39 Agency Debentures and Agency Strips FCSB FCFR 01LI Y 20/12 2020-12-11 2.297100 691200.00 691686.09 Agency Debentures and Agency Strips FCSB 2.55 FCSB 20 FC 2020-05-15 2.550000 10200.00 10270.85 Agency Debentures and Agency Strips FCSB FCFR 01LI T 21/06 2021-06-28 2.101100 1500000.00 1497975.00 Agency Debentures and Agency Strips FCSB FCFR 01LI X 21/09 2021-09-17 2.158900 4677600.00 4681175.14 Agency Debentures and Agency Strips GNMA GNCL CL AQ9293 2059-06-15 3.460000 24012.00 23576.45 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX XYAL9427 2026-11-01 2.577000 476886.93 464905.98 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1706 2031-02-01 4.020000 1174365.00 1219132.97 Agency Mortgage-Backed Securities GNMA GNRM 2011-126 CA 2052-01-16 3.544000 606736.94 609188.16 Agency Mortgage-Backed Securities GNMA GNRA 2011-077 D 2045-10-16 5.214000 783475.94 821722.50 Agency Mortgage-Backed Securities GNMA GNRM 2013-043 B 2039-04-16 1.965000 56658.00 55736.16 Agency Mortgage-Backed Securities GNMA GNRM 2013-035 AB 2043-03-16 1.488000 51957.13 48451.11 Agency Mortgage-Backed Securities GNMA GNRM 2014-048 AB 2041-10-16 2.200000 96689.63 94935.00 Agency Mortgage-Backed Securities GNMA GNRM 2015-021 A 2042-11-16 2.600000 44329.17 43962.83 Agency Mortgage-Backed Securities FNMA FNRM CL001A1 R13M001 2022-08-25 1.502000 470360.65 468423.94 Agency Mortgage-Backed Securities FNMA FNRM CL007AB2 R15M00 2024-12-25 2.502000 76336.31 75500.09 Agency Mortgage-Backed Securities FNMA FNRM CL007AB2 R16M00 2026-09-25 2.385000 439143.00 418438.61 Agency Mortgage-Backed Securities FNMA FNRA CL007A2 R18M007 2028-03-25 3.052000 73710.60 72739.76 Agency Mortgage-Backed Securities FNMA FNRA CL004A2 R18M004 2028-03-25 3.043000 1618800.00 1596582.38 Agency Mortgage-Backed Securities FNMA MNRM CL0152A R18M015 2035-12-25 3.400000 1181.70 1143.44 Agency Mortgage-Backed Securities FNMA FNRM CL007A2 R10M007 2020-11-25 3.655000 18366.52 18556.73 Agency Mortgage-Backed Securities GNMA GNII SF BL8873 C 2049-02-20 4.500000 616274.10 643925.09 Agency Mortgage-Backed Securities GNMA GNII SF MA5762 M 2048-10-20 3.500000 987618.90 1000944.84 Agency Mortgage-Backed Securities GNMA GNII SF BK4794 C 2048-11-20 4.500000 102467.26 107075.21 Agency Mortgage-Backed Securities GNMA GNII SF BK6129 C 2049-01-20 4.000000 58498.64 60307.59 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q30876 G 2045-01-01 3.500000 5356.62 5409.41 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q54010 G 2048-02-01 3.500000 345678.37 347559.20 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q54986 G 2048-03-01 3.500000 2187863.19 2199767.35 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G61867 G 2046-12-01 3.500000 4965676.50 5030707.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC2521 2046-01-01 3.500000 50884.60 51322.20 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN5856 2049-03-01 5.000000 59424.60 63388.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3610 2034-02-01 3.500000 7664908.80 7814872.74 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA3621 2039-02-01 3.500000 11586681.60 11732731.72 Agency Mortgage-Backed Securities GNMA GNCL CL AZ1226 2059-04-15 3.580000 62854.80 62822.24 Agency Mortgage-Backed Securities GNMA GNPL RX 728041 2041-01-15 4.500000 100653.16 102916.14 Agency Mortgage-Backed Securities GNMA GNPL PN BH6893 2053-12-15 3.760000 59650.21 60965.20 Agency Mortgage-Backed Securities GNMA GNPL PN BI5353 2053-11-15 4.120000 7035.12 7389.12 Agency Mortgage-Backed Securities GNMA GNPL PN BI9719 2053-11-15 3.900000 104665.00 108120.20 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HY387937 2028-08-01 3.580000 1126118.40 1163148.55 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0805 2030-12-01 4.135000 1823645.10 1956514.52 Agency Mortgage-Backed Securities FNMA MNMS 04.600 MLBL0817 2048-12-01 4.600000 254384.80 277691.28 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HXBL0184 2025-10-01 4.100000 462830.61 492523.51 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0215 2030-10-01 4.105000 499395.19 534803.18 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0665 2033-11-01 4.130000 298.96 315.51 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1123 2029-01-01 4.440000 776.22 832.91 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HLBL1386 2049-01-01 4.210000 1919436.72 1997180.62 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1424 2029-01-01 3.990000 223043.12 233367.46 Agency Mortgage-Backed Securities GNMA GNRM 2011-161 B 2038-07-16 2.532000 1717291.29 1708419.76 Agency Mortgage-Backed Securities FNMA FNRA CL013AB2 R14M01 2024-08-25 2.951000 7707.96 7827.83 Agency Mortgage-Backed Securities FNMA FNRM CL001AB2 R15M00 2024-09-25 2.465000 178326.58 176770.28 Agency Mortgage-Backed Securities FNMA FNRM CL002AV1 R16M00 2023-01-25 1.470000 143513.12 140373.12 Agency Mortgage-Backed Securities FNMA FNRM CL002ABV2 R16M0 2023-01-25 2.131000 28147.03 27593.56 Agency Mortgage-Backed Securities FNMA FNRM CL006AB2 R16M00 2026-05-25 2.395000 136398.99 132293.96 Agency Mortgage-Backed Securities FNMA FNRM CL009AB2 R16M00 2026-06-25 2.217000 56689.98 54346.00 Agency Mortgage-Backed Securities FNMA FNRM CL012AV1 R16M01 2023-10-25 1.998000 3425.35 3416.93 Agency Mortgage-Backed Securities FNMA MNRM RC015A1 R18M015 2031-08-25 3.250000 11019883.10 11088123.73 Agency Mortgage-Backed Securities GNMA GNII SF BK9513 C 2049-01-20 4.500000 2430914.85 2549927.58 Agency Mortgage-Backed Securities GNMA GNMI SF AD6368 X 2048-02-15 4.500000 68350.33 72336.80 Agency Mortgage-Backed Securities GNMA GNMI SF AD6377 X 2048-03-15 4.500000 693.68 734.15 Agency Mortgage-Backed Securities GNMA GNMI SF AD6384 X 2048-04-15 4.500000 121335.29 128411.32 Agency Mortgage-Backed Securities GNMA GNMI SF AD6385 X 2048-04-15 5.000000 4304.93 4570.93 Agency Mortgage-Backed Securities GNMA GNMI SF AP6541 X 2045-11-15 3.500000 932175.80 944406.88 Agency Mortgage-Backed Securities GNMA GNHF RF AR6556 H 2066-05-20 4.554000 24225.41 25861.26 Agency Mortgage-Backed Securities GNMA GNHF RF AX6696 H 2066-11-20 4.521000 525169.34 562183.67 Agency Mortgage-Backed Securities GNMA GNHF RF AY4822 H 2067-06-20 4.658000 1318018.36 1424381.79 Agency Mortgage-Backed Securities GNMA GNHA ML 893017 H 2061-02-20 4.078000 79117.39 82589.89 Agency Mortgage-Backed Securities GNMA GNHA ML 899603 H 2063-04-20 4.563000 281009.02 297156.71 Agency Mortgage-Backed Securities GNMA GNMI SP 783580 X 2042-05-15 3.500000 3132900.21 3189069.98 Agency Mortgage-Backed Securities GNMA GNMI SP 782786 X 2039-10-15 5.000000 139910.83 150311.52 Agency Mortgage-Backed Securities GNMA GNMI SP 783465 X 2041-06-15 6.000000 976092.57 1080313.88 Agency Mortgage-Backed Securities GNMA GNMI SF 636539 X 2027-06-15 5.500000 15359.05 16448.85 Agency Mortgage-Backed Securities GNMA GNMI SF 694230 X 2038-08-15 6.050000 45335.51 48927.56 Agency Mortgage-Backed Securities GNMA GNMI SF 694236 X 2038-09-15 6.050000 22830.27 24667.61 Agency Mortgage-Backed Securities GNMA GNMI SF 694264 X 2038-11-15 6.050000 20486.51 22135.42 Agency Mortgage-Backed Securities GNMA GNMI SF 694219 X 2038-07-15 6.050000 16163.41 17447.00 Agency Mortgage-Backed Securities GNMA GNMI SF 710855 X 2039-09-15 5.000000 1921481.84 2064807.09 Agency Mortgage-Backed Securities GNMA GNII SF MA5332 M 2048-07-20 5.000000 38612.54 40389.02 Agency Mortgage-Backed Securities GNMA GNII SF MA4874 M 2025-05-20 4.500000 2520.59 2631.31 Agency Mortgage-Backed Securities GNMA GNII SF MA5119 M 2030-11-20 7.500000 355.16 391.02 Agency Mortgage-Backed Securities GNMA GNII SF MA5404 M 2038-10-20 7.000000 15526.47 17474.26 Agency Mortgage-Backed Securities GNMA GNII SF MA5570 M 2028-04-20 7.000000 4000.92 4380.77 Agency Mortgage-Backed Securities GNMA GNII SF MA5599 M 2037-09-20 6.000000 21104.30 22659.69 Agency Mortgage-Backed Securities GNMA GNII JM MA5642 M 2048-12-20 4.500000 78081.12 80181.74 Agency Mortgage-Backed Securities GNMA GNII SF MA5657 M 2038-09-20 7.000000 22305.81 26175.39 Agency Mortgage-Backed Securities GNMA GNMI SF AO9094 X 2045-11-15 4.000000 99578.20 102713.92 Agency Mortgage-Backed Securities GNMA GNMI SF BA1844 X 2048-08-15 4.500000 19834.27 20994.57 Agency Mortgage-Backed Securities GNMA GNMI SF BE1672 X 2048-06-15 5.000000 1503.34 1597.37 Agency Mortgage-Backed Securities GNMA GNII SF BE1673 C 2048-06-20 5.500000 706306.03 756362.65 Agency Mortgage-Backed Securities GNMA GNII SF BE1679 C 2048-07-20 5.500000 249488.33 267170.07 Agency Mortgage-Backed Securities GNMA GNMI SF BE1682 X 2048-07-15 5.000000 84920.19 90235.86 Agency Mortgage-Backed Securities GNMA GNMI SF BE1685 X 2048-07-15 5.500000 307952.04 334192.94 Agency Mortgage-Backed Securities GNMA GNMI SF BE1677 X 2048-07-15 4.500000 1117885.38 1183229.14 Agency Mortgage-Backed Securities GNMA GNMI SF BE1664 X 2048-04-15 4.500000 118609.99 125530.88 Agency Mortgage-Backed Securities GNMA GNMI SF BE1640 X 2047-12-15 4.500000 52277.03 55328.54 Agency Mortgage-Backed Securities GNMA GNII SF BE4810 C 2048-12-20 5.000000 309765.77 327153.24 Agency Mortgage-Backed Securities GNMA GNHF RF BE5549 H 2068-06-20 4.115000 29964.31 31029.55 Agency Mortgage-Backed Securities GNMA GNHA AL BE5588 H 2068-10-20 4.648000 1411.79 1542.55 Agency Mortgage-Backed Securities GNMA GNHF RF BE5571 H 2068-09-20 4.202000 759058.37 790523.99 Agency Mortgage-Backed Securities GNMA GNHF RF BF5886 H 2068-02-20 4.671000 67442.73 71487.69 Agency Mortgage-Backed Securities GNMA GNHF RF BG5326 H 2068-03-20 4.564000 361028.93 381107.91 Agency Mortgage-Backed Securities GNMA GNMI SF BG5684 X 2048-08-15 4.500000 43624.53 46173.25 Agency Mortgage-Backed Securities GNMA GNMI SF BG5686 X 2048-08-15 5.000000 143972.56 152976.32 Agency Mortgage-Backed Securities GNMA GNII SF BG5663 C 2048-05-20 5.500000 48942.45 52369.89 Agency Mortgage-Backed Securities GNMA GNMI SF BG5669 X 2048-06-15 5.000000 21347.40 22672.47 Agency Mortgage-Backed Securities GNMA GNMI SF BG5676 X 2048-07-15 4.500000 119349.85 126324.29 Agency Mortgage-Backed Securities GNMA GNMI SF BG5701 X 2048-10-15 5.000000 406839.57 432333.36 Agency Mortgage-Backed Securities GNMA GNHF RF BG6057 H 2068-04-20 4.490000 84245.81 90684.68 Agency Mortgage-Backed Securities GNMA GNMI SF BG6146 X 2048-05-15 4.500000 6268.11 6633.89 Agency Mortgage-Backed Securities GNMA GNMI SF BI1268 X 2048-08-15 5.000000 122391.57 129988.90 Agency Mortgage-Backed Securities GNMA GNII SF BI1276 C 2048-09-20 5.500000 1068604.86 1144350.78 Agency Mortgage-Backed Securities GNMA GNHA RM BI5439 H 2068-06-20 3.836000 282181.34 287373.76 Agency Mortgage-Backed Securities GNMA GNII SF BI8444 C 2048-10-20 5.500000 441114.68 470734.21 Agency Mortgage-Backed Securities GNMA GNII SF BJ6871 C 2048-11-20 5.500000 896052.66 962895.51 Agency Mortgage-Backed Securities GNMA GNII SF BJ6872 C 2048-11-20 5.500000 891913.16 951802.45 Agency Mortgage-Backed Securities GNMA GNII SF BJ7679 C 2048-11-20 5.500000 317379.70 338691.43 Agency Mortgage-Backed Securities GNMA GNII SF BJ6687 C 2048-10-20 4.500000 929770.74 975409.47 Agency Mortgage-Backed Securities GNMA GNII SF BK4126 C 2049-01-20 5.500000 322407.19 340413.95 Agency Mortgage-Backed Securities GNMA GNII SF BK5048 C 2049-01-20 4.500000 442266.72 459678.77 Agency Mortgage-Backed Securities GNMA GNII SF BK6789 C 2049-01-20 5.500000 330795.67 352956.34 Agency Mortgage-Backed Securities GNMA GNII SF BK8601 C 2049-01-20 5.000000 566931.62 609184.47 Agency Mortgage-Backed Securities GNMA GNII SF BK8602 C 2049-01-20 5.000000 648519.86 692791.71 Agency Mortgage-Backed Securities GNMA GNII SF BK8603 C 2049-01-20 5.000000 574987.21 613000.19 Agency Mortgage-Backed Securities GNMA GNII SF BK8604 C 2049-01-20 5.000000 56936.77 60574.06 Agency Mortgage-Backed Securities GNMA GNII SF BK8618 C 2049-01-20 5.000000 967438.06 1039541.22 Agency Mortgage-Backed Securities GNMA GNII SF BK8619 C 2049-01-20 5.000000 896982.51 956282.92 Agency Mortgage-Backed Securities GNMA GNII SF BK8620 C 2049-01-20 5.000000 804017.04 855380.06 Agency Mortgage-Backed Securities GNMA GNII SF BK8631 C 2049-01-20 5.000000 304390.33 325169.54 Agency Mortgage-Backed Securities GNMA GNII SF BK8632 C 2049-01-20 5.000000 604447.51 644408.75 Agency Mortgage-Backed Securities GNMA GNII SF BK8633 C 2049-01-20 5.000000 340583.99 362341.52 Agency Mortgage-Backed Securities GNMA GNHA AL BK9442 H 2068-12-20 5.183000 2765985.33 3070211.21 Agency Mortgage-Backed Securities FMAC FMAR 840924 G 2049-01-01 3.638000 529303.96 537330.06 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08813 G 2048-05-01 3.500000 71420.90 71809.50 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08823 G 2048-07-01 3.500000 610028.77 613347.94 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08599 G 2044-08-01 3.500000 66955.60 67656.69 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08623 G 2045-01-01 3.500000 111893.22 112944.12 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08654 G 2045-07-01 3.500000 53660.28 54147.68 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q26452 G 2044-05-01 3.500000 6867.29 6961.48 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q60540 G 2048-12-01 4.500000 864365.49 899281.53 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q27319 G 2044-07-01 3.500000 8337.83 8463.82 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G61238 G 2042-05-01 4.500000 21540.73 22684.35 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN5759 2032-07-01 3.290000 48257.40 47469.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAV0692 2043-12-01 4.000000 2585.92 2671.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBC5492 2046-03-01 4.000000 198813.12 205752.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 I4BF0147 2056-10-01 4.000000 2294974.78 2362045.42 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM5374 2049-02-01 3.627000 296.24 302.08 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB982816 2038-05-01 4.375000 18.56 19.40 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3593 2049-02-01 4.500000 59527.66 61868.59 Agency Mortgage-Backed Securities GNMA GNII SF 763018 C 2041-03-20 4.500000 60953.29 63943.35 Agency Mortgage-Backed Securities GNMA GNMI SF 766753 X 2042-05-15 3.500000 790964.34 805118.64 Agency Mortgage-Backed Securities GNMA GNMI SF 771361 X 2043-06-15 3.500000 237311.90 241568.80 Agency Mortgage-Backed Securities GNMA GNHF RF 771826 H 2065-01-20 4.635000 21106.38 22407.95 Agency Mortgage-Backed Securities GNMA GNMI SF 792665 X 2042-01-15 4.000000 1326148.86 1391183.20 Agency Mortgage-Backed Securities GNMA GNHA ML AB7963 H 2065-08-20 4.481000 145229.83 153775.70 Agency Mortgage-Backed Securities GNMA GNII SF MA3912 M 2031-09-20 2.500000 1581891.06 1562531.88 Agency Mortgage-Backed Securities GNMA GNAR AT MA4216 M 2047-01-20 2.000000 473.60 476.97 Agency Mortgage-Backed Securities GNMA GNII SF MA5304 M 2023-06-20 5.500000 8080.76 8179.80 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAQ0375 2027-10-01 3.000000 104584.48 105152.37 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAK8201 2042-04-01 4.500000 279448.13 292065.77 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAP7363 2042-10-01 4.000000 3282.33 3389.03 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAD8925 2040-06-01 4.550000 33.98 35.52 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAU4289 2043-09-01 4.000000 7394.54 7639.30 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 2019-03-06 2019-03-06 2019-03-06 Y BMO Capital Markets Corp. 1.0000 6 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0245 149999625.00 149999625.00 0.0050 N N Y N BMO Capital Markets Corp. Bmocap Repo 2 Repo 2.490000% RUC0QBLBRPRCU4W1NE59 0000009622 930NYY004_2.49_0307 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNRM RC006GB R19F006 2049-02-25 4.000000 45990.00 47721.85 Agency Collateralized Mortgage Obligation GNMA GNRA 2009-033 FK 2039-05-20 3.203000 675880.50 678220.25 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-9O FE 2068-11-20 3.450000 14405076.73 14428984.36 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-68 JF 2048-12-20 2.883000 4037270.49 4029949.58 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-006 DC 2048-12-20 3.500000 3593052.60 3498616.40 Agency Collateralized Mortgage Obligation FMAC 03.500 FGPC G16139 G 2031-08-01 3.500000 22485.43 22979.39 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08835 G 2048-09-01 3.500000 5849.74 5881.56 Agency Mortgage-Backed Securities FMAC 02.500 FGPC J20780 G 2027-10-01 2.500000 1308922.99 1295221.18 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q61802 G 2049-03-01 4.500000 634164.00 665648.34 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN4728 2049-02-01 5.000000 323206.50 347465.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3614 2049-02-01 3.500000 4813451.40 4837244.29 Agency Mortgage-Backed Securities GNMA GNHF RF 766525 H 2062-11-20 4.569000 246.41 249.62 Agency Mortgage-Backed Securities GNMA GNII JM MA5754 M 2049-02-20 4.500000 2192816.40 2251809.74 Agency Mortgage-Backed Securities GNMA GNII JM MA5755 M 2049-01-20 5.000000 157739.10 162770.51 Agency Mortgage-Backed Securities GNMA GNII SF MA5762 M 2048-10-20 3.500000 2546199.90 2580555.77 Agency Mortgage-Backed Securities GNMA GNII SF MA5763 M 2049-02-20 4.000000 2235795.00 2305294.69 Agency Mortgage-Backed Securities GNMA GNII SF MA5764 M 2049-02-20 4.500000 4813441.80 5003693.09 Agency Mortgage-Backed Securities GNMA GNII SF MA5765 M 2049-01-20 5.000000 8425947.60 8819186.57 Agency Mortgage-Backed Securities GNMA GNII SF MA5769 M 2038-04-20 7.000000 10174.80 11582.85 Agency Mortgage-Backed Securities GNMA GNHF RF BA3815 H 2067-05-20 4.654000 1249868.50 1346812.67 Agency Mortgage-Backed Securities GNMA GNHA RM BE0933 H 2067-10-20 3.791000 38304.42 39013.10 Agency Mortgage-Backed Securities GNMA GNHA ML BI4588 H 2068-08-20 4.513000 1329896.35 1414735.43 Agency Mortgage-Backed Securities GNMA GNII SF BI5071 C 2049-02-20 5.000000 338232.30 361322.40 Agency Mortgage-Backed Securities GNMA GNII SF BI6789 C 2049-02-20 5.000000 105842.10 112603.72 Agency Mortgage-Backed Securities GNMA GNII SF BK0840 C 2049-02-20 4.500000 8287155.90 8613429.52 Agency Mortgage-Backed Securities GNMA GNHA ML BK0508 H 2068-09-20 4.508000 1414116.40 1505936.39 Agency Mortgage-Backed Securities GNMA GNII SF BK4568 C 2049-02-20 5.000000 398403.60 425600.22 Agency Mortgage-Backed Securities GNMA GNII SF BK4571 C 2049-02-20 5.500000 301292.10 326326.76 Agency Mortgage-Backed Securities GNMA GNII SF BK4572 C 2049-02-20 5.500000 307725.00 324912.36 Agency Mortgage-Backed Securities GNMA GNII SF BL2900 C 2049-02-20 4.500000 470671.20 491787.86 Agency Mortgage-Backed Securities GNMA GNII SF BL2905 C 2049-02-20 5.000000 1263585.60 1334515.71 Agency Mortgage-Backed Securities GNMA GNII SF BL3032 C 2049-02-20 5.000000 421594.50 445260.29 Agency Mortgage-Backed Securities GNMA GNII SF BL3039 C 2049-02-20 4.500000 759525.00 793603.37 Agency Mortgage-Backed Securities GNMA GNII SF BL4268 C 2049-02-20 4.500000 471834.30 494557.37 Agency Mortgage-Backed Securities GNMA GNII SF BL4269 C 2049-02-20 5.000000 346515.60 365966.91 Agency Mortgage-Backed Securities GNMA GNII SF BL4271 C 2049-02-20 5.000000 420779.70 440159.13 Agency Mortgage-Backed Securities GNMA GNII SF BL4273 C 2049-02-20 4.500000 472700.10 495464.39 Agency Mortgage-Backed Securities GNMA GNII SF BL4274 C 2049-02-20 4.500000 173509.20 181293.52 Agency Mortgage-Backed Securities GNMA GNII SF BL4276 C 2049-02-20 5.000000 490542.60 518078.23 Agency Mortgage-Backed Securities GNMA GNII SF BL4277 C 2049-02-20 5.000000 385700.70 403464.15 Agency Mortgage-Backed Securities GNMA GNII SF BL7433 C 2049-02-20 4.500000 921168.30 962499.28 Agency Mortgage-Backed Securities GNMA GNII SF BM1402 C 2049-02-20 4.500000 812767.20 849670.08 Agency Mortgage-Backed Securities GNMA GNHA RM AE9595 H 2063-07-20 3.810000 143923.32 146594.33 Agency Mortgage-Backed Securities GNMA GNHA RM AG8116 H 2064-04-20 3.396000 122057.72 123590.15 Agency Mortgage-Backed Securities GNMA GNPL LM 752842 2025-07-15 3.950000 293899.86 301837.66 Agency Mortgage-Backed Securities GNMA GNRA 2014-089 B 2057-01-16 3.500000 823200.00 801039.46 Agency Mortgage-Backed Securities GNMA GNRM 2013-194 AB 2038-05-16 2.250000 1201784.45 1180911.26 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q60540 G 2048-12-01 4.500000 780.33 811.85 Agency Mortgage-Backed Securities GNMA GNII SF MA5332 M 2048-07-20 5.000000 973496.45 1018285.08 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-08-20 Y BMO Capital Markets Corp. 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0249 74997015.00 74997015.00 0.0025 N N Y N Barclays Bank plc Barclays Bank PLC 2.430000% G5GSEF7VJP5I7OUK5573 0001484212 933CWS000_2.43_0307 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 3 1/8 BOND 44 2044-08-15 3.125000 40372966.67 40900126.08 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 2046-05-15 2.500000 53794766.67 48514723.24 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 2028-02-15 2.750000 53938888.89 54307376.13 U.S. Treasuries (including strips) USTR 2 5/8 NOTE V 23 2023-02-28 2.625000 53363644.44 53618189.03 U.S. Treasuries (including strips) USTR 2 1/2 NOTE BB 20 2020-05-31 2.500000 53705866.67 54000245.64 U.S. Treasuries (including strips) USTR 1 3/8 NOTE AH 20 2020-01-15 1.375000 53471781.48 53026857.26 U.S. Treasuries (including strips) USTR 2 1/2 NOTE AV 21 2021-01-31 2.500000 53297248.15 53379523.20 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-03-11 Y Barclays Bank PLC 1.0000 7 N DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A2 N N 0.0243 349993227.50 349993227.50 0.0117 N N Y N Barclays Bank plc Barclays Bank PLC 2.570000% G5GSEF7VJP5I7OUK5573 0001484212 933CWU005_2.57_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 7 1/2 BOND 24 2024-11-15 7.500000 7301314.44 9367616.68 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 2045-02-15 2.500000 9800481.04 8816236.27 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 2046-08-15 2.250000 12244569.45 10388635.71 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 2047-11-15 2.750000 12381223.64 11713510.68 U.S. Treasuries (including strips) USTR 2 1/8 NOTE S 24 2024-11-30 2.125000 9642730.19 9475275.70 U.S. Treasuries (including strips) USTR 2 7/8 NOTE L 25 2025-05-31 2.875000 10842691.48 11108646.62 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AQ 21 2021-08-15 2.750000 8968746.16 9030519.02 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AR 21 2021-09-15 2.750000 11176910.96 11388417.20 U.S. Treasuries (including strips) USTR 3 NOTE R 25 2025-10-31 3.000000 8956580.88 9269566.37 U.S. Treasuries (including strips) USTR 2 1/2 NOTE AH 22 2022-01-15 2.500000 12212729.75 12255091.73 U.S. Treasuries (including strips) USTR 1 7/8 NOTE P 22 2022-08-31 1.875000 9357781.40 9164852.02 U.S. Treasuries (including strips) USTR 1 3/4 NOTE Q 22 2022-09-30 1.750000 11578594.03 11369595.95 U.S. Treasuries (including strips) USTR 2 1/8 NOTE T 22 2022-12-31 2.125000 9061209.12 8969812.31 U.S. Treasuries (including strips) USTR 1 NOTE AS 19 2019-10-15 1.000000 10646827.81 10584631.85 U.S. Treasuries (including strips) USTR 1 7/8 NOTE W 22 2022-03-31 1.875000 12519562.52 12396346.98 U.S. Treasuries (including strips) USTR 2 3/8 NOTE V 24 2024-02-29 2.375000 11581912.60 11519486.09 U.S. Treasuries (including strips) USTR 2 1/2 NOTE BC 20 2020-06-30 2.500000 10114873.73 10149664.70 U.S. Treasuries (including strips) USTR 2 1/8 NOTE M 21 2021-06-30 2.125000 12735252.99 12671365.29 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 26 2026-05-15 1.625000 10642865.84 10009396.05 U.S. Treasuries (including strips) USTR 1 1/2 NOTE H 23 2023-02-28 1.500000 10281539.01 9893174.44 U.S. Treasuries (including strips) USTR 1 1/8 NOTE V 21 2021-02-28 1.125000 11370717.45 11061092.82 U.S. Treasuries (including strips) USTR 1 1/2 NOTE J 23 2023-03-31 1.500000 10757272.03 10409882.36 U.S. Treasuries (including strips) USTR 2 NOTE L 24 2024-05-31 2.000000 9056688.41 8869441.88 U.S. Treasuries (including strips) USTR 2 NOTE M 24 2024-06-30 2.000000 11610061.23 11343142.08 U.S. Treasuries (including strips) USTR 1 5/8 NOTE E 22 2022-08-15 1.625000 11744971.48 11416083.66 U.S. Treasuries (including strips) USTR 1 3/8 NOTE V 20 2020-02-29 1.375000 10627669.81 10504994.62 U.S. Treasuries (including strips) USTR 2 3/8 NOTE AK 21 2021-03-15 2.375000 11090136.99 11180642.31 U.S. Treasuries (including strips) USTR 2 1/2 NOTE G 25 2025-01-31 2.500000 10269187.48 10257313.24 U.S. Treasuries (including strips) USTR 1 5/8 NOTE AS 20 2020-10-15 1.625000 305486.71 302866.07 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AC 21 2021-08-31 1.125000 11847026.14 11454178.75 U.S. Treasuries (including strips) USTR 4 1/2 BOND 39 2039-08-15 4.500000 7127453.26 8861021.11 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 309000000.00 309000000.00 0.0103 N Y Y N Barclays Bank plc Barclays Bank PLC 2.430000% G5GSEF7VJP5I7OUK5573 0001484212 933CWV003_2.43_0307 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2 1/4 NOTE K 21 2021-04-30 2.250000 24865980.00 24916422.22 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 2027-05-15 2.375000 47866770.00 47270580.39 U.S. Treasuries (including strips) USTR 2 NOTE P 21 2021-08-31 2.000000 82130880.00 81133154.07 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-03-18 Y Barclays Bank PLC 1.0000 7 N DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A2 N N 0.0243 149999877.00 149999877.00 0.0050 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.600000% 2IGI19DL77OX0HC3ZE78 0000800030 933CXT007_2.60_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 03.500 FGPC Q56698 G 2048-06-01 3.500000 28765.45 28921.96 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q58038 G 2048-08-01 4.500000 2005359.73 2118500.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5446 2049-03-01 3.500000 8418385.00 8459997.08 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA1054 2048-01-01 3.500000 496540.15 498994.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA3144 2049-03-01 4.000000 10281829.00 10528037.68 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIMA3559 2034-01-01 3.500000 37737107.20 38475433.71 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08799 G 2048-02-01 3.000000 11552.42 11355.74 Agency Mortgage-Backed Securities FMAC 03.000 FGPC T61460 G 2042-12-01 3.000000 60527.41 59055.56 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q52152 G 2047-11-01 3.500000 5635874.41 5671955.28 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q52330 G 2047-11-01 3.500000 3822034.50 3855572.86 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q53318 G 2048-01-01 3.500000 1030782.77 1036391.26 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q58529 G 2048-09-01 4.500000 5038586.75 5322873.89 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAL3563 2043-03-01 4.000000 3301148.14 3408174.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAO3361 2042-05-01 4.000000 4578177.59 4737832.37 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAT1579 2043-05-01 3.500000 508168.26 511647.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE9645 2047-07-01 4.000000 3090692.95 3195986.67 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH3890 2047-07-01 4.000000 5762962.34 5959179.68 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6249 2047-07-01 4.000000 4654585.93 4813158.36 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6456 2047-07-01 4.000000 3798905.99 3930834.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH6472 2047-07-01 4.000000 885422.37 915295.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH9213 2048-01-01 4.000000 30116886.65 31140951.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ0752 2047-10-01 4.000000 3641259.25 3765244.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ2760 2048-05-01 4.000000 29127138.16 30179618.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ7254 2047-12-01 4.000000 895843.97 919979.80 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ8260 2048-01-01 4.000000 1174491.31 1219615.26 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ8274 2048-01-01 4.000000 1009691.12 1042623.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK3213 2048-03-01 4.000000 1106229.03 1142040.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4199 2048-06-01 4.000000 1168812.46 1210362.57 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK5867 2048-05-01 4.000000 1156230.30 1194478.40 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK7884 2048-10-01 4.000000 976.61 1000.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM4973 2043-05-01 3.500000 23716912.30 24016030.00 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK6104 2048-06-01 4.000000 853323.05 881550.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN3933 2049-01-01 4.500000 39374029.60 41173895.24 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3521 2048-11-01 4.000000 1987810.90 2035411.02 Agency Mortgage-Backed Securities GNMA GNII SF MA5529 M 2048-10-20 4.500000 15400412.39 16006002.80 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0683 2047-11-01 3.500000 1004869.50 1013202.89 Agency Mortgage-Backed Securities GNMA GNII SF MA5653 M 2048-11-20 5.000000 14722305.57 15418493.96 Agency Mortgage-Backed Securities USTR 2 7/8 NOTE L 25 2025-05-31 2.875000 582200.00 596480.50 U.S. Treasuries (including strips) USTR 2 3/4 NOTE BG 20 2020-09-30 2.750000 3100.00 3145.16 U.S. Treasuries (including strips) FNMA FNMS 03.500 CLBM1125 2046-12-01 3.500000 18239291.42 18414808.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK1675 2048-03-01 4.000000 1126431.52 1163172.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ0649 2048-03-01 4.000000 36804429.10 38111133.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9958 2047-07-01 4.000000 852338.93 883342.76 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9783 2047-06-01 4.000000 30524981.55 31554833.38 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G61307 G 2048-02-01 3.500000 322622.28 324443.48 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q51474 G 2047-10-01 4.000000 29112.31 29895.70 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G67705 G 2047-10-01 4.000000 30480931.95 31527647.15 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V82963 G 2047-02-01 4.000000 847.36 875.79 Agency Mortgage-Backed Securities FMAC 04.000 FGPC C03840 G 2042-04-01 4.000000 4345968.41 4499872.19 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G07281 G 2042-12-01 3.500000 1603559.00 1624565.63 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G06835 G 2041-12-01 4.000000 13028884.23 13490445.48 Agency Mortgage-Backed Securities GNMA GNII SF MA5652 M 2048-12-20 4.500000 9253685.19 9624776.47 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE7217 2047-04-01 4.000000 28071830.78 28821124.08 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS7022 2046-04-01 4.000000 45984251.32 47565649.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL5064 2044-02-01 4.500000 5649315.08 5900958.17 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 500000000.00 500000000.00 0.0167 N Y Y N Credit Suisse AG Credit Suisse AG 2.440000% 0001053092 933DNQ002_2.44_0307 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 02.500 FGPC G18687 G 2033-05-01 2.500000 4574960.20 4502547.73 Agency Mortgage-Backed Securities FMAC 04.000 FGPC J40034 G 2033-12-01 4.000000 1030539.01 1066213.18 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q28562 G 2044-09-01 4.500000 301.43 315.19 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q60778 G 2049-01-01 4.500000 1385320.53 1450253.28 Agency Mortgage-Backed Securities GNMA GNII SF 675725 C 2047-06-20 3.500000 406381.73 411707.36 Agency Mortgage-Backed Securities GNMA GNII SF 711723 C 2028-02-20 3.500000 323982.74 330836.92 Agency Mortgage-Backed Securities GNMA GNCL CL BD9294 2060-05-15 3.630000 247398.30 244103.57 Agency Mortgage-Backed Securities GNMA GNCL CL BA4071 2059-05-15 3.340000 205004.70 203152.48 Agency Mortgage-Backed Securities GNMA GNPL PN AD5086 2053-11-15 4.030000 6177632.51 6444151.02 Agency Mortgage-Backed Securities GNMA GNCL CL AS8536 2058-08-15 3.350000 330127.50 328598.18 Agency Mortgage-Backed Securities GNMA GNII SF MA5331 M 2048-06-20 4.500000 38166602.27 39664068.91 Agency Mortgage-Backed Securities GNMA GNII SF MA5467 M 2048-09-20 4.500000 16543110.34 17192179.28 Agency Mortgage-Backed Securities GNMA GNII SF MA5711 M 2049-01-20 4.500000 29465134.18 30629714.15 Agency Mortgage-Backed Securities USTR 7 5/8 TPRN 22 2022-11-15 0.00 60.00 54.67 U.S. Treasuries (including strips) USTR TINT 05/15/19 2019-05-15 0.00 0.60 0.47 U.S. Treasuries (including strips) USTR TINT 05/15/20 2020-05-15 0.00 2.10 1.94 U.S. Treasuries (including strips) USTR TINT 02/15/20 2020-02-15 0.00 1.80 1.85 U.S. Treasuries (including strips) GNMA GNII SF 626985 C 2030-09-20 3.500000 265540.05 271157.55 Agency Mortgage-Backed Securities GNMA GNII SF 626968 C 2030-08-20 3.000000 300034.24 302005.77 Agency Mortgage-Backed Securities GNMA GNHF RF AU3149 H 2066-09-20 4.533000 152010.36 162636.76 Agency Mortgage-Backed Securities GNMA GNHF RF AR6569 H 2066-06-20 4.413000 152070.19 160850.23 Agency Mortgage-Backed Securities GNMA GNII SF BK9518 C 2049-01-20 5.000000 1254582.47 1324943.22 Agency Mortgage-Backed Securities GNMA GNII SF BK6991 C 2049-01-20 5.000000 424587.80 452658.58 Agency Mortgage-Backed Securities GNMA GNII SF BK6577 C 2049-02-20 4.500000 365230.20 382818.96 Agency Mortgage-Backed Securities GNMA GNII SF BK5551 C 2048-11-20 4.500000 451823.52 473633.49 Agency Mortgage-Backed Securities GNMA GNII SF BK4076 C 2048-12-20 4.500000 730306.69 763465.54 Agency Mortgage-Backed Securities GNMA GNII SF BK3551 C 2048-11-20 5.500000 314991.75 338433.12 Agency Mortgage-Backed Securities GNMA GNII SF BJ8428 C 2049-02-20 4.500000 401106.60 423455.06 Agency Mortgage-Backed Securities GNMA GNII SF BH0034 C 2048-05-20 4.500000 3116233.61 3261958.04 Agency Mortgage-Backed Securities GNMA GNII SF BG8674 C 2048-04-20 3.000000 437879.43 430094.37 Agency Mortgage-Backed Securities GNMA GNHF RF BE5543 H 2068-06-20 4.193000 1498769.62 1559154.67 Agency Mortgage-Backed Securities GNMA GNHF RF BE0423 H 2068-01-20 4.278000 704942.36 735574.58 Agency Mortgage-Backed Securities GNMA GNII SF BD0549 C 2048-08-20 5.000000 1478837.70 1568063.37 Agency Mortgage-Backed Securities GNMA GNII SF BD0384 C 2047-10-20 3.500000 27390.33 27776.02 Agency Mortgage-Backed Securities GNMA GNII SF AO1099 C 2045-09-20 3.500000 142715.54 144742.81 Agency Mortgage-Backed Securities GNMA GNII SF MA5764 M 2049-02-20 4.500000 86079461.40 89481752.11 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAR4827 2028-01-01 2.500000 561557.60 555562.98 Agency Mortgage-Backed Securities FMAC 06.000 FGPC Q58495 G 2048-08-01 6.000000 110126.39 121293.10 Agency Mortgage-Backed Securities FMAC 06.000 FGPC Q57748 G 2048-07-01 6.000000 325783.31 353003.15 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G67719 G 2049-01-01 4.500000 35113390.75 37104109.33 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q61391 G 2049-01-01 5.000000 387246.30 416227.04 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q60999 G 2049-01-01 4.500000 53058857.08 55202487.97 Agency Mortgage-Backed Securities FMAC 04.000 FGPC D98959 G 2032-02-01 4.000000 143466.18 147040.50 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q53027 G 2047-12-01 4.000000 9728.15 9985.68 Agency Mortgage-Backed Securities GNMA GNII SF MA5466 M 2048-09-20 4.000000 856839.30 883474.16 Agency Mortgage-Backed Securities GNMA GNII SF AE8491 C 2044-07-20 4.000000 634527.11 657187.97 Agency Mortgage-Backed Securities GNMA GNCL CL AY0415 2059-06-15 3.420000 6047207.10 5982471.75 Agency Mortgage-Backed Securities USTR TINT 05/15/22 2022-05-15 0.00 0.00 0.11 U.S. Treasuries (including strips) USTR TINT 02/15/22 2022-02-15 0.00 0.30 0.19 U.S. Treasuries (including strips) USTR TINT 08/15/19 2019-08-15 0.00 0.30 0.18 U.S. Treasuries (including strips) USTR TINT 11/15/19 2019-11-15 0.00 0.60 0.46 U.S. Treasuries (including strips) USTR TINT 08/15/20 2020-08-15 0.00 1.20 1.22 U.S. Treasuries (including strips) USTR TINT 08/15/21 2021-08-15 0.00 0.00 0.04 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-03-29 Y Credit Suisse AG, New York Branch 1.0000 7 N DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0244 299997750.00 299997750.00 0.0100 N N Y N MUFG Securities Americas Inc. Mitsubishi 10 Repo 2.600000% K5HU16E3LMSVCCJJJ255 0001021565 933DPQ000_2.60_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC FGRA 3797FB 01/15/41 2041-01-15 3.028000 1824338.17 1836193.53 Agency Collateralized Mortgage Obligation FMAC FGRM 4746NV 04/15/38 2038-04-15 3.500000 5356422.22 5291352.41 Agency Collateralized Mortgage Obligation FMAC FGRM 4745VL 09/15/39 2039-09-15 3.500000 3044515.56 3007128.91 Agency Collateralized Mortgage Obligation FMAC FGRM 4755VN 01/15/38 2038-01-15 3.000000 2140826.67 2069201.03 Agency Collateralized Mortgage Obligation FMAC FGRM 4756PA 06/15/46 2046-06-15 3.500000 2641859.22 2677051.42 Agency Collateralized Mortgage Obligation FMAC FGRM 4769MV 06/15/38 2038-06-15 4.000000 2575000.00 2664079.55 Agency Collateralized Mortgage Obligation FMAC FGRM 4800UW 03/15/47 2047-03-15 3.500000 6989280.00 7038428.62 Agency Collateralized Mortgage Obligation FMAC FGRM 4808AC 09/15/47 2047-09-15 4.500000 2250000.00 2405164.50 Agency Collateralized Mortgage Obligation FMAC FGRM 4832VA 12/15/29 2029-12-15 3.500000 5446030.86 5493830.67 Agency Collateralized Mortgage Obligation FMAC FGRM 4848AY 07/15/38 2038-07-15 3.500000 15455751.11 15315938.39 Agency Collateralized Mortgage Obligation FNMA FNRA CL136FG R10F136 2030-12-25 3.010000 876976.11 878765.00 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-043 MB 2042-04-20 4.000000 2279573.33 2356094.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-043 FD 2042-03-20 2.953000 5772928.33 5779620.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-018 GM 2047-02-20 2.500000 2059394.44 1841792.65 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-036 LM 2047-03-16 3.000000 159528.89 142788.72 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-036 MD 2047-03-20 2.000000 1282097.64 1194061.13 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-036 MJ 2047-03-20 3.000000 5227300.37 5118724.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-52 GF 2047-04-20 2.820000 2175922.80 2167991.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2010-025 FH 2040-02-16 3.230000 1767171.94 1787774.81 Agency Collateralized Mortgage Obligation GNMA GNRA 2011-056 FC 2041-04-16 3.060000 2942097.44 2964772.19 Agency Collateralized Mortgage Obligation GNMA GNRA 2011-135 F 2041-10-16 2.910100 6111948.71 6142948.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2011-141 HF 2041-10-20 2.903000 6606138.22 6597332.97 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-006 FC 2042-01-20 2.953000 4482632.05 4487814.97 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-006 FE 2040-02-20 2.903000 1668368.29 1669846.65 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-124 AF 2042-10-16 2.810100 2814775.17 2801800.98 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-108 CF 2042-09-20 2.903000 7298187.40 7288072.92 Agency Collateralized Mortgage Obligation FMAC FGRM 4735CT 12/15/47 2047-12-15 3.000000 8138030.77 7967213.50 Agency Collateralized Mortgage Obligation FMAC FGRM 4789KV 10/15/36 2036-10-15 4.000000 4673888.89 4844018.44 Agency Collateralized Mortgage Obligation FMAC FGRM 4778NA 06/15/44 2044-06-15 4.500000 45261020.01 46889828.33 Agency Collateralized Mortgage Obligation FMAC FGRM 4780EH 02/15/45 2045-02-15 4.000000 2587222.22 2680282.02 Agency Collateralized Mortgage Obligation FMAC FGRM 4763VE 06/15/38 2038-06-15 4.000000 5555555.56 5732466.67 Agency Collateralized Mortgage Obligation FMAC FGRA 04763F 12/15/46 2046-12-15 2.708000 4826827.06 4749915.86 Agency Collateralized Mortgage Obligation FNMA FNRA RC055MF R18F055 2048-08-25 3.519000 1533473.34 1527758.47 Agency Collateralized Mortgage Obligation FMAC FGRM 4332CU 01/15/33 2033-01-15 2.500000 9588305.48 9390517.92 Agency Collateralized Mortgage Obligation FMAC FGRM 4745PA 02/15/46 2046-02-15 3.000000 11348900.46 11262569.37 Agency Collateralized Mortgage Obligation FMAC FGRA 3145GF 04/15/36 2036-04-15 2.908900 1677799.83 1681206.52 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-073 FL 2042-05-16 2.910100 8352021.07 8341405.82 Agency Collateralized Mortgage Obligation GNMA GNRA 2007-051 FN 2037-08-20 2.923000 1957206.67 1961396.18 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-018 UL 2045-09-20 3.000000 16344484.99 16110203.14 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-169 AW 2040-12-20 4.500000 1111111.11 1158654.44 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-020 YF 2043-02-16 3.260000 576480.27 573740.07 Agency Collateralized Mortgage Obligation FMAC FGRM 4768NV 06/15/38 2038-06-15 3.500000 12880355.56 12717380.42 Agency Collateralized Mortgage Obligation FMAC FGRM 4656VG 02/15/37 2037-02-15 3.500000 928888.89 924623.43 Agency Collateralized Mortgage Obligation FMAC FGRM 4640LB 09/15/43 2043-09-15 3.000000 4313368.89 4153407.61 Agency Collateralized Mortgage Obligation FMAC FGRA 4568DF 04/15/46 2046-04-15 3.008000 9059050.86 9097481.37 Agency Collateralized Mortgage Obligation FMAC FGRM 4494CD 07/15/45 2045-07-15 3.000000 555555.56 515189.44 Agency Collateralized Mortgage Obligation FMAC FGRM 4448DY 03/15/35 2035-03-15 3.000000 3078675.56 2904536.43 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-170 FM 2043-11-20 2.883000 4364342.80 4357022.34 Agency Collateralized Mortgage Obligation GNMA GNRM 2013-149 BA 2041-08-16 3.250000 5999627.31 5996600.49 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-98 FA 2043-07-20 2.753000 6219166.72 6169816.25 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-122 FB 2043-08-16 2.910100 5361094.86 5355187.04 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-31 GF 2043-06-20 4.020000 540944.29 549824.43 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-038 PJ 2043-04-20 3.000000 2667155.11 2658894.93 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-60 AL 2044-04-16 3.750000 733900.00 751753.95 Agency Collateralized Mortgage Obligation GNMA GNRA 2014-097 F 2044-06-20 2.819900 5358931.78 5333519.24 Agency Collateralized Mortgage Obligation GNMA GNRA 2013-165 WF 2043-05-20 3.520000 572513.33 568160.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-167 PE 2045-11-20 3.500000 1003333.33 985019.49 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-060 LB 2045-04-20 3.000000 3974444.44 3806230.06 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-093 ME 2046-07-20 2.500000 8581929.72 8210452.31 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-11 UA 2046-08-20 3.500000 3900950.30 3799034.07 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-18 EF 2046-09-20 2.903000 8982528.85 8967924.25 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-161 FA 2046-11-20 2.903000 21213745.06 21169750.11 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-93 A 2047-02-20 2.500000 6185004.33 6006746.32 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-088 KC 2047-06-20 3.000000 2217653.33 2058026.64 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-34 CG 2047-09-20 2.500000 1070555.56 937398.78 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-17 DA 2047-06-20 2.500000 4603715.65 4480110.49 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-67 P 2047-06-20 3.000000 12822779.83 12724147.01 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-84 AL 2047-06-20 3.000000 4992657.78 4776725.33 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-53 FE 2047-10-20 2.803000 14097125.83 14006141.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-65 DY 2047-11-20 3.500000 699444.44 682824.24 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-174 DT 2047-11-20 3.000000 4851968.04 4823491.84 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-63 QA 2047-03-20 3.000000 19095090.28 18987489.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-63 QL 2047-03-20 3.000000 166666.11 151428.49 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-018 EH 2048-01-20 3.000000 17287058.98 17181763.51 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-22 LV 2041-04-20 3.000000 5616111.11 5334513.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-63 WB 2045-04-20 3.000000 1302448.89 1210705.69 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-12 FJ 2047-07-20 2.843000 17765447.84 17670647.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-80 PA 2047-11-20 3.000000 6108712.08 6089536.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-87 DN 2041-03-20 4.000000 27712867.82 28610404.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-179 QG 2046-08-20 3.000000 3009128.89 2888920.21 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-15 LV 2037-06-20 3.000000 2160000.00 2039245.20 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-05 EA 2047-10-20 3.000000 18751566.01 18601178.45 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-36 TC 2048-03-20 3.500000 14746019.97 14904760.88 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-008 GC 2048-01-20 3.000000 1134444.44 1035400.64 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-19 VB 2038-02-20 3.000000 2243888.89 2112578.76 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-27 VQ 2036-11-20 3.000000 1742222.22 1653767.86 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-27 BL 2048-02-20 3.000000 1677222.22 1535745.17 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-042 FD 2048-03-20 3.183000 40267520.56 40324311.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-44 YF 2048-03-20 3.203000 104602331.11 104177308.59 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-67 LB 2046-11-20 3.500000 6516631.47 6590047.84 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-54 AF 2048-04-20 2.783000 15788088.17 15663685.05 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-65 VB 2038-09-20 3.500000 2786666.67 2775667.69 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-67 VQ 2037-03-20 3.500000 2658888.89 2698298.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-13 GV 2030-11-20 3.000000 5293034.25 5290779.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-083 AE 2044-11-20 3.500000 5090555.56 5110469.81 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-083 CV 2029-09-20 3.500000 2946248.70 3019121.21 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-77 JE 2048-06-20 3.500000 7670355.56 7541202.11 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-05 LW 2046-09-20 3.500000 1176666.67 1171434.03 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-24 FM 2048-09-20 3.520000 2733047.97 2725925.64 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-127 PA 2047-09-20 3.500000 39721963.06 40134118.14 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-48 DF 2048-10-20 3.163000 54813145.00 54841148.43 Agency Collateralized Mortgage Obligation FMAC FGRM 4647GL 04/15/54 2054-04-15 3.500000 1221405.56 1211043.15 Agency Collateralized Mortgage Obligation FNMA FNRM CL100C R13F100 2041-11-25 3.500000 2519625.36 2445024.29 Agency Collateralized Mortgage Obligation FNMA FNRA CL009FA R19F009 2049-03-25 0.00 33422435.56 33028217.93 Agency Collateralized Mortgage Obligation FMAC FGRM 4010NH 12/15/41 2041-12-15 2.500000 3803939.09 3731801.18 Agency Collateralized Mortgage Obligation FMAC FGRM 04235V 08/15/28 2028-08-15 3.500000 529764.29 536934.64 Agency Collateralized Mortgage Obligation FMAC FGRM 4494KA 10/15/42 2042-10-15 3.750000 3500452.65 3580660.27 Agency Collateralized Mortgage Obligation FMAC FGRM 4571CA 04/15/43 2043-04-15 2.500000 1935171.56 1863475.38 Agency Collateralized Mortgage Obligation FMAC FGRM 4626UB 01/15/55 2055-01-15 3.500000 5870373.33 5575756.91 Agency Collateralized Mortgage Obligation FMAC FGRM 4622TW 10/15/46 2046-10-15 3.000000 2537777.78 2330304.29 Agency Collateralized Mortgage Obligation FMAC FGRM 4629KB 11/15/46 2046-11-15 3.000000 4416666.67 4098476.75 Agency Collateralized Mortgage Obligation FMAC FGRM 4679VA 07/15/28 2028-07-15 3.500000 3060949.67 3126594.80 Agency Collateralized Mortgage Obligation FMAC FGRM 4768VB 06/15/38 2038-06-15 3.500000 7926666.67 7936503.66 Agency Collateralized Mortgage Obligation FMAC FGRM 4772VP 06/15/38 2038-06-15 3.500000 4423333.33 4438036.49 Agency Collateralized Mortgage Obligation FMAC FGRM 4779VB 03/15/38 2038-03-15 3.500000 2915000.00 2876236.33 Agency Collateralized Mortgage Obligation FMAC FGRM 4819GV 12/15/29 2029-12-15 3.000000 1636529.72 1638671.93 Agency Collateralized Mortgage Obligation FMAC FGRM 4824KQ 06/15/46 2046-06-15 4.000000 5165881.96 5309968.74 Agency Collateralized Mortgage Obligation FMAC FTRA 4864FA 08/15/43 2043-08-15 2.944000 13118311.11 13033265.10 Agency Collateralized Mortgage Obligation FMAC FGRM 4864UA 10/15/45 2045-10-15 3.500000 15611111.11 15770734.72 Agency Collateralized Mortgage Obligation FMAC FGRM 4864UY 12/15/48 2048-12-15 3.500000 4910144.44 4887302.45 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-26O FG 2065-10-20 2.867000 2513858.76 2522036.62 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-163 MD 2039-06-16 4.000000 1584407.67 1614240.48 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-044 VB 2035-03-20 3.000000 2493333.33 2424422.59 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-91 FC 2048-07-20 2.820000 8669976.84 8627537.31 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-24 AE 2041-03-20 3.000000 25936468.27 25850385.13 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-22 FE 2048-09-20 2.803000 13721125.56 13615196.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-39 VB 2039-02-20 3.500000 3808600.00 3808386.72 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-39 KV 2030-01-20 3.500000 2604345.50 2665097.07 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-39 VK 2039-02-20 3.500000 3052222.22 3044567.25 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-53 VB 2038-11-20 3.500000 3928888.89 3910317.03 Agency Collateralized Mortgage Obligation FMAC FGRA S06951 11/15/43 2043-11-15 2.958000 1503496.69 1505346.24 Agency Collateralized Mortgage Obligation FNMA FNRA CL108F R11F108 2041-10-25 2.910000 1050127.14 1051665.06 Agency Collateralized Mortgage Obligation FNMA FNRA CL006EF R13F006 2033-02-25 3.360000 664938.02 669509.47 Agency Collateralized Mortgage Obligation FNMA FNRA CL034CF R13F034 2043-04-25 3.510000 600751.39 601045.46 Agency Collateralized Mortgage Obligation FNMA FNRA CL053FW R13F053 2043-06-25 3.519000 973843.17 975866.08 Agency Collateralized Mortgage Obligation FNMA FNRM CL084B R13F084 2043-08-25 4.000000 1313542.22 1317523.57 Agency Collateralized Mortgage Obligation FNMA FNRA CL074YF R13F074 2043-07-25 3.510000 969073.72 960332.19 Agency Collateralized Mortgage Obligation FNMA FNRA CL049AF R14F049 2044-08-25 2.839000 1204313.92 1200377.32 Agency Collateralized Mortgage Obligation FNMA FNRA CL025FL R16F025 2046-05-25 3.010000 5800660.26 5823084.65 Agency Collateralized Mortgage Obligation FNMA FNRA CL058FA R16F058 2046-08-25 2.999000 1357535.23 1360986.42 Agency Collateralized Mortgage Obligation FNMA FNRA CL064KF R16F064 2046-09-25 2.989000 1043102.30 1045604.44 Agency Collateralized Mortgage Obligation FNMA FNRA CL076CF R16F076 2046-10-25 2.969000 972737.28 974107.62 Agency Collateralized Mortgage Obligation FNMA FNRA CL082FM R16F082 2046-11-25 2.919000 831104.30 830713.06 Agency Collateralized Mortgage Obligation FNMA FNRA CL016DF R17F016 2047-03-25 2.939000 377646.69 377719.67 Agency Collateralized Mortgage Obligation FNMA FNRA CL030BF R17F030 2047-05-25 2.839000 151111.11 139457.31 Agency Collateralized Mortgage Obligation 02MEVFHLMC REMIC SERIES K- 2024-10-25 3.171000 8194444.44 8291081.53 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-2 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 1000000000.00 1000000000.00 0.0335 N Y Y N RBC Dominion Securities Inc. Rbc Dom 1 Repo 2.580000% 933FLA004_2.58_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRA 2019-01 FM 2049-01-20 2.966000 998.71 998.42 Agency Collateralized Mortgage Obligation FMAC 1.75 FMNT GB 19 G1 2019-05-30 1.750000 2000.00 2004.66 Agency Debentures and Agency Strips FMAC FMAR 840899 G 2045-11-01 2.654000 5809.55 5821.18 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL0919 2041-09-01 4.500000 2730810.40 2879478.45 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK8856 2048-09-01 4.000000 364781001.95 373516047.82 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM4113 2048-05-01 5.000000 915.67 991.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3521 2048-11-01 4.000000 197587.30 202318.73 Agency Mortgage-Backed Securities GNMA GNII SF MA4383 M 2047-04-20 4.000000 34375085.50 35477460.12 Agency Mortgage-Backed Securities GNMA GNII SF MA3736 M 2046-06-20 3.500000 3770957.81 3824712.82 Agency Mortgage-Backed Securities GNMA GNII SF MA4510 M 2047-03-20 3.500000 8022390.11 8131767.38 Agency Mortgage-Backed Securities GNMA GNII SF MA4512 M 2047-06-20 4.500000 693657.82 720873.49 Agency Mortgage-Backed Securities GNMA GNII SF MA4777 M 2047-10-20 3.000000 95493268.64 94694658.43 Agency Mortgage-Backed Securities GNMA GNII SF MA5078 M 2048-03-20 4.000000 46462420.00 47906704.33 Agency Mortgage-Backed Securities GNMA GNII SF MA5528 M 2048-10-20 4.000000 4027.07 4152.25 Agency Mortgage-Backed Securities GNMA GNII SF MA5529 M 2048-10-20 4.500000 395377960.00 410925407.52 Agency Mortgage-Backed Securities GNMA GNII SF MA5651 M 2048-11-20 4.000000 1164639.88 1200842.71 Agency Mortgage-Backed Securities GNMA GNMI SP 783070 X 2040-08-15 5.000000 37499134.64 39412003.00 Agency Mortgage-Backed Securities GNMA GNMI SF 698227 X 2039-06-15 4.500000 162.21 170.29 Agency Mortgage-Backed Securities USTR 4 1/4 BOND 39 2039-05-15 4.250000 400.00 485.80 U.S. Treasuries (including strips) USTR 1 TRIB 48 2048-02-15 1.000000 1200938.64 1166170.40 U.S. Treasuries (including strips) USTR 2 NOTE E 25 2025-08-15 2.000000 100.00 96.60 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 1000000000.00 1000000000.00 0.0335 N Y Y N RBC Dominion Securities Inc. Rbc Dom 2 Repo 2.570000% 933FLB002_2.57_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2 1/8 NOTE C 25 2025-05-15 2.125000 7858800.00 7704010.51 U.S. Treasuries (including strips) USTR 1 1/2 NOTE Z 20 2020-05-31 1.500000 4287300.00 4247937.40 U.S. Treasuries (including strips) USTR 2 3/4 NOTE M 25 2025-06-30 2.750000 60032100.00 60913493.95 U.S. Treasuries (including strips) USTR 2 5/8 NOTE BD 20 2020-07-31 2.625000 8553200.00 8579290.57 U.S. Treasuries (including strips) USTR 2 7/8 NOTE N 25 2025-07-31 2.875000 100.00 101.97 U.S. Treasuries (including strips) USTR 1 3/4 NOTE Z 22 2022-05-31 1.750000 7336200.00 7199430.66 U.S. Treasuries (including strips) USTR 2 1/2 NOTE AJ 22 2022-02-15 2.500000 999800.00 1001327.48 U.S. Treasuries (including strips) USTR 2 1/2 NOTE AX 21 2021-02-28 2.500000 144300.00 144272.58 U.S. Treasuries (including strips) USTR 2 3/8 NOTE V 24 2024-02-29 2.375000 58525000.00 58209550.25 U.S. Treasuries (including strips) USTR 2 1/4 NOTE E 27 2027-08-15 2.250000 78100.00 75771.92 U.S. Treasuries (including strips) USTR 1 3/8 NOTE BG 19 2019-09-30 1.375000 59700.00 59639.16 U.S. Treasuries (including strips) USTR 1 3/4 NOTE BK 19 2019-11-30 1.750000 68894900.00 68781011.43 U.S. Treasuries (including strips) USTR 2 NOTE AV 20 2020-01-31 2.000000 87600.00 87319.06 U.S. Treasuries (including strips) USTR 2 5/8 NOTE V 23 2023-02-28 2.625000 263662000.00 264919667.74 U.S. Treasuries (including strips) USTR 2 3/8 NOTE AK 21 2021-03-15 2.375000 20802000.00 20971762.71 U.S. Treasuries (including strips) USTR 2 1/2 NOTE W 23 2023-03-31 2.500000 31793000.00 32126536.52 U.S. Treasuries (including strips) USTR 2 1/2 NOTE BB 20 2020-05-31 2.500000 8600.00 8647.14 U.S. Treasuries (including strips) USTR 2 5/8 NOTE AA 23 2023-06-30 2.625000 136700.00 137979.01 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AC 23 2023-08-31 2.750000 38958000.00 39377967.24 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AR 21 2021-09-15 2.750000 550000.00 560407.92 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AE 23 2023-10-31 2.875000 11633000.00 11931972.60 U.S. Treasuries (including strips) USTR 2 5/8 NOTE AU 21 2021-12-15 2.625000 51344700.00 51821109.70 U.S. Treasuries (including strips) USTR 2 5/8 NOTE AG 23 2023-12-31 2.625000 85143000.00 85962783.62 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 24 2024-02-15 2.750000 12212400.00 12360384.60 U.S. Treasuries (including strips) USTR 1 3/8 NOTE Y 20 2020-04-30 1.375000 27859100.00 27611822.94 U.S. Treasuries (including strips) USTR 2 NOTE E 25 2025-08-15 2.000000 18810000.00 18171047.47 U.S. Treasuries (including strips) USTR 3 3/8 NOTE F 19 2019-11-15 3.375000 205700.00 208850.58 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 23 2023-01-31 1.750000 100.00 97.38 U.S. Treasuries (including strips) USTR 2 5/8 NOTE F 20 2020-11-15 2.625000 145000.00 146282.08 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AB 21 2021-07-31 1.125000 1414800.00 1370601.88 U.S. Treasuries (including strips) USTR 2 NOTE B 22 2022-02-15 2.000000 11000.00 10857.85 U.S. Treasuries (including strips) USTR 1 3/4 NOTE AF 21 2021-11-30 1.750000 26750100.00 26341276.16 U.S. Treasuries (including strips) USTR 1 7/8 NOTE U 22 2022-01-31 1.875000 200.00 196.85 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 2027-02-15 2.250000 200.00 194.67 U.S. Treasuries (including strips) USTR 2 1/8 NOTE H 24 2024-02-29 2.125000 163000.00 160051.33 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 22 2022-02-28 1.875000 187310400.00 184024975.58 U.S. Treasuries (including strips) USTR 2 1/8 NOTE J 24 2024-03-31 2.125000 13241300.00 13110810.26 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AY 19 2019-03-31 1.250000 1699800.00 1706589.75 U.S. Treasuries (including strips) USTR 2 1/2 NOTE C 24 2024-05-15 2.500000 1000.00 1006.08 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 2027-05-15 2.375000 10152300.00 10025851.20 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0257 1000000000.00 1000000000.00 0.0335 N Y Y N Royal Bank of Canada Rbc Ny 6 Repo 2.460000% 0000050916 933FLR007_2.46_0307 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC FGRA 4836FL 10/15/58 2058-10-15 2.858000 290224.69 288479.88 Agency Collateralized Mortgage Obligation FNMA FNRA CL111FG R06F111 2036-11-25 2.890000 202274.39 202366.79 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-39 FB 2048-10-20 2.853000 2932656.28 2919993.07 Agency Collateralized Mortgage Obligation FMAC 03.500 FGPC U90156 G 2042-09-01 3.500000 8945477.52 9032382.83 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U40802 G 2028-05-01 3.000000 220704.46 221366.14 Agency Mortgage-Backed Securities FMAC 04.500 FGPC V85054 G 2049-01-01 4.500000 233436.46 246608.11 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q41727 G 2046-07-01 3.500000 277315.73 279491.27 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q51408 G 2047-10-01 4.000000 3891352.00 3996064.39 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q57178 G 2048-07-01 4.000000 7724181.28 7942505.26 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAK6727 2042-03-01 3.500000 8910743.61 9023152.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL3523 2042-09-01 3.500000 8258503.26 8362684.28 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAO6756 2042-06-01 3.500000 8405687.35 8493467.94 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAR2624 2043-02-01 3.500000 7786299.31 7867627.21 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9478 2047-04-01 4.000000 7588453.47 7844465.13 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD7087 2047-03-01 4.000000 8018257.34 8283822.02 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH7384 2047-08-01 4.000000 8113030.17 8386747.58 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIBM4867 2033-10-01 4.000000 4183299.79 4334312.73 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0851 2047-12-01 3.500000 3145982.48 3178889.46 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q06968 G 2042-03-01 3.500000 8309425.98 8418296.08 Agency Mortgage-Backed Securities FMAC 03.500 FGPC V83495 G 2047-10-01 3.500000 3025635.09 3042097.57 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL5925 2044-10-01 3.000000 1156343.62 1141193.21 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL9070 2046-07-01 3.500000 27072654.93 27305479.76 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN5983 2027-07-01 3.058700 3573116.10 3534276.33 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6484 2046-01-01 4.000000 1180770.07 1223673.35 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA0393 2047-09-01 4.000000 4707124.09 4858665.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3592 2049-02-01 4.000000 2129342.66 2180331.90 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3536 2048-12-01 4.000000 722022.97 739312.53 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3210 2047-12-01 3.500000 9493021.20 9539945.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1237 2032-11-01 3.000000 808608.03 807030.43 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-04-12 Y Royal Bank of Canada, New York Branch 1.0000 7 N DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0246 149995197.00 149995197.00 0.0050 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo 10 Repo 2.580000% 5U0XI89JRFVHWIBS4F54 0001184915 933FWF001_2.58_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2 1/4 NOTE E 27 2027-08-15 2.250000 325000000.00 315312078.59 U.S. Treasuries (including strips) USTR 2 3/4 NOTE Z 23 2023-05-31 2.750000 341500000.00 347223352.37 U.S. Treasuries (including strips) USTR 2 1/2 NOTE AH 22 2022-01-15 2.500000 102945450.00 103302534.21 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0258 750000000.00 750000000.00 0.0251 N Y Y N Nomura Securities International Nomura 2 Repo 2.590000% 933GQZ002_2.59_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC FMIN 07/15/2026 F 2026-07-15 0.00 13589333.33 10901471.91 Agency Debentures and Agency Strips FMAC 05.500 FGPC C01725 G 2033-12-01 5.500000 40097.34 43783.53 Agency Mortgage-Backed Securities FMAC 05.500 FGPC C01501 G 2033-03-01 5.500000 16231.65 17698.40 Agency Mortgage-Backed Securities FMAC 05.500 FGPC B16446 G 2019-09-01 5.500000 44501.74 44782.41 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A26079 G 2034-01-01 5.500000 29010.60 31644.18 Agency Mortgage-Backed Securities FMAC 05.000 FGPC A30172 G 2034-12-01 5.000000 246814.27 264710.53 Agency Mortgage-Backed Securities FMAC 07.500 FGPC C43403 G 2030-10-01 7.500000 9803.55 10133.02 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U91708 G 2043-07-01 3.500000 9469550.08 9561366.84 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q14887 G 2043-01-01 3.000000 7733529.30 7639118.37 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V83190 G 2047-05-01 4.000000 33443262.60 34565384.39 Agency Mortgage-Backed Securities FMAC 05.000 FGPC Q61459 G 2049-02-01 5.000000 9567907.33 10289853.78 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q61487 G 2049-02-01 4.000000 8690964.00 8927184.40 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G67719 G 2049-01-01 4.500000 7247710.41 7658612.10 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q50687 G 2047-09-01 3.500000 15929420.18 16021540.01 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q51354 G 2047-10-01 3.000000 1784278.11 1756400.55 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q42393 G 2046-08-01 3.500000 19677.76 19836.20 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q57033 G 2048-07-01 4.500000 6816931.92 7184166.86 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q59250 G 2048-10-01 4.000000 11566346.95 11865452.69 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A71746 G 2038-01-01 5.500000 73487.72 80431.94 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G13122 G 2023-04-01 5.000000 97773.80 101856.83 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08825 G 2048-06-01 3.000000 17937611.74 17634466.10 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08866 G 2049-02-01 4.000000 34941242.00 35791607.01 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G08867 G 2049-02-01 4.500000 21834569.33 22716685.93 Agency Mortgage-Backed Securities GNMA GNII JM MA5585 M 2048-11-20 4.000000 25098050.66 25657988.17 Agency Mortgage-Backed Securities GNMA GNII SF MA5654 M 2048-11-20 5.500000 33653937.07 35577293.23 Agency Mortgage-Backed Securities GNMA GNII SF MA5708 M 2049-01-20 3.000000 9761264.21 9678966.99 Agency Mortgage-Backed Securities GNMA GNII SF MA5709 M 2049-01-20 3.500000 7627783.87 7730705.56 Agency Mortgage-Backed Securities GNMA GNII JM MA5753 M 2049-01-20 4.000000 8259731.33 8444047.24 Agency Mortgage-Backed Securities GNMA GNII SF MA5761 M 2048-09-20 3.000000 22199455.33 22012691.31 Agency Mortgage-Backed Securities GNMA GNII SF MA5762 M 2048-10-20 3.500000 97827116.67 99147097.95 Agency Mortgage-Backed Securities GNMA GNII SF MA5763 M 2049-02-20 4.000000 36716638.00 37857974.69 Agency Mortgage-Backed Securities GNMA GNHA AL BK8137 H 2068-12-20 5.268000 11271575.04 12438013.98 Agency Mortgage-Backed Securities FCSB 3 3/8 FCSB 28 CA 2028-08-01 3.375000 16666666.67 17012437.50 Agency Debentures and Agency Strips GNMA GNII SF BL1068 C 2049-02-20 4.000000 7332292.00 7600961.85 Agency Mortgage-Backed Securities GNMA GNII SF BG7937 C 2048-06-20 4.500000 29764659.70 30927178.01 Agency Mortgage-Backed Securities GNMA GNII SF AU8575 C 2046-08-20 3.500000 9357170.30 9490509.98 Agency Mortgage-Backed Securities GNMA GNMI SP 784369 X 2045-08-15 4.000000 13805521.84 14307766.72 Agency Mortgage-Backed Securities GNMA GNMI SP 783716 X 2043-02-15 3.000000 16704376.13 16619350.86 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q59592 G 2048-11-01 4.500000 1316897.20 1378622.80 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G60455 G 2046-02-01 3.500000 8865802.24 8946321.45 Agency Mortgage-Backed Securities FMAC 06.500 FGPC G60680 G 2046-08-01 6.500000 6978394.26 8129501.33 Agency Mortgage-Backed Securities FMAC 02.500 FGPC G61663 G 2046-12-01 2.500000 8774051.00 8369926.99 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G61900 G 2049-02-01 5.500000 9780400.67 10651198.64 Agency Mortgage-Backed Securities FMAC 07.500 FGPC D54831 G 2024-07-01 7.500000 17626.38 17760.29 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL593744 2024-10-01 7.500000 75382.07 79080.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CIAL0429 2023-12-01 6.000000 21129.14 21749.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CWAL4923 2029-02-01 3.000000 26363583.47 26349742.59 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN5202 2027-04-01 3.230000 8215333.33 8292183.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAQ8340 2027-12-01 2.500000 322708.91 319267.22 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAS5190 2045-06-01 3.500000 11996950.68 12080629.41 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7836 2046-08-01 3.000000 17433544.79 17161755.83 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAS7533 2046-07-01 3.000000 38670162.99 38031331.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBA6358 2030-12-01 3.000000 22737.83 22788.95 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBC1456 2046-07-01 2.500000 8029726.81 7653943.63 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC7103 2046-05-01 3.000000 9275138.56 9113296.67 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC8335 2046-05-01 3.000000 17359732.47 17056839.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD5559 2046-11-01 3.000000 24079308.59 23659124.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD7213 2047-05-01 4.000000 72661.39 74982.34 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBE4557 2047-01-01 2.500000 28139.70 26822.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBH4384 2047-06-01 4.500000 1746642.14 1818932.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ0760 2047-10-01 4.000000 7327650.94 7512600.85 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ8832 2048-06-01 4.000000 919147.10 951821.86 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1570 2047-07-01 3.500000 11201549.64 11311772.89 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM3803 2046-11-01 3.500000 9478780.57 9559558.73 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM4652 2046-05-01 3.000000 30647143.67 30126601.93 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBM4688 2048-09-01 5.000000 6285038.40 6704294.45 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN4365 2049-02-01 5.000000 13121262.67 13921856.51 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBN5263 2049-02-01 3.500000 6824756.00 6881340.05 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2333 2048-09-01 4.000000 12864761.31 13341953.91 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2776 2048-12-01 4.500000 6495343.54 6860284.41 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3068 2049-02-01 3.500000 8923160.22 8983329.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CI889712 2021-01-01 5.000000 30416.55 31094.53 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CL890676 2043-08-01 3.000000 18590841.97 18348212.89 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CL890839 2047-10-01 3.000000 15566212.64 15321916.50 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CL890844 2048-08-01 4.000000 16653588.72 17207054.09 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CL991908 2038-11-01 7.000000 113392.12 133444.16 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAB2812 2041-04-01 4.500000 718909.41 757796.66 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIAC4914 2024-12-01 4.500000 10112.96 10464.94 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CLAC6150 2039-11-01 5.500000 53766.09 57657.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIMA0234 2024-11-01 4.500000 195390.26 201390.30 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN9859 2028-07-01 3.530000 8135909.95 8345267.25 Agency Mortgage-Backed Securities GNMA GNHA AL BJ5508 H 2069-01-20 4.636000 3425480.00 3737835.82 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08680 G 2045-12-01 3.000000 19041102.16 18743680.15 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08705 G 2046-05-01 3.000000 17665422.40 17384012.23 Agency Mortgage-Backed Securities FMAC 02.500 FGPC G08736 G 2046-12-01 2.500000 23524354.70 22440846.45 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08747 G 2047-02-01 3.000000 7976295.78 7846282.16 Agency Mortgage-Backed Securities FMAC 04.000 FGPC T65503 G 2048-09-01 4.000000 6672002.28 6771842.12 Agency Mortgage-Backed Securities FMAC 03.500 FGPC U99049 G 2043-04-01 3.500000 15461547.47 15611756.40 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q21759 G 2043-09-01 4.000000 19737152.69 20346754.39 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V80910 G 2043-12-01 4.000000 12621.23 13026.49 Agency Mortgage-Backed Securities FMAC 03.000 FGPC V84225 G 2048-04-01 3.000000 9135277.45 8989852.97 Agency Mortgage-Backed Securities FMAC 03.500 FGPC V84260 G 2048-06-01 3.500000 95840582.22 96533030.42 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q52319 G 2047-11-01 3.500000 15748961.37 15841329.03 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q53756 G 2048-01-01 4.000000 41286305.44 42377832.78 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G11681 G 2020-04-01 5.000000 7356.23 7501.81 Agency Mortgage-Backed Securities FMAC 05.000 FGPC D97505 G 2027-12-01 5.000000 46451.95 48965.23 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A62907 G 2037-06-01 5.500000 43460.98 46307.24 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G06628 G 2041-04-01 5.000000 11679476.11 12559875.03 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G14218 G 2025-12-01 4.500000 169387.66 174840.25 Agency Mortgage-Backed Securities FMAC 02.500 FGPC G15205 G 2024-11-01 2.500000 30446.71 30223.35 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08779 G 2047-09-01 3.500000 91776916.19 92307662.09 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08784 G 2047-10-01 3.500000 37988267.23 38207953.39 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08796 G 2048-01-01 3.500000 8835480.77 8883554.62 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G08854 G 2048-12-01 5.000000 6566664.99 6922118.57 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08654 G 2045-07-01 3.500000 105759.89 106720.51 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08701 G 2046-04-01 3.000000 11636235.50 11450870.27 Agency Mortgage-Backed Securities GNMA GNII SF MA5329 M 2048-06-20 3.500000 40094437.54 40635431.79 Agency Mortgage-Backed Securities GNMA GNII SF MA5397 M 2048-05-20 3.500000 77268103.41 78310681.93 Agency Mortgage-Backed Securities GNMA GNII SF MA4718 M 2047-09-20 3.000000 35185884.82 34893138.25 Agency Mortgage-Backed Securities GNMA GNII SF MA4720 M 2047-09-20 4.000000 56553023.90 58310974.65 Agency Mortgage-Backed Securities GNMA GNII SF MA4777 M 2047-10-20 3.000000 69202252.54 68623514.10 Agency Mortgage-Backed Securities GNMA GNII SF MA5399 M 2048-08-20 4.500000 65378745.90 67943881.00 Agency Mortgage-Backed Securities GNMA GNII SF MA4899 M 2047-12-20 3.000000 46546813.86 46154377.67 Agency Mortgage-Backed Securities GNMA GNII SF MA4961 M 2048-01-20 3.000000 66593628.75 66032177.86 Agency Mortgage-Backed Securities GNMA GNII SF MA5081 M 2048-03-20 5.500000 15034206.00 15875595.33 Agency Mortgage-Backed Securities GNMA GNII SF MA5465 M 2048-09-20 3.500000 64188564.78 65054661.08 Agency Mortgage-Backed Securities GNMA GNII SF MA5529 M 2048-10-20 4.500000 20770522.17 21587281.41 Agency Mortgage-Backed Securities GNMA GNII SF MA5594 M 2048-11-20 3.500000 105724461.95 107151002.11 Agency Mortgage-Backed Securities GNMA GNII SF MA5595 M 2048-11-20 4.000000 16004601.88 16502104.93 Agency Mortgage-Backed Securities GNMA GNII SF MA5596 M 2048-11-20 4.500000 80170560.12 83347158.22 Agency Mortgage-Backed Securities GNMA GNII SF MA5650 M 2048-11-20 3.500000 21248268.75 21534971.64 Agency Mortgage-Backed Securities GNMA GNII SF MA5652 M 2048-12-20 4.500000 51798398.23 53875617.59 Agency Mortgage-Backed Securities GNMA GNII JM MA5701 M 2049-01-20 4.500000 8914134.57 9153951.54 Agency Mortgage-Backed Securities GNMA GNII SF MA5711 M 2049-01-20 4.500000 5900758.36 6133979.93 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G61623 G 2047-04-01 3.000000 9281067.00 9138352.03 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G61626 G 2046-09-01 3.000000 19486229.39 19248555.85 Agency Mortgage-Backed Securities FMAC 07.500 FGPC D53144 G 2024-05-01 7.500000 4243.92 4494.39 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLAS8270 2046-11-01 2.500000 7280595.71 6939871.11 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTAY3393 2035-04-01 3.000000 16333499.99 16301617.00 Agency Mortgage-Backed Securities FMAC 07.500 FGPC D47608 G 2024-01-01 7.500000 4818.34 4866.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 U3BF0211 2041-02-01 4.000000 32341397.84 33395824.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 U4BF0242 2052-09-01 3.500000 11241786.10 11345828.83 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1922 2046-07-01 4.500000 7049779.44 7485061.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM3663 2047-04-01 3.000000 15340085.47 15072554.38 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBM3930 2046-09-01 3.000000 13291531.60 13061721.02 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBM4635 2043-10-01 2.500000 1610375.90 1541537.16 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBM4636 2047-11-01 2.500000 8462206.74 8066167.00 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CTBM5090 2031-04-01 5.500000 9844797.16 10484699.13 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM5190 2046-10-01 3.500000 20421432.15 20584864.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5194 2048-12-01 4.500000 25717823.54 27096118.86 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBN3411 2049-01-01 4.000000 12161804.83 12453031.41 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5196 2048-12-01 4.500000 14559849.75 15225395.05 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLCA1572 2048-04-01 5.000000 7136539.92 7587419.38 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CKCA2319 2048-09-01 4.000000 28319331.83 28730160.37 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CL890687 2044-10-01 3.000000 8130763.21 8024290.86 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CNMA1660 2023-11-01 3.000000 172514.48 174524.27 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLMA2641 2046-05-01 3.000000 14089702.35 13843837.05 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3593 2049-02-01 4.500000 13446629.47 13975418.17 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3592 2049-02-01 4.000000 23682406.77 24249505.69 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3238 2048-01-01 3.500000 11615349.08 11672763.75 Agency Mortgage-Backed Securities GNMA GNII SF MA1091 M 2043-06-20 4.000000 11366964.33 11812663.01 Agency Mortgage-Backed Securities GNMA GNII SF MA4383 M 2047-04-20 4.000000 120302477.10 124160457.24 Agency Mortgage-Backed Securities GNMA GNII SF MA3735 M 2046-06-20 3.000000 9496215.37 9427424.79 Agency Mortgage-Backed Securities GNMA GNII SF MA4003 M 2046-10-20 3.000000 26114517.97 25917222.79 Agency Mortgage-Backed Securities GNMA GNII SF MA4126 M 2046-11-20 3.000000 116170169.42 115256723.37 Agency Mortgage-Backed Securities GNMA GNII SF MA4321 M 2047-02-20 3.500000 43524.85 44128.76 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CKMA3595 2049-02-01 4.500000 11526283.12 11809898.85 Agency Mortgage-Backed Securities USTR 0 1/8 TRIN D 26 2026-07-15 0.125000 11098392.22 10662779.59 U.S. Treasuries (including strips) GNMA GNII SF MA3873 M 2046-08-20 3.000000 25136073.80 24953837.27 Agency Mortgage-Backed Securities GNMA GNII SF MA3802 M 2046-07-20 3.000000 24470760.33 24297262.64 Agency Mortgage-Backed Securities GNMA GNII SF MA1996 M 2044-06-20 4.000000 9056607.67 9402660.65 Agency Mortgage-Backed Securities GNMA GNII SF MA1522 M 2043-12-20 4.000000 9191922.33 9542869.93 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CTAD0756 2028-11-01 6.500000 59741.87 65797.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3058 2047-07-01 4.000000 6608119.86 6784351.81 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA2259 2035-05-01 3.000000 28694747.37 28638735.23 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CI995425 2024-01-01 6.000000 116747.27 121858.11 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CI889599 2023-03-01 5.000000 16317.20 16684.01 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0233 2047-08-01 3.500000 15625556.80 15708387.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAR5893 2043-02-01 3.000000 10283541.10 10148754.73 Agency Mortgage-Backed Securities GNMA GNII SF MA5190 M 2048-05-20 3.000000 8053585.26 7985685.48 Agency Mortgage-Backed Securities GNMA GNII SF MA5020 M 2048-02-20 4.000000 8976085.55 9255107.17 Agency Mortgage-Backed Securities GNMA GNII SF MA4836 M 2047-11-20 3.000000 26860867.78 26634941.02 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-2 2019-03-01 2019-03-01 2019-03-01 N N N 0.0259 3000000000.00 3000000000.00 0.1004 N Y Y N BNP Paribas Securities Corp. Bnp Repo 12 Repo 2.600000% R0MUWSFPU8MPRO8K5P83 0001197610 935ABS005_2.60_0301 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 5573860.00 5564881.39 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 3.0000 - 11/15/2044 2044-11-15 3.000000 10000000.00 9983891.57 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 4819048.96 4760295.76 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.1250 - 07/15/2022 2022-07-15 0.125000 10927400.00 10794174.60 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 1391653.25 1394250.58 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 0.6250 - 04/15/2023 2023-04-15 0.625000 10116700.00 10135581.45 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 262400.00 267375.06 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) UST - 2.7500 - 04/30/2023 2023-04-30 2.750000 10000000.00 10189598.22 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 1000000000.00 1000000000.00 0.0335 N Y Y N BNP Paribas Securities Corp. Bnp Repo 13 Repo 2.450000% R0MUWSFPU8MPRO8K5P83 0001197610 935ABT003_2.45_0307 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC FGRM 2417CJ 02/15/32 2032-02-15 6.000000 0.08 0.09 Agency Collateralized Mortgage Obligation FMAC FGRM 2138KC 03/15/29 2029-03-15 7.000000 11.44 12.62 Agency Collateralized Mortgage Obligation FNMA FNRA CL073FB R18F073 2048-10-25 2.860000 134746.27 133645.44 Agency Collateralized Mortgage Obligation FNMA FNRM RC106UK R05F106 2035-12-25 5.500000 24606.10 27131.89 Agency Collateralized Mortgage Obligation GNMA GNRA 2008-013 FC 2038-02-16 3.030000 37.53 37.77 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-145 FA 2048-10-20 3.133000 273.92 274.28 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-54 DB 2045-01-20 3.500000 353.37 357.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-66 FB 2048-12-20 3.203000 278.68 278.67 Agency Collateralized Mortgage Obligation FMAC 04.000 FGPC U41093 G 2028-10-01 4.000000 22617.06 23954.31 Agency Mortgage-Backed Securities FMAC 03.500 FGPC V83493 G 2047-10-01 3.500000 19571599.29 19682159.26 Agency Mortgage-Backed Securities FNMA FNMS 07.500 CL594960 2031-08-01 7.500000 498.21 517.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM5108 2033-02-01 3.000000 526221.15 527268.33 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAE8152 2039-07-01 4.500000 13.69 14.43 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAE9989 2026-08-01 3.500000 183.98 187.89 Agency Mortgage-Backed Securities GNMA GNII SF BL2007 C 2049-02-20 5.000000 2797313.12 2926143.38 Agency Mortgage-Backed Securities GNMA GNMI SF AT5508 X 2046-06-15 4.500000 5654.89 5886.45 Agency Mortgage-Backed Securities GNMA GNMI SF 591931 X 2033-03-15 5.500000 4666.16 5132.61 Agency Mortgage-Backed Securities GNMA GNII SF MA1225 M 2043-08-20 4.000000 2999714.60 3114240.71 Agency Mortgage-Backed Securities GNMA GNII SF MA1449 M 2043-11-20 4.000000 629841.76 653904.86 Agency Mortgage-Backed Securities GNMA GNII SF MA1523 M 2043-12-20 4.500000 73265.32 77122.37 Agency Mortgage-Backed Securities GNMA GNII SF MA2677 M 2045-03-20 3.000000 78102.71 77714.30 Agency Mortgage-Backed Securities GNMA GNII SF MA2680 M 2045-02-20 4.500000 263830.36 277719.71 Agency Mortgage-Backed Securities GNMA GNII SF MA2149 M 2044-08-20 4.000000 213315.86 220608.07 Agency Mortgage-Backed Securities GNMA GNII SF MA2446 M 2044-12-20 4.000000 325976.73 338415.02 Agency Mortgage-Backed Securities GNMA GNII SF MA2446 M 2044-12-20 4.000000 299058.78 310469.96 Agency Mortgage-Backed Securities GNMA GNII SF MA2893 M 2045-05-20 4.000000 92705.37 95786.62 Agency Mortgage-Backed Securities GNMA GNII SF MA3035 M 2045-08-20 4.000000 577016.15 597604.09 Agency Mortgage-Backed Securities GNMA GNII SF MA3106 M 2045-09-20 4.000000 141558.55 146546.65 Agency Mortgage-Backed Securities GNMA GNII SF MA3243 M 2045-11-20 3.000000 214516.16 213271.54 Agency Mortgage-Backed Securities GNMA GNII SF MA3458 M 2046-02-20 5.500000 562460.18 610143.30 Agency Mortgage-Backed Securities GNMA GNII SF MA4382 M 2047-04-20 3.500000 3835.94 3888.78 Agency Mortgage-Backed Securities GNMA GNII SF MA3245 M 2045-11-20 4.000000 170016.01 176498.71 Agency Mortgage-Backed Securities GNMA GNII SF MA4383 M 2047-04-20 4.000000 155732.89 160727.08 Agency Mortgage-Backed Securities GNMA GNII SF MA4386 M 2047-03-20 5.500000 281437.31 303294.30 Agency Mortgage-Backed Securities GNMA GNII SF MA3663 M 2046-05-20 3.500000 1222973.10 1240476.30 Agency Mortgage-Backed Securities GNMA GNII SF MA3736 M 2046-06-20 3.500000 1478507.96 1499584.09 Agency Mortgage-Backed Securities GNMA GNII SF MA3802 M 2046-07-20 3.000000 774574.97 769083.24 Agency Mortgage-Backed Securities GNMA GNII SF MA4003 M 2046-10-20 3.000000 6585800.82 6536045.10 Agency Mortgage-Backed Securities GNMA GNII SF MA4075 M 2038-10-20 6.500000 364544.76 403735.15 Agency Mortgage-Backed Securities GNMA GNII SF MA4126 M 2046-11-20 3.000000 273616.68 271465.23 Agency Mortgage-Backed Securities GNMA GNII SF MA4170 M 2032-01-20 3.000000 212956.51 214486.39 Agency Mortgage-Backed Securities GNMA GNII SF MA4322 M 2047-03-20 4.000000 141970.39 146674.87 Agency Mortgage-Backed Securities GNMA GNII SF MA4778 M 2047-10-20 3.500000 558086.46 565616.72 Agency Mortgage-Backed Securities GNMA GNII SF MA5265 M 2048-05-20 4.500000 9949289.36 10340415.82 Agency Mortgage-Backed Securities GNMA GNII SF MA5466 M 2048-09-20 4.000000 235913.24 243246.61 Agency Mortgage-Backed Securities GNMA GNII SF MA5468 M 2048-09-20 5.000000 1089535.03 1139969.61 Agency Mortgage-Backed Securities GNMA GNII SF MA5528 M 2048-10-20 4.000000 1710995.51 1764181.80 Agency Mortgage-Backed Securities GNMA GNII SF MA5529 M 2048-10-20 4.500000 474608.07 493271.08 Agency Mortgage-Backed Securities GNMA GNII SF MA5650 M 2048-11-20 3.500000 2613016.49 2648273.92 Agency Mortgage-Backed Securities GNMA GNII SF BJ2626 C 2048-09-20 4.500000 227845.23 240571.75 Agency Mortgage-Backed Securities GNMA GNII SF BJ7749 C 2048-12-20 5.000000 1364622.96 1427469.30 Agency Mortgage-Backed Securities GNMA GNAR SP 784540 M 2043-01-20 3.645000 75822.10 78004.09 Agency Mortgage-Backed Securities GNMA GNMI SF 656177 X 2036-07-15 6.000000 23.05 25.03 Agency Mortgage-Backed Securities FMAC 04.500 FGPC V84771 G 2048-10-01 4.500000 136341.70 143110.11 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q51256 G 2047-10-01 4.000000 180809.37 187166.80 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G60270 G 2043-12-01 3.500000 632402.49 640686.96 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G60271 G 2044-01-01 3.500000 948624.99 961053.87 Agency Mortgage-Backed Securities FMAC 05.500 FGPC C90732 G 2023-11-01 5.500000 13172.46 14031.48 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CT256041 2025-12-01 5.500000 5451.27 5805.57 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAK3780 2042-03-01 4.500000 275048.18 292075.31 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAZ3222 2030-06-01 3.000000 266083.14 266566.88 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CT648813 2022-05-01 6.000000 15153.54 16366.46 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CT653890 2022-08-01 6.000000 7684.57 8299.65 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CT735070 2024-10-01 6.500000 9381.96 10332.95 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL735484 2035-05-01 5.000000 10539.38 11295.89 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL741374 2033-12-01 6.000000 10754.68 11615.51 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL745736 2035-12-01 5.500000 51250.43 55994.94 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL793441 2034-08-01 6.500000 18552.98 20433.59 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL826689 2035-08-01 5.000000 6588.72 7013.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL829584 2035-07-01 5.000000 1413.68 1513.87 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL851630 2036-04-01 6.000000 6861.01 7587.85 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL852482 2035-12-01 5.000000 3724.71 3990.04 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL863592 2035-12-01 6.000000 28938.18 31263.07 Agency Mortgage-Backed Securities FNMA FNMS 05.550 MY873295 2024-01-01 5.550000 870423.47 920891.93 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL880829 2036-04-01 6.000000 10.44 11.54 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL881399 2036-05-01 6.000000 4215.30 4585.70 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBC0330 2045-12-01 3.000000 9895.55 9732.14 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBD3261 2046-08-01 3.500000 1182915.41 1192034.51 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBD6077 2046-09-01 3.000000 206663.47 203057.61 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH7065 2047-12-01 4.000000 2406695.39 2488640.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM4890 2048-01-01 4.500000 356034.14 375513.48 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3120 2047-09-01 3.500000 5949980.53 5982735.17 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3238 2048-01-01 3.500000 11078251.76 11133011.56 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3467 2048-09-01 4.000000 5459762.62 5591015.32 Agency Mortgage-Backed Securities GNMA GNMI SF 762680 X 2041-02-15 4.000000 2588649.39 2685231.90 Agency Mortgage-Backed Securities GNMA GNII SF 765314 C 2041-05-20 4.500000 107660.56 112265.85 Agency Mortgage-Backed Securities GNMA GNMI SF 770460 X 2041-07-15 4.000000 1685729.05 1748052.14 Agency Mortgage-Backed Securities GNMA GNII SF 770951 C 2041-07-20 4.500000 270457.89 282271.76 Agency Mortgage-Backed Securities GNMA GNII SF 765135 C 2041-07-20 4.500000 272591.34 284962.35 Agency Mortgage-Backed Securities GNMA GNII SF 773099 C 2041-08-20 4.500000 181779.76 189630.83 Agency Mortgage-Backed Securities GNMA GNMI SF 778667 X 2026-12-15 2.500000 113544.28 112286.78 Agency Mortgage-Backed Securities GNMA GNMI SF 779102 X 2042-04-15 3.500000 165167.48 168124.80 Agency Mortgage-Backed Securities GNMA GNMI SF 779969 X 2041-11-15 4.000000 903058.60 936447.39 Agency Mortgage-Backed Securities GNMA GNII SF MA0782 M 2043-02-20 3.000000 6469050.86 6466198.01 Agency Mortgage-Backed Securities GNMA GNII SF MA0851 M 2043-03-20 3.000000 492447.06 492229.89 Agency Mortgage-Backed Securities GNMA GNII SF MA1677 M 2044-02-20 3.500000 77473.00 78518.34 Agency Mortgage-Backed Securities USTR 8 3/4 BOND 20 2020-05-15 8.750000 56.00 61.54 U.S. Treasuries (including strips) USTR 2 1/2 BOND 46 2046-05-15 2.500000 7104440.00 6407127.71 U.S. Treasuries (including strips) USTR 2 1/8 NOTE Q 24 2024-09-30 2.125000 6550404.00 6466658.70 U.S. Treasuries (including strips) USTR 2 NOTE S 20 2020-11-30 2.000000 6935236.00 6905366.32 U.S. Treasuries (including strips) USTR 0 5/8 TRIN A 26 2026-01-15 0.625000 118.45 118.06 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AA 21 2021-06-30 1.125000 402052.00 390490.42 U.S. Treasuries (including strips) USTR TINT 05/15/19 2019-05-15 0.00 0.00 0.02 U.S. Treasuries (including strips) USTR TINT 02/15/24 2024-02-15 0.00 8.40 7.42 U.S. Treasuries (including strips) USTR 1 NOTE AS 19 2019-10-15 1.000000 199052.00 197889.19 U.S. Treasuries (including strips) USTR 2 1/2 NOTE H 26 2026-02-28 2.500000 411600.00 409156.33 U.S. Treasuries (including strips) USTR TINT 11/15/24 2024-11-15 0.00 18.20 15.61 U.S. Treasuries (including strips) USTR 6 5/8 BOND 27 2027-02-15 6.625000 13636.00 17559.39 U.S. Treasuries (including strips) GNMA GNII SF MA0089 M 2042-05-20 4.000000 74939.35 77893.45 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA1932 2048-06-01 4.500000 20808006.06 21628382.51 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA1314 2048-01-01 4.000000 128300.84 131580.98 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH4021 2047-09-01 4.000000 2408063.24 2484321.79 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBD2432 2047-01-01 4.000000 19612.93 20140.52 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL849913 2035-09-01 5.000000 3874.63 4152.75 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL745944 2033-12-01 5.000000 1513.83 1622.48 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CL735667 2035-07-01 5.000000 8668685.76 9290898.02 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2897 2045-09-01 3.500000 238841.29 240895.33 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL2717 2027-11-01 3.000000 637832.94 641411.18 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G60298 G 2045-04-01 4.000000 964407.04 993974.80 Agency Mortgage-Backed Securities FMAC 07.500 FGPC G00921 G 2028-04-01 7.500000 4.48 5.09 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V83232 G 2047-06-01 4.000000 4824788.21 4986674.32 Agency Mortgage-Backed Securities GNMA GNII SF 005082 M 2041-06-20 4.500000 182564.87 192278.05 Agency Mortgage-Backed Securities GNMA GNMI SF 628079 X 2034-04-15 5.500000 7714.60 8453.51 Agency Mortgage-Backed Securities GNMA GNII SF 004978 M 2041-03-20 4.500000 10422290.21 10977172.95 Agency Mortgage-Backed Securities GNMA GNII SF 004801 M 2040-09-20 4.500000 109185.31 114978.13 Agency Mortgage-Backed Securities GNMA GNII SF MA3455 M 2046-02-20 4.000000 80347.84 83115.82 Agency Mortgage-Backed Securities GNMA GNII SF MA3109 M 2045-09-20 5.500000 753623.97 813887.51 Agency Mortgage-Backed Securities GNMA GNII SF MA2960 M 2045-07-20 3.000000 226461.74 225217.56 Agency Mortgage-Backed Securities GNMA GNII SF MA2825 M 2045-05-20 3.000000 209236.97 208131.57 Agency Mortgage-Backed Securities GNMA GNII SF MA3525 M 2046-03-20 5.500000 93487.72 101651.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL4314 2043-10-01 4.500000 201315.97 212618.45 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-03-11 Y BNP Paribas SA 1.0000 7 N DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0245 174997142.25 174997142.25 0.0059 N N Y N BNP Paribas Securities Corp. Bnp Repo 1 Repo 2.470000% R0MUWSFPU8MPRO8K5P83 0001197610 963FTR002_2.47_0307 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRM 2018-54 DB 2045-01-20 3.500000 6146.95 6221.70 Agency Collateralized Mortgage Obligation FNMA FNMS 04.500 CLBH7843 2047-09-01 4.500000 102526.44 108178.82 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIBK1939 2033-04-01 3.500000 356679.07 363988.49 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK6083 2048-09-01 4.500000 306.30 324.55 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM5108 2033-02-01 3.000000 1589141.42 1592303.81 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM5353 2049-02-01 4.500000 4036567.84 4280667.17 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q59063 G 2048-10-01 4.500000 584291.78 611676.95 Agency Mortgage-Backed Securities GNMA GNII SF MA5002 M 2029-08-20 7.500000 23115.81 24972.10 Agency Mortgage-Backed Securities GNMA GNII SP 784601 C 2048-03-20 3.500000 331633.72 336049.42 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAL5955 2042-01-01 5.000000 141363.98 151846.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL6729 2044-05-01 3.500000 361132.34 365689.84 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAS0506 2028-09-01 3.500000 40206.03 41129.32 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAZ2868 2045-05-01 3.500000 911063.66 921809.65 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAL5788 2044-09-01 5.000000 113835.49 122299.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBC0544 2045-12-01 3.500000 17116.25 17260.78 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBE3591 2048-06-01 4.500000 118839.04 124599.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE3768 2047-07-01 4.000000 335429.57 345972.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBE4663 2047-05-01 4.000000 512568.30 526257.97 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK1270 2048-05-01 4.500000 1231265.30 1299306.25 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBK1507 2048-04-01 4.500000 510174.23 542298.37 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK3229 2048-03-01 4.000000 3889252.64 3987837.42 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM4038 2044-02-01 3.500000 3181904.22 3228589.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2460 2048-10-01 4.000000 1404432.25 1443523.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2476 2048-10-01 4.500000 2688281.71 2848441.47 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLAL6179 2043-08-01 3.000000 925067.30 912948.00 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CTMA1763 2034-01-01 3.500000 589240.86 600845.96 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3522 2048-11-01 4.500000 29388203.64 30545364.16 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIMA2997 2032-05-01 3.000000 121512.09 121785.25 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3211 2047-12-01 4.000000 144407.31 148199.15 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G06042 G 2033-11-01 7.000000 205281.81 234504.49 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G06373 G 2036-08-01 7.000000 284495.23 326093.27 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08747 G 2047-02-01 3.000000 26797.80 26361.00 Agency Mortgage-Backed Securities FMAC 06.500 FGPC C00676 G 2028-11-01 6.500000 6604.30 7323.22 Agency Mortgage-Backed Securities FMAC 04.500 FGPC A95090 G 2040-11-01 4.500000 1916565.30 2023135.92 Agency Mortgage-Backed Securities FMAC 04.000 FGPC A95259 G 2040-12-01 4.000000 3332968.24 3442639.56 Agency Mortgage-Backed Securities FMAC 04.500 FGPC A96394 G 2041-01-01 4.500000 596982.38 630173.40 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q11213 G 2042-09-01 3.000000 928818.91 917478.03 Agency Mortgage-Backed Securities FMAC 03.000 FGPC Q15238 G 2043-01-01 3.000000 793986.68 784292.10 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q16517 G 2043-03-01 3.500000 842943.20 853987.44 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V83232 G 2047-06-01 4.000000 7804.50 8066.36 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q27171 G 2044-07-01 4.500000 189985.06 199569.24 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q49670 G 2047-08-01 4.000000 40960.52 42436.09 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAI0706 2041-04-01 5.000000 24071.01 25340.73 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAJ2590 2042-04-01 4.500000 301081.41 317508.72 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q56728 G 2048-06-01 4.500000 51485.64 54390.35 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3238 2048-01-01 3.500000 185947.07 186866.20 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3416 2048-07-01 4.500000 104923.35 109028.48 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAD8269 2040-09-01 4.000000 178892.40 184684.93 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CIAE5076 2025-09-01 4.000000 4342.76 4471.69 Agency Mortgage-Backed Securities GNMA GNII SF MA3310 M 2045-12-20 3.500000 1989514.40 2018511.57 Agency Mortgage-Backed Securities GNMA GNII SF MA4382 M 2047-04-20 3.500000 2067335.92 2095813.47 Agency Mortgage-Backed Securities GNMA GNII SF MA3662 M 2046-05-20 3.000000 532360.28 528913.25 Agency Mortgage-Backed Securities GNMA GNII SF MA3873 M 2046-08-20 3.000000 1261901.19 1252752.41 Agency Mortgage-Backed Securities GNMA GNII SF MA4322 M 2047-03-20 4.000000 6282010.04 6490177.01 Agency Mortgage-Backed Securities GNMA GNII SF MA4777 M 2047-10-20 3.000000 7856693.14 7790987.61 Agency Mortgage-Backed Securities GNMA GNII SF MA5003 M 2030-05-20 8.000000 30103.79 33700.29 Agency Mortgage-Backed Securities GNMA GNII SF MA5020 M 2048-02-20 4.000000 3252398.32 3353499.13 Agency Mortgage-Backed Securities GNMA GNII JM MA5067 M 2048-02-20 3.500000 1262705.44 1266285.21 Agency Mortgage-Backed Securities GNMA GNII SF MA5467 M 2048-09-20 4.500000 14609946.35 15183167.60 Agency Mortgage-Backed Securities GNMA GNII SF MA5528 M 2048-10-20 4.000000 6747827.05 6957583.26 Agency Mortgage-Backed Securities GNMA GNII SF MA5595 M 2048-11-20 4.000000 562279.43 579757.88 Agency Mortgage-Backed Securities GNMA GNII SF BI2623 C 2048-10-20 6.000000 432950.55 470979.19 Agency Mortgage-Backed Securities GNMA GNMI SF AT8078 X 2046-09-15 4.000000 657936.61 682382.24 Agency Mortgage-Backed Securities GNMA GNMI SF AV6086 X 2047-07-15 4.000000 60941.90 62866.21 Agency Mortgage-Backed Securities GNMA GNMI SF 489860 X 2041-11-15 4.000000 4598254.57 4770564.96 Agency Mortgage-Backed Securities GNMA GNMI SP 784065 X 2039-02-15 6.500000 296872.95 338943.70 Agency Mortgage-Backed Securities USTR 2 5/8 NOTE AP 21 2021-07-15 2.625000 308.64 310.51 U.S. Treasuries (including strips) USTR 3 BOND 45 2045-05-15 3.000000 30.86 30.81 U.S. Treasuries (including strips) USTR 2 5/8 NOTE AN 21 2021-06-15 2.625000 427314.81 430843.86 U.S. Treasuries (including strips) USTR 2 NOTE S 20 2020-11-30 2.000000 30.86 30.73 U.S. Treasuries (including strips) FNMA FNMS 06.000 CL879177 2036-01-01 6.000000 639992.46 706919.03 Agency Mortgage-Backed Securities FNMA FNMS 05.500 NQ889153 2037-12-01 5.500000 71051.22 74964.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3495 2048-10-01 4.000000 3267461.24 3345703.87 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA2937 2037-03-01 4.000000 108868.15 112602.87 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G02472 G 2036-01-01 7.000000 11212.25 12364.60 Agency Mortgage-Backed Securities FMAC 07.500 FGPC G05801 G 2032-12-01 7.500000 1388715.58 1612419.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAE0828 2041-02-01 3.500000 181184.13 183469.77 Agency Mortgage-Backed Securities FMAC 06.000 FGPC A61519 G 2036-10-01 6.000000 1521383.16 1694851.27 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CL323702 2029-05-01 6.000000 8858.96 9795.05 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-03-27 Y BNP Paribas SA 1.0000 7 N DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0247 124994943.75 124994943.75 0.0042 N N Y N BNP Paribas Securities Corp. Bnp Repo 2 Repo 2.460000% R0MUWSFPU8MPRO8K5P83 0001197610 963FTS000_2.46_0307 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNRM CL092BW R04F092 2034-12-25 5.500000 12506.09 13446.62 Agency Collateralized Mortgage Obligation FMAC FGRM 2138KC 03/15/29 2029-03-15 7.000000 441254.40 486813.47 Agency Collateralized Mortgage Obligation FNMA FNRA CL066FM R18F066 2048-09-25 2.810000 1086297.75 1076990.53 Agency Collateralized Mortgage Obligation FNMA FNRA CL073MF R18F073 2048-10-25 2.810000 4775836.40 4740830.32 Agency Collateralized Mortgage Obligation GNMA GNRA 2008-27 FA 2038-03-20 3.033000 2480003.21 2495723.95 Agency Collateralized Mortgage Obligation GNMA GNRA 2008-27 FC 2038-03-20 3.183000 815096.59 824769.61 Agency Collateralized Mortgage Obligation GNMA GNRA 2008-013 FC 2038-02-16 3.030000 626102.67 630177.97 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-46 PC 2046-10-20 3.000000 987364.90 970816.67 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-01 PB 2048-01-20 3.000000 23564.31 23310.05 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-66 FB 2048-12-20 3.203000 67942.15 67939.69 Agency Collateralized Mortgage Obligation FCSB 3.28 FCOR 20-32 AP 2032-12-07 3.280000 1173.91 1156.16 Agency Debentures and Agency Strips GNMA GNMI SF 701432 X 2038-11-15 6.000000 195084.65 215260.11 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G01960 G 2035-12-01 5.000000 17849.19 19153.26 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G02611 G 2037-02-01 6.000000 11880.73 13119.64 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G05075 G 2036-11-01 6.000000 3091.56 3366.67 Agency Mortgage-Backed Securities FMAC 06.000 FGPC G04570 G 2037-11-01 6.000000 232.56 256.83 Agency Mortgage-Backed Securities FMAC 07.000 FGPC G04772 G 2038-08-01 7.000000 14357.42 16257.48 Agency Mortgage-Backed Securities FMAC 05.000 FGPC G05208 G 2036-06-01 5.000000 453.76 486.92 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G07686 G 2044-03-01 4.500000 54205.10 56682.93 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G07343 G 2040-08-01 5.500000 6236.69 6793.02 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G07508 G 2043-10-01 4.500000 4205.60 4396.07 Agency Mortgage-Backed Securities FMAC 06.500 FGPC G07509 G 2039-09-01 6.500000 14428.23 16233.25 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G07568 G 2041-09-01 4.500000 248440.82 262257.85 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G07972 G 2044-10-01 4.500000 579743.29 606234.65 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G14276 G 2026-05-01 4.000000 28685.69 29628.02 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G13799 G 2020-12-01 4.000000 3936.77 4057.60 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G15632 G 2026-09-01 4.500000 1834.40 1869.63 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G08792 G 2047-12-01 3.500000 1869335.16 1880298.81 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08537 G 2043-07-01 3.000000 965931.47 954137.44 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G08626 G 2045-02-01 3.000000 21018.98 20729.75 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G18527 G 2029-10-01 3.000000 52942.59 53263.95 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C92008 G 2038-07-01 3.000000 5786844.58 5756579.38 Agency Mortgage-Backed Securities FMAC 04.000 FGPC J12792 G 2020-08-01 4.000000 16402.83 16906.25 Agency Mortgage-Backed Securities FMAC 03.000 FGPC J17856 G 2027-01-01 3.000000 3579.43 3601.17 Agency Mortgage-Backed Securities FMAC 06.000 FGPC A81046 G 2038-08-01 6.000000 3418.21 3772.71 Agency Mortgage-Backed Securities FMAC 03.000 FGPC C03733 G 2042-01-01 3.000000 389145.05 384394.36 Agency Mortgage-Backed Securities FMAC 04.500 FGPC A92594 G 2040-06-01 4.500000 8162.21 8616.07 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A15793 G 2033-11-01 5.500000 9044.90 9852.94 Agency Mortgage-Backed Securities FMAC 05.500 FGPC A17579 G 2034-01-01 5.500000 53290.01 57542.66 Agency Mortgage-Backed Securities FMAC 03.500 FGPC J37012 G 2032-06-01 3.500000 12834.84 13113.17 Agency Mortgage-Backed Securities FMAC 04.000 FGPC J38339 G 2033-01-01 4.000000 342287.96 355390.06 Agency Mortgage-Backed Securities FMAC 03.000 FGPC U70593 G 2028-08-01 3.000000 363719.55 364921.28 Agency Mortgage-Backed Securities FMAC 05.500 FGPC G30956 G 2030-04-01 5.500000 24078.88 25649.15 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2342 2048-09-01 4.500000 15087019.21 15681689.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA0605 2047-10-01 3.500000 219522.79 221343.29 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM5108 2033-02-01 3.000000 1455504.02 1458400.47 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAL7270 2038-10-01 4.486000 158.05 165.56 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q59260 G 2048-10-01 4.000000 31791.90 32565.62 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q18610 G 2043-05-01 4.000000 50808.96 52677.20 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q21509 G 2043-09-01 4.500000 576806.82 603198.61 Agency Mortgage-Backed Securities FMAC 06.000 FGPC V70163 G 2030-01-01 6.000000 32401.98 35109.23 Agency Mortgage-Backed Securities FMAC 04.500 FGPC V80976 G 2044-02-01 4.500000 15049.73 15737.67 Agency Mortgage-Backed Securities FMAC 04.500 FGPC V84653 G 2048-09-01 4.500000 3409269.24 3578512.19 Agency Mortgage-Backed Securities FMAC 03.500 FGPC K94211 G 2038-03-01 3.500000 1723209.26 1748424.98 Agency Mortgage-Backed Securities FMAC 04.000 FGPC K94286 G 2038-06-01 4.000000 535221.99 553630.95 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q31285 G 2045-02-01 3.500000 15286.32 15425.16 Agency Mortgage-Backed Securities FMAC 04.500 FGPC Q56255 G 2048-05-01 4.500000 903322.90 948745.59 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBH7065 2047-12-01 4.000000 28853512.34 29835945.58 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBJ4811 2048-02-01 4.500000 2002308.22 2127174.16 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ6757 2048-03-01 3.500000 1299667.08 1313255.09 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBJ8200 2048-01-01 4.000000 102531.79 105750.26 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBM1248 2046-09-01 4.500000 78301.78 82129.95 Agency Mortgage-Backed Securities FNMA FNMS 06.000 CLBM1948 2041-07-01 6.000000 104859.21 116282.26 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CIBM3522 2026-09-01 5.000000 22645.67 23150.44 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTBN1958 2038-10-01 4.000000 569853.42 587977.04 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2476 2048-10-01 4.500000 23382871.77 24775953.12 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL888215 2036-12-01 6.500000 105186.90 119101.34 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CL890751 2046-09-01 4.000000 4026897.19 4169525.86 Agency Mortgage-Backed Securities FNMA FNMS 05.500 CL919638 2037-09-01 5.500000 17955.63 19601.62 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIAB7375 2027-12-01 2.500000 458528.85 453636.81 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3495 2048-10-01 4.000000 4335807.29 4439632.53 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CTMA3129 2037-09-01 4.000000 9266041.63 9576796.87 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3238 2048-01-01 3.500000 107622695.45 108154674.43 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLMA3416 2048-07-01 4.500000 92766312.66 96395794.65 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLMA3467 2048-09-01 4.000000 69644629.39 71318886.28 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CTMA3605 2039-02-01 5.000000 387.82 410.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAD3796 2040-04-01 5.000000 79087.49 84962.50 Agency Mortgage-Backed Securities FNMA FNMS 07.000 CLAD4850 2035-05-01 7.000000 95678.83 104822.19 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAD9114 2040-07-01 5.000000 148960.15 159126.08 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAE1862 2040-08-01 5.000000 29065.40 31224.58 Agency Mortgage-Backed Securities GNMA GNII SF MA4382 M 2047-04-20 3.500000 10772925.37 10921322.41 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAD7197 2036-08-01 5.000000 2252.90 2371.33 Agency Mortgage-Backed Securities GNMA GNII SF MA3663 M 2046-05-20 3.500000 29281723.45 29700803.48 Agency Mortgage-Backed Securities GNMA GNII SF MA3873 M 2046-08-20 3.000000 5224999.13 5187117.88 Agency Mortgage-Backed Securities GNMA GNII SF MA4322 M 2047-03-20 4.000000 4390676.83 4536170.69 Agency Mortgage-Backed Securities GNMA GNII SF MA4777 M 2047-10-20 3.000000 73127.47 72515.90 Agency Mortgage-Backed Securities GNMA GNII SF MA4963 M 2047-12-20 4.000000 831977.39 857839.40 Agency Mortgage-Backed Securities GNMA GNII SF MA5020 M 2048-02-20 4.000000 455797.87 469966.35 Agency Mortgage-Backed Securities GNMA GNII JM MA5067 M 2048-02-20 3.500000 654.74 656.60 Agency Mortgage-Backed Securities GNMA GNII SF MA5528 M 2048-10-20 4.000000 256848.63 264832.77 Agency Mortgage-Backed Securities GNMA GNII SF MA5595 M 2048-11-20 4.000000 612872.99 631924.15 Agency Mortgage-Backed Securities GNMA GNII SF MA5650 M 2048-11-20 3.500000 389.40 394.65 Agency Mortgage-Backed Securities GNMA GNII JM 004216 M 2038-08-20 6.000000 1457.58 1505.55 Agency Mortgage-Backed Securities GNMA GNII JM 004309 M 2038-12-20 5.500000 12.88 13.33 Agency Mortgage-Backed Securities GNMA GNII SF 004616 M 2040-01-20 4.000000 202481.92 210706.74 Agency Mortgage-Backed Securities GNMA GNII JM 004796 M 2040-09-20 4.500000 23.44 24.25 Agency Mortgage-Backed Securities GNMA GNII SF 004922 M 2041-01-20 4.000000 163278.63 169725.85 Agency Mortgage-Backed Securities GNMA GNII SF 004978 M 2041-03-20 4.500000 365051.09 384486.41 Agency Mortgage-Backed Securities GNMA GNII SF 005082 M 2041-06-20 4.500000 372129.71 391928.49 Agency Mortgage-Backed Securities GNMA GNMI SF 493462 X 2029-01-15 6.000000 1210.95 1305.56 Agency Mortgage-Backed Securities GNMA GNMI SF 494273 X 2029-01-15 6.000000 819.37 883.38 Agency Mortgage-Backed Securities GNMA GNMI SF 501402 X 2029-03-15 6.000000 27016.06 29126.83 Agency Mortgage-Backed Securities GNMA GNMI SF 503879 X 2029-03-15 6.000000 1709.35 1842.90 Agency Mortgage-Backed Securities GNMA GNMI SF 558945 X 2033-04-15 6.000000 561.65 605.54 Agency Mortgage-Backed Securities GNMA GNMI SP 780958 X 2029-01-15 6.000000 591.94 655.35 Agency Mortgage-Backed Securities GNMA GNII SP 781956 M 2035-07-20 6.000000 21.71 23.90 Agency Mortgage-Backed Securities GNMA GNMI SF 656177 X 2036-07-15 6.000000 19.78 21.49 Agency Mortgage-Backed Securities GNMA GNMI SF 662920 X 2037-01-15 6.000000 6.86 7.40 Agency Mortgage-Backed Securities GNMA GNMI SF 669068 X 2037-06-15 6.000000 2216.24 2445.40 Agency Mortgage-Backed Securities GNMA GNMI SF 614513 X 2033-06-15 6.000000 132.74 143.11 Agency Mortgage-Backed Securities GNMA GNMI SF 677051 X 2038-06-15 5.500000 35.49 38.78 Agency Mortgage-Backed Securities GNMA GNMI SF 704170 X 2039-01-15 5.500000 10890.35 11902.77 Agency Mortgage-Backed Securities USTR 2 1/4 NOTE G 24 2024-01-31 2.250000 726260.87 718845.99 U.S. Treasuries (including strips) USTR 1 1/2 NOTE Z 20 2020-05-31 1.500000 2189152.17 2169053.11 U.S. Treasuries (including strips) USTR 1 1/2 NOTE AQ 20 2020-08-15 1.500000 39.13 38.57 U.S. Treasuries (including strips) USTR 2 1/2 NOTE H 26 2026-02-28 2.500000 1819565.22 1808762.46 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-04-02 Y BNP Paribas SA 1.0000 7 N DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0246 449997718.50 449997718.50 0.0151 N N Y N ABN Amro Bank NV Abn Repo 1 Repo 2.600000% BFXS5XCH7N0Y05NIXW11 963FUB005_2.60_0301 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC FGRM 4868HL 11/15/44 2044-11-15 3.500000 25006716.50 25372189.66 Agency Collateralized Mortgage Obligation FMAC FGRM 04868A 07/15/44 2044-07-15 4.000000 23693601.50 24070448.23 Agency Collateralized Mortgage Obligation FMAC FGRM 4842PA 04/15/46 2046-04-15 4.000000 8050069.85 8269965.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-2O GF 2066-12-20 3.157000 135338.62 136377.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2016-3O HA 2066-04-20 2.000000 24641.27 23843.47 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-2O HZ 2068-08-20 4.588000 23289.44 26378.00 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-8O FC 2065-08-20 2.697000 1860929.72 1856841.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-6O CZ 2068-05-20 4.271000 3363280.65 3661291.70 Agency Collateralized Mortgage Obligation FNMA FNRM CL015MA R17F015 2042-02-25 3.000000 15573446.40 15395986.98 Agency Collateralized Mortgage Obligation FNMA FNRM CL018A R17F018 2042-08-25 3.000000 19547721.50 19450158.83 Agency Collateralized Mortgage Obligation GNMA GNRA 2010-H20 AF 2060-10-20 2.677000 1132374.83 1128605.03 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-036 MJ 2047-03-20 3.000000 255934.75 250618.73 Agency Collateralized Mortgage Obligation GNMA GNRA 2012-060 JM 2042-05-20 6.335000 1230269.35 1374905.04 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-36 LB 2047-11-20 3.500000 2453375.43 2485975.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-171 BD 2055-11-16 3.334000 800000.00 755190.00 Agency Mortgage-Backed Securities GNMA GNRA 2016-095 VH 2057-04-16 2.893000 1709158.53 1594921.39 Agency Mortgage-Backed Securities GNMA GNRM 2017-191 AB 2058-07-16 2.500000 7940630.48 7574360.96 Agency Mortgage-Backed Securities GNMA GNRA 2018-096 VC 2031-09-16 3.000000 6688.28 6656.52 Agency Mortgage-Backed Securities GNMA GNRA 2018-096 V 2059-11-16 3.008000 4279436.23 4255852.26 Agency Mortgage-Backed Securities GNMA GNRA 2018-096 VE 2031-09-16 3.000000 4707602.63 4689770.23 Agency Mortgage-Backed Securities GNMA GNRM 2018-123 AB 2047-05-16 2.500000 368180.63 361835.41 Agency Mortgage-Backed Securities GNMA GNRA 2013-012 B 2052-11-16 2.114000 2500000.00 2284223.75 Agency Mortgage-Backed Securities GNMA GNRA 2012-135 AC 2053-01-16 1.890000 495168.87 452563.31 Agency Mortgage-Backed Securities GNMA GNRA 2013-029 B 2045-10-16 2.245700 2060000.00 1837366.10 Agency Mortgage-Backed Securities GNMA GNRA 2013-126 A 2047-10-16 2.550000 1555561.36 1465011.35 Agency Mortgage-Backed Securities GNMA GNRA 2014-014 AC 2046-10-16 2.842000 1168852.59 1140481.62 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q53756 G 2048-01-01 4.000000 290612.29 298295.50 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q58685 G 2048-09-01 4.000000 11968.73 12307.05 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G61307 G 2048-02-01 3.500000 13595124.80 13671869.28 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN4682 2027-02-01 3.296300 425775.36 431123.20 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM5081 2048-11-01 4.000000 157919.87 163143.87 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2340 2048-09-01 4.500000 2330449.80 2443437.00 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G07146 G 2042-10-01 3.500000 2031137.31 2057751.30 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G14278 G 2026-10-01 3.500000 1122947.68 1146147.78 Agency Mortgage-Backed Securities FMAC 03.500 FGPC C04055 G 2042-06-01 3.500000 269553.03 273084.18 Agency Mortgage-Backed Securities FMAC 04.000 FGPC A95737 G 2040-12-01 4.000000 9666809.69 9985282.74 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q08995 G 2042-06-01 3.500000 881097.98 892642.13 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V84759 G 2048-11-01 4.000000 460107.40 471305.04 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q49046 G 2047-07-01 3.500000 76004.99 76538.62 Agency Mortgage-Backed Securities GNMA GNRM 2015-125 AD 2046-06-16 2.300000 1909187.50 1835905.25 Agency Mortgage-Backed Securities GNMA GNRM 2016-14 H 2057-03-16 2.850000 12137271.46 11712994.94 Agency Mortgage-Backed Securities GNMA GNRM 2017-53 B 2050-03-16 2.750000 13153427.97 12721489.13 Agency Mortgage-Backed Securities GNMA GNRM 2016-002 AC 2056-04-16 2.300000 11122389.53 10634339.08 Agency Mortgage-Backed Securities GNMA GNRM 2018-060 AE 2058-12-16 2.800000 8988436.60 8719385.73 Agency Mortgage-Backed Securities GNMA GNRM 2017-169 AD 2050-03-16 2.350000 8713608.98 8326005.87 Agency Mortgage-Backed Securities GNMA GNRM 2018-028 AB 2058-09-16 2.600000 7396889.30 7103713.60 Agency Mortgage-Backed Securities GNMA GNRM 2018-075 AC 2059-04-16 2.500000 7414110.21 7109820.30 Agency Mortgage-Backed Securities GNMA GNRM 2018-132 AD 2060-04-16 3.000000 9953254.10 9672900.79 Agency Mortgage-Backed Securities GNMA GNRM 2018-42 HC 2050-09-16 2.800000 12434269.25 12182052.54 Agency Mortgage-Backed Securities GNMA GNRM 2018-123 B 2052-09-16 3.250000 5457614.00 5346499.71 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-01 2019-03-01 2019-03-01 N N N 0.0260 250000000.00 250000000.00 0.0084 N Y Y N Natixis Financial Products LLC Natix Repo 1 Repo 2.450000% WGYX5OQ1IY3N5AOSQ066 963FWD009_2.45_0307 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 6 5/8 BOND 27 2027-02-15 6.625000 105.26 135.55 U.S. Treasuries (including strips) USTR 3 3/8 TRIB 32 2032-04-15 3.375000 29214723.41 38829577.82 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 27 2027-01-15 2.375000 32.79 37.01 U.S. Treasuries (including strips) USTR 3 7/8 BOND 40 2040-08-15 3.875000 26.32 30.10 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 2044-02-15 3.625000 1315815.79 1448433.96 U.S. Treasuries (including strips) USTR 3 1/8 BOND 44 2044-08-15 3.125000 17801842.11 18034284.99 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 2045-02-15 2.500000 52.63 47.34 U.S. Treasuries (including strips) USTR 3 5/8 BOND 43 2043-08-15 3.625000 26.32 28.95 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 45 2045-02-15 0.750000 617.81 566.37 U.S. Treasuries (including strips) USTR 3 BOND 45 2045-11-15 3.000000 763263.16 761910.39 U.S. Treasuries (including strips) USTR 1 1/2 NOTE E 26 2026-08-15 1.500000 78.95 73.04 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AC 21 2021-08-31 1.125000 394.74 381.65 U.S. Treasuries (including strips) USTR 1 7/8 NOTE P 24 2024-08-31 1.875000 16578921.05 16022035.09 U.S. Treasuries (including strips) USTR 2 1/4 NOTE R 24 2024-10-31 2.250000 27339736.84 27121799.87 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 2027-11-15 2.250000 14540710.53 14163368.08 U.S. Treasuries (including strips) USTR 2 1/4 NOTE T 24 2024-12-31 2.250000 2054763.16 2028731.62 U.S. Treasuries (including strips) USTR 2 3/8 NOTE AK 21 2021-03-15 2.375000 4195000.00 4229234.91 U.S. Treasuries (including strips) USTR 0 5/8 TRIN X 23 2023-04-15 0.625000 26.62 26.67 U.S. Treasuries (including strips) USTR 2 3/4 NOTE BG 20 2020-09-30 2.750000 2894736.84 2936907.27 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AT 21 2021-11-15 2.875000 2928684.21 2982159.31 U.S. Treasuries (including strips) USTR 2 1/8 NOTE G 21 2021-01-31 2.125000 1315763.16 1308004.95 U.S. Treasuries (including strips) USTR 2 NOTE R 21 2021-10-31 2.000000 11772052.63 11702477.85 U.S. Treasuries (including strips) USTR 1 1/2 NOTE AF 19 2019-11-30 1.500000 1315763.16 1310314.31 U.S. Treasuries (including strips) USTR 1 7/8 NOTE R 22 2022-10-31 1.875000 1842078.95 1813739.43 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 25 2025-11-15 2.250000 2368394.74 2334077.27 U.S. Treasuries (including strips) USTR 1 1/8 TRIN A 21 2021-01-15 1.125000 6952869.77 7024786.11 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 21 2021-04-15 0.125000 8535647.83 8429439.05 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AA 21 2021-06-30 1.125000 26.32 25.56 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 23 2023-01-15 0.125000 9751593.25 9571665.96 U.S. Treasuries (including strips) USTR 0 3/8 TRIN A 27 2027-01-15 0.375000 9435238.67 9186014.40 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 2027-02-15 2.250000 184.21 179.30 U.S. Treasuries (including strips) USTR 2 1/4 NOTE K 21 2021-04-30 2.250000 11670000.00 11693673.34 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 24 2024-07-15 0.125000 805986.62 788664.30 U.S. Treasuries (including strips) USTR 2 NOTE K 24 2024-04-30 2.000000 29566315.79 29023177.67 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 22 2022-02-28 1.875000 25659184.21 25209122.12 U.S. Treasuries (including strips) USTR 1 5/8 NOTE AB 20 2020-07-31 1.625000 1315631.58 1300349.08 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 2028-07-15 0.750000 26.34 26.43 U.S. Treasuries (including strips) USTR 2 7/8 NOTE N 25 2025-07-31 2.875000 263.16 268.35 U.S. Treasuries (including strips) USTR BILL 08/29/19 2019-08-29 0.00 78.95 77.97 U.S. Treasuries (including strips) USTR 2 1/2 NOTE AJ 22 2022-02-15 2.500000 6480078.95 6489979.15 U.S. Treasuries (including strips) USTR 2 1/2 NOTE H 26 2026-02-28 2.500000 421.05 418.55 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-04-17 Y Natixis Financial Products LLC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0245 249992342.50 249992342.50 0.0084 N N Y N Credit Agricole Corporate and Investment Bank Crag Repo 10 Repo 2.440000% 1VUV7VQFKUOQSJ21A208 963FWY003_2.44_0307 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 3 7/8 TRIB 29 2029-04-15 3.875000 35314803.32 46338602.46 U.S. Treasuries (including strips) USTR 2 1/2 BOND 45 2045-02-15 2.500000 61688712.50 55493425.53 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AE 23 2023-10-31 2.875000 30721809.17 31511371.54 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 23 2023-01-31 1.750000 57134166.67 55638028.02 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-04-08 Y Credit Agricole Corporate and Investment Bank 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0244 184996903.10 184996903.10 0.0062 N N Y N ING Financial Markets LLC Ing Repo 10 Repo 2.420000% KBVRJ5K57JZ3E2AVWX40 0000319432 963FXJ005_2.42_0305 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNMS 04.000 CLBK6836 2048-06-01 4.000000 1718468.59 1766412.15 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM1393 2047-06-01 4.000000 37594494.17 38806164.72 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CRAL3532 2042-09-01 3.500000 36547356.33 36929751.32 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS6485 2046-01-01 4.000000 5794341.90 5995272.29 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS9800 2047-06-01 4.000000 34119506.69 35260087.68 Agency Mortgage-Backed Securities FNMA FNMS 04.500 I4BF0170 2057-02-01 4.500000 31881311.96 33581382.92 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4736 2048-08-01 4.000000 24346006.48 25033245.55 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK4777 2048-08-01 4.000000 25118636.48 25895304.72 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBK9772 2048-09-01 4.000000 31528492.83 32283474.12 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBM1500 2046-03-01 3.500000 19022770.71 19235159.95 Agency Mortgage-Backed Securities USTR 1 3/8 NOTE Z 21 2021-05-31 1.375000 5200.00 5089.29 U.S. Treasuries (including strips) USTR BILL 04/25/19 2019-04-25 0.00 1000.00 996.28 U.S. Treasuries (including strips) USTR BILL 08/15/19 2019-08-15 0.00 500.00 494.32 U.S. Treasuries (including strips) USTR 3 NOTE Q 25 2025-09-30 3.000000 2000.00 2074.86 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 2028-11-15 3.125000 311000.00 325124.45 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 2019-03-05 2019-03-05 2019-03-05 Y ING Financial Markets LLC 1.0000 5 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0242 250000000.00 250000000.00 0.0084 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 2.480000% 2IGI19DL77OX0HC3ZE78 0000800030 963FXK002_2.48_0307 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA - 4.0000 - 04/01/2048 2048-04-01 4.000000 6959965.05 7124451.91 Agency Mortgage-Backed Securities FNMA - 4.0000 - 04/01/2048 2048-04-01 4.000000 14248872.15 14585619.86 Agency Mortgage-Backed Securities FNMA - 4.0000 - 04/01/2048 2048-04-01 4.000000 14248872.15 14585619.86 Agency Mortgage-Backed Securities FNMA - 4.0000 - 04/01/2048 2048-04-01 4.000000 14248872.15 14585619.86 Agency Mortgage-Backed Securities FNMA - 3.5000 - 03/01/2048 2048-03-01 3.500000 14114768.55 14182584.05 Agency Mortgage-Backed Securities FNMA - 3.5000 - 03/01/2048 2048-03-01 3.500000 14114768.55 14182584.05 Agency Mortgage-Backed Securities FNMA - 3.5000 - 03/01/2048 2048-03-01 3.500000 14114768.55 14182584.05 Agency Mortgage-Backed Securities FNMA - 3.5000 - 03/01/2048 2048-03-01 3.500000 14114768.55 14182584.05 Agency Mortgage-Backed Securities FNMA - 4.0000 - 04/01/2048 2048-04-01 4.000000 994571.28 1018076.27 Agency Mortgage-Backed Securities FNMA - 4.0000 - 11/01/2048 2048-11-01 4.000000 14728394.55 15077672.98 Agency Mortgage-Backed Securities FNMA - 4.0000 - 11/01/2048 2048-11-01 4.000000 14728394.55 15077672.98 Agency Mortgage-Backed Securities FNMA - 4.0000 - 11/01/2048 2048-11-01 4.000000 14728394.55 15077672.98 Agency Mortgage-Backed Securities FNMA - 4.0000 - 11/01/2048 2048-11-01 4.000000 14728394.55 15077672.98 Agency Mortgage-Backed Securities FNMA - 4.0000 - 11/01/2048 2048-11-01 4.000000 14728394.55 15077672.98 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-04-11 Y CIBC World Markets Corp. 1.0000 7 N Standard and Poor's Ratings Services A-1 N N 0.0248 179993349.00 179993349.00 0.0060 N N Y N Canadian Imperial Bank of Commerce Cibc Repo 10 Repo 2.470000% 2IGI19DL77OX0HC3ZE78 0000800030 963FXU000_2.47_0307 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC - 4.0000 - 10/01/2048 2048-10-01 4.000000 5099664.75 5233145.36 Agency Mortgage-Backed Securities FHLMC - 4.0000 - 10/01/2048 2048-10-01 4.000000 14427670.59 14805306.05 Agency Mortgage-Backed Securities FHLMC - 4.0000 - 10/01/2048 2048-10-01 4.000000 14427670.59 14805306.05 Agency Mortgage-Backed Securities FHLMC - 4.0000 - 10/01/2048 2048-10-01 4.000000 14427670.59 14805306.05 Agency Mortgage-Backed Securities FNMA - 4.0000 - 04/01/2048 2048-04-01 4.000000 5587793.00 5719850.93 Agency Mortgage-Backed Securities FNMA - 4.0000 - 04/01/2048 2048-04-01 4.000000 13969482.50 14299627.32 Agency Mortgage-Backed Securities FNMA - 4.0000 - 04/01/2048 2048-04-01 4.000000 13969482.50 14299627.32 Agency Mortgage-Backed Securities FNMA - 4.0000 - 04/01/2048 2048-04-01 4.000000 13969482.50 14299627.32 Agency Mortgage-Backed Securities FNMA - 5.0000 - 08/01/2048 2048-08-01 5.000000 13763628.24 14477429.42 Agency Mortgage-Backed Securities FNMA - 5.0000 - 08/01/2048 2048-08-01 5.000000 13763628.24 14477429.42 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 2019-03-07 2019-03-07 2019-05-15 Y CIBC World Markets Corp. 1.0000 7 N Standard and Poor's Ratings Services A-1 N N 0.0247 124998331.25 124998331.25 0.0042 N N Y N Edward Jones Money Market Fund 2019-03-07 Aaron J. Masek Aaron J. Masek Treasurer