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Agency Standard and Poor's Ratings Services AA+ 2020-12-01 2022-04-15 2022-04-15 N N N 0.0047 30850040.06 30850040.05 0.0036 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIAT 0.200000% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2020-12-01 2022-07-29 2022-07-29 N N N 0.0022 51198870.06 51198870.06 0.0060 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA BENCHMARK NOTE 1.875000% 3135G0H55 B1V7KEBTPIMZEU4LTD58 US3135G0H554 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2020-12-28 2020-12-28 2020-12-28 N N N 0.0016 20459991.84 20459991.84 0.0024 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC REFERENCE BOND MTN 1.125000% 3137EAEC9 S6XOOCT0IEG5ABCC6L87 US3137EAEC95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2021-08-12 2021-08-12 2021-08-12 N N N 0.0014 14676827.36 14676827.36 0.0017 N N N N UNITED STATES TREASURY TREASURY BILL 9127962F5 254900HROIFWPRGM1V77 US9127962F58 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-03-25 2021-03-25 2021-03-25 N N N 0.0018 115690643.56 115690643.56 0.0136 N Y Y N UNITED STATES TREASURY TREASURY BILL 9127962Y4 254900HROIFWPRGM1V77 US9127962Y48 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-05-20 2021-05-20 2021-05-20 N N N 0.0016 62863642.80 62863642.80 0.0074 N Y Y N UNITED STATES TREASURY TREASURY BILL 9127963J6 254900HROIFWPRGM1V77 US9127963J61 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-12-10 2020-12-10 2020-12-10 N N N 0.0007 249996717.50 249996717.50 0.0295 N Y Y N UNITED STATES TREASURY TREASURY BILL 9127964W6 254900HROIFWPRGM1V77 US9127964W63 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-11-04 2021-11-04 2021-11-04 N N N 0.0013 43223913.06 43223913.05 0.0051 N Y Y N UNITED STATES TREASURY TREASURY BILL 9127964Z9 254900HROIFWPRGM1V77 US9127964Z94 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-04-29 2021-04-29 2021-04-29 N N N 0.0011 149944125.00 149944125.00 0.0177 N Y Y N UNITED STATES TREASURY TREASURY BILL 9127965D7 254900HROIFWPRGM1V77 US9127965D73 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-12-22 2020-12-22 2020-12-22 N N N 0.0007 3254859.97 3254859.96 0.0004 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796A66 254900HROIFWPRGM1V77 US912796A668 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-01-12 2021-01-12 2021-01-12 N N N 0.0009 88991693.63 88991693.63 0.0105 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796A82 254900HROIFWPRGM1V77 US912796A825 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-01-26 2021-01-26 2021-01-26 N N N 0.0007 5809209.20 5809209.20 0.0007 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796B65 254900HROIFWPRGM1V77 US912796B658 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-02-02 2021-02-02 2021-02-02 N N N 0.0011 192371431.61 192371431.61 0.0227 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796B73 254900HROIFWPRGM1V77 US912796B732 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-02-09 2021-02-09 2021-02-09 N N N 0.0010 83069204.29 83069204.29 0.0098 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796B99 254900HROIFWPRGM1V77 US912796B997 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-02-23 2021-02-23 2021-02-23 N N N 0.0011 289952634.30 289952634.30 0.0342 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796C72 254900HROIFWPRGM1V77 US912796C722 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-03-09 2021-03-09 2021-03-09 N N N 0.0009 449908123.50 449908123.50 0.0530 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TU3 254900HROIFWPRGM1V77 US912796TU31 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-12-03 2020-12-03 2020-12-03 N N N 0.0006 196744425.50 196744425.50 0.0232 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796TY5 254900HROIFWPRGM1V77 US912796TY52 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0010 124991406.25 124991406.25 0.0147 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796UC1 254900HROIFWPRGM1V77 US912796UC14 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 73894581.61 73894581.61 0.0087 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796XE4 254900HROIFWPRGM1V77 US912796XE43 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2021-02-25 2021-02-25 2021-02-25 N N N 0.0018 49989548.50 49989548.50 0.0059 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 9128283L2 254900HROIFWPRGM1V77 US9128283L27 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-12-15 2020-12-15 2020-12-15 N N N 0.0054 110073372.20 110073372.20 0.0130 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 9128283Q1 254900HROIFWPRGM1V77 US9128283Q14 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2021-01-15 2021-01-15 2021-01-15 N N N 0.0039 12879205.09 12879205.09 0.0015 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.200000% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-12-01 2021-01-31 2021-01-31 N N N 0.0020 209573559.19 209573559.19 0.0247 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.305000% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-12-01 2021-07-31 2021-07-31 N N N 0.0031 40053190.80 40053190.80 0.0047 N Y Y N UNITED STATES TREASURY WI TREASURY FLOATING RATE NOTE 0.140000% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2020-12-01 2022-07-31 2022-07-31 N N N 0.0014 9017555.63 9017555.63 0.0011 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 0.080000% KX1WK48MPD4Y2NCUIZ63 BRWBKMJ59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. TREASURY BOND 254900HROIFWPRGM1V77 2049-02-15 3.000000 15955800.00 21478578.28 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2022-04-30 0.125000 600.00 599.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.125000 24999600.00 24999110.06 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2023-10-15 0.125000 7275400.00 7262027.57 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-11-30 0.375000 500.00 500.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.500000 100.00 101.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 800.00 1047.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 200.00 370.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 400.00 573.88 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2022-08-31 1.625000 100.00 102.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 2.500000 100.00 109.96 U.S. Treasuries (including strips) TREASURY INFLATION ADJUSTED BOND 254900HROIFWPRGM1V77 2048-02-15 1.000000 49999900.00 72746566.60 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2048-05-15 3.125000 25663800.00 34970132.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-15 2.500000 1000.00 1036.01 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-07-31 2.875000 24999900.00 28171343.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 139787000.00 157101576.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 27389500.00 40098419.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 300.00 301.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 200.00 267.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-08-15 3.125000 800.00 1076.12 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 2021-02-04 0.00 400.00 399.94 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2050-11-15 1.625000 10999900.00 11133178.56 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2021-08-31 1.500000 9892900.00 10032594.85 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 400000000.00 400000000.00 0.0471 N Y Y N NATIXIS SA TRI-PARTY NATIXIS S.A. 0.100000% KX1WK48MPD4Y2NCUIZ63 BRWBKMJ67 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 1000.00 880.68 Agency Debentures and Agency Strips U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2022-04-30 0.125000 200.00 199.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 0.125000 300.00 299.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 0.125000 1100.00 1099.61 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-11-30 0.375000 200.00 200.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 340000.00 445369.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 6.500000 300.00 406.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 23049100.00 42668990.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 635600.00 824208.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 4745600.00 6840877.70 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2039-08-15 4.500000 613500.00 958786.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 700.00 987.13 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 2043-05-15 2.875000 600.00 769.09 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-08-15 2.375000 100.00 108.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 210200.00 293518.42 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2030-11-15 0.875000 14214000.00 14263344.88 U.S. Treasuries (including strips) Y Fitch, Inc. 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NR Standard and Poor's Ratings Services A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 95000000.00 95000000.00 0.0112 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.080000% R0MUWSFPU8MPRO8K5P83 BRWBKMJJ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TREASURY INFLATION ADJUSTED NOTE 254900HROIFWPRGM1V77 2029-01-15 0.875000 210365800.00 251668494.98 U.S. Treasuries (including strips) 2 1/4 NOTE N 21 254900HROIFWPRGM1V77 2039-05-15 0.00 25.90 19.80 U.S. Treasuries (including strips) 4 1/2 TPRN 36 2036-02-15 0.00 1709000.00 1451754.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.00 22.05 18.88 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 2038-11-15 0.00 108.87 84.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.00 24377500.00 18736814.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.00 6975385.16 5217323.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.00 21.66 15.60 U.S. Treasuries (including strips) TINT 02/15/40 254900HROIFWPRGM1V77 2040-02-15 0.00 105.15 79.18 U.S. Treasuries (including strips) 8 1/8 BOND 21 2021-05-15 8.125000 200.00 208.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.00 73.14 63.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 100.00 67.27 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2024-11-30 2.125000 30074800.00 32277478.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.00 8.48 7.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.00 4760524.80 3371008.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 2.500000 61911300.00 68078596.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.00 161.06 144.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.00 0.95 0.73 U.S. Treasuries (including strips) U.S. TREASURY STRIP INTEREST PAYMENT 254900HROIFWPRGM1V77 2047-08-15 0.00 0.10 0.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.00 8.97 6.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.00 839347.20 708837.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 2.750000 93893100.00 102266385.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 65772500.00 77222489.21 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2050-11-15 1.625000 100.00 101.21 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 550000000.00 550000000.00 0.0648 N Y Y N BOFA SECURITIES INC TRI-PARTY BOFA SECURITIES INC. 0.100000% 549300HN4UKV1E2R3U73 BRWBKMJK6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_04-46 2034-06-20 6.953500 50000000.00 264232.32 Agency Collateralized Mortgage Obligation GNMA_04-95 2034-11-20 6.553500 100000000.00 425545.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCI GOVERNMENT NATIONAL MORTGAGE 2034-11-20 5.953500 57112000.00 294786.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2035-03-20 6.033500 146666666.00 509368.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-22 2036-05-20 6.953500 85000000.00 417250.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-16 2036-04-20 6.103500 75000000.00 279113.96 Agency Collateralized Mortgage Obligation GNMA_06-16 2036-03-20 6.143500 61800000.00 244809.43 Agency Collateralized Mortgage Obligation GNMA_13-H20 2063-08-20 1.667490 23000000.00 388395.77 Agency Collateralized Mortgage Obligation GNMA_13-H18 2063-06-20 1.487080 22044721.00 298040.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H22 2063-04-20 0.426840 62858668.00 280740.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17 2060-03-20 1.699860 5499659.00 414695.59 Agency Collateralized Mortgage Obligation GNMA_10-H19B 2060-08-20 2.368640 12753773.00 180544.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2061-05-20 1.397600 27450000.00 523090.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H07 2063-03-20 1.691300 25224066.00 564580.31 Agency Collateralized Mortgage Obligation GNMA_13-H09 2063-04-20 1.810340 13100000.00 371007.15 Agency Collateralized Mortgage Obligation GNMA_12-H11 2062-05-20 1.841710 4918443.00 275008.83 Agency Collateralized Mortgage Obligation GNMA_12-H18 2062-08-20 1.687100 10277861.00 396946.97 Agency Collateralized Mortgage Obligation GNMA_12-H24 2062-10-20 1.811060 30784213.00 798782.27 Agency Collateralized Mortgage Obligation GNMA_12-47C 2039-11-16 5.500000 37537252.00 214099.86 Agency Collateralized Mortgage Obligation GNMA_07-17 2037-04-16 6.669120 35500000.00 425677.30 Agency Collateralized Mortgage Obligation GNMA_07-20 2037-04-20 6.053500 86181990.00 260125.28 Agency Collateralized Mortgage Obligation GNMA_07-37 2037-06-20 6.529120 33000000.00 298167.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-64 2037-10-20 6.403500 59500000.00 196446.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-60 2037-10-20 5.953500 64600000.00 190624.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-60 2037-10-20 6.003500 64600000.00 180233.23 Agency Collateralized Mortgage Obligation GNMA_18-H01A 2068-01-20 2.178880 6476000.00 680357.02 Agency Collateralized Mortgage Obligation GNMA_18-H01C 2068-01-20 1.607460 5624000.00 183399.13 Agency Collateralized Mortgage Obligation GNMA_18-H02G 2068-01-20 2.249060 2755000.00 295751.17 Agency Collateralized Mortgage Obligation GNMA_18-H02D 2068-01-20 1.859200 11009000.00 841960.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H10 2067-04-20 2.183280 5314000.00 370943.90 Agency Collateralized Mortgage Obligation GNMA_17-H16A 2067-08-20 2.158930 3026000.00 215013.66 Agency Collateralized Mortgage Obligation GNMA_14-H05B 2063-09-20 1.984860 7213621.00 350257.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_14-H08 2064-03-20 1.460340 9744000.00 302845.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H16 2067-08-20 2.829810 1817000.00 191674.14 Agency Collateralized Mortgage Obligation GNMA_14-H12A 2064-05-20 1.833370 11513223.00 335754.35 Agency Collateralized Mortgage Obligation GNMA_17-H20 2067-10-20 2.239550 1967000.00 201765.51 Agency Collateralized Mortgage Obligation GNMA_14-H14A 2064-06-20 1.660680 15215718.00 639757.81 Agency Collateralized Mortgage Obligation HAREL SAL (E) TEL BOND CPI LINKED (00) 2067-10-20 2.206310 1695000.00 196169.93 Agency Collateralized Mortgage Obligation GNMA_17-H20D 2067-09-20 2.830650 3780000.00 282513.18 Agency Collateralized Mortgage Obligation GNMA_17-H20D 2067-10-20 2.179120 2096000.00 219838.95 Agency Collateralized Mortgage Obligation GNMA_17-H21A 2067-10-20 2.926170 4644000.00 336013.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2064-10-20 1.256540 8625000.00 320021.85 Agency Collateralized Mortgage Obligation LIFEMED INDUSTRIAL DE EQUIPAMENTOS E ARTIGOS MEDICOS E HOSPITALA 2064-11-20 1.561300 5794000.00 270216.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-H24 2064-11-20 1.733240 11326271.00 351994.84 Agency Collateralized Mortgage Obligation GNMA_15-H03D 2065-01-20 2.835050 16345743.00 823380.38 Agency Collateralized Mortgage Obligation GNMA_17-H22C 2067-11-20 0.858490 1993000.00 219624.25 Agency Collateralized Mortgage Obligation GNMA_17-H22B 2067-11-20 1.271650 1862000.00 212751.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-H09 2065-03-20 1.530370 12783082.00 251394.77 Agency Collateralized Mortgage Obligation GNMA_17-H22D 2067-10-20 1.404330 4863000.00 362933.95 Agency Collateralized Mortgage Obligation GNH_17-H2 2067-01-20 2.314670 2747000.00 229319.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-83 2038-09-20 5.853500 71400000.00 254541.89 Agency Collateralized Mortgage Obligation GNMA_09-79 2039-08-20 6.000000 67659000.00 312453.21 Agency Collateralized Mortgage Obligation GNMA_09-87 2035-02-20 6.603500 50013061.00 856027.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-87 2035-09-20 6.153500 39228684.00 235801.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2041-06-20 5.973500 20000000.00 516048.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-48 2047-02-20 4.000000 6863623.00 201560.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-18 2041-04-20 1.999450 56372722.00 692228.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2039-12-16 6.259120 74278000.00 565309.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2067-02-20 2.417670 2432000.00 218272.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2067-04-20 1.569381 25423023.00 605979.49 Agency Collateralized Mortgage Obligation GNMA_17-H11H 2067-05-20 2.383150 2928000.00 232232.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2066-10-20 2.355690 2828000.00 245343.66 Agency Collateralized Mortgage Obligation GNMA_16-H24E 2066-10-20 1.694550 2054753.00 101957.31 Agency Collateralized Mortgage Obligation GNMA_16-H24J 2066-09-20 2.143920 3732000.00 298307.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2065-12-20 0.890000 1000000.00 700443.98 Agency Collateralized Mortgage Obligation GNMA_15-H32E 2065-11-20 1.677870 16371142.00 567534.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2066-12-20 1.816820 4015000.00 353261.45 Agency Collateralized Mortgage Obligation GNMA_17-H03D 2067-01-20 1.567710 4832000.00 238972.76 Agency Collateralized Mortgage Obligation GNMA_16-H07G 2066-03-20 2.287280 5950000.00 444034.75 Agency Collateralized Mortgage Obligation GNMA_17-H4 2067-02-20 2.417010 4685000.00 438858.42 Agency Collateralized Mortgage Obligation GNMA_17-H05 2067-02-20 3.817880 4038000.00 427201.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2039-12-20 6.253500 7062865.00 527016.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-47 2038-06-16 7.000000 14641435.00 360245.02 Agency Collateralized Mortgage Obligation GNMA_10-89 2040-07-20 5.783500 34400000.00 613822.00 Agency Collateralized Mortgage Obligation GNMA_11-51 2041-04-20 6.453500 19000000.00 410904.32 Agency Collateralized Mortgage Obligation OVERNMENT NATIONAL MORTGAGE ASSO 2043-01-20 3.500000 24812769.00 219113.17 Agency Collateralized Mortgage Obligation GNMA_13-64 2043-04-20 6.103500 19887369.00 337035.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-2 2043-01-20 1.982740 75892464.00 288284.59 Agency Collateralized Mortgage Obligation GNMA_14-118 2044-06-20 4.500000 16765833.00 447786.39 Agency Collateralized Mortgage Obligation GNMA_14-133A 2044-09-16 6.109120 18183057.00 814253.93 Agency Collateralized Mortgage Obligation GNMA_15-133A 2045-09-20 5.553500 11950000.00 448287.11 Agency Collateralized Mortgage Obligation GNMA_15-106A 2039-08-20 5.500000 12309914.00 406837.43 Agency Collateralized Mortgage Obligation GNMA_15-123A 2045-09-20 6.103500 4000000.00 205674.68 Agency Collateralized Mortgage Obligation GNMA_15-144 2045-10-20 6.053500 2950000.00 304573.13 Agency Collateralized Mortgage Obligation GNMA_15-142 2040-12-20 4.000000 122600000.00 499242.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2045-04-20 2.213130 56784359.00 273228.61 Agency Collateralized Mortgage Obligation GNMA_16-150E 2046-10-20 3.000000 47675344.00 762953.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-167 2043-07-20 2.237730 54969461.00 641725.50 Agency Collateralized Mortgage Obligation GNMA_17-113D 2047-05-20 4.000000 9645267.00 328123.03 Agency Collateralized Mortgage Obligation GNMA_20-H03B 2069-03-20 2.083650 16319692.00 1012108.14 Agency Collateralized Mortgage Obligation GNMA_20-H03B 2069-03-20 2.083650 16319692.00 1012355.82 Agency Collateralized Mortgage Obligation GNMA_20-H03B 2069-03-20 2.083650 16319692.00 1013319.00 Agency Collateralized Mortgage Obligation GNMA_20-H03B 2069-03-20 2.083650 16319692.00 1012259.50 Agency Collateralized Mortgage Obligation GNMA_20-H03C 2069-03-20 1.995640 16358665.00 994469.83 Agency Collateralized Mortgage Obligation GNMA_20-H03C 2069-03-20 1.995640 16358665.00 993276.48 Agency Collateralized Mortgage Obligation GNMA_20-H03C 2069-03-20 1.995640 16358665.00 993164.17 Agency Collateralized Mortgage Obligation GNMA_20-H03C 2069-03-20 1.995640 16358664.00 993262.38 Agency Collateralized Mortgage Obligation GNMA_20-H03D 2069-03-20 1.651690 19321770.00 919804.08 Agency Collateralized Mortgage Obligation GNMA_20-H03D 2069-03-20 1.651690 19321770.00 920359.17 Agency Collateralized Mortgage Obligation GNMA_20-H03D 2069-03-20 1.651690 19321770.00 920998.24 Agency Collateralized Mortgage Obligation GNMA_20-H03D 2069-03-20 1.651690 19321771.00 919787.41 Agency Collateralized Mortgage Obligation GNMA_20-H06B 2069-04-20 1.876210 15731707.00 1001247.17 Agency Collateralized Mortgage Obligation GNMA_20-H06B 2069-04-20 1.876210 15731707.00 1001662.98 Agency Collateralized Mortgage Obligation GNMA_20-H06B 2069-04-20 1.876210 15731707.00 1001582.50 Agency Collateralized Mortgage Obligation GNMA_20-H06B 2069-04-20 1.876210 15731707.00 1002199.51 Agency Collateralized Mortgage Obligation GNMA_20-H06C 2068-02-20 1.881100 9147101.00 921098.97 Agency Collateralized Mortgage Obligation GNMA_20-H06C 2068-02-20 1.881100 9147101.00 921634.41 Agency Collateralized Mortgage Obligation GNMA_20-H06C 2068-02-20 1.881100 9147101.00 917532.12 Agency Collateralized Mortgage Obligation GNMA_20-H06C 2068-02-20 1.881100 9147101.00 924723.48 Agency Collateralized Mortgage Obligation GNMA_20-H06D 2069-01-20 2.211580 12415628.00 903758.84 Agency Collateralized Mortgage Obligation GNMA_20-H06D 2069-01-20 2.211580 12415628.00 902762.59 Agency Collateralized Mortgage Obligation GNMA_20-H06D 2069-01-20 2.211580 12415627.00 904059.72 Agency Collateralized Mortgage Obligation GNMA_20-H06D 2069-01-20 2.211580 12415627.00 903748.39 Agency Collateralized Mortgage Obligation GNMA_20-H06E 2068-03-20 2.052640 9068088.00 875386.90 Agency Collateralized Mortgage Obligation GNMA_20-H06E 2068-03-20 2.052640 9068088.00 876105.13 Agency Collateralized Mortgage Obligation GNMA_20-H06E 2068-03-20 2.052640 9068089.00 874889.76 Agency Collateralized Mortgage Obligation GNMA_20-H06E 2068-03-20 2.052640 9068088.00 878551.86 Agency Collateralized Mortgage Obligation GNMA_20-H07B 2070-04-20 0.489140 17010714.00 179522.34 Agency Collateralized Mortgage Obligation GNMA_18-H07F 2068-02-20 2.382850 6209000.00 252941.42 Agency Collateralized Mortgage Obligation GNMA_18-H09B 2068-05-20 1.677990 33643000.00 1240610.29 Agency Collateralized Mortgage Obligation GNMA_18-H11A 2068-02-20 3.039280 2612000.00 196453.82 Agency Collateralized Mortgage Obligation GNMA_18-H11D 2068-07-20 3.101740 2215000.00 196266.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H10 2068-07-20 1.084490 9177443.00 222644.05 Agency Collateralized Mortgage Obligation GNMA_18-H12A 2068-08-20 1.887570 5872000.00 374069.22 Agency Collateralized Mortgage Obligation GNMA_18-H13A 2068-07-20 1.337840 24598695.00 644194.85 Agency Collateralized Mortgage Obligation GNMA_18-H13J 2068-08-20 1.507390 22383314.00 1254062.38 Agency Collateralized Mortgage Obligation GNMA_18-H15D 2068-08-20 1.745310 15092614.00 1107039.29 Agency Collateralized Mortgage Obligation GNMA_18-H17B 2068-10-20 1.913850 10483000.00 765761.64 Agency Collateralized Mortgage Obligation GNMA_18-H17D 2068-10-20 2.842850 10914000.00 958554.72 Agency Collateralized Mortgage Obligation GNMA_18-H17F 2068-09-20 0.490320 48195673.00 979002.03 Agency Collateralized Mortgage Obligation GNMA_18-H19A 2063-12-20 1.639860 19313000.00 697076.02 Agency Collateralized Mortgage Obligation GNMA_18-H19F 2068-10-20 1.393240 6513000.00 551095.29 Agency Collateralized Mortgage Obligation GNMA_18-H19F 2068-11-20 1.362710 5286000.00 460837.55 Agency Collateralized Mortgage Obligation GNMA_18-H18A 2068-09-20 1.370020 15277000.00 1124500.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H01 2068-09-20 4.086740 10021545.00 236201.71 Agency Collateralized Mortgage Obligation GNMA_19-H07B 2069-01-20 0.771210 22774009.00 790255.24 Agency Collateralized Mortgage Obligation GNMA_19-H10J 2069-06-20 1.731510 18056987.00 1237937.28 Agency Collateralized Mortgage Obligation GNMA_20-H01B 2070-01-20 0.646330 31524997.00 427391.70 Agency Collateralized Mortgage Obligation GNMA_19-H15A 2069-08-20 1.085590 33329821.00 1044363.84 Agency Collateralized Mortgage Obligation GNMA_20-H13J 2070-08-20 0.706040 20409010.00 280349.23 Agency Collateralized Mortgage Obligation GNMA_18-11A 2047-12-20 4.000000 4312500.00 197438.18 Agency Collateralized Mortgage Obligation GNMA_18-H04C 2068-02-20 1.909220 5162000.00 266495.53 Agency Collateralized Mortgage Obligation GNMA_18-H04B 2068-02-20 2.183070 1791000.00 192944.99 Agency Collateralized Mortgage Obligation HITEK GLOBAL INC. 5493006RYVWHQMOYXT69 2043-10-20 1.000000 16040384.00 223640.88 Agency Collateralized Mortgage Obligation GNMA_18-154B 2048-11-20 6.003500 16600000.00 1321413.70 Agency Collateralized Mortgage Obligation GNMA_19-30A 2049-03-20 4.500000 4595301.00 502349.45 Agency Collateralized Mortgage Obligation GNMA_19-62A 2049-05-20 4.323500 10000000.00 598966.19 Agency Collateralized Mortgage Obligation GNMA_19-117F 2048-11-20 1.000000 10949069.00 193622.49 Agency Collateralized Mortgage Obligation GNMA_19-123 2049-10-20 6.003500 4018000.00 474695.01 Agency Collateralized Mortgage Obligation GNMA_20-11B 2050-01-20 5.953500 2540000.00 294948.94 Agency Collateralized Mortgage Obligation GNMA_20-13F 2050-01-20 2.500000 1000000.00 1075654.70 Agency Collateralized Mortgage Obligation GNMA_20-59A 2050-04-20 2.000000 1162000.00 1150755.60 Agency Collateralized Mortgage Obligation GNMA_20-77A 2049-02-20 4.000000 15213010.00 552770.82 Agency Collateralized Mortgage Obligation GNMA_20-78 2050-06-20 6.003500 2300000.00 323853.76 Agency Collateralized Mortgage Obligation GNMA_20-96G 2049-04-20 3.000000 248000.00 280183.73 Agency Collateralized Mortgage Obligation GNMA_20-116A 2046-07-20 4.000000 8994633.00 683479.74 Agency Collateralized Mortgage Obligation GNMA_20-162B 2050-10-20 2.000000 17000000.00 1115567.05 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2060-10-20 1.441960 25775000.00 562537.78 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2067-11-20 1.643230 6315000.00 633340.64 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2064-04-20 1.820960 50000002.00 486288.29 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2066-02-20 0.332000 67087814.00 335696.58 Agency Collateralized Mortgage Obligation GNMA ADJUSTABLE RATE REMIC 2045-09-20 2.222070 70166231.00 1263661.59 Agency Collateralized Mortgage Obligation GNma_15-H31 2065-11-20 0.517740 150144887.00 892914.50 Agency Collateralized Mortgage Obligation GNMA_13-H15 2063-07-20 1.700010 98906614.00 281979.33 Agency Collateralized Mortgage Obligation GNMA_12-H30 2062-12-20 1.802820 18252999.00 735693.92 Agency Collateralized Mortgage Obligation GNMA_10-H17A 2060-07-20 1.398710 50402250.00 1154236.53 Agency Collateralized Mortgage Obligation GNMA_11-H05 2060-12-20 1.548850 52006180.00 1073105.33 Agency Collateralized Mortgage Obligation GNMA_13-H07 2063-03-20 1.731310 8792628.00 219889.16 Agency Collateralized Mortgage Obligation GNMA_12-H15 2062-06-20 1.533040 38901739.00 784797.57 Agency Collateralized Mortgage Obligation GNH_17-H13 2067-05-20 1.486108 34473465.00 904804.22 Agency Collateralized Mortgage Obligation GNMA_14-H12A 2064-05-20 1.652260 29522302.00 790951.26 Agency Collateralized Mortgage Obligation GNH_17-H17 2067-08-20 1.480542 22360370.00 606213.63 Agency Collateralized Mortgage Obligation GNMA_10-91 2040-07-20 6.423500 48540000.00 854464.38 Agency Collateralized Mortgage Obligation GNMA_10-1 2040-01-20 5.643500 99200000.00 1152155.28 Agency Collateralized Mortgage Obligation GNMA_10-15 2040-02-20 5.633500 75000000.00 1101952.22 Agency Collateralized Mortgage Obligation GNMA_10-68 2040-06-20 5.703500 45000000.00 719777.93 Agency Collateralized Mortgage Obligation GNMA_12-106 2042-03-20 6.553500 14408151.00 776477.97 Agency Collateralized Mortgage Obligation GNMA_14-10 2044-01-16 5.909120 29437575.00 1162224.15 Agency Collateralized Mortgage Obligation GNMA_13-147 2039-12-20 5.903500 30000000.00 1033617.76 Agency Collateralized Mortgage Obligation GNMA_14-63 2044-04-20 5.403500 18889000.00 765172.05 Agency Collateralized Mortgage Obligation GNMA_14-102 2044-02-20 4.500000 66145413.00 1293930.61 Agency Collateralized Mortgage Obligation GNMA_14-117B 2044-08-20 6.053500 25686585.00 1270006.82 Agency Collateralized Mortgage Obligation GNMA_15-94 2045-07-20 6.103500 9000000.00 1031380.60 Agency Collateralized Mortgage Obligation GNMA_16-161D 2046-11-20 5.500000 14376561.00 951162.55 Agency Collateralized Mortgage Obligation GNMA_16-167A 2041-09-20 2.463490 61526924.00 705584.41 Agency Collateralized Mortgage Obligation GNMA_19-H01B 2068-10-20 0.724010 98620986.00 1283834.79 Agency Collateralized Mortgage Obligation GNMA_19-H13C 2069-08-20 0.690650 70068456.00 901971.57 Agency Collateralized Mortgage Obligation GNMA_16-163 2043-05-20 3.500000 31841428.00 1201466.45 Agency Collateralized Mortgage Obligation GNMA_18-29H 2042-05-20 2.355150 42263406.00 942700.04 Agency Collateralized Mortgage Obligation GNMA_18-120H 2048-04-20 3.500000 40004567.00 471827.72 Agency Collateralized Mortgage Obligation GNMA_19-H03C 2068-11-20 2.838890 7594000.00 684598.11 Agency Collateralized Mortgage Obligation GNMA_19-100F 2045-01-20 4.000000 15442305.00 478432.37 Agency Collateralized Mortgage Obligation GNMA FIXED RATE REMIC 2045-07-20 5.500000 20908662.00 1031687.48 Agency Collateralized Mortgage Obligation Y Fitch, Inc. F1+ Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 110000000.00 110000000.00 0.0130 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.080000% MBNUM2BPBDO7JBLYG310 BRWBKMJQ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 0.250000 2458300.00 2451029.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 1000.00 996.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 43100.00 48007.80 U.S. Treasuries (including strips) U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2025-06-30 2.750000 111480300.00 124999897.68 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 2025-05-15 2.125000 100.00 108.06 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 125000000.00 125000000.00 0.0147 N Y Y N MUFG SECURITIES AMERICAS INC TRI-PARTY MUFG SECURITIES AMERICAS 0.080000% K5HU16E3LMSVCCJJJ255 BRWBKMK24 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-05-15 0.00 3499720.00 3013776.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.00 78678900.00 53086227.41 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 55000000.00 55000000.00 0.0065 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY THE BANK OF NOVA SCOTIA 0.080000% L3I9ZG2KFGXZ61BMYR72 BRWBKMK57 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 1.375000 1865300.00 1956735.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-07 0.00 100.00 99.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-09 0.00 400.00 399.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 1.375000 1683800.00 1776184.20 U.S. Treasuries (including strips) U.S. TREASURY BOND 254900HROIFWPRGM1V77 2048-05-15 3.125000 14325300.00 19520010.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 3.125000 45957500.00 54666211.38 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2029-01-15 2.500000 100.00 158.26 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2027-01-15 2.375000 400.00 636.95 U.S. Treasuries (including strips) TSY INFL IX N/B 254900HROIFWPRGM1V77 2040-02-15 2.125000 100.00 185.38 U.S. Treasuries (including strips) 2 3/4 NOTE F 23 254900HROIFWPRGM1V77 2023-11-15 2.750000 18150700.00 19537567.81 U.S. Treasuries (including strips) 2 7/8 BOND 43 254900HROIFWPRGM1V77 2043-05-15 2.875000 100.00 128.18 U.S. Treasuries (including strips) 4 3/8 BOND 40 254900HROIFWPRGM1V77 2040-05-15 4.375000 32.00 49.32 U.S. Treasuries (including strips) 5 1/4 BOND 29 2029-02-15 5.250000 200.00 275.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 300.00 442.58 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 2021-08-12 0.00 200.00 199.86 U.S. Treasuries (including strips) U.S. TREASURY BILL 254900HROIFWPRGM1V77 2021-05-06 0.00 4542800.00 4540941.99 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 100000000.00 100000000.00 0.0118 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 0.100000% FOR8UP27PHTHYVLBNG30 BRWBKMK65 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2028-06-09 3.250000 995000.00 1185895.23 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 2.250000 146720300.00 159779084.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.00 105080400.00 68619287.57 U.S. Treasuries (including strips) U.S. TREASURY NONCALLABLE STRIP 254900HROIFWPRGM1V77 2048-05-15 0.00 197908600.00 127415733.67 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 350000000.00 350000000.00 0.0413 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.100000% MBNUM2BPBDO7JBLYG310 BRWBKMKA6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 2046-03-20 4.000000 17406625.00 4999999.80 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY PLATINUM POOL 2046-02-20 4.000000 6794.00 1922.46 Agency Mortgage-Backed Securities GNMA II SINGLE FAMILY PLATINUM POOL 2046-02-20 3.500000 1000.00 355.09 Agency Mortgage-Backed Securities GNMA I SINGLE FAMILY PLATINUM POOL 30 YR 2046-03-15 3.000000 106031.00 98039.07 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 5000000.00 5000000.00 0.0006 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 0.080000% ZBUT11V806EZRVTWT807 BRWBKMKP3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 1.750000 327597600.00 333066720.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.00 6574784.00 6567564.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 59900.00 59845.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 28634400.00 33198925.02 U.S. Treasuries (including strips) 8 1/8 TPRN 21 2021-05-15 0.00 136831000.00 136769289.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.00 84414.20 84250.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 0.00 126888.00 126824.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.00 126900.00 126579.20 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 500000000.00 500000000.00 0.0589 N Y Y N GOLDMAN SACHS & CO LLC TRI-PARTY GOLDMAN SACHS & CO. LLC 0.080000% FOR8UP27PHTHYVLBNG30 BRWBKMKQ1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINT 05/15/28 2028-05-15 0.00 55203649.69 52020000.01 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 51000000.00 51000000.00 0.0060 N Y Y N MIZUHO SECURITIES USA LLC TRI-PARTY MIZUHO SECURITIES USA LL 0.100000% 7TK5RJIZDFROZCA6XF66 BRWBKMKR9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N U.S. TREASURY NOTE 254900HROIFWPRGM1V77 2030-11-15 0.875000 21345900.00 21420003.76 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 21000000.00 21000000.00 0.0025 N Y Y N SEI DAILY INCOME TRUST 2020-12-07 Peter Rodriguez Peter Rodriguez Fund Accounting Director