N-MFP2 0000710124 XXXXXXXX 2022-02-28 0000710124 549300Y178DO5JBR1S04 S000001275 4 N N 002-80543 Northern Trust Investments, Inc. 801-33358 Deloitte & Touche LLP Chicago IL Northern Trust Investments, Inc. The Northern Trust Company 0000838981 085-05127 N N N Exempt Government Government/Agency N 48 103 44421985189.71 38109188280.30 38784777346.54 39305523111.76 0.00 48234968263.65 43011782672.57 43383418549.89 44007143178.63 0.00 0.7343 0.6923 0.6850 0.6760 0.0000 0.7973 0.7814 0.7663 0.7568 0.0000 2456640651.52 55988151522.46 56017150740.31 194202894.41 281314248.35 58386680037.89 58386630799.7300 1.0000 0.0012 0.9995 0.9993 0.9994 0.9994 0.0000 C000003421 5000000.00 45113322431.35 45113213531.8300 0.9995 0.9993 0.9994 0.9994 0.0000 8947878182.17 7835164087.76 4869955446.72 9699791291.14 6590164986.78 5561584719.54 5664643186.53 4596431229.05 0.00 0.00 25752952609.48 28185727766.48 0.0003 Y The Investment Advisor Reimbursed $4,087,588.37 of fees during the period C000003422 0.00 152961661.67 152961029.6200 0.9995 0.9993 0.9994 0.9994 0.0000 3797096.13 5889121.34 6319117.86 6519701.88 4335720.71 19663521.76 3534320.65 2081792.23 0.00 0.00 17906143.59 34014158.08 0.0003 Y The Investment Advisor Reimbursed $14,405.11 of fees during the period C000003423 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000146024 0.00 13120395944.87 13120456238.2800 0.9995 0.9993 0.9994 0.9994 0.0000 724244287.20 1182140672.00 1028541543.08 1652000256.00 2199187192.00 1641123545.00 1631858510.00 1171086787.00 0.00 0.00 5792935473.91 5489561621.00 0.0003 Y The Investment Advisor Reimbursed $1,122,796.77 of fees during the period FEDERAL HOME LOAN BANKS FHLB 0.240001% 3130AJMS5 2549001DPIFGXC1TOL40 US3130AJMS57 U.S. Government Agency Debt Y 2022-03-01 2022-05-26 2022-05-26 N N N 0.0009 150054934.50 150054934.50 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 0.135000% 3130AKBT2 2549001DPIFGXC1TOL40 US3130AKBT23 U.S. Government Agency Debt Y 2022-03-01 2022-10-05 2022-10-05 N N N 0.0006 150068053.50 150068053.50 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 0.129999% 3130AKD45 2549001DPIFGXC1TOL40 US3130AKD455 U.S. Government Agency Debt Y 2022-03-01 2022-10-26 2022-10-26 N N N 0.0008 80024229.60 80024229.60 0.0014 N N N N FEDERAL HOME LOAN BANKS FHLB 0.124999% 3130AKET9 2549001DPIFGXC1TOL40 US3130AKET95 U.S. Government Agency Debt Y 2022-03-01 2022-10-28 2022-10-28 N N N 0.0008 125037615.00 125037615.00 0.0021 N N N N FEDERAL HOME LOAN BANKS FHLB 0.060000% 3130AN2U3 2549001DPIFGXC1TOL40 US3130AN2U37 U.S. Government Agency Debt Y 2022-03-29 2022-03-29 2022-03-29 N N N 0.0016 64994673.90 64994673.90 0.0011 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANX21 2549001DPIFGXC1TOL40 US3130ANX218 U.S. Government Agency Debt Y 2022-04-01 2022-04-01 2022-04-01 N N N 0.0017 269971482.60 269971482.60 0.0046 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANXY1 2549001DPIFGXC1TOL40 US3130ANXY19 U.S. Government Agency Debt Y 2022-04-07 2022-04-07 2022-04-07 N N N 0.0019 639909676.80 639909676.80 0.0110 N N N N FEDERAL HOME LOAN BANKS FHLB 0.050000% 3130ANY20 2549001DPIFGXC1TOL40 US3130ANY208 U.S. Government Agency Debt Y 2022-04-12 2022-04-12 2022-04-12 N N N 0.0020 639887936.00 639887936.00 0.0110 N N N N FEDERAL HOME LOAN BANKS FHLB 0.055000% 3130APQ24 2549001DPIFGXC1TOL40 US3130APQ241 U.S. Government Agency Debt Y 2022-05-02 2022-05-02 2022-05-02 N N N 0.0026 74973945.00 74973945.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQMD2 2549001DPIFGXC1TOL40 US3130AQMD22 U.S. Government Agency Debt Y 2022-03-01 2022-04-19 2022-04-19 N N N 0.0005 225001163.25 225001163.25 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQMY6 2549001DPIFGXC1TOL40 US3130AQMY68 U.S. Government Agency Debt Y 2022-03-01 2022-04-19 2022-04-19 N N N 0.0005 1025003023.75 1025003023.75 0.0176 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQQ22 2549001DPIFGXC1TOL40 US3130AQQ223 U.S. Government Agency Debt Y 2022-03-01 2022-08-22 2022-08-22 N N N 0.0006 214999997.85 214999997.85 0.0037 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQRF2 2549001DPIFGXC1TOL40 US3130AQRF25 U.S. Government Agency Debt Y 2022-03-01 2022-08-30 2022-08-30 N N N 0.0005 305001290.15 305001290.15 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQSP9 2549001DPIFGXC1TOL40 US3130AQSP97 U.S. Government Agency Debt Y 2022-03-01 2022-06-30 2022-06-30 N N N 0.0005 440000440.00 440000440.00 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQSQ7 2549001DPIFGXC1TOL40 US3130AQSQ70 U.S. Government Agency Debt Y 2022-03-01 2022-06-16 2022-06-16 N N N 0.0005 225000220.50 225000220.50 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 0.055000% 3130AQX81 2549001DPIFGXC1TOL40 US3130AQX815 U.S. Government Agency Debt Y 2022-03-01 2022-09-09 2022-09-09 N N N 0.0006 149999997.00 149999997.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AQZB2 2549001DPIFGXC1TOL40 US3130AQZB29 U.S. Government Agency Debt Y 2022-03-01 2022-09-16 2022-09-16 N N N 0.0005 435000613.35 435000613.35 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 0.054997% 3130AR3H2 2549001DPIFGXC1TOL40 US3130AR3H26 U.S. Government Agency Debt Y 2022-03-01 2022-07-18 2022-07-18 N N N 0.0006 334999996.65 334999996.65 0.0057 N N N N FEDERAL HOME LOAN BANKS FHLB 0.059997% 3130AR4W8 2549001DPIFGXC1TOL40 US3130AR4W83 U.S. Government Agency Debt Y 2022-03-01 2022-10-27 2022-10-27 N N N 0.0006 80000522.40 80000522.40 0.0014 N N N N FEDERAL HOME LOAN BANKS FHLB 0.055000% 3130AR5M9 2549001DPIFGXC1TOL40 US3130AR5M92 U.S. Government Agency Debt Y 2022-03-01 2022-08-30 2022-08-30 N N N 0.0006 359999992.80 359999992.80 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 3130AR6M8 2549001DPIFGXC1TOL40 US3130AR6M83 U.S. Government Agency Debt Y 2022-03-01 2022-08-02 2022-08-02 N N N 0.0000 110000000.00 110000000.00 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312BA7 US313312BA72 U.S. Government Agency Debt Y 2023-01-25 2023-01-25 2023-01-25 N N N 0.0094 49579205.50 49579205.50 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312CD0 US313312CD03 U.S. Government Agency Debt Y 2023-02-21 2023-02-21 2023-02-21 N N N 0.0100 44564253.75 44564253.75 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313B31 US313313B319 U.S. Government Agency Debt Y 2022-08-09 2022-08-09 2022-08-09 N N N 0.0065 24927666.50 24927666.50 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313C30 US313313C309 U.S. Government Agency Debt Y 2022-08-17 2022-08-17 2022-08-17 N N N 0.0065 74772233.25 74772233.25 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313C48 US313313C481 U.S. Government Agency Debt Y 2022-08-18 2022-08-18 2022-08-18 N N N 0.0065 14954099.25 14954099.25 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313D96 US313313D968 U.S. Government Agency Debt Y 2022-08-31 2022-08-31 2022-08-31 N N N 0.0065 35881441.56 35881441.56 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313F60 US313313F609 U.S. Government Agency Debt Y 2022-09-13 2022-09-13 2022-09-13 N N N 0.0071 62762812.56 62762812.56 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313F78 US313313F781 U.S. Government Agency Debt Y 2022-09-14 2022-09-14 2022-09-14 N N N 0.0071 14943234.75 14943234.75 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313F94 US313313F948 U.S. Government Agency Debt Y 2022-09-16 2022-09-16 2022-09-16 N N N 0.0071 14942650.65 14942650.65 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313G44 US313313G441 U.S. Government Agency Debt Y 2022-09-19 2022-09-19 2022-09-19 N N N 0.0071 27891312.68 27891312.68 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313G51 US313313G516 U.S. Government Agency Debt Y 2022-09-20 2022-09-20 2022-09-20 N N N 0.0071 94629389.80 94629389.80 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313J58 US313313J585 U.S. Government Agency Debt Y 2022-10-06 2022-10-06 2022-10-06 N N N 0.0077 6968035.06 6968035.06 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313J58 US313313J585 U.S. Government Agency Debt Y 2022-10-06 2022-10-06 2022-10-06 N N N 0.0077 19908671.60 19908671.60 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313K80 US313313K807 U.S. Government Agency Debt Y 2022-10-17 2022-10-17 2022-10-17 N N N 0.0077 49760079.50 49760079.50 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313K98 US313313K989 U.S. Government Agency Debt Y 2022-10-18 2022-10-18 2022-10-18 N N N 0.0077 49759025.00 49759025.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313L30 US313313L300 U.S. Government Agency Debt Y 2022-10-20 2022-10-20 2022-10-20 N N N 0.0000 24878458.25 24878458.25 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313L30 US313313L300 U.S. Government Agency Debt Y 2022-10-20 2022-10-20 2022-10-20 N N N 0.0000 124392291.25 124392291.25 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313L97 US313313L979 U.S. Government Agency Debt Y 2022-10-26 2022-10-26 2022-10-26 N N N 0.0077 19900236.40 19900236.40 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313M70 US313313M704 U.S. Government Agency Debt Y 2022-11-01 2022-11-01 2022-11-01 N N N 0.0083 44752028.40 44752028.40 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313N61 US313313N611 U.S. Government Agency Debt Y 2022-11-08 2022-11-08 2022-11-08 N N N 0.0083 19886611.60 19886611.60 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313S90 US313313S909 U.S. Government Agency Debt Y 2022-12-13 2022-12-13 2022-12-13 N N N 0.0088 40719145.90 40719145.90 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313T32 US313313T329 U.S. Government Agency Debt Y 2022-12-15 2022-12-15 2022-12-15 N N N 0.0088 19862036.60 19862036.60 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313T99 US313313T998 U.S. Government Agency Debt Y 2022-12-21 2022-12-21 2022-12-21 N N N 0.0088 11915491.44 11915491.44 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313TT5 US313313TT54 U.S. Government Agency Debt Y 2022-03-02 2022-03-02 2022-03-02 N N N 0.0000 2999993.34 2999993.34 0.0001 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313TT5 US313313TT54 U.S. Government Agency Debt Y 2022-03-02 2022-03-02 2022-03-02 N N N 0.0000 5999986.68 5999986.68 0.0001 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313U71 US313313U715 U.S. Government Agency Debt Y 2022-12-27 2022-12-27 2022-12-27 N N N 0.0087 94317276.80 94317276.80 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313UH9 US313313UH97 U.S. Government Agency Debt Y 2022-03-16 2022-03-16 2022-03-16 N N N 0.0008 34998833.80 34998833.80 0.0006 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313UQ9 US313313UQ96 U.S. Government Agency Debt Y 2022-03-23 2022-03-23 2022-03-23 N N N 0.0008 39998045.20 39998045.20 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313UV8 US313313UV81 U.S. Government Agency Debt Y 2022-03-28 2022-03-28 2022-03-28 N N N 0.0008 4999700.15 4999700.15 0.0001 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VC9 US313313VC91 U.S. Government Agency Debt Y 2022-04-04 2022-04-04 2022-04-04 N N N 0.0019 4999103.70 4999103.70 0.0001 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VE5 US313313VE57 U.S. Government Agency Debt Y 2022-04-06 2022-04-06 2022-04-06 N N N 0.0019 14997153.00 14997153.00 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VG0 US313313VG06 U.S. Government Agency Debt Y 2022-04-08 2022-04-08 2022-04-08 N N N 0.0019 24994991.25 24994991.25 0.0004 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VK1 US313313VK18 U.S. Government Agency Debt Y 2022-04-11 2022-04-11 2022-04-11 N N N 0.0019 12712251.53 12712251.53 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VS4 US313313VS44 U.S. Government Agency Debt Y 2022-04-18 2022-04-18 2022-04-18 N N N 0.0019 40989624.54 40989624.54 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313VV7 US313313VV72 U.S. Government Agency Debt Y 2022-04-21 2022-04-21 2022-04-21 N N N 0.0019 19994622.40 19994622.40 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WA2 US313313WA27 U.S. Government Agency Debt Y 2022-04-26 2022-04-26 2022-04-26 N N N 0.0019 99970477.00 99970477.00 0.0017 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WC8 US313313WC82 U.S. Government Agency Debt Y 2022-04-28 2022-04-28 2022-04-28 N N N 0.0019 29990826.90 29990826.90 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WC8 US313313WC82 U.S. Government Agency Debt Y 2022-04-28 2022-04-28 2022-04-28 N N N 0.0019 14995413.45 14995413.45 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WD6 US313313WD65 U.S. Government Agency Debt Y 2022-04-29 2022-04-29 2022-04-29 N N N 0.0019 14995334.25 14995334.25 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WG9 US313313WG96 U.S. Government Agency Debt Y 2022-05-02 2022-05-02 2022-05-02 N N N 0.0030 99948424.00 99948424.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WH7 US313313WH79 U.S. Government Agency Debt Y 2022-05-03 2022-05-03 2022-05-03 N N N 0.0000 24986898.00 24986898.00 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WH7 US313313WH79 U.S. Government Agency Debt Y 2022-05-03 2022-05-03 2022-05-03 N N N 0.0030 299842776.00 299842776.00 0.0051 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WP9 US313313WP95 U.S. Government Agency Debt Y 2022-05-09 2022-05-09 2022-05-09 N N N 0.0030 77955230.34 77955230.34 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WR5 US313313WR51 U.S. Government Agency Debt Y 2022-05-11 2022-05-11 2022-05-11 N N N 0.0030 119929126.80 119929126.80 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WS3 US313313WS35 U.S. Government Agency Debt Y 2022-05-12 2022-05-12 2022-05-12 N N N 0.0030 50969455.08 50969455.08 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WS3 US313313WS35 U.S. Government Agency Debt Y 2022-05-12 2022-05-12 2022-05-12 N N N 0.0030 19988021.60 19988021.60 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313WW4 US313313WW47 U.S. Government Agency Debt Y 2022-05-16 2022-05-16 2022-05-16 N N N 0.0030 11992413.72 11992413.72 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XA1 US313313XA18 U.S. Government Agency Debt Y 2022-05-20 2022-05-20 2022-05-20 N N N 0.0030 17988021.90 17988021.90 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XD5 US313313XD56 U.S. Government Agency Debt Y 2022-05-23 2022-05-23 2022-05-23 N N N 0.0030 8993786.49 8993786.49 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XF0 US313313XF05 U.S. Government Agency Debt Y 2022-05-25 2022-05-25 2022-05-25 N N N 0.0030 7994343.84 7994343.84 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XH6 US313313XH60 U.S. Government Agency Debt Y 2022-05-27 2022-05-27 2022-05-27 N N N 0.0030 59956581.00 59956581.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XQ6 US313313XQ69 U.S. Government Agency Debt Y 2022-06-03 2022-06-03 2022-06-03 N N N 0.0042 20976995.13 20976995.13 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XT0 US313313XT09 U.S. Government Agency Debt Y 2022-06-06 2022-06-06 2022-06-06 N N N 0.0042 39954853.60 39954853.60 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XT0 US313313XT09 U.S. Government Agency Debt Y 2022-06-06 2022-06-06 2022-06-06 N N N 0.0042 19977426.80 19977426.80 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313XX1 US313313XX11 U.S. Government Agency Debt Y 2022-06-10 2022-06-10 2022-06-10 N N N 0.0042 49941241.50 49941241.50 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YA0 US313313YA09 U.S. Government Agency Debt Y 2022-06-13 2022-06-13 2022-06-13 N N N 0.0042 29963698.20 29963698.20 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YR3 US313313YR34 U.S. Government Agency Debt Y 2022-06-28 2022-06-28 2022-06-28 N N N 0.0042 49930776.50 49930776.50 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YS1 US313313YS17 U.S. Government Agency Debt Y 2022-06-29 2022-06-29 2022-06-29 N N N 0.0042 49930195.50 49930195.50 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YU6 US313313YU62 U.S. Government Agency Debt Y 2022-07-01 2022-07-01 2022-07-01 N N N 0.0053 22958835.52 22958835.52 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313YZ5 US313313YZ59 U.S. Government Agency Debt Y 2022-07-06 2022-07-06 2022-07-06 N N N 0.0053 99813377.00 99813377.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313ZU5 US313313ZU53 U.S. Government Agency Debt Y 2022-07-25 2022-07-25 2022-07-25 N N N 0.0053 54882219.15 54882219.15 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313ZV3 US313313ZV37 U.S. Government Agency Debt Y 2022-07-26 2022-07-26 2022-07-26 N N N 0.0053 216532121.96 216532121.96 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313313ZV3 US313313ZV37 U.S. Government Agency Debt Y 2022-07-26 2022-07-26 2022-07-26 N N N 0.0053 29935316.40 29935316.40 0.0005 N N N N FEDERAL HOME LOAN BANKS FHLB 2.500000% 313378WG2 2549001DPIFGXC1TOL40 US313378WG23 U.S. Government Agency Debt Y 2022-03-11 2022-03-11 2022-03-11 N N N -0.0001 21014611.17 21014611.17 0.0004 N N N N FEDERAL HOME LOAN BANKS FHLB 313385VK9 2549001DPIFGXC1TOL40 US313385VK94 U.S. Government Agency Debt Y 2022-04-11 2022-04-11 2022-04-11 N N N 0.0019 137970169.92 137970169.92 0.0024 N N Y N FEDERAL HOME LOAN BANKS FHLB 313385WL6 2549001DPIFGXC1TOL40 US313385WL68 U.S. Government Agency Debt Y 2022-05-06 2022-05-06 2022-05-06 N N N 0.0030 224876468.25 224876468.25 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 313385WT9 2549001DPIFGXC1TOL40 US313385WT94 U.S. Government Agency Debt Y 2022-05-13 2022-05-13 2022-05-13 N N N 0.0030 105935632.56 105935632.56 0.0018 N N N N FEDERAL HOME LOAN BANKS FHLB 313385XV3 2549001DPIFGXC1TOL40 US313385XV32 U.S. Government Agency Debt Y 2022-06-08 2022-06-08 2022-06-08 N N N 0.0042 149827212.00 149827212.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313385XX9 2549001DPIFGXC1TOL40 US313385XX97 U.S. Government Agency Debt Y 2022-06-10 2022-06-10 2022-06-10 N N N 0.0042 124853103.75 124853103.75 0.0021 N N N N FEDERAL HOME LOAN BANKS FHLB 313385YC4 2549001DPIFGXC1TOL40 US313385YC42 U.S. Government Agency Debt Y 2022-06-15 2022-06-15 2022-06-15 N N N 0.0042 54932167.40 54932167.40 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.194997% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2022-03-01 2022-07-28 2022-07-28 N N N 0.0006 66537220.05 66537220.05 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.149997% 3133EL3F9 US3133EL3F92 U.S. Government Agency Debt Y 2022-03-01 2022-05-10 2022-05-10 N N N 0.0007 135014374.80 135014374.80 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.135000% 3133EL4V3 US3133EL4V34 U.S. Government Agency Debt Y 2022-03-01 2022-07-25 2022-07-25 N N N 0.0006 54016457.04 54016457.04 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EL6Q2 US3133EL6Q21 U.S. Government Agency Debt Y 2022-03-01 2022-03-10 2022-03-10 N N N 0.0006 126002280.60 126002280.60 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.230000% 3133ELD68 US3133ELD681 U.S. Government Agency Debt Y 2022-03-01 2022-05-27 2022-05-27 N N N 0.0006 200083994.00 200083994.00 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.369997% 3133ELH72 US3133ELH724 U.S. Government Agency Debt Y 2022-03-01 2023-06-09 2023-06-09 N N N 0.0008 97369118.95 97369118.95 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.249998% 3133ELN59 US3133ELN599 U.S. Government Agency Debt Y 2022-03-01 2022-06-23 2022-06-23 N N N 0.0006 224134489.60 224134489.60 0.0038 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.239997% 3133ELU28 US3133ELU289 U.S. Government Agency Debt Y 2022-03-01 2022-07-14 2022-07-14 N N N 0.0005 167617239.95 167617239.95 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 0.375000% 3133ELWD2 US3133ELWD28 U.S. Government Agency Debt Y 2022-04-08 2022-04-08 2022-04-08 N N N 0.0015 50011373.00 50011373.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.399999% 3133ELWG5 US3133ELWG58 U.S. Government Agency Debt Y 2022-03-01 2022-04-07 2022-04-07 N N N 0.0006 445156929.25 445156929.25 0.0076 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.429998% 3133ELXT6 US3133ELXT60 U.S. Government Agency Debt Y 2022-03-01 2022-04-22 2022-04-22 N N N 0.0006 200107370.00 200107370.00 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.250000% 3133ELYR9 US3133ELYR95 U.S. Government Agency Debt Y 2022-05-06 2022-05-06 2022-05-06 N N N 0.0033 20316571.81 20316571.81 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.459997% 3133ELZA5 US3133ELZA51 U.S. Government Agency Debt Y 2022-03-01 2023-05-11 2023-05-11 N N N 0.0006 76838787.90 76838787.90 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.135000% 3133EMCF7 US3133EMCF78 U.S. Government Agency Debt Y 2022-03-01 2022-10-07 2022-10-07 N N N 0.0006 205090644.85 205090644.85 0.0035 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EMDQ2 US3133EMDQ25 U.S. Government Agency Debt Y 2022-03-01 2022-10-14 2022-10-14 N N N 0.0006 41678643.27 41678643.27 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.124999% 3133EMFQ0 US3133EMFQ07 U.S. Government Agency Debt Y 2022-03-01 2022-11-03 2022-11-03 N N N 0.0006 75033553.50 75033553.50 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2022-03-01 2022-10-21 2022-10-21 N N N 0.0007 55013461.25 55013461.25 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMLS9 US3133EMLS98 U.S. Government Agency Debt Y 2022-03-01 2022-12-28 2022-12-28 N N N 0.0008 50013786.50 50013786.50 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.129999% 3133EMLY6 US3133EMLY66 U.S. Government Agency Debt Y 2022-03-01 2022-11-01 2022-11-01 N N N 0.0005 25008502.50 25008502.50 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133EMMS8 US3133EMMS89 U.S. Government Agency Debt Y 2022-03-01 2023-01-13 2023-01-13 N N N 0.0008 102026998.38 102026998.38 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.104997% 3133EMPZ9 US3133EMPZ95 U.S. Government Agency Debt Y 2022-03-01 2023-02-09 2023-02-09 N N N 0.0009 60008589.60 60008589.60 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.060000% 3133EMVL3 US3133EMVL36 U.S. Government Agency Debt Y 2022-04-06 2022-04-06 2022-04-06 N N N 0.0057 11993787.48 11993787.48 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENAG5 US3133ENAG52 U.S. Government Agency Debt Y 2022-10-07 2022-10-07 2022-10-07 N N N 0.0056 334038506.45 334038506.45 0.0057 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.069998% 3133ENCL2 US3133ENCL20 U.S. Government Agency Debt Y 2022-03-01 2023-05-26 2023-05-26 N N N 0.0008 99956081.00 99956081.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENDN7 US3133ENDN76 U.S. Government Agency Debt Y 2022-03-01 2023-08-10 2023-08-10 N N N 0.0009 299864772.00 299864772.00 0.0051 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENEK2 US3133ENEK29 U.S. Government Agency Debt Y 2022-03-01 2023-08-22 2023-08-22 N N N 0.0010 145000005.80 145000005.80 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENFM7 US3133ENFM75 U.S. Government Agency Debt Y 2022-03-01 2023-09-29 2023-09-29 N N N 0.0010 85000606.90 85000606.90 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENGX2 US3133ENGX22 U.S. Government Agency Debt Y 2022-03-01 2023-12-13 2023-12-13 N N N 0.0011 95000025.65 95000025.65 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.099997% 3133ENHT0 US3133ENHT01 U.S. Government Agency Debt Y 2022-03-01 2023-07-20 2023-07-20 N N N 0.0010 80000775.20 80000775.20 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENJB7 US3133ENJB74 U.S. Government Agency Debt Y 2022-03-01 2023-11-22 2023-11-22 N N N 0.0011 165000905.85 165000905.85 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.109998% 3133ENJQ4 US3133ENJQ44 U.S. Government Agency Debt Y 2022-03-01 2023-12-27 2023-12-27 N N N 0.0010 150040500.00 150040500.00 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.420000% 3133ENKR0 US3133ENKR08 U.S. Government Agency Debt Y 2023-01-11 2023-01-11 2023-01-11 N N N 0.0095 99534905.00 99534905.00 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENMW7 US3133ENMW74 U.S. Government Agency Debt Y 2022-03-01 2024-02-02 2024-02-02 N N N 0.0009 115000365.70 115000365.70 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.057499% 3133ENND8 US3133ENND84 U.S. Government Agency Debt Y 2022-03-01 2023-02-07 2023-02-07 N N N 0.0006 270001601.10 270001601.10 0.0046 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.067500% 3133ENNF3 US3133ENNF33 U.S. Government Agency Debt Y 2022-03-01 2023-08-08 2023-08-08 N N N 0.0007 184986528.30 184986528.30 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.090000% 3133ENNK2 US3133ENNK28 U.S. Government Agency Debt Y 2022-03-01 2024-02-09 2024-02-09 N N N 0.0009 50000242.50 50000242.50 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.094996% 3133ENNW6 US3133ENNW65 U.S. Government Agency Debt Y 2022-03-01 2024-02-15 2024-02-15 N N N 0.0009 85000585.65 85000585.65 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.074998% 3133ENPK0 US3133ENPK00 U.S. Government Agency Debt Y 2022-03-01 2023-09-18 2023-09-18 N N N 0.0007 140000285.60 140000285.60 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3133ENQH6 US3133ENQH61 U.S. Government Agency Debt Y 2022-03-01 2024-03-01 2024-03-01 N N N 0.0009 75000786.00 75000786.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3133ENQJ2 US3133ENQJ28 U.S. Government Agency Debt Y 2022-03-04 2024-03-04 2024-03-04 N N N 0.0009 65000000.00 65000000.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 3133ENQL7 US3133ENQL73 U.S. Government Agency Debt Y 2022-03-04 2023-12-04 2023-12-04 N N N 0.0008 20000042.80 20000042.80 0.0003 N N N N UNITED STATES TREASURY TREASURY 912796K57 254900HROIFWPRGM1V77 US912796K576 U.S. Treasury Debt Y 2022-07-14 2022-07-14 2022-07-14 N N N 0.0054 249504297.50 249504297.50 0.0043 N Y Y N UNITED STATES TREASURY TREASURY 912796M97 254900HROIFWPRGM1V77 US912796M978 U.S. Treasury Debt Y 2022-03-10 2022-03-10 2022-03-10 N N N 0.0004 234977943.93 234977943.93 0.0040 N Y Y N UNITED STATES TREASURY TREASURY 912796Q36 254900HROIFWPRGM1V77 US912796Q367 U.S. Treasury Debt Y 2022-05-26 2022-05-26 2022-05-26 N N N 0.0031 214839496.05 214839496.05 0.0037 N Y Y N UNITED STATES TREASURY TREASURY 912796Q36 254900HROIFWPRGM1V77 US912796Q367 U.S. Treasury Debt Y 2022-05-26 2022-05-26 2022-05-26 N N N 0.0031 214839496.05 214839496.05 0.0037 N Y Y N UNITED STATES TREASURY TREASURY 912796Q44 254900HROIFWPRGM1V77 US912796Q441 U.S. Treasury Debt Y 2022-06-02 2022-06-02 2022-06-02 N N N 0.0035 249775250.00 249775250.00 0.0043 N Y Y N UNITED STATES TREASURY TREASURY 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y 2022-12-29 2022-12-29 2022-12-29 N N N 0.0089 188584737.50 188584737.50 0.0032 N Y Y N UNITED STATES TREASURY TREASURY 912796R43 254900HROIFWPRGM1V77 US912796R431 U.S. Treasury Debt Y 2022-06-23 2022-06-23 2022-06-23 N N N 0.0045 409422027.10 409422027.10 0.0070 N Y Y N UNITED STATES TREASURY TREASURY 912796R50 254900HROIFWPRGM1V77 US912796R506 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0045 249633430.00 249633430.00 0.0043 N Y Y N UNITED STATES TREASURY TREASURY 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y 2023-01-26 2023-01-26 2023-01-26 N N N 0.0000 128957120.50 128957120.50 0.0022 N Y Y N UNITED STATES TREASURY TREASURY 912796S34 254900HROIFWPRGM1V77 US912796S348 U.S. Treasury Debt Y 2023-01-26 2023-01-26 2023-01-26 N N N 0.0000 123997231.25 123997231.25 0.0021 N Y Y N UNITED STATES TREASURY TREASURY 912796T90 254900HROIFWPRGM1V77 US912796T908 U.S. Treasury Debt Y 2022-04-19 2022-04-19 2022-04-19 N N N 0.0015 424913950.25 424913950.25 0.0073 N Y Y N UNITED STATES TREASURY TREASURY 912796T90 254900HROIFWPRGM1V77 US912796T908 U.S. Treasury Debt Y 2022-04-19 2022-04-19 2022-04-19 N N N 0.0015 299939259.00 299939259.00 0.0051 N Y Y N UNITED STATES TREASURY TREASURY 912796U23 254900HROIFWPRGM1V77 US912796U237 U.S. Treasury Debt Y 2022-04-26 2022-04-26 2022-04-26 N N N 0.0000 254926616.10 254926616.10 0.0044 N Y Y N UNITED STATES TREASURY TREASURY 912796U23 254900HROIFWPRGM1V77 US912796U237 U.S. Treasury Debt Y 2022-04-26 2022-04-26 2022-04-26 N N N 0.0000 194943882.90 194943882.90 0.0033 N Y Y N UNITED STATES TREASURY TREASURY 912796U72 254900HROIFWPRGM1V77 US912796U724 U.S. Treasury Debt Y 2022-05-03 2022-05-03 2022-05-03 N N N 0.0024 249899375.00 249899375.00 0.0043 N Y Y N UNITED STATES TREASURY TREASURY 912796U80 254900HROIFWPRGM1V77 US912796U807 U.S. Treasury Debt Y 2022-05-10 2022-05-10 2022-05-10 N N N 0.0026 694655398.15 694655398.15 0.0119 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 9128283C2 254900HROIFWPRGM1V77 US9128283C28 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0081 357731835.05 357731835.05 0.0061 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.375000% 9128283U2 254900HROIFWPRGM1V77 US9128283U26 U.S. Treasury Debt Y 2023-01-31 2023-01-31 2023-01-31 N N N 0.0104 55657421.60 55657421.60 0.0010 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.625000% 9128284A5 254900HROIFWPRGM1V77 US9128284A52 U.S. Treasury Debt Y 2023-02-28 2023-02-28 2023-02-28 N N N 0.0109 86275000.00 86275000.00 0.0015 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.125000% 9128286U9 254900HROIFWPRGM1V77 US9128286U98 U.S. Treasury Debt Y 2022-05-15 2022-05-15 2022-05-15 N N N 0.0041 75466732.14 75466732.14 0.0013 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 9128286Y1 254900HROIFWPRGM1V77 US9128286Y11 U.S. Treasury Debt Y 2022-06-15 2022-06-15 2022-06-15 N N N 0.0048 60220933.80 60220933.80 0.0010 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0018 148245896.19 148245896.19 0.0025 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828L57 254900HROIFWPRGM1V77 US912828L575 U.S. Treasury Debt Y 2022-09-30 2022-09-30 2022-09-30 N N N 0.0075 60342187.20 60342187.20 0.0010 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828M49 254900HROIFWPRGM1V77 US912828M490 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0081 110760546.60 110760546.60 0.0019 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 912828M80 254900HROIFWPRGM1V77 US912828M805 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0090 65507812.50 65507812.50 0.0011 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.125000% 912828N30 254900HROIFWPRGM1V77 US912828N308 U.S. Treasury Debt Y 2022-12-31 2022-12-31 2022-12-31 N N N 0.0099 539932031.25 539932031.25 0.0092 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828SV3 254900HROIFWPRGM1V77 US912828SV33 U.S. Treasury Debt Y 2022-05-15 2022-05-15 2022-05-15 N N N 0.0041 498808686.94 498808686.94 0.0085 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828TJ9 254900HROIFWPRGM1V77 US912828TJ95 U.S. Treasury Debt Y 2022-08-15 2022-08-15 2022-08-15 N N N 0.0061 120543750.00 120543750.00 0.0021 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828TY6 254900HROIFWPRGM1V77 US912828TY62 U.S. Treasury Debt Y 2022-11-15 2022-11-15 2022-11-15 N N N 0.0084 1034506755.24 1034506755.24 0.0177 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.000000% 912828UN8 254900HROIFWPRGM1V77 US912828UN88 U.S. Treasury Debt Y 2023-02-15 2023-02-15 2023-02-15 N N N 0.0107 131127344.40 131127344.40 0.0022 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y 2022-03-31 2022-03-31 2022-03-31 N N N 0.0018 132183780.96 132183780.96 0.0023 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.875000% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N 0.0047 1142271556.29 1142271556.29 0.0196 N Y Y N UNITED STATES TREASURY TREASURY NOTE 2.125000% 912828XG0 254900HROIFWPRGM1V77 US912828XG01 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0053 356887073.50 356887073.50 0.0061 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.750000% 912828XR6 254900HROIFWPRGM1V77 US912828XR65 U.S. Treasury Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N 0.0047 123251441.79 123251441.79 0.0021 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828YW4 254900HROIFWPRGM1V77 US912828YW42 U.S. Treasury Debt Y 2022-12-15 2022-12-15 2022-12-15 N N N 0.0091 145770312.50 145770312.50 0.0025 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828Z29 254900HROIFWPRGM1V77 US912828Z294 U.S. Treasury Debt Y 2023-01-15 2023-01-15 2023-01-15 N N N 0.0100 55212695.45 55212695.45 0.0009 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.494362% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y 2022-03-01 2022-04-30 2022-04-30 N N N 0.0028 442298958.17 442298958.17 0.0076 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y 2022-06-30 2022-06-30 2022-06-30 N N N 0.0052 74901122.25 74901122.25 0.0013 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.435362% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y 2022-03-01 2022-07-31 2022-07-31 N N N 0.0037 1079517292.73 1079517292.73 0.0185 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CAR2 254900HROIFWPRGM1V77 US91282CAR25 U.S. Treasury Debt Y 2022-10-31 2022-10-31 2022-10-31 N N N 0.0079 852121250.00 852121250.00 0.0146 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.435362% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y 2022-03-01 2022-10-31 2022-10-31 N N N 0.0040 215051395.75 215051395.75 0.0037 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CAX9 254900HROIFWPRGM1V77 US91282CAX92 U.S. Treasury Debt Y 2022-11-30 2022-11-30 2022-11-30 N N N 0.0089 397609376.00 397609376.00 0.0068 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CBD2 254900HROIFWPRGM1V77 US91282CBD20 U.S. Treasury Debt Y 2022-12-31 2022-12-31 2022-12-31 N N N 0.0097 630088510.99 630088510.99 0.0108 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CBG5 254900HROIFWPRGM1V77 US91282CBG50 U.S. Treasury Debt Y 2023-01-31 2023-01-31 2023-01-31 N N N 0.0104 262722656.25 262722656.25 0.0045 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.125000% 91282CBN0 254900HROIFWPRGM1V77 US91282CBN02 U.S. Treasury Debt Y 2023-02-28 2023-02-28 2023-02-28 N N N 0.0107 173332031.25 173332031.25 0.0030 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.414363% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y 2022-03-01 2023-04-30 2023-04-30 N N N 0.0039 610203593.60 610203593.60 0.0105 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.409363% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y 2022-03-01 2023-07-31 2023-07-31 N N N 0.0030 237651701.49 237651701.49 0.0041 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.415364% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y 2022-03-01 2023-10-31 2023-10-31 N N N 0.0031 806453282.60 806453282.60 0.0138 N Y Y N JP MORGAN SECURITIES TRI-PARTY JP MORGAN SECURITIES 0.069998% 0 BNT5UCTF3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 9862000.00 8238300.60 Agency Debentures and Agency Strips Government National Mortgage Association - GNMA - Ginnie Mae 2035-04-20 5.000000 2700000.00 76462.31 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2033-12-15 5.000000 100000.00 11040.55 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-05-01 5.500000 41000000.00 511558.69 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-11-01 4.000000 115787.00 5972.47 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2043-11-20 3.000000 1070662.00 237229.26 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-03-01 2.185000 9528368.00 287860.39 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 200000.00 57773.69 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-02-01 2.085000 10094144.00 34880.54 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2043-07-20 3.500000 54175000.00 9389308.40 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2043-04-15 3.500000 9420416.00 1920887.55 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2045-02-01 4.000000 2035696.00 254443.67 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2045-10-20 4.000000 1970200.00 259142.90 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-10-01 1.810000 30204160.00 3949257.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-04-01 4.000000 75000.00 22145.73 Agency Mortgage-Backed Securities GNMA 2045-05-20 4.000000 833283.00 128352.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-09-15 5.000000 146832.00 6998.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-02-01 3.000000 22000000.00 9759427.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-01-15 4.500000 92638.00 11822.06 Agency Mortgage-Backed Securities FNMA 2041-07-01 5.000000 280000.00 50950.96 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.000000 1050418.00 316653.71 Agency Mortgage-Backed Securities FNMA 2046-02-01 3.500000 1645000.00 320230.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2029-10-15 7.000000 8000000.00 2294880.57 Agency Mortgage-Backed Securities FNMA 2027-08-01 5.000000 7787384.00 104916.96 Agency Mortgage-Backed Securities FNMA 2048-01-01 3.500000 5076048.00 1176901.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-02-01 6.500000 1651614.00 154276.21 Agency Mortgage-Backed Securities FNMA 2038-05-01 3.560000 28332000.00 29920291.92 Agency Mortgage-Backed Securities FHLB 2033-01-24 3.270000 2320000.00 2354172.05 Agency Debentures and Agency Strips FHLB 2033-07-11 3.930000 2335000.00 2409201.25 Agency Debentures and Agency Strips FNMA 2028-12-01 6.000000 4021568.00 55953.60 Agency Mortgage-Backed Securities FNMA 2033-01-01 2.500000 145000.00 46385.19 Agency Mortgage-Backed Securities FHLB 2028-11-16 3.250000 35000.00 38193.41 Agency Debentures and Agency Strips FMAC 2041-07-01 5.000000 1640494.00 516811.23 Agency Mortgage-Backed Securities FNMA 2041-02-01 3.500000 325000.00 131142.92 Agency Mortgage-Backed Securities GNMA 2047-08-15 4.500000 1889356.00 259977.59 Agency Mortgage-Backed Securities GNMA 2048-04-20 3.500000 4406000.00 2052524.78 Agency Mortgage-Backed Securities FMAC 2033-11-01 4.000000 28831000.00 5440254.01 Agency Mortgage-Backed Securities FNMA 2043-09-01 3.270000 470000.00 52056.60 Agency Mortgage-Backed Securities FNMA 2034-05-01 2.162000 5679000.00 97364.19 Agency Mortgage-Backed Securities FMAC 2034-01-02 0.00 21528000.00 16304575.25 Agency Debentures and Agency Strips FNMA 2043-11-01 4.000000 17775392.00 5376430.98 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.000000 9264384.00 1404472.72 Agency Mortgage-Backed Securities GNMA 2039-10-20 6.500000 10000000.00 5531069.47 Agency Mortgage-Backed Securities FMAC 2028-08-01 2.500000 1070000.00 204262.63 Agency Mortgage-Backed Securities FMAC 2049-07-01 3.500000 250000000.00 41052592.99 Agency Mortgage-Backed Securities FNMA 2028-04-01 2.500000 27613056.00 4513940.01 Agency Mortgage-Backed Securities GNMA 2047-10-15 5.000000 496496.00 99128.60 Agency Mortgage-Backed Securities FMAC 2045-11-01 4.000000 180617.00 29897.24 Agency Mortgage-Backed Securities FNMA 2031-06-01 5.000000 201482.00 36925.70 Agency Mortgage-Backed Securities GNMA 2032-09-20 6.000000 48103.00 11814.37 Agency Mortgage-Backed Securities FNMA 2040-10-01 4.000000 40248000.00 5236312.88 Agency Mortgage-Backed Securities FNMA 2028-09-01 6.000000 49547920.00 800520.01 Agency Mortgage-Backed Securities FMAC 2048-07-01 6.000000 219192.00 46170.43 Agency Mortgage-Backed Securities FNMA 2048-07-01 5.000000 95982.00 28713.63 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.000000 20200000.00 7461218.21 Agency Mortgage-Backed Securities FNMA 2031-10-01 2.500000 248165.00 86757.76 Agency Mortgage-Backed Securities GNMA 2038-07-15 6.500000 322777.00 11604.03 Agency Mortgage-Backed Securities GNMA 2048-05-15 4.000000 648638.00 120397.25 Agency Mortgage-Backed Securities GNMA 2050-06-20 2.500000 84432000.00 43891780.41 Agency Mortgage-Backed Securities FMAC 2049-11-01 4.000000 1465094.00 712786.54 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.500000 1367000.00 224774.90 Agency Mortgage-Backed Securities FMAC 2029-04-01 4.000000 2198660.00 455751.73 Agency Mortgage-Backed Securities FMAC 2043-09-01 5.000000 1781232.00 372464.99 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.126000 700000.00 76477.24 Agency Mortgage-Backed Securities FNMA 2038-01-01 2.285000 1100000.00 6934.32 Agency Mortgage-Backed Securities FMAC 2027-07-01 5.000000 499999.00 7239.59 Agency Mortgage-Backed Securities FMAC 2040-07-13 2.150000 356000.00 324419.06 Agency Debentures and Agency Strips GNMA 2047-12-15 3.500000 10544736.00 2940164.62 Agency Mortgage-Backed Securities FMAC 2027-10-01 6.000000 10674320.00 1904437.54 Agency Mortgage-Backed Securities GNMA 2046-02-20 3.000000 92446.00 20053.89 Agency Mortgage-Backed Securities FNMA 2034-11-01 4.000000 1621000.00 1059075.93 Agency Mortgage-Backed Securities GNMA 2030-10-20 8.000000 78287.00 33252.94 Agency Mortgage-Backed Securities GNMA 2050-11-20 4.500000 1900000.00 623843.78 Agency Mortgage-Backed Securities GNMA 2043-10-20 4.000000 1027468.00 581766.25 Agency Mortgage-Backed Securities FNMA 2044-08-01 4.000000 3338650.00 1124738.92 Agency Mortgage-Backed Securities FNMA 2040-11-01 2.000000 19200000.00 14770561.85 Agency Mortgage-Backed Securities FNMA 2040-11-01 4.000000 32603776.00 3707259.90 Agency Mortgage-Backed Securities GNMA 2049-04-20 5.000000 1179754.00 974848.10 Agency Mortgage-Backed Securities GNMA 2045-12-20 4.000000 1194892.00 466398.66 Agency Mortgage-Backed Securities GNMA 2043-04-20 3.500000 1180000.00 615702.83 Agency Mortgage-Backed Securities GNMA 2044-07-20 1.625000 251143.00 10624.69 Agency Mortgage-Backed Securities GNMA 2051-04-20 2.500000 26705376.00 24799080.26 Agency Mortgage-Backed Securities GNMA 2051-06-20 3.000000 100000000.00 89535568.40 Agency Mortgage-Backed Securities FNMA 2033-04-01 6.500000 9762160.00 450857.57 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.500000 1050514.00 1041787.20 Agency Mortgage-Backed Securities GNMA 2049-11-20 2.500000 1000000.00 140692.99 Agency Mortgage-Backed Securities GNMA 2051-08-20 2.500000 126624000.00 121508406.52 Agency Mortgage-Backed Securities GNMA 2049-04-20 5.000000 54555.00 11806.17 Agency Mortgage-Backed Securities FNMA 2031-03-01 4.000000 114646.00 24750.98 Agency Mortgage-Backed Securities GNMA 2049-10-20 3.500000 300000.00 28748.68 Agency Mortgage-Backed Securities FNMA 2050-07-01 2.500000 55896000.00 41991712.23 Agency Mortgage-Backed Securities FNMA 2051-11-01 2.000000 727768.00 683100.58 Agency Mortgage-Backed Securities GNMA 2040-09-15 5.000000 1221608.00 92912.71 Agency Mortgage-Backed Securities GNMA 2046-02-20 3.500000 769490.00 136338.07 Agency Mortgage-Backed Securities GNMA 2032-12-20 3.000000 4401408.00 3411240.00 Agency Mortgage-Backed Securities GNMA 2051-11-20 3.000000 11740.00 11734.38 Agency Mortgage-Backed Securities GNMA 2042-10-15 3.500000 2754396.00 176013.85 Agency Mortgage-Backed Securities GNMA 2049-03-15 5.000000 40750272.00 18255450.50 Agency Mortgage-Backed Securities FMAC 2034-07-01 3.000000 706000.00 158690.35 Agency Mortgage-Backed Securities GNMA 2062-07-15 2.940000 5637440.00 5744726.13 Agency Mortgage-Backed Securities GNMA 2045-02-20 4.000000 1133906.00 1189588.62 Agency Mortgage-Backed Securities GNMA 2039-05-15 5.000000 1589064.00 79499.26 Agency Mortgage-Backed Securities FMAC 2027-08-01 6.000000 28326976.00 503328.87 Agency Mortgage-Backed Securities FMAC 2037-07-01 4.500000 2081204.00 192394.77 Agency Mortgage-Backed Securities FMAC 2029-07-01 3.500000 815220.00 136387.83 Agency Mortgage-Backed Securities FMAC 2048-03-01 4.500000 1044176.00 447151.39 Agency Mortgage-Backed Securities FMAC 2034-03-01 4.000000 774205.00 474673.56 Agency Mortgage-Backed Securities FMAC 2027-07-01 4.000000 3600000.00 287542.23 Agency Mortgage-Backed Securities FMAC 2031-08-01 2.500000 510000.00 147292.90 Agency Mortgage-Backed Securities FMAC 2051-07-01 2.000000 12960.00 11773.32 Agency Mortgage-Backed Securities FMAC 2043-02-01 3.500000 1957838.00 307421.13 Agency Mortgage-Backed Securities FMAC 2036-10-01 4.000000 3630652.00 1596026.07 Agency Mortgage-Backed Securities FMAC 2044-05-01 4.000000 1297668.00 441843.97 Agency Mortgage-Backed Securities FMAC 2047-10-01 4.500000 1227970.00 248114.05 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.500000 1572296.00 705556.92 Agency Mortgage-Backed Securities FMAC 2050-11-01 3.000000 949714.00 877998.02 Agency Mortgage-Backed Securities FMAC 2050-12-01 1.500000 2013912.00 1779828.59 Agency Mortgage-Backed Securities FMAC 2051-09-01 3.000000 1217194.00 1225856.60 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 11000.00 10534.00 Agency Mortgage-Backed Securities FMAC 2051-10-01 3.000000 344174.00 343773.77 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.500000 2745050.00 2899830.77 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.500000 2459912.00 2580013.77 Agency Mortgage-Backed Securities FMAC 2052-02-01 3.500000 11188.00 11541.71 Agency Mortgage-Backed Securities FMAC 2052-02-01 3.500000 11719.00 11649.06 Agency Mortgage-Backed Securities FMAC 2052-03-01 3.500000 1076170.00 1124485.73 Agency Mortgage-Backed Securities FMAC 2052-03-01 2.500000 1113124.00 1101130.09 Agency Mortgage-Backed Securities FMAC 2036-07-01 3.000000 195482.00 150759.67 Agency Mortgage-Backed Securities FMAC 2050-04-01 3.000000 296620.00 169090.29 Agency Mortgage-Backed Securities FMAC 2050-09-01 2.000000 700000.00 566265.18 Agency Mortgage-Backed Securities FMAC 2042-02-01 2.500000 35865700.00 35746697.61 Agency Mortgage-Backed Securities FMAC 2052-02-01 2.500000 50000000.00 48779494.45 Agency Mortgage-Backed Securities FNMA 2027-02-01 5.000000 8504464.00 100730.15 Agency Mortgage-Backed Securities FNMA 2040-12-01 2.070000 14992096.00 193959.74 Agency Mortgage-Backed Securities FNMA 2026-03-01 4.000000 614719.00 14313.51 Agency Mortgage-Backed Securities FNMA 2026-03-01 4.000000 261304.00 11816.62 Agency Mortgage-Backed Securities FNMA 2026-05-01 4.000000 5200000.00 219205.93 Agency Mortgage-Backed Securities FNMA 2042-01-01 2.148000 994304.00 61938.89 Agency Mortgage-Backed Securities FNMA 2032-02-01 4.000000 2185792.00 457887.91 Agency Mortgage-Backed Securities FNMA 2041-08-01 5.000000 1982000.00 187058.65 Agency Mortgage-Backed Securities FNMA 2042-11-01 1.921000 90488320.00 4334168.68 Agency Mortgage-Backed Securities FNMA 2046-07-01 2.507000 80000.00 10193.74 Agency Mortgage-Backed Securities FNMA 2046-06-01 4.500000 3086000.00 1415465.81 Agency Mortgage-Backed Securities FNMA 2027-03-01 3.010000 850000.00 779615.59 Agency Mortgage-Backed Securities FNMA 2030-03-01 3.400000 2186000.00 2349530.29 Agency Mortgage-Backed Securities FNMA 2042-08-01 3.000000 180000.00 47840.44 Agency Mortgage-Backed Securities FNMA 2042-08-01 1.950000 30124608.00 1606944.62 Agency Mortgage-Backed Securities FNMA 2042-12-01 4.000000 131000.00 43345.85 Agency Mortgage-Backed Securities FNMA 2029-01-01 3.000000 516522.00 83535.96 Agency Mortgage-Backed Securities FNMA 2044-03-01 5.000000 440935.00 70928.24 Agency Mortgage-Backed Securities FNMA 2042-01-01 3.500000 3002724.00 794819.89 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.500000 2500000.00 417481.55 Agency Mortgage-Backed Securities FNMA 2030-08-01 2.500000 425204.00 118769.91 Agency Mortgage-Backed Securities FNMA 2046-01-01 4.500000 2987030.00 1085236.61 Agency Mortgage-Backed Securities FNMA 2031-08-01 2.500000 148000.00 48446.32 Agency Mortgage-Backed Securities FNMA 2043-05-01 2.525000 107822.00 84512.40 Agency Mortgage-Backed Securities FNMA 2028-06-01 4.000000 150000.00 26139.14 Agency Mortgage-Backed Securities FNMA 2043-06-01 2.525000 194557.00 42428.88 Agency Mortgage-Backed Securities FNMA 2043-10-01 3.500000 9209312.00 3275878.89 Agency Mortgage-Backed Securities FNMA 2029-06-01 3.000000 112408.00 26136.52 Agency Mortgage-Backed Securities FNMA 2044-08-01 4.000000 6607400.00 2604202.02 Agency Mortgage-Backed Securities FNMA 2044-11-01 4.000000 4000000.00 379516.81 Agency Mortgage-Backed Securities FNMA 2045-07-01 3.500000 175000.00 93543.76 Agency Mortgage-Backed Securities FNMA 2037-08-01 5.890000 1592000.00 1235917.95 Agency Mortgage-Backed Securities FNMA 2046-03-01 4.000000 719161.00 170493.29 Agency Mortgage-Backed Securities FNMA 2031-03-01 3.000000 1066000.00 390796.92 Agency Mortgage-Backed Securities FNMA 2047-03-01 4.500000 21657088.00 7354006.49 Agency Mortgage-Backed Securities FNMA 2046-09-01 4.500000 1057022.00 237384.67 Agency Mortgage-Backed Securities FNMA 2047-03-01 4.000000 1169336.00 210716.24 Agency Mortgage-Backed Securities FNMA 2058-08-01 3.500000 27250000.00 15136633.64 Agency Mortgage-Backed Securities FNMA 2032-08-01 3.500000 49442.00 13964.31 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.500000 28000.00 12425.36 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.500000 299999.00 118867.65 Agency Mortgage-Backed Securities FNMA 2048-08-01 5.000000 342542.00 91897.79 Agency Mortgage-Backed Securities FNMA 2042-02-01 2.046000 14000000.00 3611944.22 Agency Mortgage-Backed Securities FNMA 2047-04-01 2.162000 763000.00 181836.75 Agency Mortgage-Backed Securities FNMA 2048-04-01 3.000000 683000.00 324424.96 Agency Mortgage-Backed Securities FNMA 2029-09-01 6.000000 7328024.00 3012516.67 Agency Mortgage-Backed Securities FNMA 2029-09-01 6.000000 24298880.00 7484422.79 Agency Mortgage-Backed Securities FNMA 2049-06-01 3.386000 436000.00 74741.13 Agency Mortgage-Backed Securities FNMA 2050-01-01 2.719000 61730.00 25353.03 Agency Mortgage-Backed Securities FNMA 2040-01-01 3.000000 1108502.00 346257.31 Agency Mortgage-Backed Securities FNMA 2035-12-01 2.500000 1387020.00 1246026.58 Agency Mortgage-Backed Securities FNMA 2051-08-01 2.500000 1430736.00 1331261.89 Agency Mortgage-Backed Securities FNMA 2051-08-01 3.000000 1059952.00 782635.12 Agency Mortgage-Backed Securities FNMA 2051-08-01 3.500000 8316752.00 8726998.15 Agency Mortgage-Backed Securities FNMA 2051-09-01 2.500000 995910.00 969956.75 Agency Mortgage-Backed Securities FNMA 2052-02-01 4.000000 1106318.00 1170184.55 Agency Mortgage-Backed Securities FNMA 2052-01-01 3.000000 1662134.00 1684104.04 Agency Mortgage-Backed Securities FNMA 2033-11-01 4.500000 9663968.00 4481821.80 Agency Mortgage-Backed Securities FNMA 2040-05-01 4.000000 1247568.00 1099049.67 Agency Mortgage-Backed Securities FNMA 2051-07-01 2.500000 150374912.00 141210513.33 Agency Mortgage-Backed Securities FNMA 2029-01-01 6.000000 2049680.00 905748.78 Agency Mortgage-Backed Securities FNMA 2048-11-01 3.500000 218000.00 54659.82 Agency Mortgage-Backed Securities FNMA 2033-09-01 4.000000 160460.00 38729.69 Agency Mortgage-Backed Securities FNMA 2033-09-01 4.000000 21040736.00 7673376.85 Agency Mortgage-Backed Securities FNMA 2049-11-01 4.500000 400000.00 153111.40 Agency Mortgage-Backed Securities FNMA 2049-06-01 3.500000 242000.00 90922.54 Agency Mortgage-Backed Securities FNMA 2050-04-01 4.500000 302000.00 223002.99 Agency Mortgage-Backed Securities FNMA 2052-03-01 2.500000 35468352.00 34969560.57 Agency Mortgage-Backed Securities FNMA 2052-02-01 4.000000 77850240.00 81889421.85 Agency Mortgage-Backed Securities FNMA 2042-01-01 3.500000 26176864.00 27092583.06 Agency Mortgage-Backed Securities FNMA 2042-02-01 3.000000 16928020.00 17198902.17 Agency Mortgage-Backed Securities FNMA 2051-09-01 3.000000 55961280.00 56356590.48 Agency Mortgage-Backed Securities FNMA 2037-03-01 2.000000 25816280.00 25579338.18 Agency Mortgage-Backed Securities FNMA 2037-03-01 2.000000 22337536.00 22116238.03 Agency Mortgage-Backed Securities FNMA 2051-12-01 3.000000 112466880.00 110488467.64 Agency Mortgage-Backed Securities FNMA 2052-02-01 2.500000 27083296.00 26590380.01 Agency Mortgage-Backed Securities FNMA 2043-02-01 4.000000 2800000.00 576426.59 Agency Mortgage-Backed Securities FNMA 2034-03-01 4.000000 300000.00 61800.81 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.500000 2685164.00 778361.34 Agency Mortgage-Backed Securities FNMA 2036-09-01 2.500000 3241088.00 2999014.30 Agency Mortgage-Backed Securities FNMA 2035-06-01 3.000000 8947104.00 4179995.81 Agency Mortgage-Backed Securities FNMA 2051-02-01 3.500000 13128000.00 13511114.42 Agency Mortgage-Backed Securities FNMA 2050-03-01 2.210000 1130370.00 259785.56 Agency Mortgage-Backed Securities FNMA 2040-05-01 2.030000 4837768.00 214128.30 Agency Mortgage-Backed Securities FNMA 2040-07-01 1.950000 200000.00 9372.03 Agency Mortgage-Backed Securities FNMA 2040-11-01 4.000000 33551040.00 5167623.12 Agency Mortgage-Backed Securities GNMA 2031-08-20 7.000000 24408.00 11215.45 Agency Mortgage-Backed Securities GNMA 2051-04-20 3.500000 36931.00 11721.13 Agency Mortgage-Backed Securities GNMA 2041-09-20 5.000000 10610.00 10880.30 Agency Mortgage-Backed Securities GNMA 2041-06-20 4.500000 2299820.00 2439620.13 Agency Mortgage-Backed Securities GNMA 2051-12-20 3.500000 11450.00 11766.29 Agency Mortgage-Backed Securities GNMA 2052-01-20 3.500000 4099936.00 4314587.46 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.500000 409877.00 432681.33 Agency Mortgage-Backed Securities GNMA 2048-05-20 3.500000 12184224.00 12558706.13 Agency Mortgage-Backed Securities GNMA 2047-01-20 3.000000 1094170.00 1120101.83 Agency Mortgage-Backed Securities GNMA 2050-07-20 3.500000 11323.00 11783.18 Agency Mortgage-Backed Securities GNMA 2050-02-20 4.000000 16031488.00 16941419.22 Agency Mortgage-Backed Securities GNMA 2052-02-20 2.500000 2895432.00 2908157.42 Agency Mortgage-Backed Securities GNMA 2044-08-20 3.000000 2481596.00 2540375.08 Agency Mortgage-Backed Securities GNMA 2045-08-20 3.500000 3517120.00 3659967.83 Agency Mortgage-Backed Securities GNMA 2044-08-20 3.500000 17000000.00 3029231.03 Agency Mortgage-Backed Securities GNMA 2047-09-15 4.500000 361849.00 151786.00 Agency Mortgage-Backed Securities GNMA 2048-09-20 3.500000 25087000.00 8388477.77 Agency Mortgage-Backed Securities GNMA 2051-09-20 3.500000 70104832.00 69637287.90 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.000000 93188800.00 95058633.27 Agency Mortgage-Backed Securities Y 2022-03-07 2022-03-07 2030-12-31 Y JP MORGAN SECURITIES 1.0000 7 N N N 0.0007 1500000000.00 1500000000.00 0.0257 N N Y N ROYAL BANK OF CANADA TRI-PARTY ROYAL BANK OF CANADA 0.055000% 0 BNT7EF293 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA 2045-06-20 3.000000 3294659.00 257406.16 Agency Mortgage-Backed Securities GNMA 2050-04-20 4.500000 3683247.00 1299311.47 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2050-08-15 1.375000 76002100.00 62059574.38 U.S. Treasuries (including strips) GNMA 2050-04-20 4.000000 819231.00 279312.63 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2040-11-15 1.375000 246559600.00 212581778.67 U.S. Treasuries (including strips) GNMA 2050-09-20 3.000000 3129413.00 1484338.57 Agency Mortgage-Backed Securities GNMA 2050-09-20 3.500000 339522.00 334648.21 Agency Mortgage-Backed Securities GNMA 2050-02-20 4.000000 29161312.00 17362188.06 Agency Mortgage-Backed Securities GNMA 2050-12-20 4.000000 936982.00 985095.16 Agency Mortgage-Backed Securities GNMA 2050-12-20 4.000000 1254802.00 1379524.67 Agency Mortgage-Backed Securities GNMA 2050-09-20 4.000000 1120337.00 1185459.64 Agency Mortgage-Backed Securities GNMA 2050-08-20 4.000000 5132.00 3311.00 Agency Mortgage-Backed Securities GNMA 2050-12-20 3.500000 1334017.00 877452.24 Agency Mortgage-Backed Securities GNMA 2050-10-20 3.500000 737510.00 574927.88 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-01-31 0.375000 51565600.00 48900228.55 U.S. Treasuries (including strips) GNMA 2050-11-20 3.500000 382107.00 243718.66 Agency Mortgage-Backed Securities GNMA 2050-06-20 3.000000 801452.00 725512.69 Agency Mortgage-Backed Securities GNMA 2050-10-20 4.000000 733399.00 723722.06 Agency Mortgage-Backed Securities GNMA 2050-08-20 4.000000 772856.00 530165.47 Agency Mortgage-Backed Securities GNMA 2051-08-20 3.000000 185690.00 177358.17 Agency Mortgage-Backed Securities GNMA 2051-01-20 2.500000 1143524.00 1112736.14 Agency Mortgage-Backed Securities GNMA 2050-10-20 4.000000 523116.00 413135.99 Agency Mortgage-Backed Securities GNMA 2050-12-20 4.000000 323696.00 138485.84 Agency Mortgage-Backed Securities GNMA 2050-11-20 3.500000 152892.00 142400.03 Agency Mortgage-Backed Securities GNMA 2047-02-20 3.500000 1224749.00 1208530.62 Agency Mortgage-Backed Securities GNMA 2050-11-20 4.000000 216911.00 157265.78 Agency Mortgage-Backed Securities GNMA 2051-06-20 3.000000 1178028.00 1186869.58 Agency Mortgage-Backed Securities GNMA 2051-09-20 4.000000 749458.00 834784.20 Agency Mortgage-Backed Securities GNMA 2045-07-20 3.000000 189194.00 168787.33 Agency Mortgage-Backed Securities Y 2022-03-07 2022-03-07 2022-03-17 Y ROYAL BANK OF CANADA 1.0000 7 N N N 0.0006 350000000.00 350000000.00 0.0060 N N Y N ROYAL BANK OF CANADA TRI-PARTY ROYAL BANK OF CANADA 0.055000% 0 BNT7FL471 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-03-01 4.000000 13710549.00 2057827.13 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-10-01 3.000000 26236344.00 3141326.06 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 41699793.00 6562484.52 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-11-01 3.500000 22700000.00 6209501.14 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-05-01 3.500000 6344000.00 1030475.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2028-11-01 3.000000 13546204.00 2364032.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2028-08-01 3.000000 19499327.00 3410697.49 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-08-01 3.500000 10187402.00 1818418.77 Agency Mortgage-Backed Securities FMAC 2044-11-01 4.000000 9737120.00 2184286.01 Agency Mortgage-Backed Securities FNMA 2038-01-01 5.500000 12598657.00 1588732.20 Agency Mortgage-Backed Securities FMAC 2047-06-01 4.000000 16118507.00 5900627.32 Agency Mortgage-Backed Securities FMAC 2044-05-01 4.000000 21082278.00 5415392.49 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.000000 6040799.00 2886936.06 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.000000 41784442.00 14246992.41 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.000000 5663610.00 3089365.24 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.500000 14426416.00 5787370.54 Agency Mortgage-Backed Securities FNMA 2029-08-01 3.000000 4750000.00 850555.96 Agency Mortgage-Backed Securities FNMA 2047-03-01 3.000000 14571264.00 4921392.20 Agency Mortgage-Backed Securities FNMA 2031-10-01 4.000000 11645000.00 1246024.98 Agency Mortgage-Backed Securities FNMA 2043-10-01 3.000000 8545083.00 2727115.92 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.500000 10990938.00 3878502.81 Agency Mortgage-Backed Securities FNMA 2047-11-01 4.500000 4432940.00 1836492.99 Agency Mortgage-Backed Securities FMAC 2042-06-01 4.000000 43500000.00 2455387.54 Agency Mortgage-Backed Securities FNMA 2057-02-01 3.500000 2395942.00 1285067.59 Agency Mortgage-Backed Securities FNMA 2047-02-01 4.000000 6407907.00 2908780.33 Agency Mortgage-Backed Securities FMAC 2044-01-01 3.500000 5059000.00 1668462.71 Agency Mortgage-Backed Securities FNMA 2042-05-01 3.500000 12362113.00 2951837.86 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.500000 2800000.00 1336203.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 4.500000 39877963.00 2565159.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-01-01 3.500000 3015000.00 992515.82 Agency Mortgage-Backed Securities FNMA 2045-11-01 4.000000 13687154.00 4220430.57 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.000000 7245992.00 3840622.57 Agency Mortgage-Backed Securities FMAC 2048-07-01 3.500000 12173025.00 4383980.21 Agency Mortgage-Backed Securities FNMA 2042-03-01 4.000000 19617213.00 3452928.50 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.000000 4293000.00 1543803.12 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.500000 19283720.00 3513102.81 Agency Mortgage-Backed Securities FMAC 2047-03-01 4.500000 7881328.00 3199878.05 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.500000 3174230.00 1623952.50 Agency Mortgage-Backed Securities FMAC 2045-06-01 4.000000 10345153.00 3049696.47 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.500000 15156029.00 5446069.14 Agency Mortgage-Backed Securities FNMA 2033-03-01 3.000000 3000000.00 1461632.68 Agency Mortgage-Backed Securities FNMA 2031-03-01 4.000000 4025000.00 787815.43 Agency Mortgage-Backed Securities FMAC 2046-02-01 4.000000 13874321.00 5001224.84 Agency Mortgage-Backed Securities FMAC 2048-02-01 4.500000 11214227.00 4311942.21 Agency Mortgage-Backed Securities FNMA 2028-11-01 3.630000 10599560.00 11442675.50 Agency Mortgage-Backed Securities FNMA 2028-10-01 3.540000 3198957.00 3419860.97 Agency Mortgage-Backed Securities FNMA 2049-06-01 4.500000 17533127.00 3321125.52 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.500000 20560840.00 4908574.56 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.500000 9454661.00 2318651.91 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.000000 12722000.00 3188552.75 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.000000 1877586.00 1413039.35 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.500000 4952548.00 2587687.02 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.500000 16988203.00 5598600.59 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.500000 11101877.00 5321353.06 Agency Mortgage-Backed Securities FNMA 2049-07-01 3.500000 12500000.00 5079018.00 Agency Mortgage-Backed Securities FMAC 2034-12-01 3.500000 2842353.00 1354523.73 Agency Mortgage-Backed Securities FNMA 2049-05-01 4.500000 12949644.00 6650507.99 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.000000 11538743.00 5737024.06 Agency Mortgage-Backed Securities FMAC 2049-11-01 3.500000 2710782.00 1441939.37 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.500000 17314566.00 5878143.16 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.000000 12549938.00 6031596.52 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 13697019.00 6092858.83 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.000000 4808251.00 3078430.06 Agency Mortgage-Backed Securities FNMA 2035-01-01 3.000000 1931000.00 1081810.46 Agency Mortgage-Backed Securities FMAC 2049-04-01 4.500000 8704549.00 3369289.76 Agency Mortgage-Backed Securities FMAC 2035-02-01 3.500000 2580700.00 1235018.18 Agency Mortgage-Backed Securities FNMA 2042-12-01 3.500000 23453151.00 6558573.05 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.000000 8264548.00 2635861.83 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.000000 29861557.00 6633006.68 Agency Mortgage-Backed Securities FNMA 2032-07-01 3.140000 3795000.00 3979987.28 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.000000 8376845.00 1604106.09 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.000000 7831158.00 5274776.40 Agency Mortgage-Backed Securities FMAC 2047-10-01 4.500000 3961697.00 2124665.46 Agency Mortgage-Backed Securities FMAC 2041-06-01 4.500000 14287804.00 2472423.27 Agency Mortgage-Backed Securities FMAC 2048-01-01 3.500000 2622376.00 1321734.82 Agency Mortgage-Backed Securities FMAC 2050-02-01 3.000000 6747227.00 5302413.03 Agency Mortgage-Backed Securities FNMA 2049-03-01 5.000000 32129442.00 20657066.24 Agency Mortgage-Backed Securities FMAC 2050-08-01 3.000000 1605559.00 1560547.97 Agency Mortgage-Backed Securities FNMA 2046-06-01 3.500000 6041139.00 3950916.91 Agency Mortgage-Backed Securities FMAC 2032-02-01 4.000000 32500000.00 3964675.63 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.000000 3153085.00 1385114.05 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.500000 21934534.00 5982592.01 Agency Mortgage-Backed Securities FMAC 2050-03-01 3.500000 6000000.00 1239728.68 Agency Mortgage-Backed Securities FNMA 2049-09-01 3.500000 3186164.00 1648081.22 Agency Mortgage-Backed Securities FMAC 2050-09-01 2.000000 2000000.00 1680502.53 Agency Mortgage-Backed Securities FNMA 2050-07-01 5.000000 1461706.00 1284903.95 Agency Mortgage-Backed Securities FNMA 2049-11-01 4.000000 5367606.00 2710713.58 Agency Mortgage-Backed Securities FMAC 2050-10-01 2.000000 7948612.00 6157651.12 Agency Mortgage-Backed Securities FMAC 2029-09-01 3.500000 10335268.00 3041180.52 Agency Mortgage-Backed Securities FMAC 2033-07-01 4.000000 6192328.00 2852882.27 Agency Mortgage-Backed Securities FMAC 2042-09-01 4.000000 6469481.00 1657346.51 Agency Mortgage-Backed Securities FMAC 2047-07-01 4.500000 8350323.00 4011796.33 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.500000 5715457.00 2877026.74 Agency Mortgage-Backed Securities FNMA 2047-11-01 3.500000 6470265.00 3239329.68 Agency Mortgage-Backed Securities FNMA 2050-12-01 3.000000 61450204.00 54179007.85 Agency Mortgage-Backed Securities FNMA 2039-08-01 4.500000 2945000.00 1309307.68 Agency Mortgage-Backed Securities FNMA 2038-07-01 6.500000 171767647.00 2873910.18 Agency Mortgage-Backed Securities FMAC 2051-02-01 2.500000 29508859.00 22328184.52 Agency Mortgage-Backed Securities FMAC 2050-07-01 4.500000 1640381.00 1331537.68 Agency Mortgage-Backed Securities FMAC 2051-01-01 2.500000 1748516.00 1676908.49 Agency Mortgage-Backed Securities FNMA 2046-09-01 4.000000 6603031.00 1535282.49 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.500000 2231123.00 1608663.75 Agency Mortgage-Backed Securities FNMA 2036-11-01 3.000000 5000000.00 1435325.34 Agency Mortgage-Backed Securities FNMA 2040-11-01 2.000000 3215922.00 2474009.11 Agency Mortgage-Backed Securities FNMA 2050-12-01 2.000000 141653.00 115278.10 Agency Mortgage-Backed Securities FNMA 2051-05-01 2.000000 27359972.00 24371642.71 Agency Mortgage-Backed Securities FNMA 2034-07-01 3.500000 10410919.00 5273802.53 Agency Mortgage-Backed Securities FNMA 2049-10-01 4.000000 8224596.00 5498035.22 Agency Mortgage-Backed Securities FNMA 2050-10-01 3.000000 2494248.00 2105859.00 Agency Mortgage-Backed Securities FNMA 2051-02-01 2.500000 1867186.00 1736689.80 Agency Mortgage-Backed Securities FMAC 2047-07-01 3.500000 5000000.00 1427440.92 Agency Mortgage-Backed Securities FNMA 2050-04-01 3.500000 5000000.00 1309419.33 Agency Mortgage-Backed Securities FNMA 2050-04-01 4.000000 9251055.00 5492020.35 Agency Mortgage-Backed Securities FMAC 2051-10-01 3.500000 5702151.00 5539437.75 Agency Mortgage-Backed Securities FNMA 2050-09-01 2.500000 3511611.00 3022300.42 Agency Mortgage-Backed Securities FNMA 2050-03-01 4.000000 10575000.00 5776526.16 Agency Mortgage-Backed Securities FMAC 2050-04-01 2.500000 47420895.00 27736159.83 Agency Mortgage-Backed Securities FNMA 2031-02-01 1.310000 10050192.00 9236372.67 Agency Mortgage-Backed Securities FMAC 2049-01-01 3.280000 9868022.00 3128295.49 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 4894311.00 4777332.81 Agency Mortgage-Backed Securities FMAC 2051-09-01 3.000000 5000875.00 4981189.59 Agency Mortgage-Backed Securities FMAC 2051-11-01 3.500000 4282669.00 4454822.69 Agency Mortgage-Backed Securities FMAC 2051-12-01 2.000000 3491079.00 3283727.13 Agency Mortgage-Backed Securities FMAC 2051-12-01 3.000000 3388273.00 3387637.97 Agency Mortgage-Backed Securities FMAC 2051-12-01 3.000000 8933009.00 9029526.25 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.000000 5955133.00 6007621.33 Agency Mortgage-Backed Securities FMAC 2051-10-01 3.000000 4799753.00 4804974.92 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.000000 47595579.00 48139121.50 Agency Mortgage-Backed Securities FNMA 2031-02-01 5.000000 1784873.00 132856.73 Agency Mortgage-Backed Securities FNMA 2035-02-01 4.000000 1000000.00 314565.03 Agency Mortgage-Backed Securities FNMA 2049-06-01 3.990000 100000.00 104788.26 Agency Mortgage-Backed Securities FNMA 2049-04-01 3.500000 12702000.00 5557748.33 Agency Mortgage-Backed Securities FNMA 2050-09-01 2.500000 6591306.00 5436816.74 Agency Mortgage-Backed Securities FNMA 2041-06-01 2.500000 7444718.00 7134045.72 Agency Mortgage-Backed Securities FNMA 2033-02-01 1.660000 1000000.00 924838.00 Agency Mortgage-Backed Securities FNMA 2033-02-01 1.510000 37002000.00 33494450.91 Agency Mortgage-Backed Securities FNMA 2033-07-01 2.050000 1375000.00 1309075.38 Agency Mortgage-Backed Securities FNMA 2034-03-01 2.180000 686760.00 653119.75 Agency Mortgage-Backed Securities FNMA 2051-10-01 3.500000 5911894.00 6205119.01 Agency Mortgage-Backed Securities FNMA 2051-10-01 3.500000 4129224.00 4228396.80 Agency Mortgage-Backed Securities FNMA 2051-12-01 2.500000 6470067.00 6338118.21 Agency Mortgage-Backed Securities FNMA 2051-07-01 2.000000 6153399.00 5584604.62 Agency Mortgage-Backed Securities FNMA 2051-09-01 2.500000 13820.00 13167.67 Agency Mortgage-Backed Securities FNMA 2051-11-01 3.000000 7375838.00 7345268.96 Agency Mortgage-Backed Securities FNMA 2052-01-01 2.000000 4621120.00 4385829.09 Agency Mortgage-Backed Securities FMAC 2043-06-01 3.500000 49166478.00 9968141.68 Agency Mortgage-Backed Securities FMAC 2029-09-01 3.500000 10764170.00 1980653.82 Agency Mortgage-Backed Securities FMAC 2028-11-01 2.500000 7259200.00 1821787.08 Agency Mortgage-Backed Securities FMAC 2033-01-01 3.000000 6292000.00 2351784.37 Agency Mortgage-Backed Securities FMAC 2034-02-01 4.000000 4515042.00 2495234.54 Agency Mortgage-Backed Securities FMAC 2041-06-01 4.500000 16454547.00 2823694.76 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.000000 18403231.00 3370368.28 Agency Mortgage-Backed Securities FMAC 2045-11-01 4.000000 7570604.00 1418714.25 Agency Mortgage-Backed Securities FMAC 2047-03-01 4.000000 7463275.00 4134480.31 Agency Mortgage-Backed Securities FMAC 2048-02-01 3.500000 4274115.00 2399826.39 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.500000 18364845.00 4294466.89 Agency Mortgage-Backed Securities FMAC 2027-07-01 2.500000 16065168.00 737988.56 Agency Mortgage-Backed Securities FMAC 2042-08-01 3.500000 30300000.00 6035405.62 Agency Mortgage-Backed Securities FMAC 2043-03-01 3.500000 24469366.00 5835712.38 Agency Mortgage-Backed Securities FMAC 2034-03-01 4.000000 771443.00 472980.16 Agency Mortgage-Backed Securities FMAC 2049-05-01 4.500000 7101234.00 4458968.89 Agency Mortgage-Backed Securities FMAC 2032-07-01 3.000000 2550000.00 893921.99 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.500000 7375000.00 1413698.93 Agency Mortgage-Backed Securities FMAC 2033-08-01 3.500000 4000000.00 1351752.75 Agency Mortgage-Backed Securities FMAC 2029-06-01 3.000000 5550000.00 935917.06 Agency Mortgage-Backed Securities FMAC 2030-03-01 3.500000 5247000.00 1211459.39 Agency Mortgage-Backed Securities FMAC 2036-05-01 4.000000 3500000.00 1325312.07 Agency Mortgage-Backed Securities FMAC 2031-06-01 3.000000 2970000.00 1343525.25 Agency Mortgage-Backed Securities FMAC 2036-04-01 2.000000 3190000.00 2921763.74 Agency Mortgage-Backed Securities FMAC 2051-03-01 2.500000 3926704.00 3769748.67 Agency Mortgage-Backed Securities FMAC 2051-11-01 3.000000 2631974.00 2626488.44 Agency Mortgage-Backed Securities FMAC 2050-11-01 2.000000 3600000.00 3031965.53 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.500000 7219507.00 1549786.27 Agency Mortgage-Backed Securities FMAC 2043-08-01 4.000000 4609247.00 1535027.98 Agency Mortgage-Backed Securities FMAC 2043-10-01 4.000000 3943586.00 2170936.04 Agency Mortgage-Backed Securities FMAC 2047-02-01 4.500000 13243271.00 3920201.73 Agency Mortgage-Backed Securities FMAC 2044-05-01 4.000000 29085139.00 5133838.40 Agency Mortgage-Backed Securities FMAC 2044-09-01 4.000000 3184839.00 1252832.93 Agency Mortgage-Backed Securities FMAC 2046-03-01 4.000000 15149854.00 6557597.72 Agency Mortgage-Backed Securities FMAC 2046-03-01 4.000000 6640800.00 2418560.52 Agency Mortgage-Backed Securities FMAC 2049-01-01 4.500000 13671386.00 4665089.29 Agency Mortgage-Backed Securities FMAC 2049-03-01 5.000000 2403758.00 1302944.42 Agency Mortgage-Backed Securities FMAC 2046-04-01 3.500000 8152894.00 2565968.67 Agency Mortgage-Backed Securities FMAC 2046-04-01 4.500000 3190590.00 2100892.51 Agency Mortgage-Backed Securities FMAC 2047-04-01 3.000000 2095466.00 1281708.68 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.000000 9706247.00 4598140.18 Agency Mortgage-Backed Securities FMAC 2045-04-01 4.000000 27863761.00 6686248.11 Agency Mortgage-Backed Securities FMAC 2049-11-01 3.500000 4609404.00 3238164.73 Agency Mortgage-Backed Securities FMAC 2050-01-01 3.500000 4851606.00 3098850.28 Agency Mortgage-Backed Securities FMAC 2049-12-01 3.000000 8254791.00 6165803.74 Agency Mortgage-Backed Securities FMAC 2050-04-01 5.000000 2304382.00 1527660.27 Agency Mortgage-Backed Securities FMAC 2050-05-01 4.000000 13329166.00 5666690.77 Agency Mortgage-Backed Securities FMAC 2050-07-01 2.000000 8342305.00 5662175.40 Agency Mortgage-Backed Securities FMAC 2050-06-01 2.500000 2226000.00 1712490.63 Agency Mortgage-Backed Securities FMAC 2050-08-01 3.000000 1283973.00 1267434.49 Agency Mortgage-Backed Securities FMAC 2050-09-01 4.000000 1415250.00 1453798.36 Agency Mortgage-Backed Securities FMAC 2050-09-01 2.500000 3523976.00 3053120.36 Agency Mortgage-Backed Securities FMAC 2051-04-01 3.000000 10188587.00 9507603.50 Agency Mortgage-Backed Securities FMAC 2051-04-01 3.000000 1981995.00 1869330.12 Agency Mortgage-Backed Securities FMAC 2051-06-01 2.500000 5375630.00 5010300.40 Agency Mortgage-Backed Securities FMAC 2051-06-01 3.000000 5151907.00 4726699.62 Agency Mortgage-Backed Securities FMAC 2051-06-01 2.500000 4094171.00 3852014.51 Agency Mortgage-Backed Securities FMAC 2051-07-01 3.500000 2193916.00 2266523.15 Agency Mortgage-Backed Securities FMAC 2051-07-01 3.500000 1773515.00 1846885.70 Agency Mortgage-Backed Securities FMAC 2051-08-01 2.500000 3965602.00 3743095.99 Agency Mortgage-Backed Securities FMAC 2051-08-01 2.500000 2588110.00 2386485.58 Agency Mortgage-Backed Securities FMAC 2051-08-01 2.500000 3037873.00 2913427.81 Agency Mortgage-Backed Securities FMAC 2051-08-01 3.000000 1324237.00 1346773.84 Agency Mortgage-Backed Securities FMAC 2051-08-01 2.500000 5618608.00 5357222.95 Agency Mortgage-Backed Securities FMAC 2051-08-01 3.000000 3092476.00 3098653.39 Agency Mortgage-Backed Securities FMAC 2051-09-01 3.000000 1966902.00 2006536.74 Agency Mortgage-Backed Securities FMAC 2051-09-01 3.000000 2853854.00 2696107.08 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.500000 2233724.00 2179868.43 Agency Mortgage-Backed Securities FMAC 2051-09-01 3.500000 2079728.00 1268065.07 Agency Mortgage-Backed Securities FMAC 2051-09-01 3.000000 1368838.00 1394210.43 Agency Mortgage-Backed Securities FMAC 2051-09-01 3.000000 2678129.00 2702747.08 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 2392989.00 2343814.03 Agency Mortgage-Backed Securities FMAC 2051-10-01 3.000000 5480268.00 5525758.06 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 11643978.00 11244004.14 Agency Mortgage-Backed Securities FMAC 2051-10-01 3.000000 2236137.00 2264996.83 Agency Mortgage-Backed Securities FMAC 2051-10-01 3.500000 1243680.00 1273904.44 Agency Mortgage-Backed Securities FMAC 2051-10-01 4.000000 3278000.00 3492314.71 Agency Mortgage-Backed Securities FMAC 2051-10-01 4.000000 3090000.00 3249556.06 Agency Mortgage-Backed Securities FMAC 2051-10-01 4.000000 6049000.00 6273870.78 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.500000 3470810.00 3384709.65 Agency Mortgage-Backed Securities FMAC 2051-10-01 3.500000 5543567.00 5600058.89 Agency Mortgage-Backed Securities FMAC 2051-10-01 3.500000 1551384.00 1352861.30 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.000000 2614905.00 2475716.54 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.000000 2968000.00 2816935.03 Agency Mortgage-Backed Securities FMAC 2051-10-01 2.000000 1414850.00 1339162.02 Agency Mortgage-Backed Securities FMAC 2051-11-01 3.000000 6646482.00 6665285.84 Agency Mortgage-Backed Securities FMAC 2051-11-01 2.500000 2912624.00 2847160.46 Agency Mortgage-Backed Securities FMAC 2051-11-01 3.000000 4989265.00 5015787.10 Agency Mortgage-Backed Securities FMAC 2051-11-01 4.000000 1329488.00 1385796.78 Agency Mortgage-Backed Securities FMAC 2051-11-01 3.000000 1447646.00 1452320.15 Agency Mortgage-Backed Securities FMAC 2051-12-01 3.000000 5551039.00 5595492.40 Agency Mortgage-Backed Securities FMAC 2051-11-01 4.000000 1352625.00 1438693.38 Agency Mortgage-Backed Securities FMAC 2051-12-01 3.000000 5247153.00 5311138.37 Agency Mortgage-Backed Securities FMAC 2051-12-01 2.500000 3308834.00 3268655.50 Agency Mortgage-Backed Securities FMAC 2052-01-01 3.500000 1343892.00 1394826.15 Agency Mortgage-Backed Securities FMAC 2052-01-01 2.500000 2224654.00 2183149.43 Agency Mortgage-Backed Securities FMAC 2052-01-01 2.500000 11140611.00 10931544.30 Agency Mortgage-Backed Securities FMAC 2052-02-01 3.000000 1228271.00 1238301.63 Agency Mortgage-Backed Securities FMAC 2052-02-01 2.500000 12192168.00 11995483.94 Agency Mortgage-Backed Securities FMAC 2052-02-01 3.000000 1355672.00 1368388.20 Agency Mortgage-Backed Securities FMAC 2052-02-01 4.000000 1305469.00 1378711.04 Agency Mortgage-Backed Securities FMAC 2041-10-01 4.000000 1182672.00 1230740.83 Agency Mortgage-Backed Securities FMAC 2034-09-01 3.500000 3332656.00 963969.92 Agency Mortgage-Backed Securities FMAC 2035-02-01 3.500000 1078945.00 738638.06 Agency Mortgage-Backed Securities FMAC 2035-05-01 3.500000 1472024.00 888749.14 Agency Mortgage-Backed Securities FMAC 2035-05-01 3.000000 1318941.00 820243.32 Agency Mortgage-Backed Securities FMAC 2035-08-01 3.000000 1090980.00 1028040.63 Agency Mortgage-Backed Securities FMAC 2035-12-01 3.000000 1936937.00 1571340.04 Agency Mortgage-Backed Securities FMAC 2035-12-01 3.000000 1926901.00 1372396.15 Agency Mortgage-Backed Securities FMAC 2036-03-01 3.000000 1687134.00 1454718.94 Agency Mortgage-Backed Securities FMAC 2036-04-01 3.000000 1130177.00 1020634.58 Agency Mortgage-Backed Securities FMAC 2036-10-01 3.000000 1579875.00 1586324.25 Agency Mortgage-Backed Securities FMAC 2036-10-01 3.000000 1107733.00 1117050.72 Agency Mortgage-Backed Securities FMAC 2050-06-01 2.500000 9128852.00 6209844.23 Agency Mortgage-Backed Securities FMAC 2051-09-01 2.500000 7000000.00 6657115.48 Agency Mortgage-Backed Securities FMAC 2042-02-01 2.000000 46218952.00 44663222.08 Agency Mortgage-Backed Securities FMAC 2036-01-01 3.000000 5083953.00 3667942.02 Agency Mortgage-Backed Securities FMAC 2036-04-01 2.500000 2180177.00 1917933.85 Agency Mortgage-Backed Securities FMAC 2037-01-01 2.500000 3455075.00 3479966.32 Agency Mortgage-Backed Securities FNMA 2041-06-01 5.500000 2798640.00 541745.74 Agency Mortgage-Backed Securities FNMA 2027-01-01 3.500000 8080345.00 1168404.34 Agency Mortgage-Backed Securities FNMA 2042-03-01 4.000000 12306024.00 1819906.44 Agency Mortgage-Backed Securities FNMA 2029-10-01 3.500000 3536287.00 760950.73 Agency Mortgage-Backed Securities FNMA 2029-04-01 3.500000 2500000.00 713230.42 Agency Mortgage-Backed Securities FNMA 2032-09-01 3.200000 120874.00 126937.04 Agency Mortgage-Backed Securities FNMA 2032-10-01 3.080000 3025000.00 3169374.17 Agency Mortgage-Backed Securities FNMA 2033-01-01 3.140000 1349146.00 1410174.62 Agency Mortgage-Backed Securities FNMA 2028-05-01 3.350000 1000000.00 1025480.01 Agency Mortgage-Backed Securities FNMA 2042-09-01 3.500000 25013630.00 6041783.34 Agency Mortgage-Backed Securities FNMA 2028-01-01 3.000000 12351295.00 1987069.59 Agency Mortgage-Backed Securities FNMA 2029-02-01 3.500000 10096185.00 2036122.31 Agency Mortgage-Backed Securities FNMA 2029-04-01 3.000000 5000000.00 1157981.61 Agency Mortgage-Backed Securities FNMA 2044-09-01 4.000000 7918822.00 2336152.13 Agency Mortgage-Backed Securities FNMA 2029-11-01 3.500000 8096620.00 1847015.09 Agency Mortgage-Backed Securities FNMA 2047-03-01 3.500000 4381160.00 3117196.61 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.500000 7785052.00 1759908.07 Agency Mortgage-Backed Securities FNMA 2043-09-01 4.500000 3181772.00 1307926.78 Agency Mortgage-Backed Securities FNMA 2044-10-01 4.000000 4454043.00 1653404.75 Agency Mortgage-Backed Securities FNMA 2030-06-01 3.000000 1765216.00 614011.03 Agency Mortgage-Backed Securities FNMA 2041-09-01 4.000000 6984497.00 1490265.32 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.000000 4631568.00 1786893.82 Agency Mortgage-Backed Securities FNMA 2039-07-01 5.500000 6277100.00 2304977.92 Agency Mortgage-Backed Securities FNMA 2047-10-01 2.500000 3497896.00 2847480.61 Agency Mortgage-Backed Securities FNMA 2047-04-01 4.000000 15127995.00 6245594.07 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.500000 8809091.00 2094957.63 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.500000 4875800.00 1836481.08 Agency Mortgage-Backed Securities FNMA 2048-02-01 4.000000 4138174.00 2230377.59 Agency Mortgage-Backed Securities FNMA 2050-07-01 2.000000 4914517.00 4302585.59 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 8651075.00 4311823.14 Agency Mortgage-Backed Securities FNMA 2034-03-01 4.000000 2758959.00 1286310.14 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 9256626.00 4206304.86 Agency Mortgage-Backed Securities FNMA 2029-01-01 3.830000 1081920.00 1181123.95 Agency Mortgage-Backed Securities FNMA 2024-04-01 3.010000 1769882.00 1785599.44 Agency Mortgage-Backed Securities FNMA 2035-10-01 1.635000 1222531.00 1074661.29 Agency Mortgage-Backed Securities FNMA 2030-12-01 1.570000 8620115.00 8037916.75 Agency Mortgage-Backed Securities FNMA 2035-12-01 1.870000 1307549.00 1170430.92 Agency Mortgage-Backed Securities FNMA 2030-03-01 3.000000 4430000.00 1718675.40 Agency Mortgage-Backed Securities FNMA 2029-12-01 3.500000 1855000.00 729362.01 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.500000 9811000.00 5572912.74 Agency Mortgage-Backed Securities FNMA 2031-08-01 3.000000 2000000.00 866803.17 Agency Mortgage-Backed Securities FNMA 2033-11-01 3.000000 2950000.00 1457059.67 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.000000 2416538.00 1197562.10 Agency Mortgage-Backed Securities FNMA 2033-12-01 3.500000 3780000.00 1558616.50 Agency Mortgage-Backed Securities FNMA 2050-03-01 3.320000 2147836.00 2205677.22 Agency Mortgage-Backed Securities FNMA 2049-01-01 4.000000 3555967.00 1501301.38 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 5484628.00 2090092.32 Agency Mortgage-Backed Securities FNMA 2049-03-01 5.000000 8520247.00 4257435.92 Agency Mortgage-Backed Securities FNMA 2049-04-01 5.000000 16350370.00 3432145.95 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.500000 4808471.00 2317244.00 Agency Mortgage-Backed Securities FNMA 2049-12-01 3.000000 4754852.00 3286780.75 Agency Mortgage-Backed Securities FNMA 2051-04-01 3.000000 3004836.00 2968498.87 Agency Mortgage-Backed Securities FNMA 2035-06-01 3.000000 1224862.00 700923.29 Agency Mortgage-Backed Securities FNMA 2050-08-01 3.000000 6022974.00 5491731.74 Agency Mortgage-Backed Securities FNMA 2035-10-01 3.000000 1072799.00 1021697.40 Agency Mortgage-Backed Securities FNMA 2035-07-01 3.000000 1079257.00 737115.95 Agency Mortgage-Backed Securities FNMA 2050-10-01 3.000000 8330000.00 6269079.47 Agency Mortgage-Backed Securities FNMA 2036-08-01 3.000000 1079140.00 1082441.64 Agency Mortgage-Backed Securities FNMA 2051-03-01 3.000000 1715636.00 1692277.82 Agency Mortgage-Backed Securities FNMA 2051-05-01 2.000000 5368732.00 4893832.82 Agency Mortgage-Backed Securities FNMA 2036-02-01 2.000000 3969051.00 3433624.49 Agency Mortgage-Backed Securities FNMA 2051-04-01 2.500000 3167878.00 2987283.92 Agency Mortgage-Backed Securities FNMA 2051-04-01 4.000000 1277322.00 1318889.05 Agency Mortgage-Backed Securities FNMA 2051-06-01 4.000000 1579467.00 1338154.70 Agency Mortgage-Backed Securities FNMA 2051-04-01 2.500000 1676297.00 1623118.72 Agency Mortgage-Backed Securities FNMA 2051-04-01 2.500000 1475341.00 1431102.46 Agency Mortgage-Backed Securities FNMA 2033-11-01 2.110000 716168.00 693327.66 Agency Mortgage-Backed Securities FNMA 2051-06-01 2.500000 6455673.00 6219938.73 Agency Mortgage-Backed Securities FNMA 2051-07-01 3.500000 1441009.00 1443248.19 Agency Mortgage-Backed Securities FNMA 2051-09-01 4.000000 1198861.00 1262172.37 Agency Mortgage-Backed Securities FNMA 2051-11-01 3.000000 1436397.00 1445679.23 Agency Mortgage-Backed Securities FNMA 2051-09-01 2.500000 1271327.00 1241563.86 Agency Mortgage-Backed Securities FNMA 2051-11-01 3.000000 1311927.00 1328541.51 Agency Mortgage-Backed Securities FNMA 2051-12-01 3.500000 1803692.00 1883879.81 Agency Mortgage-Backed Securities FNMA 2051-12-01 4.000000 2081234.00 2231890.69 Agency Mortgage-Backed Securities FNMA 2031-11-01 2.500000 1406349.00 1387444.01 Agency Mortgage-Backed Securities FNMA 2051-11-01 2.000000 1535775.00 1456790.62 Agency Mortgage-Backed Securities FNMA 2051-11-01 3.500000 3544567.00 3648779.20 Agency Mortgage-Backed Securities FNMA 2051-12-01 4.000000 3815048.00 4089963.54 Agency Mortgage-Backed Securities FNMA 2051-11-01 3.500000 1960381.00 2021433.01 Agency Mortgage-Backed Securities FNMA 2051-11-01 4.000000 1256067.00 1344005.56 Agency Mortgage-Backed Securities FNMA 2051-11-01 3.500000 1886238.00 1960470.20 Agency Mortgage-Backed Securities FNMA 2051-11-01 4.000000 1146544.00 1223152.45 Agency Mortgage-Backed Securities FNMA 2051-12-01 3.000000 2250939.00 2275459.40 Agency Mortgage-Backed Securities FNMA 2051-12-01 3.500000 1295724.00 1350045.09 Agency Mortgage-Backed Securities FNMA 2052-01-01 3.500000 1322219.00 1376271.03 Agency Mortgage-Backed Securities FNMA 2052-01-01 2.000000 5937711.00 5647472.16 Agency Mortgage-Backed Securities FNMA 2052-01-01 4.000000 1268941.00 1336978.28 Agency Mortgage-Backed Securities FNMA 2052-01-01 3.500000 6398686.00 6638425.57 Agency Mortgage-Backed Securities FNMA 2052-01-01 4.000000 1224818.00 1299883.42 Agency Mortgage-Backed Securities FNMA 2037-01-01 3.000000 1024248.00 1046830.23 Agency Mortgage-Backed Securities FNMA 2052-02-01 3.000000 1599137.00 1628793.00 Agency Mortgage-Backed Securities FNMA 2033-05-01 3.500000 13000000.00 4471690.90 Agency Mortgage-Backed Securities FNMA 2038-06-01 4.000000 13813993.00 6514489.91 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.500000 9037899.00 1367164.93 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.000000 5000000.00 1291347.69 Agency Mortgage-Backed Securities FNMA 2049-02-01 4.500000 42648648.00 6236538.38 Agency Mortgage-Backed Securities FNMA 2039-06-01 4.000000 3446835.00 1705456.55 Agency Mortgage-Backed Securities FNMA 2049-06-01 4.000000 3656826.00 1762001.75 Agency Mortgage-Backed Securities FNMA 2049-07-01 5.000000 13485055.00 6487720.21 Agency Mortgage-Backed Securities FNMA 2050-05-01 3.000000 5151556.00 3977194.53 Agency Mortgage-Backed Securities FNMA 2050-05-01 2.500000 3658981.00 2709098.97 Agency Mortgage-Backed Securities FNMA 2050-05-01 4.500000 9933405.00 5690017.81 Agency Mortgage-Backed Securities FNMA 2049-12-01 3.500000 4319195.00 2524954.92 Agency Mortgage-Backed Securities FNMA 2050-11-01 2.500000 6016396.00 5248616.05 Agency Mortgage-Backed Securities FNMA 2050-11-01 3.000000 2624355.00 2349457.27 Agency Mortgage-Backed Securities FNMA 2035-09-01 3.000000 6342448.00 3401636.52 Agency Mortgage-Backed Securities FNMA 2036-01-01 2.500000 1544675.00 1370738.39 Agency Mortgage-Backed Securities FNMA 2051-05-01 3.500000 3551558.00 3169778.49 Agency Mortgage-Backed Securities FNMA 2051-05-01 3.500000 6627520.00 6279510.01 Agency Mortgage-Backed Securities FNMA 2051-05-01 3.500000 5997108.00 5104503.11 Agency Mortgage-Backed Securities FNMA 2051-12-01 4.000000 2473612.00 2631647.03 Agency Mortgage-Backed Securities FNMA 2051-12-01 4.000000 4182440.00 4427372.71 Agency Mortgage-Backed Securities FNMA 2051-12-01 4.000000 3572170.00 3570865.07 Agency Mortgage-Backed Securities FNMA 2052-02-01 4.000000 5007504.00 5263765.18 Agency Mortgage-Backed Securities FNMA 2052-02-01 3.500000 49358021.00 50715802.51 Agency Mortgage-Backed Securities FNMA 2034-08-01 3.000000 1750000.00 891442.24 Agency Mortgage-Backed Securities FNMA 2048-04-01 4.500000 4293721.00 2335647.52 Agency Mortgage-Backed Securities FNMA 2035-01-01 3.500000 1550000.00 771394.01 Agency Mortgage-Backed Securities FNMA 2049-10-01 4.000000 7923272.00 3931097.55 Agency Mortgage-Backed Securities FNMA 2037-08-01 3.500000 14453499.00 6909400.34 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.000000 2000000.00 1278928.54 Agency Mortgage-Backed Securities FNMA 2033-12-01 5.000000 1622804.00 1329579.16 Agency Mortgage-Backed Securities FNMA 2040-11-01 6.000000 2393847.00 2631924.58 Agency Mortgage-Backed Securities FNMA 2051-12-01 2.500000 737449.00 722141.15 Agency Mortgage-Backed Securities FNMA 2048-10-01 5.000000 3571870.00 3281814.39 Agency Mortgage-Backed Securities FNMA 2052-03-01 3.000000 7632408.00 7789933.27 Agency Mortgage-Backed Securities FNMA 2027-09-01 3.500000 26088000.00 1295643.13 Agency Mortgage-Backed Securities FNMA 2042-01-01 3.500000 3154281.00 1496345.99 Agency Mortgage-Backed Securities FNMA 2047-02-01 3.500000 3606118.00 1967851.82 Agency Mortgage-Backed Securities FNMA 2052-02-01 2.500000 23925055.00 23401882.60 Agency Mortgage-Backed Securities FNMA 2042-03-01 2.000000 7059586.00 6817068.04 Agency Mortgage-Backed Securities FNMA 2042-02-01 2.500000 3692157.00 3677443.75 Agency Mortgage-Backed Securities Y 2022-03-07 2022-03-07 2022-03-17 Y ROYAL BANK OF CANADA 1.0000 7 N N N 0.0006 1500000000.00 1500000000.00 0.0257 N N Y N ROYAL BANK OF CANADA TRI-PARTY ROYAL BANK OF CANADA 0.055000% 0 BNT7FTWR9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY N/B 2023-08-15 6.250000 25200000.00 27068062.77 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 3036600.00 3798121.81 U.S. Treasuries (including strips) Government National Mortgage Association - GNMA - Ginnie Mae 2044-02-20 4.500000 25106131.00 3051523.97 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2044-06-20 4.000000 122675.00 13160.68 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2044-11-20 4.500000 178817.00 18415.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2044-12-20 4.000000 3187135.00 415139.78 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2025-01-15 0.250000 47842400.00 59980862.34 U.S. Treasuries (including strips) GNMA 2045-05-20 4.000000 18327522.00 2823036.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2047-04-20 4.000000 13442453.00 2256186.37 Agency Mortgage-Backed Securities U.S. TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 58289700.00 59701244.02 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-07-15 0.750000 52827700.00 65724806.43 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-05-15 2.875000 50000000.00 56772054.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-15 0.125000 50000000.00 57756025.60 U.S. Treasuries (including strips) GNMA 2050-02-20 3.000000 1126019.00 1120385.19 Agency Mortgage-Backed Securities GNMA 2050-03-20 3.500000 1865191.00 1250119.91 Agency Mortgage-Backed Securities GNMA 2050-06-20 4.500000 1220821.00 693535.96 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2027-11-30 0.625000 63000000.00 58978289.77 U.S. Treasuries (including strips) GNMA 2050-06-20 3.000000 1131093.00 1131851.62 Agency Mortgage-Backed Securities GNMA 2050-10-20 3.500000 1189961.00 1173582.17 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2025-10-31 0.250000 400000.00 379271.49 U.S. Treasuries (including strips) GNMA 2050-11-20 4.500000 2710156.00 1890930.72 Agency Mortgage-Backed Securities GNMA 2050-12-20 3.500000 803882.00 847578.93 Agency Mortgage-Backed Securities GNMA 2046-02-20 3.500000 38850370.00 6915986.91 Agency Mortgage-Backed Securities GNMA 2039-10-15 5.500000 1060.00 59.42 Agency Mortgage-Backed Securities GNMA 2050-11-20 3.500000 1025.00 772.24 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2026-01-31 0.375000 53936900.00 51148958.55 U.S. Treasuries (including strips) GNMA 2050-11-20 3.500000 76272866.00 35188515.67 Agency Mortgage-Backed Securities GNMA 2050-06-20 3.000000 2561107.00 2318436.58 Agency Mortgage-Backed Securities GNMA 2051-05-20 3.000000 1058344.00 894366.12 Agency Mortgage-Backed Securities GNMA 2047-02-15 4.000000 461549.00 227794.78 Agency Mortgage-Backed Securities GNMA 2051-07-20 3.500000 9474217.00 9001042.17 Agency Mortgage-Backed Securities GNMA 2051-06-20 3.000000 4574890.00 4463125.76 Agency Mortgage-Backed Securities USTR 254900HROIFWPRGM1V77 2041-08-15 1.750000 111100.00 101182.37 U.S. Treasuries (including strips) GNMA 2051-09-20 2.500000 2498056.00 2423148.99 Agency Mortgage-Backed Securities GNMA 2051-07-20 3.000000 1090374.00 1014970.32 Agency Mortgage-Backed Securities GNMA 2051-10-20 3.500000 24851.00 25077.85 Agency Mortgage-Backed Securities GNMA 2047-02-20 3.500000 2187300.00 2158335.32 Agency Mortgage-Backed Securities GNMA 2050-04-20 4.500000 71679.00 70012.56 Agency Mortgage-Backed Securities GNMA 2049-11-20 5.000000 10460119.00 10639675.32 Agency Mortgage-Backed Securities GNMA 2050-09-20 3.500000 95343.00 95343.91 Agency Mortgage-Backed Securities GNMA 2051-10-20 1.500000 21358740.00 19642003.38 Agency Mortgage-Backed Securities GNMA 2050-06-20 3.000000 608483.00 608664.35 Agency Mortgage-Backed Securities GNMA 2050-05-20 4.500000 1130050.00 1155739.19 Agency Mortgage-Backed Securities GNMA 2049-06-20 4.500000 411810.00 400129.73 Agency Mortgage-Backed Securities GNMA 2052-12-15 2.330000 1000.00 1005.56 Agency Mortgage-Backed Securities GNMA 2051-02-20 2.500000 1000.00 819.13 Agency Mortgage-Backed Securities GNMA 2051-04-20 2.500000 2417848.00 2215928.09 Agency Mortgage-Backed Securities GNMA 2051-05-20 2.500000 54940928.00 51785149.77 Agency Mortgage-Backed Securities GNMA 2050-10-20 2.500000 2394192.00 1957575.17 Agency Mortgage-Backed Securities GNMA 2051-09-20 2.500000 55216368.00 53874563.42 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 Y ROYAL BANK OF CANADA 1.0000 7 N N N 0.0006 650000000.00 650000000.00 0.0111 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY BANK OF NOVA SCO 0.050000% 0 BNT7HABP5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2025-01-15 1.125000 120980900.00 118955123.62 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-29 1.500000 85191500.00 85044970.62 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 200000000.00 200000000.00 0.0034 N Y Y N JP MORGAN SECURITIES TRI-PARTY JP MORGAN SECURITIES 0.050000% 0 BNT7HACH2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2022-06-14 0.00 577052000.00 576300101.24 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 565000000.00 565000000.00 0.0097 N Y Y N FIXED INCOME CLEARING CORP TRI-PARTY FIXED INCOME CLEARING 0.050000% 549300H47WTHXPU08X20 0 BNT7HACP4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2028-04-30 1.250000 237690000.00 228962889.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2041-08-15 1.750000 102846400.00 92337395.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-10-31 1.125000 300000000.00 290699784.53 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 600000000.00 600000000.00 0.0103 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMEN TRI-PARTY CREDIT AGRICOLE CORPO 0.050000% 1VUV7VQFKUOQSJ21A208 0 BNT7HACR0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2023-07-15 0.375000 106359300.00 134690776.82 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-07-15 0.375000 20251700.00 25187018.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-10-15 0.125000 92133000.00 106424718.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-10-15 0.125000 75788700.00 86976899.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2032-01-15 0.125000 96541500.00 105720643.02 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 450000000.00 450000000.00 0.0077 N Y Y N JP MORGAN SECURITIES TRI-PARTY JP MORGAN SECURITIES 0.050000% 0 BNT7HAD57 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association - GNMA - Ginnie Mae 2039-03-15 5.000000 375237.00 5815.94 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-07-15 4.500000 547000.00 28845.40 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-06-20 1.875000 5000000.00 211848.52 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2033-09-15 4.500000 982461.00 34886.30 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2038-03-15 5.500000 5150000.00 105363.71 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2039-02-15 5.000000 1376420.00 10708.44 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2039-04-15 5.000000 649165.00 15709.11 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2039-07-15 4.500000 9000000.00 380660.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-02-15 5.000000 7090152.00 60790.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2046-05-20 3.500000 27722336.00 5309900.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2045-05-20 3.500000 114850.00 45105.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2043-03-15 3.500000 949881.00 304370.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-11-15 5.000000 352491.00 18916.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-09-15 5.000000 388491.00 31928.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-04-15 5.500000 126586.00 6388.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2035-12-15 5.000000 234889.00 5063.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2037-02-15 5.500000 454000.00 6309.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-06-15 5.000000 258108.00 12048.35 Agency Mortgage-Backed Securities GNMA 2048-02-20 5.500000 3963760.00 1058578.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2048-03-20 3.500000 462866.00 102981.28 Agency Mortgage-Backed Securities GNMA 2042-01-15 3.500000 345400.00 37538.52 Agency Mortgage-Backed Securities GNMA 2048-07-20 5.000000 14148240.00 1987596.75 Agency Mortgage-Backed Securities GNMA 2047-02-15 4.000000 10870944.00 1696997.63 Agency Mortgage-Backed Securities GNMA 2047-01-15 4.000000 34000000.00 6567683.55 Agency Mortgage-Backed Securities GNMA 2030-08-15 8.500000 983809.00 7358.57 Agency Mortgage-Backed Securities GNMA 2035-12-15 4.500000 574869.00 28769.77 Agency Mortgage-Backed Securities GNMA 2037-11-15 6.000000 1000000.00 28297.98 Agency Mortgage-Backed Securities GNMA 2048-09-20 4.500000 1143236.00 78663.24 Agency Mortgage-Backed Securities GNMA 2039-10-15 4.500000 200000.00 63064.02 Agency Mortgage-Backed Securities FNMA 2024-10-15 1.625000 775000.00 779920.84 Agency Debentures and Agency Strips GNMA 2043-04-15 3.500000 3763400.00 748312.97 Agency Mortgage-Backed Securities GNMA 2046-11-15 3.500000 3525000.00 868112.39 Agency Mortgage-Backed Securities GNMA 2044-07-15 3.500000 1440656.00 120882.71 Agency Mortgage-Backed Securities GNMA 2048-04-20 3.500000 2040336.00 1227738.40 Agency Mortgage-Backed Securities GNMA 2045-10-20 3.500000 40000000.00 2210427.68 Agency Mortgage-Backed Securities GNMA 2049-10-15 3.500000 5970000.00 2413797.32 Agency Mortgage-Backed Securities GNMA 2032-12-15 5.500000 1392440.00 48938.14 Agency Mortgage-Backed Securities GNMA 2034-05-20 1.875000 1040000.00 17862.13 Agency Mortgage-Backed Securities GNMA 2049-12-20 4.000000 603810.00 95399.48 Agency Mortgage-Backed Securities GNMA 2050-02-15 4.500000 500000.00 50544.43 Agency Mortgage-Backed Securities GNMA 2049-09-15 2.500000 25000.00 23656.13 Agency Mortgage-Backed Securities GNMA 2049-09-15 2.500000 363069.00 292982.24 Agency Mortgage-Backed Securities GNMA 2043-04-20 3.500000 1100000.00 220447.54 Agency Mortgage-Backed Securities GNMA 2046-10-15 2.500000 315587.00 259236.49 Agency Mortgage-Backed Securities GNMA 2050-02-20 4.000000 9317744.00 8964675.89 Agency Mortgage-Backed Securities GNMA 2043-05-15 3.500000 73268.00 14180.88 Agency Mortgage-Backed Securities GNMA 2042-09-15 3.000000 58810.00 9494.57 Agency Mortgage-Backed Securities GNMA 2027-05-15 8.000000 2554600.00 8654.19 Agency Mortgage-Backed Securities GNMA 2050-02-15 3.500000 1338664.00 323447.99 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 200000.00 67640.53 Agency Mortgage-Backed Securities GNMA 2039-08-15 4.500000 1000000.00 332423.45 Agency Mortgage-Backed Securities GNMA 2045-02-15 3.500000 219135.00 78855.76 Agency Mortgage-Backed Securities GNMA 2047-01-15 4.500000 1395144.00 725781.21 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.500000 495009.00 40458.03 Agency Mortgage-Backed Securities GNMA 2046-06-15 4.000000 412830.00 83951.26 Agency Mortgage-Backed Securities GNMA 2027-11-15 7.000000 680387.00 30968.67 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.500000 524000.00 86282.09 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.500000 41000.00 12805.28 Agency Mortgage-Backed Securities FHLB 2040-03-26 2.340000 1980000.00 1876263.84 Agency Debentures and Agency Strips GNMA 2036-08-20 7.000000 750000.00 128701.00 Agency Mortgage-Backed Securities GNMA 2045-10-15 4.000000 1245518.00 543936.70 Agency Mortgage-Backed Securities GNMA 2046-04-15 4.000000 1342474.00 626365.80 Agency Mortgage-Backed Securities GNMA 2050-09-20 3.000000 2500000.00 810993.80 Agency Mortgage-Backed Securities GNMA 2048-12-20 5.000000 1408138.00 1259941.79 Agency Mortgage-Backed Securities GNMA 2047-03-15 4.500000 659741.00 119638.50 Agency Mortgage-Backed Securities GNMA 2034-10-15 6.000000 1582820.00 117447.87 Agency Mortgage-Backed Securities GNMA 2027-04-15 8.000000 2483692.00 20604.08 Agency Mortgage-Backed Securities GNMA 2027-11-15 7.000000 2843052.00 7697.23 Agency Mortgage-Backed Securities GNMA 2049-11-20 5.000000 46996352.00 22667787.17 Agency Mortgage-Backed Securities GNMA 2046-02-20 4.500000 779764.00 105450.56 Agency Mortgage-Backed Securities GNMA 2050-02-15 3.500000 197319.00 51273.17 Agency Mortgage-Backed Securities GNMA 2050-01-20 5.500000 4626768.00 4765198.24 Agency Mortgage-Backed Securities GNMA 2047-11-15 4.000000 16376192.00 6078943.48 Agency Mortgage-Backed Securities GNMA 2042-11-20 3.500000 1361222.00 1182752.93 Agency Mortgage-Backed Securities FHLB 2024-01-05 0.670000 5415000.00 5333495.53 Agency Debentures and Agency Strips GNMA 2047-08-20 3.500000 41844992.00 41256187.17 Agency Mortgage-Backed Securities GNMA 2040-06-15 5.000000 2922048.00 695628.98 Agency Mortgage-Backed Securities GNMA 2046-10-20 3.500000 9333600.00 4676972.85 Agency Mortgage-Backed Securities GNMA 2050-06-20 3.500000 6200000.00 1596968.79 Agency Mortgage-Backed Securities GNMA 2051-10-20 3.500000 11194000.00 11503216.77 Agency Mortgage-Backed Securities GNMA 2051-12-20 3.500000 50556544.00 52606083.61 Agency Mortgage-Backed Securities GNMA 2028-04-15 3.500000 5685210.00 1915890.74 Agency Mortgage-Backed Securities FHLB 2023-05-30 2.160000 40000000.00 40682800.00 Agency Debentures and Agency Strips FHLB 2023-06-06 2.160000 25000000.00 25393550.00 Agency Debentures and Agency Strips GNMA 2036-03-20 3.500000 790617.00 612716.57 Agency Mortgage-Backed Securities GNMA 2051-10-20 2.000000 15000000.00 14272936.11 Agency Mortgage-Backed Securities GNMA 2037-02-20 1.500000 3529632.00 3457694.57 Agency Mortgage-Backed Securities GNMA 2035-12-20 5.000000 1495100.00 1217059.93 Agency Mortgage-Backed Securities GNMA 2051-05-20 3.500000 1888106.00 1598717.44 Agency Mortgage-Backed Securities GNMA 2051-08-20 3.500000 4471408.00 4651477.21 Agency Mortgage-Backed Securities GNMA 2049-05-20 5.500000 2775524.00 1853855.28 Agency Mortgage-Backed Securities GNMA 2049-01-20 5.000000 1089288.00 833049.91 Agency Mortgage-Backed Securities GNMA 2044-11-20 3.500000 1109174.00 853554.62 Agency Mortgage-Backed Securities GNMA 2051-12-20 3.000000 2393976.00 2468397.59 Agency Mortgage-Backed Securities GNMA 2049-04-20 4.500000 1459950.00 1542742.56 Agency Mortgage-Backed Securities GNMA 2051-08-20 3.500000 2038940.00 2115239.64 Agency Mortgage-Backed Securities GNMA 2050-01-20 4.500000 20303104.00 19069882.26 Agency Mortgage-Backed Securities GNMA 2050-01-20 5.000000 4516736.00 4674863.27 Agency Mortgage-Backed Securities GNMA 2041-06-20 4.000000 12537856.00 12571065.04 Agency Mortgage-Backed Securities GNMA 2047-07-20 3.500000 21872672.00 22707070.69 Agency Mortgage-Backed Securities GNMA 2051-12-20 4.000000 1159206.00 1253348.32 Agency Mortgage-Backed Securities GNMA 2051-12-20 3.500000 24446464.00 25967807.27 Agency Mortgage-Backed Securities GNMA 2049-05-20 4.500000 2090264.00 2184044.76 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.000000 1188384.00 1231410.63 Agency Mortgage-Backed Securities GNMA 2044-11-20 3.500000 2597588.00 2703078.65 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.000000 3753096.00 3966106.72 Agency Mortgage-Backed Securities GNMA 2043-05-20 3.000000 1266678.00 1296680.54 Agency Mortgage-Backed Securities GNMA 2050-01-20 3.500000 1508764.00 1570072.63 Agency Mortgage-Backed Securities GNMA 2047-04-20 4.000000 3817044.00 4033603.99 Agency Mortgage-Backed Securities GNMA 2047-07-20 3.000000 4831560.00 4946058.31 Agency Mortgage-Backed Securities GNMA 2050-03-20 4.000000 6881808.00 7272391.89 Agency Mortgage-Backed Securities GNMA 2056-11-20 2.500000 162469.00 164915.95 Agency Mortgage-Backed Securities GNMA 2052-02-20 3.000000 1014684.00 1040082.56 Agency Mortgage-Backed Securities GNMA 2050-04-20 4.500000 15131264.00 16179088.90 Agency Mortgage-Backed Securities GNMA 2049-01-20 4.500000 1294600.00 1384230.33 Agency Mortgage-Backed Securities GNMA 2050-07-20 4.500000 14469792.00 15471839.57 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 2559668.00 2736925.01 Agency Mortgage-Backed Securities GNMA 2033-08-15 5.000000 92000.00 7404.52 Agency Mortgage-Backed Securities GNMA 2027-04-15 8.000000 2483588.00 13687.12 Agency Mortgage-Backed Securities GNMA 2049-03-20 4.500000 1497674.00 105678.50 Agency Mortgage-Backed Securities GNMA 2051-12-20 3.500000 31084992.00 32202980.00 Agency Mortgage-Backed Securities GNMA 2037-01-20 3.000000 24906304.00 25580293.49 Agency Mortgage-Backed Securities GNMA 2046-09-15 2.500000 5919680.00 4027950.08 Agency Mortgage-Backed Securities Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 500000000.00 500000000.00 0.0086 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK 0.050000% 254900Y8NKGV541U8Q32 0 BNT7HD824 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2023-05-31 2.750000 4114027200.00 4213831239.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-30 2.625000 13510982900.00 13792529016.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-11-15 2.375000 1794300.00 1823921.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 0.125000 653938300.00 650000980.61 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2031-05-15 1.625000 752135400.00 733086365.91 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-05-15 0.250000 9025600.00 8755519.20 U.S. Treasuries (including strips) Y 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 19400000000.00 19400000000.00 0.3323 N Y Y N Northern Institutional Funds 2022-03-07 Peter K Ewing Peter K Ewing President