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92701.86 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2024-07-01 6.000 6844697.10 451966.14 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2025-01-01 5.000 2250000.00 154470.58 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-12-01 4.000 217782.00 232220.97 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-01-01 3.500 52470000.00 51930000.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-10-01 4.000 901.80 961.99 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) L3I9ZG2KFGXZ61BMYR72 2045-08-01 3.500 2977.20 2993.58 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including 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261700PLI2HF5NCF2442 2016-11-15 0.625 34978.41 35109.59 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-11-15 4.625 485687.54 506840.22 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 2.000 4938566.03 5124226.41 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-10-31 1.375 42701.88 43214.02 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-31 1.500 1464173.43 1496828.58 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.250 34662.79 35190.90 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-10-31 1.750 166537.35 171617.06 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-10-31 0.375 46415.09 46490.96 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-10-31 1.000 149623.69 150788.14 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-10-31 3.125 727138.86 748123.47 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-10-15 0.875 135142.18 135525.27 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-10-15 0.625 6368150.94 6386716.98 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-09-30 1.750 4585.81 4645.91 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-09-30 1.375 24507.16 24666.94 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-09-30 1.750 21722.26 22264.89 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-09-30 1.375 32490.56 32920.72 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-09-30 1.875 273849.05 278790.84 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-09-30 1.000 299841.50 300828.69 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-09-30 0.500 5699773.58 5699773.58 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-09-15 0.875 269393.20 270186.56 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-31 2.000 816905.66 845097.78 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-31 1.375 291505.35 293969.11 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.000 4641.50 4646.01 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-31 1.625 7760603.77 7927698.11 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-08-31 1.500 2506415.09 2562113.20 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-31 3.000 173963.77 176364.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-31 1.000 10267018.86 10304150.94 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 2.000 182374.18 186037.34 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 2.500 148528.30 158258.75 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 2.625 18361.81 19527.08 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-15 3.625 124578.11 136046.46 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 0.875 1007745.96 1012215.16 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 4.750 473248.30 502682.73 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-15 4.875 10564.07 10810.54 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-08-15 0.625 727046.03 728580.54 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 2.000 1716077.43 1779706.34 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-31 1.625 110653.58 113285.28 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-31 2.250 56979.16 59077.79 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-07-31 0.625 139245.28 139387.05 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-07-31 1.500 267759.39 269539.34 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-07-31 3.250 1588751.54 1613212.64 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-07-15 0.375 2877735.84 2952000.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-07-15 0.125 356282.26 358241.86 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-07-15 0.375 2190792.45 2302188.67 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-15 1.250 176358.79 206527.16 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-07-15 1.875 55679.54 67435.39 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 1.375 220007.54 255717.25 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-07-15 0.875 6423849.05 6442415.09 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-07-15 0.875 556609.81 559473.03 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-07-15 2.625 1856603.77 2246490.56 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-07-15 2.500 83547.16 100194.32 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-07-15 0.625 928301.88 930588.18 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-06-30 1.000 431511.84 433189.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 1.375 6869.43 6982.66 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-30 2.375 1550635.47 1614383.13 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-06-30 0.625 6498113.20 6516679.24 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-06-30 0.500 120679.24 120926.43 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-06-30 1.500 5365584.90 5402716.98 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-06-15 1.125 13924.52 14072.55 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-31 1.375 38246.03 38749.84 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-31 2.375 4455.84 4642.93 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-31 0.625 125432.15 125731.75 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-31 3.250 75860.83 77067.65 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-31 0.375 1893735.84 1893735.84 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-05-15 2.500 37132.07 39765.89 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-15 1.750 1460404.52 1492597.34 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-05-15 3.500 1209020.37 1338829.91 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-05-15 3.875 22724.83 24560.12 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-15 0.875 371320.75 373775.32 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-05-15 4.500 569995.92 604447.60 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-15 0.250 352754.71 353156.89 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-15 5.125 490793.20 503260.95 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-30 2.250 149085283.01 157440000.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-04-30 1.375 541181.43 549108.24 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-04-30 1.625 4845735.84 4975698.11 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-30 0.875 415136.60 418076.17 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-30 3.125 181000.30 188281.42 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-04-30 2.000 187331.32 189203.70 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-04-15 0.125 315622.64 322647.04 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-15 0.125 346442.26 365162.51 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-04-15 0.875 1028020.07 1031255.97 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 2.250 45858.11 47981.93 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 1.250 1514691.62 1512647.45 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.125 141287.54 141314.58 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 118822.64 119950.20 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-31 1.625 337493.43 344546.22 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-31 2.875 118804.07 123789.80 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-31 0.875 615092.83 616528.03 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-03-31 3.250 499017.96 512329.33 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-03-15 1.000 157811.32 158294.66 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-03-15 1.000 281702.49 283190.67 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-03-15 0.750 4233056.60 4233056.60 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 1.375 6609509.43 6683773.58 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.750 128848.30 131204.06 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-02-28 1.375 55698.11 56521.43 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-28 2.750 38803.01 40365.41 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-02-28 0.875 92830.18 93198.41 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-02-28 0.500 3657509.43 3657509.43 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-02-28 3.000 759313.81 778305.24 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including 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Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-02-15 3.500 93387.16 98575.14 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 1.375 5198.49 5236.50 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-01-31 2.125 865604.37 903103.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-01-31 1.250 7203622.64 7259320.75 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-01-31 1.250 155583396.22 157440000.00 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 2.625 6498.11 6747.96 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 0.875 928301.88 932098.10 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2018-01-31 0.750 1299622.64 1301654.97 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-31 3.125 37132.07 38129.47 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-31 0.875 212209.81 213177.36 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-31 0.500 830458.86 831283.12 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-01-15 0.625 74264.15 77833.47 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-01-15 0.625 261001.35 277379.89 Agency Mortgage-Backed Securities 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261700PLI2HF5NCF2442 2041-08-15 3.750 376742.03 461099.71 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2040-08-15 3.875 65723.77 81904.81 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2039-08-15 4.500 185660.37 252941.53 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-08-15 6.125 7834867.92 11678037.73 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-08-15 6.375 177268.52 259606.24 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 6.750 812616.90 1197888.76 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-08-15 6.875 12309.28 17865.65 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-08-15 6.250 29705.66 39579.70 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 7.250 338254.64 460414.97 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-08-15 8.125 1243.92 1694.40 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-08-15 8.750 122220.22 162951.15 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-15 8.125 4084528.30 5087094.33 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-08-15 8.875 323030.49 363029.28 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-05-15 3.000 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261700PLI2HF5NCF2442 2016-06-30 0.000 885915.62 885636.55 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-06-02 0.000 216795.62 216765.27 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-26 0.000 11436679.24 11436679.24 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-19 0.000 470240.60 470202.04 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-12 0.000 175541.88 175532.93 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2016-05-05 0.000 4660.07 4659.98 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-03-30 0.000 998964.22 994259.10 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-03-02 0.000 11195320.75 11158188.67 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-02-02 0.000 1837499.32 1831091.96 Agency Mortgage-Backed Securities UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2017-01-05 0.000 649811.32 647985.35 Agency Mortgage-Backed Securities First Tier Security FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2016-05-02 2016-05-02 2016-05-02 N N N 0.0029 1484000000.00 1484000000.00 1484000000.00 0.0837 N N Y N - N/A - FED HOME LOAN MTG CORP FED HOME LOAN MTG CORP 313396WJ8 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-03 2016-05-03 2016-05-03 N N N 0.0050 499996500.00 499996500.00 499996500.00 0.0282 N N Y N - N/A - FED HOME LOAN MTG CORP FED HOME LOAN MTG CORP 313396A45 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-08-01 2016-08-01 2016-08-01 N N N 0.0048 999166000.00 999166000.00 999166000.00 0.0563 N N N N - N/A - FED RESERVE BANK OF NY FED RESERVE BANK OF NY 313589 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS-U.S. Treasuries (including strips) 2019-02-28 1.375 788000000.00 800000000.00 U.S. Treasuries (including strips) First Tier Security FITCH'S RATING NR MOODY'S RATING NR S&P RATING A-1+ 2016-05-02 2016-05-02 2016-05-02 N N N 0.0025 800000000.00 800000000.00 800000000.00 0.0451 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EDAC6 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-20 2016-06-20 2016-06-20 N N N 0.0046 70014140.00 70014140.00 70014140.00 0.0039 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EDC75 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-20 2016-06-20 2016-06-20 N N N 0.0047 180038700.00 180038700.00 180038700.00 0.0101 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EEDE7 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-01 2016-12-01 2016-12-01 N N N 0.0041 279998600.00 279998600.00 279998600.00 0.0158 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EEWW6 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-06 2017-04-06 2017-04-06 N N N 0.0043 224925300.00 224925300.00 224925300.00 0.0127 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 313312XW5 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-06-08 2016-06-08 2016-06-08 N N N 0.0036 49985850.00 49985850.00 49985850.00 0.0028 N N Y N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFR74 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-23 2018-01-23 2018-01-23 N N N 0.0059 110078210.00 110078210.00 110078210.00 0.0062 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFVY0 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-25 2018-01-25 2018-01-25 N N N 0.0058 75013200.00 75013200.00 75013200.00 0.0042 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFVE4 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-21 2017-08-21 2017-08-21 N N N 0.0056 250131500.00 250131500.00 250131500.00 0.0141 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFDH7 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-02 2017-09-18 2017-09-18 N N N 0.0057 99881400.00 99881400.00 99881400.00 0.0056 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EF6A0 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-06-06 2017-11-06 2017-11-06 N N N 0.0052 200000000.00 200000000.00 200000000.00 0.0113 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFEE3 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-21 2017-03-21 2017-03-21 N N N 0.0043 224938125.00 224938125.00 224938125.00 0.0127 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EDW81 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-26 2017-04-26 2017-04-26 N N N 0.0047 99995500.00 99995500.00 99995500.00 0.0056 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFUC9 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-28 2017-11-28 2017-11-28 N N N 0.0060 85088315.00 85088315.00 85088315.00 0.0048 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EFL47 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-08 2017-03-08 2017-03-08 N N N 0.0051 207599185.00 207599185.00 207599185.00 0.0117 N N N N - N/A - FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 3133EE4L1 U.S. Government Agency Debt First Tier Security FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-02 2017-05-22 2017-05-22 N N N 0.0044 139849500.00 139849500.00 139849500.00 0.0079 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7PT6 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-05 2017-04-05 2017-04-05 N N N 0.0051 200057000.00 200057000.00 200057000.00 0.0113 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A73C7 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-19 2016-10-19 2016-10-19 N N N 0.0052 500273500.00 500273500.00 500273500.00 0.0282 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A72Y0 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-07-13 2017-01-13 2017-01-13 N N N 0.0058 500362000.00 500362000.00 500362000.00 0.0282 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A73D5 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-23 2017-01-23 2017-01-23 N N N 0.0053 750411000.00 750411000.00 750411000.00 0.0423 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7C78 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-25 2017-02-24 2017-02-24 N N N 0.0052 84036372.00 84036372.00 84036372.00 0.0047 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7JA4 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-06-14 2017-06-14 2017-06-14 N N N 0.0059 200160800.00 200160800.00 200160800.00 0.0113 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 3130A7DE2 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-22 2018-02-22 2018-02-22 N N N 0.0062 50050050.00 50050050.00 50050050.00 0.0028 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384WL9 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-05-05 2016-05-05 2016-05-05 N N N 0.0036 99998000.00 99998000.00 99998000.00 0.0056 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384XY0 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-06-10 2016-06-10 2016-06-10 N N N 0.0038 74977650.00 74977650.00 74977650.00 0.0042 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384YB9 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-06-13 2016-06-13 2016-06-13 N N N 0.0038 99967900.00 99967900.00 99967900.00 0.0056 N N Y N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384YU7 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-06-30 2016-06-30 2016-06-30 N N N 0.0036 24988725.00 24988725.00 24988725.00 0.0014 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384K32 U.S. Government Agency Debt First Tier Security FITCH'S RATING NR MOODY'S RATING P-1 S&P RATING A-1+ 2016-10-11 2016-10-11 2016-10-11 N N N 0.0042 99820000.00 99820000.00 99820000.00 0.0056 N N N N - N/A - FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 313384K40 U.S. Government Agency Debt First Tier 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