N-MFP LIVE N 2014-06-30 0000763852 S000003909 11 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY JPMorgan Funds Management, Inc. 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(REPO) BARCLAYS CAPITAL INC. 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4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1435305.00 1521676.15 FANNIE MAE 2018-11-01 3.069000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 1500000.00 1475690.01 FEDERAL NATL MTG ASSN GTD MTG 2025-12-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 2402448.00 1549463.76 FANNIE MAE 2026-08-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 2750000.00 1526954.06 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 1748575.00 1574173.47 FANNIE MAE 2042-04-01 5.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 1976349.00 1559231.89 FANNIE MAE 2037-04-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 1575771.00 1526351.59 FANNIE MAE 2022-06-01 3.010000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 1500000.00 1477805.58 FANNIE MAE 2042-06-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 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NAT MORT ADJUSTABLE RATE MBS 500000.00 28.01 FANNIE MAE 2024-08-01 8.220000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 162000.00 60.75 Fannie Mae 2026-07-01 2.390000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 28000.00 109.88 FANNIE MAE 2020-09-01 3.616000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 2000000.00 2020646.23 Fannie Mae 2040-04-01 2.257000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 185000.00 5313.17 FANNIE MAE 2026-04-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 75195634.00 36398568.12 FANNIE MAE 2032-01-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 43105573.00 32277941.47 Fannie Mae 2043-03-01 2.468000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 13687722.00 13259999.99 FANNIE MAE 2033-10-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 33553991.00 34675475.97 FANNIE MAE 2022-09-01 2.407000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 3812673.00 3737052.34 FEDERAL NATL MTG ASSN GTD MTG 2042-06-01 2.439000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 2485485.00 2243702.38 FANNIE MAE 2043-03-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 34476059.00 33661494.10 Fannie Mae 2043-09-01 3.296000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 2000.00 1965.86 Fannie Mae 2043-10-01 2.521000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 1869676.00 1737078.51 FANNIE MAE 2044-06-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 1008843.00 1078931.58 Fannie Mae 2035-05-01 2.024000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 7350.00 900.13 Fannie Mae 2036-02-01 2.317000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 5499.00 893.70 Fannie Mae 2036-01-01 1.960000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 2791.00 469.64 FANNIE MAE 2037-02-01 6.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 111829718.00 14723974.79 Fannie Mae 2036-09-01 2.418000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 10819408.00 1245920.10 Fannie Mae 2037-06-01 2.272000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 3668.00 1102.96 FANNIE MAE 2024-06-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 208120.00 218099.91 FREDDIE MAC 2021-08-01 9.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 5376200.00 18590.40 FREDDIE MAC 2025-04-01 9.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1430000.00 17447.29 FREDDIE MAC 2030-03-01 9.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1478.00 0.73 FREDDIE MAC 2015-03-01 6.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 60000.00 12.03 FREDDIE MAC 2018-09-01 6.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 55000.00 3.04 Freddie Mac 2023-08-01 2.233000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 35000.00 101.41 FREDDIE MAC 2015-08-01 7.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 28013.00 26.85 FREDDIE MAC 2015-09-01 7.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 30000.00 60.99 Freddie Mac 2031-06-01 2.359000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 3962613.00 1574631.81 FREDDIE MAC 2034-07-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3871.00 4053.52 FREDDIE MAC 2040-08-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 88247.00 51249.04 Freddie Mac 2022-06-01 2.780000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 10000.00 54.69 Freddie Mac 2024-02-01 2.330000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 35000.00 166.71 FANNIE MAE 2020-08-01 3.926000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 1250000.00 1367.22 FANNIE MAE 2021-08-01 4.143000 Government Agency Debt FEDERAL 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Mae 2037-01-01 2.416000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 12375741.00 1106220.09 Fannie Mae 2036-09-01 2.387000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 11081.00 892.63 Fannie Mae 2036-05-01 2.113000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 16965482.00 1416293.17 Fannie Mae 2036-11-01 2.361000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 48868990.00 5695587.45 Fannie Mae 2037-02-01 2.377000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 21541.00 1009.81 First Tier Security 2014-07-07 2014-07-07 N N N 1000000000.00 1000000000.00 0.0198 N 1000000000.00 1000000000.00 MORGAN STANLEY & CO. LLC (REPO) MORGAN STANLEY & CO. LLC (REPO) 0.08 0MST10RU3 0000728672 Government Agency Repurchase Agreement Y FREDDIE MAC 2018-09-01 6.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 6100000.00 138056.48 FREDDIE MAC 2036-09-01 6.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 12998430.00 5394572.08 FREDDIE MAC 2036-05-01 6.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 18578348.00 1745764.26 FREDDIE MAC 2036-06-01 6.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 20808239.00 3751876.50 Freddie Mac 2042-09-01 2.210000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 23233998.00 15246901.89 FREDDIE MAC 2038-03-01 5.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 10843000.00 1138985.75 FREDDIE MAC 2034-03-01 7.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 7732956.00 2613410.08 FREDDIE MAC 2035-07-01 5.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 32230000.00 7767127.07 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2042-03-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 9127031.00 6360459.30 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1490585.00 1386783.52 FREDDIE MAC 2028-07-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2246215.00 2204203.59 FREDDIE MAC 2043-04-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 5697349.00 5779852.80 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2598999.00 2360498.96 FREDDIE MAC 2043-06-01 3.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3057927.00 2759495.09 FREDDIE MAC 2043-07-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 7500000.00 7366170.14 FREDDIE MAC 2043-08-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1302345.00 1416512.60 FREDDIE MAC 2043-09-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1294615.00 1408809.83 FREDDIE MAC 2034-02-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3626658.00 3778487.45 FREDDIE MAC 2034-04-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2833454.00 2943732.96 FREDDIE MAC 2034-04-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 541004.00 563334.20 FREDDIE MAC 2044-04-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 4187329.00 4542115.35 FREDDIE MAC 2044-04-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3728031.00 4086485.12 FREDDIE MAC 2044-05-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 5940499.00 6494681.87 FREDDIE MAC 2024-04-01 5.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 5000000.00 515557.33 FANNIE MAE 2030-11-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 7405102.00 4492340.17 FREDDIE MAC 2035-06-01 5.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 25937230.00 5490606.67 FREDDIE MAC 2037-12-01 5.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 7795786.00 4185015.37 FREDDIE MAC 2036-04-01 6.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 27222780.00 5803531.21 Freddie Mac 2040-06-01 3.371000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 55267536.00 13948163.05 FREDDIE MAC 2038-03-01 5.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 39000000.00 2718869.31 FREDDIE MAC 2038-04-01 6.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 31200000.00 3489643.64 FREDDIE MAC 2039-11-01 5.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 18000000.00 7916182.01 FEDERAL HOME LN MTG CORP PARTN 2041-05-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 300000.00 209003.70 FREDDIE MAC 2026-09-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 7500000.00 3018201.00 FREDDIE MAC 2042-01-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 12000000.00 7888081.90 FREDDIE MAC 2044-02-01 5.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 525000.00 562399.86 FREDDIE MAC 2044-04-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 4000000.00 4221582.82 FREDDIE MAC 2028-04-01 2.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 4500000.00 4090132.84 FREDDIE MAC 2037-11-01 6.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 38207238.00 2959228.68 FREDDIE MAC 2029-10-01 5.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 8846784.00 2971774.35 FREDDIE MAC 2032-11-01 3.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1640000.00 1486758.38 FREDDIE MAC 2024-12-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 18583352.00 5020810.64 FREDDIE MAC 2025-06-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 22320000.00 5539928.55 FREDDIE MAC 2025-12-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 6606597.00 4469614.04 FEDERAL HOME LN MTG CORP PARTN 2027-07-01 2.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3000000.00 2269918.41 Freddie Mac 2041-09-01 2.804000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 25591983.00 14131812.44 FREDDIE MAC 2037-08-01 6.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 48985010.00 2077988.04 FREDDIE MAC 2029-10-01 7.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 10000000.00 82939.53 FREDDIE MAC 2042-10-01 3.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 4500000.00 3990666.59 FREDDIE MAC 2040-02-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 8903935.00 5402471.32 FREDDIE MAC 2040-12-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 15000000.00 7055321.25 FREDDIE MAC 2041-02-01 5.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3960533.00 3098302.74 FREDDIE MAC 2041-03-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1873516.00 1624364.45 FREDDIE MAC 2034-08-01 6.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 44132880.00 935264.16 FREDDIE MAC 2027-11-01 2.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2315000.00 2005907.27 FREDDIE MAC 2029-01-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1850334.00 1919476.24 FREDDIE MAC 2029-06-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2224677.00 2366267.56 Freddie Mac 2043-09-01 2.931000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 13797028.00 13807966.87 Freddie Mac 2043-03-01 2.146000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 6552436.00 6062350.64 FREDDIE MAC 2041-05-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 5413499.00 4055026.82 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(PARTICIPATING CERTIFICATES) 2819815.00 2601448.00 FREDDIE MAC 2034-05-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2360136.00 2459730.57 FREDDIE MAC 2044-01-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 399516.00 421927.68 FREDDIE MAC 2044-04-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2397078.00 2628548.91 FREDDIE MAC 2044-02-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1655399.00 1793163.64 FREDDIE MAC 2044-04-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 6351091.00 6860785.36 FANNIE MAE 2048-02-01 6.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 66914030.00 3609977.58 FREDDIE MAC 2037-06-01 8.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 14614727.00 6783011.87 FREDDIE MAC 2036-11-01 5.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 8630000.00 2642049.50 Freddie Mac 2040-03-01 3.619000 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(PARTICIPATING CERTIFICATES) 1715000.00 944743.96 FREDDIE MAC 2027-01-01 3.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 6768788.00 5190088.01 Freddie Mac 2041-12-01 2.747000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 50005989.00 28597739.58 FREDDIE MAC 2038-08-01 6.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 12386100.00 626301.02 FREDDIE MAC 2042-11-01 3.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2000000.00 1803980.94 FREDDIE MAC 2039-12-01 5.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 11180918.00 3687975.22 FREDDIE MAC 2040-03-01 5.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1490783.00 1253192.89 FREDDIE MAC 2040-10-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 16200000.00 6501680.38 FREDDIE MAC 2041-03-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1986316.00 1495073.77 FREDDIE MAC 2019-01-01 4.500000 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FREDDIE MAC 2043-03-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 8081825.00 7688370.33 FREDDIE MAC 2043-05-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2564225.00 2671248.27 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2335175.00 2336566.08 FREDDIE MAC 2043-05-01 3.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 6293786.00 6066470.70 FREDDIE MAC 2043-09-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1049845.00 919839.45 FREDDIE MAC 2043-09-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2668029.00 2882881.76 FREDDIE MAC 2033-09-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 6033177.00 6130225.33 FREDDIE MAC 2034-02-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1680791.00 1790418.85 FREDDIE MAC 2034-04-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING 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2035-11-01 2.141000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 76206040.00 19013320.99 FREDDIE MAC 2034-02-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 2178931.00 2244630.18 FREDDIE MAC 2028-01-01 5.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 15299996.00 1201925.50 FEDERAL HOME LN MTG CORP PARTN 2032-02-01 3.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 5000000.00 3801337.48 FREDDIE MAC 2025-06-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 12724222.00 5984088.61 FREDDIE MAC 2025-12-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1400000.00 548738.54 FREDDIE MAC 2026-07-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 6984098.00 5061275.85 FEDERAL HOME LN MTG CORP PARTN 2027-03-01 3.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 5681059.00 4117538.27 Freddie Mac 2041-09-01 2.959000 Government Agency Debt 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1764171.00 1656299.21 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 4730570.00 4521558.07 FREDDIE MAC 2043-06-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3307542.00 3275541.90 FREDDIE MAC 2043-08-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3221913.00 3242639.16 FREDDIE MAC 2043-04-01 3.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 8000000.00 7491090.24 FREDDIE MAC 2034-02-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 5010440.00 5103171.34 FREDDIE MAC 2034-02-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 7559052.00 7946400.78 FREDDIE MAC 2034-04-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 240328.00 250676.02 FREDDIE MAC 2043-11-01 5.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3913056.00 4332375.71 FREDDIE MAC 2044-03-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1032445.00 1132373.29 FREDDIE MAC 2044-05-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 5797814.00 6371848.63 FREDDIE MAC 2044-06-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1698908.00 1805886.92 FANNIE MAE 2043-05-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 6339420.00 5590067.76 First Tier Security 2014-07-03 2014-07-03 N N N 1000000000.00 1000000000.00 0.0198 N 1000000000.00 1000000000.00 RBC CAPITAL MARKETS LLC (REPO) RBC CAPITAL MARKETS LLC (REPO) 0.09 0PO001PG5 0000352613 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corporation 2041-05-15 3.500000 Government Agency Debt GOLD REMIC (FIXED) 1401055.00 1392187.58 Fannie Mae 2019-09-01 3.001000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 8449166.00 3278685.49 FANNIE MAE 2026-03-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 84710818.00 54621670.65 FREDDIE MAC 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SECURITY 85597.00 43940.47 GINNIE MAE 2044-04-20 4.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 10081316.00 10978882.74 Ginnie Mae REMIC Trust 2041-11-16 2.000000 Government Agency Debt GNMA FIXED RATE REMIC 688825.00 571949.97 FEDERAL HOME LN MTG CORP DISC NTS 2014-07-23 0.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE DISCOUNT NOTE 4800000.00 4799904.00 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2032-10-25 3.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 12175996.00 11889110.81 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2029-08-15 3.000000 Government Agency Debt GOLD REMIC (FIXED) 12941240.00 12179864.47 Fannie Mae 2041-07-01 3.131000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 8974965.00 5250903.26 FANNIE MAE 2027-06-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 40438.00 34040.14 FEDERAL NATL MTG ASSN GTD MTG 2042-05-01 2.423000 Government Agency Debt FEDERAL NAT MORT 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7988.31 FEDERAL NATL MTG ASSN GTD MTG 2032-10-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 769439.00 674768.50 FANNIE MAE 2025-10-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 19920121.00 6546423.65 GINNIE MAE 2038-06-20 6.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 36840.00 41086.58 GNMA 2064-05-20 2.422000 Government Agency Debt GINNIE MAE HECM - MBS ADJUSTABLE RATE 2855.00 3046.67 Ginnie Mae REMIC Trust 2041-11-20 3.000000 Government Agency Debt GNMA FIXED RATE REMIC 838120.00 786019.24 First Tier Security 2014-07-07 2014-09-23 Y RBC CAPITAL MARKETS LLC (REPO) N/A N/A N N 500000000.00 500000000.00 0.0099 N 500000000.00 500000000.00 RBC CAPITAL MARKETS LLC (REPO) RBC CAPITAL MARKETS LLC (REPO) 0.09 0PO001OP6 0000352613 Government Agency Repurchase Agreement Y FREDDIE MAC 2034-02-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 3753125.00 3971968.20 Federal Home Loan Mortgage 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ADJUSTABLE PAYMENT MORTG. POOL 121840.00 509.48 GINNIE MAE 2023-06-15 6.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 33320.00 432.56 GINNIE MAE 2023-07-15 7.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 208.78 GINNIE MAE 2024-04-15 8.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 172.54 GINNIE MAE 2025-07-15 7.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 596.19 GINNIE MAE 2026-04-15 8.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 163.40 GINNIE MAE 2027-04-15 7.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 75000.00 437.35 GINNIE MAE 2030-09-15 8.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 92.27 GINNIE MAE 2032-05-15 6.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 30000.00 489.28 GINNIE MAE 2030-12-15 8.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 35000.00 229.20 GINNIE MAE 2037-12-15 6.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 1347132.00 138813.34 FEDERAL HOME LN MTG CORP PARTN 2042-07-01 2.532000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 43414.00 32262.98 FREDDIE MAC 2028-05-01 2.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1450000.00 1392640.90 FREDDIE MAC 2034-07-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 1855391.00 1991406.42 FREDDIE MAC 2025-11-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 6059816.00 3572119.13 Federal Home Loan Mortgage Corporation 2021-04-15 7.000000 Government Agency Debt GOLD REMIC (FIXED) 22000.00 75.95 Federal Home Loan Mortgage Corporation 2021-05-15 8.500000 Government Agency Debt GOLD REMIC (FIXED) 10000.00 87.86 Federal Home Loan Mortgage Corporation 2021-07-15 8.000000 Government Agency Debt GOLD REMIC (FIXED) 1000.00 51.74 Federal Home Loan Mortgage Corporation 2022-07-15 7.000000 Government Agency Debt GOLD REMIC (FIXED) 2000.00 51.86 Federal Home Loan Mortgage Corporation 2022-06-15 7.500000 Government Agency Debt GOLD REMIC (FIXED) 20000.00 88.98 Federal Home Loan Mortgage Corporation 2022-10-15 7.000000 Government Agency Debt GOLD REMIC (FIXED) 5000.00 372.52 FED HOME LN MTG CORP PARTN 2042-03-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 4792029.00 1780513.89 Freddie Mac 2043-10-01 2.655000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 17872447.00 17881762.66 FREDDIE MAC 2042-03-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 15090242.00 13942820.36 FREDDIE MAC 2043-04-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 8841232.00 8900564.34 FREDDIE MAC 2020-04-15 9.000000 Government Agency Debt FEDERAL HOME LOAN FIXED RATE REMIC 9000.00 62.11 FREDDIE MAC 2017-01-01 2.000000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 12521.00 4.75 Fannie Mae REMIC Trust 2020-08-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 1000.00 8.17 Fannie Mae REMIC Trust 2020-07-25 7.750000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 10000.00 23.13 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 2011504.00 1714570.51 FEDERAL NATL MTG ASSN GTD MTG 2032-06-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 2230000.00 1732482.87 FANNIE MAE 2033-09-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4100021.00 2006733.38 Fannie Mae REMIC Trust 2021-04-25 6.750000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 22000.00 338.17 Fannie Mae REMIC Trust 2021-08-25 8.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 17000.00 215.10 Fannie Mae REMIC Trust 2021-10-25 8.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 24000.00 225.98 Fannie Mae REMIC Trust 2022-08-25 6.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 5000.00 156.99 Fannie Mae REMIC Trust 2022-09-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 3000.00 147.78 Fannie Mae REMIC Trust 2023-03-25 7.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 1000.00 65.87 FANNIE MAE 2023-10-25 6.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 5000.00 504.85 Fannie Mae REMIC Trust 2042-06-25 4.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 75000000.00 27131983.38 Fannie Mae REMIC Trust 2042-09-25 2.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 15000.00 13184.74 Fannie Mae REMIC Trust 2042-11-25 2.000000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 116000.00 85170.69 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2043-03-25 2.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 167000.00 142663.81 Federal Home Loan Mortgage Corporation 2041-11-15 3.500000 Government Agency Debt GOLD REMIC (FIXED) 19000.00 18230.13 FEDERAL HOME LN MTG CORP 2042-05-15 3.000000 Government Agency Debt GOLD REMIC (FIXED) 50000.00 45235.13 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-05-15 0.551700 Government Agency Debt GOLD ADJUSTABLE RATE REMIC 1864267.00 1851726.28 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 3537227.00 3083123.21 FANNIE MAE 2042-03-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 5000000.00 3803794.05 FANNIE MAE 2041-08-01 5.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 34391640.00 29838312.57 Fannie Mae 2041-02-01 3.615000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 39884984.00 38686128.56 FANNIE MAE 2033-05-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 2774023.00 2792575.80 Fannie Mae 2043-11-01 2.741000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 2844.00 2564.63 FANNIE MAE 2033-06-25 5.500000 Government Agency Debt FEDERAL NAT MORT REAL EST REMIC (FIXED) 3000.00 0.12 Fannie Mae 2033-02-01 2.249000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 10000.00 368.40 FANNIE MAE 2038-05-01 5.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 6136996.00 1405267.04 FANNIE MAE 2027-01-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 2950000.00 1500842.63 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 94273.00 86554.46 FANNIE MAE 2032-05-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 5510410.00 4415916.36 FEDERAL NATL MTG ASSN GTD MTG 2027-09-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 1048973.00 796630.07 FANNIE MAE 2023-11-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 1690000.00 1582063.04 GINNIE MAE 2043-10-20 2.000000 Government Agency Debt GNMA II 3 YEAR HYBRID ARM 3495038.00 3468557.26 GINNIE MAE 2017-12-20 9.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 21.53 GINNIE MAE 2015-10-20 10.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 40000.00 15.29 GINNIE MAE 2017-03-20 9.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 30.82 GINNIE MAE 2024-06-20 8.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 30000.00 170.16 GINNIE MAE 2019-12-20 9.500000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 75000.00 136.67 GINNIE MAE 2021-04-20 9.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 286733.00 412.62 GINNIE MAE 2021-08-20 9.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 30000.00 32.35 GINNIE MAE 2022-04-20 8.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 97.14 GINNIE MAE 2024-10-20 8.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 50000.00 356.94 GINNIE MAE 2026-06-20 8.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 183.09 GINNIE MAE 2031-03-20 7.000000 Government Agency Debt GNMA II SINGLE FAMILY LOAN POOL 15-30 YR 25135.00 238.65 GINNIE MAE 2014-08-15 7.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 11.67 GINNIE MAE 2028-04-15 7.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 42000.00 24.05 GINNIE MAE 2029-05-15 7.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 27171.00 829.26 GINNIE MAE 2031-03-15 7.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 50000.00 224.12 GINNIE MAE 2039-06-20 5.500000 Government Agency Debt GNMA II SINGLE FAMILY PLATINUM POOL 578464.00 74402.30 GINNIE MAE 2039-05-15 6.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 386102.00 58435.69 GINNIE MAE 2033-03-15 5.500000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 11261718.00 708793.85 GINNIE MAE 2024-07-15 8.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 35000.00 144.41 GINNIE MAE 2024-07-15 8.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 55000.00 193.95 GINNIE MAE 2024-07-15 8.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 35000.00 280.60 GINNIE MAE 2026-07-15 8.000000 Government Agency Debt GNMA I SINGLE FAMILY LOAN POOL 15-30 YR 25000.00 144.38 First Tier Security 2014-09-03 2014-09-03 N N N 600000000.00 600000000.00 0.0119 Y 600000000.00 600000000.00 US TREASURY US TREASURY 0.25 912828RG7 Treasury Debt First Tier Security 2014-09-15 2014-09-15 N N N 1000000000.00 1000326882.65 0.0198 N 1000352000.00 1000352000.00 US TREASURY US TREASURY 0.5 912828RL6 Treasury Debt First Tier Security 2014-10-15 2014-10-15 N N N 200000000.00 200232910.40 0.0040 N 200250000.00 200250000.00 US TREASURY US TREASURY 0.25 912828RZ5 Treasury Debt First Tier Security 2015-01-15 2015-01-15 N N N 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