N-MFP2 0000763852 XXXXXXXX 2021-08-31 0000763852 S000003909 12 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Exempt Government Government/Agency N 42 60 179931809462.06 190317002163.24 192984704679.74 187134743278.51 209576638435.63 219239872735.71 221659601078.01 215419506245.03 0.7495 0.7628 0.7676 0.7621 0.8730 0.8787 0.8817 0.8772 5302737032.11 246440015924.43 246426987901.51 162347313.17 4961521336.08 246930550910.71 246933348348.37 1.0000 0.0007 1.0001 1.0000 1.0000 1.0000 C000010941 50000000.00 159695020387.16 159696905483.26 1.0001 1.0000 1.0000 1.0000 33535172942.86 28578668525.75 33443146886.58 34781604883.92 34478837071.07 34470080964.38 32326033059.01 33262294844.51 151140292645.76 146307229376.60 0.0003 Y JPMIM, IA Vol, 7630944.19; JPMIM, Adm Vol, 5087296.15; JPMDS, Sh Serv Cont, 1098761.76; JPMDS, Sh Serv Vol, 5896588.51; DST, TA Vol, 264338.80; C000010945 5000000.00 21574478700.08 21574686088.70 1.0001 1.0000 1.0000 1.0000 36347268983.43 33458378846.79 35768800195.21 35456250233.78 47129307601.92 41674263594.37 63678505626.25 62023942048.84 208078486236.31 199846252678.12 0.0001 Y JPMIM, IA Vol, 896921.11; JPMIM, Adm Vol, 597947.38; JPMDS, Sh Serv Cont, 453061.62; JPMDS, Sh Serv Vol, 1709143.68; C000010943 1000000.00 4849596004.05 4849649720.04 1.0001 1.0001 1.0000 1.0000 3811758435.75 4293312259.54 5825879973.36 5052697533.43 2587120812.03 4072887359.02 3166148743.26 3212513588.61 16676828790.91 18266641811.18 0.0001 Y JPMIM, IA Vol, 273418.33; JPMIM, Adm Vol, 182278.89; JPMDS, Sh Serv Vol, 1415862.23; C000010944 10000000.00 5608614046.68 5608636644.43 1.0001 1.0001 1.0001 1.0001 304812599.33 796475444.15 662431793.52 557975790.40 155520029.27 114334674.71 691784506.84 185256317.10 3505585967.92 1711385245.48 0.0000 Y JPMIM, IA Vol, 173114.22; JPMIM, Adm Vol, 115409.49; JPMDS, Dist Vol, 793766.76; JPMDS, Sh Serv Vol, 870280.82; C000010940 10000000.00 30998675241.42 30999014530.04 1.0001 1.0000 1.0000 1.0000 7285355705.99 10096748996.16 9368157666.22 4955107713.68 6787918861.34 7250412020.87 6214887076.57 7507287619.59 33765109894.55 33955636639.40 0.0001 Y JPMIM, IA Vol, 1457453.24; JPMIM, Adm Vol, 971635.41; JPMDS, Sh Serv Cont, 751681.78; JPMDS, Sh Serv Vol, 1449760.77; C000010942 1000.00 2167044661.70 2167063983.53 1.0001 1.0000 1.0000 1.0000 8478786207.79 8990488013.55 5153834587.02 5191383469.21 5203020908.48 5170343552.73 5714989536.06 5567931591.69 26965229969.09 27314014010.06 0.0000 Y JPMIM, IA Vol, 103367.04; JPMIM, Adm Vol, 68911.40; JPMDS, Sh Serv Cont, 1828.50; JPMDS, Dist Vol, 189725.64; JPMDS, Sh Serv Vol, 622080.18; C000010946 10000000.00 447136420.52 447141612.64 1.0001 1.0000 1.0000 1.0000 166116.76 3814377.60 107141.03 4681033.04 1755883.31 1573015.42 3271384.57 2016033.54 15195825.65 12458341.37 0.0000 Y JPMIM, IA Vol, 20982.93; JPMIM, Adm Vol, 13988.62; JPMDS, Dist Vol, 230873.78; JPMDS, Sh Serv Vol, 105859.91; C000165407 1.00 386373478.65 386377887.20 1.0001 1.0000 1.0000 1.0000 7668891.56 396949.15 5539135.46 5252751.01 1039076.55 5593120.54 5520439.18 5084467.58 23523612.96 16327288.28 0.0001 Y JPMIM, IA Vol, 18355.61; JPMIM, Adm Vol, 12237.05; JPMDS, Sh Serv Cont, 12672.07; JPMDS, Dist Vol, 201939.75; JPMDS, Sh Serv Vol, 82204.35; C000212348 5000000.00 7797626215.53 7797731989.66 1.0001 1.0000 1.0000 1.0000 586359154.01 2052827695.67 1672098008.51 783108784.36 1578564687.06 1531332818.15 984259492.44 1970200000.00 5010127370.65 6704159238.99 0.0003 Y JPMIM, IA Vol, 405850.52; JPMIM, Adm Vol, 270567.04; JPMDS, Sh Serv Cont, 53172.32; JPMDS, Sh Serv Vol, 319182.70; DST, TA Vol, 8785.76; C000078417 1000000.00 1395779334.52 1395817957.57 1.0001 1.0000 1.0000 1.0000 262396674.47 97420559.45 89300314.67 259145980.83 12039599.83 2534740674.45 8547102.92 5621310.83 397969112.23 2896928525.56 0.0000 Y JPMIM, IA Vol, 131777.85; JPMIM, Adm Vol, 87851.90; JPMDS, Sh Serv Vol, 786551.27; C000225258 50000000.00 2809156566.97 2809183639.74 1.0001 1.0000 1.0000 1.0000 25049215.68 51000000.00 0.00 0.00 0.00 15000000.00 10000000.00 0.00 35000000.00 66000000.00 0.0003 Y JPMIM, IA Vol, 134381.20; JPMIM, Adm Vol, 89587.48; JPMDS, Sh Serv Cont, 17900.06; JPMDS, Sh Serv Vol, 105315.37; DST, TA Vol, 3108.47; C000115393 50000000.00 9201049853.43 9201138811.56 1.0001 1.0000 1.0000 1.0000 1337095459.54 1517092030.73 1060481458.57 942505927.29 724527778.98 950086856.69 1191006184.73 702996286.96 4703706645.67 4311336838.97 0.0003 Y JPMIM, IA Vol, 418189.06; JPMIM, Adm Vol, 278792.73; DST, TA Vol, 13774.85; BANK OF AMERICA N.A. (REPO) BANK OF AMERICA N.A. (REPO) 0.050 0BAN02R10 9DJT3UXIJIZJI4WXO774 0000838927 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2050-07-20 2.500000 1037892902.00 765000000.09 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 750000000.00 750000000.00 0.0030 N Y Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 0.060 0QH001RT1 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2051-07-01 3.000000 25000000.00 27060381.30 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 2.000000 13632773.00 13857504.07 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.000000 24041496.00 24456532.83 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 2.500000 12701000.00 11451940.15 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 2.000000 429305.00 436853.04 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 13359105.00 14245138.73 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.000000 31400000.00 30261627.18 Agency Mortgage-Backed Securities Federal National Mort 2035-12-01 1.500000 32307897.00 30344880.13 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 3.000000 25000000.00 25886564.84 Agency Mortgage-Backed Securities Federal National Mort 2031-09-15 6.500000 16.00 0.65 Agency Collateralized Mortgage Obligation Federal National Mort 2048-04-01 4.500000 4926027.00 1797064.03 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 50000000.00 19298072.34 Agency Mortgage-Backed Securities Federal National Mort 2031-09-01 1.788000 4290528.00 4332635.24 Agency Mortgage-Backed Securities Federal National Mort 2029-08-25 2.500000 699970.00 114334.67 Agency Collateralized Mortgage Obligation Federal National Mort 2051-08-01 2.500000 82933961.00 86450803.26 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 3.500000 1290500.00 1389820.62 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 3.500000 1233100.00 622147.84 Agency Mortgage-Backed Securities Federal National Mort 2031-07-01 3.500000 8616.00 1802.43 Agency Mortgage-Backed Securities Federal National Mort 2033-02-01 3.500000 7000.00 3245.20 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 3.500000 2187798.00 2395494.95 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 2647400.00 545939.38 Agency Mortgage-Backed Securities Federal National Mort 2038-11-01 4.500000 4000.00 2003.61 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 3.000000 1184925.00 1236277.65 Agency Mortgage-Backed Securities Federal National Mort 2041-04-01 2.000000 1000.00 996.71 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.000000 1326100.00 1380072.66 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 999682.00 1027521.81 Agency Mortgage-Backed Securities Federal National Mort 2030-08-01 3.500000 2000.00 560.36 Agency Mortgage-Backed Securities Federal National Mort 2028-11-01 3.500000 13000.00 1995.88 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2029-06-01 3.000000 509508.00 135706.23 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 3.000000 1540000.00 1606064.64 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 3.000000 2092569.00 2166486.91 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 2148326.00 2272912.44 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.000000 2138760.00 1095026.53 Agency Mortgage-Backed Securities Federal National Mort 2031-10-01 3.500000 3194.00 1099.27 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 905000.00 894246.16 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-08-01 2.000000 647990.00 672222.67 Agency Mortgage-Backed Securities Federal National Mort 2029-01-01 3.500000 2000.00 198.29 Agency Mortgage-Backed Securities Federal National Mort 2036-02-01 3.500000 8000.00 1915.24 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 3.000000 2155000.00 2217723.38 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2032-06-01 3.000000 313000.00 159114.37 Agency Mortgage-Backed Securities Federal National Mort 2027-10-01 3.500000 20000.00 1978.96 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2032-12-01 3.000000 3499000.00 1830515.53 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2028-05-01 3.000000 103000.00 21536.87 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 2.000000 1385130.00 1394116.26 Agency Mortgage-Backed Securities Federal National Mort 2035-07-01 3.500000 7000.00 1157.85 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 1377313.00 1408839.24 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 2.500000 2124536.00 2228237.43 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 0.300000 3386357.00 3300102.39 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-20 2.500000 22874808.00 16096308.82 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-20 2.000000 12995000.00 10952157.30 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 2.500000 5152570.00 4274216.41 Agency Collateralized Mortgage Obligation Federal National Mort 2036-04-20 3.500000 34983900.00 6918078.08 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-20 2.000000 30001019.00 24694654.47 Agency Collateralized Mortgage Obligation Federal National Mort 2047-05-20 4.000000 13987831.00 14416037.81 Agency Mortgage-Backed Securities Federal National Mort 2049-10-20 5.000000 7400888.00 8179836.40 Agency Mortgage-Backed Securities Federal National Mort 2039-08-20 5.000000 48274.00 984.59 Agency Mortgage-Backed Securities Federal National Mort 2051-07-20 3.000000 874801.00 904750.12 Agency Mortgage-Backed Securities Federal National Mort 2050-03-20 4.500000 2041291.00 2237897.94 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2021-09-20 Y BANK OF MONTREAL (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0006 400000000.00 400000000.00 0.0016 N Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 0.050 0QH001SN3 NQQ6HPCNCCU6TUTQYE16 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2030-10-24 3.620000 17355000.00 20955842.40 Agency Debentures and Agency Strips Federal National Mort 2051-08-01 2.500000 39424390.00 41323633.71 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 3.000000 2264756.00 2459783.20 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 3.000000 500048.00 538469.19 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 3.500000 1094571.00 1200833.98 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 3.000000 1868814.00 2029748.79 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2035-06-01 2.500000 23000.00 14918.13 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.500000 2596408.00 2192853.36 Agency Mortgage-Backed Securities Federal National Mort 2032-10-01 3.000000 100000.00 36782.29 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 2.500000 25718192.00 23242951.93 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 2.000000 1224200.00 1273253.29 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 3.000000 2387049.00 2594058.66 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.000000 1531100.00 1562915.09 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.500000 1779575.00 1870159.40 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2036-08-01 2.000000 33458366.00 34709597.36 Agency Mortgage-Backed Securities Federal National Mort 2031-07-01 4.500000 2485000.00 275429.04 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 3.000000 2124723.00 2331052.73 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 3.500000 1359500.00 1449158.75 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 1.500000 4229448.00 4171627.22 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 3.000000 2629835.00 2856295.35 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 3.000000 395183.00 428452.99 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 3.000000 3804111.00 3987552.84 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 2.500000 2321.00 2434.29 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 2.500000 5672610.00 5874999.27 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 1742174.00 1797757.54 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 3.000000 3352955.00 3641684.66 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 3.000000 1298383.00 1424465.08 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 2.500000 1295660.00 1215826.60 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 1826337.00 1866491.65 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 3.000000 1529918.00 1661666.89 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.000000 1687065.00 1159825.00 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 2.000000 4999.00 5108.63 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 3.000000 423090.00 443878.95 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 20047072.00 20394420.93 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 3.000000 760417.00 825901.07 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.500000 2309684.00 2297339.23 Agency Mortgage-Backed Securities Federal National Mort 2031-10-01 2.500000 15000.00 9193.37 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 2.500000 1188992.00 1246272.09 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 32017348.00 32225033.86 Agency Mortgage-Backed Securities Federal National Mort 2030-09-01 4.500000 3000000.00 230644.43 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 3.000000 436472.00 465279.99 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 3.000000 2635133.00 2862041.67 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 2.500000 1295575.00 1363156.51 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 3.000000 807963.00 875941.55 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 3.500000 2633444.00 2451878.44 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 3.000000 508856.00 552676.64 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2036-08-01 1.500000 1633144.00 1661751.78 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2047-02-01 4.500000 727796.00 168150.48 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.000000 3000000.00 1312627.66 Agency Mortgage-Backed Securities Federal National Mort 2029-06-01 3.000000 515000.00 122024.97 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2030-12-01 3.000000 44995.00 13828.77 Agency Mortgage-Backed Securities Federal National Mort 2026-03-01 4.500000 90429.00 6642.90 Agency Mortgage-Backed Securities Federal National Mort 2045-04-01 2.500000 1463585.00 1228679.26 Agency Mortgage-Backed Securities Federal National Mort 2032-04-01 3.500000 144000.00 45499.43 Agency Mortgage-Backed Securities Federal National Mort 2026-12-01 3.500000 168000.00 18210.65 Agency Mortgage-Backed Securities Federal National Mort 2021-12-01 3.000000 9000000.00 25135.06 Agency Mortgage-Backed Securities Federal National Mort 2033-02-01 3.000000 100000.00 36867.35 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 3.000000 30190.00 9635.66 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-08-01 2.000000 31858784.00 33050196.33 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 20992648.00 12855293.53 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.000000 137630963.00 113791366.67 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 0.300000 41779578.00 40715401.57 Agency Collateralized Mortgage Obligation Federal National Mort 2057-03-15 2.700000 2410674.00 2638788.85 Agency Mortgage-Backed Securities Federal National Mort 2056-08-15 2.810000 8016100.00 8818749.42 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 2459222.00 2559187.73 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 99322.00 106107.15 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 3368797.00 3631788.88 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 96146.00 100846.67 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 2056478.00 2225952.35 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 1779176.00 1910340.41 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 1377092.00 1496701.62 Agency Mortgage-Backed Securities Federal National Mort 2051-02-20 2.500000 76509.00 77190.15 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-08-20 2.500000 559625.00 582370.03 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-06-20 2.500000 33390735.00 34470969.81 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 1767273.00 1929543.42 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 1375500.00 1442753.70 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 5103450.00 5423283.21 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 1728320.00 1812817.56 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 207177.00 216550.59 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-05-20 3.500000 100568.00 106045.55 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 3603225.00 3861032.15 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 4556386.00 4847033.31 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 1537846.00 1663784.31 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.000000 23934.00 24510.71 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1984.00 2064.64 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 2059812.00 2212930.18 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-05-20 3.000000 126653.00 130517.58 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1867645.00 1943565.39 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 515000000.00 515000000.00 0.0021 N Y Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 0.070 0QH001RJ3 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2051-04-01 2.000000 123999809.00 124127133.82 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 137867969.00 140256761.34 Agency Mortgage-Backed Securities Federal National Mort 2051-04-20 0.300000 43274767.00 42061958.53 Agency Collateralized Mortgage Obligation Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2021-09-08 Y BANK OF MONTREAL (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0007 300000000.00 300000000.00 0.0012 N Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 0.070 0QH001RG9 NQQ6HPCNCCU6TUTQYE16 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2030-02-01 3.000000 430000.00 94787.75 Agency Mortgage-Backed Securities Federal National Mort 2044-09-15 0.395500 6600000.00 713342.69 Agency Collateralized Mortgage Obligation Federal National Mort 2031-09-15 6.500000 15239989.00 619509.88 Agency Collateralized Mortgage Obligation Federal National Mort 2048-07-15 3.500000 4000000.00 2207708.59 Agency Collateralized Mortgage Obligation Federal National Mort 2025-05-15 3.500000 2395000.00 76476.65 Agency Collateralized Mortgage Obligation Federal National Mort 2048-08-15 3.500000 8000000.00 4855957.77 Agency Collateralized Mortgage Obligation Federal National Mort 2033-01-15 2.250000 1000000.00 173064.54 Agency Collateralized Mortgage Obligation Federal National Mort 2032-02-15 3.500000 9900000.00 1887712.24 Agency Collateralized Mortgage Obligation Federal National Mort 2043-03-15 2.000000 4550000.00 256584.29 Agency Collateralized Mortgage Obligation Federal National Mort 2049-05-15 2.500000 3000000.00 2229680.28 Agency Collateralized Mortgage Obligation Federal National Mort 2028-02-15 3.000000 1303255.00 726926.77 Agency Collateralized Mortgage Obligation Federal National Mort 2029-08-15 1.500000 2100000.00 475067.04 Agency Collateralized Mortgage Obligation Federal National Mort 2031-10-15 3.000000 1571000.00 190379.62 Agency Collateralized Mortgage Obligation Federal National Mort 2042-07-15 2.500000 1850000.00 453000.05 Agency Collateralized Mortgage Obligation Federal National Mort S6XOOCT0IEG5ABCC6L87 2030-09-15 2.750000 6000000.00 355590.78 Agency Collateralized Mortgage Obligation Federal National Mort 2033-04-15 2.500000 10000000.00 1815012.75 Agency Collateralized Mortgage Obligation Federal National Mort 2044-08-15 3.000000 15000000.00 3968915.77 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2024-08-25 3.021000 6131633.00 5001887.67 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-01 1.649000 714143.00 730128.50 Agency Mortgage-Backed Securities Federal National Mort 2028-06-25 1.250000 2000000.00 289016.68 Agency Collateralized Mortgage Obligation Federal National Mort 2032-11-25 2.000000 10660000.00 1937805.21 Agency Collateralized Mortgage Obligation Federal National Mort 2036-08-25 5.500000 12507774.00 3809846.74 Agency Collateralized Mortgage Obligation Federal National Mort 2040-10-25 3.000000 10000000.00 1576119.53 Agency Collateralized Mortgage Obligation Federal National Mort 2043-06-25 3.000000 8100736.00 1726547.00 Agency Collateralized Mortgage Obligation Federal National Mort 2031-07-25 6.000000 4750000.00 258053.10 Agency Collateralized Mortgage Obligation Federal National Mort 2047-09-25 3.500000 4000000.00 672889.47 Agency Collateralized Mortgage Obligation Federal National Mort 2050-11-25 2.500000 45265000.00 7268434.38 Agency Collateralized Mortgage Obligation Federal National Mort 2033-04-25 2.000000 4000000.00 1088524.12 Agency Collateralized Mortgage Obligation Federal National Mort 2042-11-25 3.000000 48395487.00 17500654.10 Agency Collateralized Mortgage Obligation Federal National Mort 2047-05-25 2.500000 9000000.00 1707719.34 Agency Collateralized Mortgage Obligation Federal National Mort 2045-03-25 3.000000 3000000.00 985868.37 Agency Collateralized Mortgage Obligation Federal National Mort 2045-03-25 3.500000 4388548.00 31933.63 Agency Collateralized Mortgage Obligation Federal National Mort 2048-02-25 3.500000 9700000.00 2669081.54 Agency Collateralized Mortgage Obligation Federal National Mort 2041-09-25 2.500000 10000000.00 2074441.70 Agency Collateralized Mortgage Obligation Federal National Mort 2045-08-25 2.000000 2000000.00 797898.11 Agency Collateralized Mortgage Obligation Federal National Mort 2029-08-25 2.500000 1200030.00 196015.60 Agency Collateralized Mortgage Obligation Federal National Mort 2043-05-25 2.000000 2000000.00 1368720.24 Agency Collateralized Mortgage Obligation Federal National Mort 2043-10-25 3.000000 15000000.00 658304.25 Agency Collateralized Mortgage Obligation Federal National Mort 2029-12-25 3.500000 1389000.00 1144979.51 Agency Collateralized Mortgage Obligation Federal National Mort 2051-08-01 2.500000 1349600.00 1419434.15 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-12-01 2.500000 20868.00 19099.69 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 3.500000 1120262.00 1184527.21 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-08-01 1.500000 28124.00 28616.62 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 1097005.00 1150552.37 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 2.500000 30225185.00 31642756.25 Agency Mortgage-Backed Securities Federal National Mort 2051-04-20 0.300000 22025646.00 21408360.41 Agency Collateralized Mortgage Obligation Federal National Mort 2067-01-20 0.634380 1365000.00 972671.52 Agency Collateralized Mortgage Obligation Federal National Mort 2049-01-16 2.800000 6339358.00 2810387.47 Agency Collateralized Mortgage Obligation Federal National Mort 2042-08-20 2.500000 2255081.00 43009.12 Agency Collateralized Mortgage Obligation Federal National Mort 2042-01-20 3.000000 35000000.00 5272620.85 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 0.300000 414038.00 403491.95 Agency Collateralized Mortgage Obligation Federal National Mort 2042-11-20 2.500000 22125000.00 2097471.80 Agency Collateralized Mortgage Obligation Federal National Mort 2051-07-20 0.330000 69746.00 68135.70 Agency Collateralized Mortgage Obligation Federal National Mort 2048-09-20 3.500000 1400000.00 202254.97 Agency Collateralized Mortgage Obligation Federal National Mort 2046-11-20 4.000000 1000000.00 30964.05 Agency Collateralized Mortgage Obligation Federal National Mort 2050-12-20 3.000000 7569437.00 4087667.54 Agency Collateralized Mortgage Obligation Federal National Mort 2051-03-20 2.000000 12855816.00 5849282.54 Agency Collateralized Mortgage Obligation Federal National Mort 2029-05-20 3.000000 2055000.00 1509898.62 Agency Collateralized Mortgage Obligation Federal National Mort 2031-12-16 2.500000 2100000.00 1741447.38 Agency Collateralized Mortgage Obligation Federal National Mort 2039-10-20 3.000000 10000000.00 223344.57 Agency Collateralized Mortgage Obligation Federal National Mort 2046-08-20 3.000000 2000000.00 1507852.34 Agency Collateralized Mortgage Obligation Federal National Mort 2050-10-20 2.000000 14942683.00 7225600.42 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 2.500000 2320260.00 1924727.54 Agency Collateralized Mortgage Obligation Federal National Mort 2044-08-20 3.000000 1890000.00 1236725.67 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 2.500000 4494928.00 2888083.10 Agency Collateralized Mortgage Obligation Federal National Mort 2047-07-20 3.000000 40778000.00 5604306.07 Agency Collateralized Mortgage Obligation Federal National Mort 2031-05-15 1.430000 17720925.00 17687993.61 Agency Mortgage-Backed Securities Federal National Mort 2053-06-15 2.640000 18936501.00 20527470.07 Agency Mortgage-Backed Securities Federal National Mort 2051-02-20 3.000000 147074.00 157357.36 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 1154100.00 1218546.87 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 2969834.00 3060887.13 Agency Mortgage-Backed Securities Federal National Mort 2051-07-20 3.000000 1255713.00 1345556.75 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 6000007.00 6243897.28 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.000000 12009788.00 12299171.85 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.000000 3569331.00 3655329.27 Agency Mortgage-Backed Securities Federal National Mort 2051-07-20 2.500000 3765913.00 3876075.85 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 4.000000 1162674.00 1260894.76 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 7821853.00 8139798.29 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 1172454.00 1237925.79 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 15001728.00 15611523.24 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 6144664.00 6445064.33 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 5000244.00 5203495.58 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 2.500000 1524262.00 1579723.64 Agency Mortgage-Backed Securities Federal National Mort 2046-04-20 4.000000 1233849.00 1339535.98 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1220000.00 1269588.53 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 2386821.00 2605970.95 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 1845147.00 2019724.97 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 23986343.00 25173579.03 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-08-20 2.500000 1308262.00 1051328.76 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 4000999.00 4163632.94 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 22523372.00 23596235.29 Agency Mortgage-Backed Securities Federal National Mort 2051-07-20 2.000000 5371404.00 5510194.54 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 2452362.00 2541061.48 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 1330061.00 1433898.86 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 2140375.00 2249969.33 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 6564103.00 6855374.13 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 3678893.00 3858754.08 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 1136132.00 1239742.32 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 4.000000 2040987.00 2213395.98 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1487743.00 1555609.87 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 4608978.00 4949243.48 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 1842041.00 1932098.38 Agency Mortgage-Backed Securities Federal National Mort 2051-07-20 3.000000 2456048.00 2675458.83 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 4.500000 7234230.00 7894114.76 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 5614314.00 5888809.04 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1351338.00 1411305.43 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 4000332.00 4162938.83 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 4539272.00 4757626.11 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 4.000000 305453.00 325576.96 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 3922142.00 4202767.34 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1913370.00 2000654.75 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 10000689.00 10444472.91 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 2105991.00 2208950.79 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 5001832.00 5223789.96 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 2024135.00 2123092.94 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 9470606.00 9855504.06 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 2446123.00 2565721.29 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 12008437.00 12496559.95 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 3087541.00 3310704.35 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 4.000000 28952959.00 30920698.60 Agency Mortgage-Backed Securities Federal National Mort 2051-07-20 2.500000 2456905.00 2527155.75 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1988995.00 2051263.14 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 3.000000 1179014.00 1258969.56 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 2627914.00 2734734.32 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 2292798.00 2403084.64 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 4.500000 1161044.00 1299007.38 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 3000613.00 3175705.77 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 2989584.00 3212160.52 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.000000 1157144.00 1185026.16 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 28481854.00 29874303.36 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1131585.00 1189531.58 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-06-20 3.000000 13019006.00 13682910.21 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 3891217.00 4216717.30 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-05-20 3.500000 758979.00 800317.62 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 3505175.00 3755970.27 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 1159763.00 1216464.97 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 1452451.00 1576807.92 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 1954073.00 2093881.06 Agency Mortgage-Backed Securities Federal National Mort 2049-11-20 3.500000 1957884.00 2108460.29 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 4038858.00 4404704.49 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1478894.00 1550033.73 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1199118.00 1247854.15 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1695625.00 1770868.92 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 2047914.00 2215625.19 Agency Mortgage-Backed Securities Federal National Mort 2049-11-20 4.000000 4675250.00 4799324.36 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 460618.00 479976.24 Agency Mortgage-Backed Securities Federal National Mort 2050-03-20 4.500000 1405200.00 1056434.27 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 5.000000 1887425.00 2086113.60 Agency Mortgage-Backed Securities Federal National Mort 2051-02-20 3.500000 5381785.00 5267442.51 Agency Mortgage-Backed Securities Federal National Mort 2051-03-20 3.000000 287495.00 289024.22 Agency Mortgage-Backed Securities Federal National Mort 2050-02-20 4.500000 5012742.00 5095650.10 Agency Mortgage-Backed Securities Federal National Mort 2050-03-20 4.500000 2369973.00 2598236.95 Agency Mortgage-Backed Securities Federal National Mort 2041-04-20 5.500000 4567985.00 5062977.50 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2021-11-23 0.000000 1000.00 999.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-02-15 0.000000 100.00 62.16 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-08-15 0.000000 513479.11 433404.10 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2021-09-07 Y BANK OF MONTREAL (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0007 600000000.00 600000000.00 0.0024 N Y N BANK OF NOVA SCOTIA (REPO) BANK OF NOVA SCOTIA (REPO) 0.055 0PP005NF9 L3I9ZG2KFGXZ61BMYR72 0000009631 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2049-01-01 4.500000 5935188.00 3218667.07 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.000000 17175950.00 6538069.80 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.000000 10640000.00 5652251.09 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2048-10-01 4.500000 5850000.00 2816939.91 Agency Mortgage-Backed Securities Federal National Mort 2045-06-01 3.500000 30814059.00 11096065.57 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 17743770.00 15531823.54 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 2815091.00 2353986.63 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 5.000000 1823140.00 1864671.97 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 3.500000 25455772.00 12171054.39 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 27288593.00 9070592.86 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 3.500000 1000.00 269.75 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.500000 18403778.00 6039314.76 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 4.000000 25477621.00 6718866.27 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 5757657.00 3277776.96 Agency Mortgage-Backed Securities Federal National Mort 2034-07-01 3.500000 3005675.00 2432434.89 Agency Mortgage-Backed Securities Federal National Mort 2034-11-01 3.000000 10353036.00 8016374.37 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.000000 11310945.00 8845393.30 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 3.000000 2577000.00 2014452.83 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 26045000.00 11867794.96 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 2.000000 19147565.00 18961163.04 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 5.000000 9604581.00 5564941.87 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 5.000000 8423134.00 3204614.00 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 50000000.00 11328609.35 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.000000 14100000.00 5734256.31 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 39900000.00 9693358.76 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2034-04-01 4.000000 50000000.00 12498720.04 Agency Mortgage-Backed Securities Federal National Mort 2044-09-01 4.000000 11712237.00 4900148.54 Agency Mortgage-Backed Securities Federal National Mort 2044-08-01 4.000000 30193779.00 10426254.03 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 13889893.00 6656509.09 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 4.000000 19000000.00 3824868.09 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 26130062.00 15665890.10 Agency Mortgage-Backed Securities Federal National Mort 2031-03-01 4.500000 1333.00 144.87 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 3.500000 4086698.00 2274063.36 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.500000 66300000.00 12007934.52 Agency Mortgage-Backed Securities Federal National Mort 2041-01-01 4.500000 31631704.00 3277647.75 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 4.000000 38700000.00 9271902.61 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 4.000000 9655672.00 5356565.50 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 3340000.00 2245585.24 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 45018454.00 17041754.64 Agency Mortgage-Backed Securities Federal National Mort 2035-04-01 3.500000 11655132.00 2759322.58 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.500000 18722497.00 11482138.47 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 3.500000 12200000.00 6338563.74 Agency Mortgage-Backed Securities Federal National Mort 2029-04-01 6.000000 1063.00 14.91 Agency Mortgage-Backed Securities Federal National Mort 2044-09-01 4.000000 45260898.00 6389438.02 Agency Mortgage-Backed Securities Federal National Mort 2044-12-01 4.000000 32500000.00 9740045.37 Agency Mortgage-Backed Securities Federal National Mort 2042-05-01 4.000000 12561185.00 3779089.22 Agency Mortgage-Backed Securities Federal National Mort 2046-05-01 4.000000 41626356.00 17842104.27 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 4.000000 24845000.00 7950572.03 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 29849756.00 17846910.51 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.000000 9248940.00 2508747.88 Agency Mortgage-Backed Securities Federal National Mort 2025-06-01 4.000000 4123.00 99.15 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 22993342.00 7508155.96 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 49739843.00 27969195.70 Agency Mortgage-Backed Securities Federal National Mort 2039-06-01 4.000000 1000.00 539.98 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 9766272.00 3872445.41 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 5.500000 1000.00 594.94 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 5.500000 2567971.00 2033687.27 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 4.000000 6575000.00 4718501.52 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2031-09-01 4.000000 4648952.00 418776.23 Agency Mortgage-Backed Securities Federal National Mort 2039-07-01 6.500000 3952.00 152.07 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 4.000000 49996600.00 29463829.63 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 4.000000 12110791.00 9491609.51 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 3.500000 4531427.00 3940499.26 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 1485808.00 344781.65 Agency Mortgage-Backed Securities Federal National Mort 2045-09-01 3.500000 3221320.00 2116402.80 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 4.500000 5378784.00 4901710.51 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 5.000000 2839712.00 2308591.95 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 1000.00 562.72 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 4.500000 9932352.00 6866529.73 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 3.500000 3387896.00 1482721.79 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2028-05-31 1.250000 32819100.00 33384050.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-07-31 1.000000 3088400.00 3077968.59 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 500000000.00 500000000.00 0.0020 N Y Y N BMO CAPITAL MARKETS CORP. (REPO) BMO CAPITAL MARKETS CORP. (REPO) 0.070 0RC001QB4 0000772028 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2023-04-13 0.125000 5250000.00 5247580.63 Agency Debentures and Agency Strips Federal National Mort 2022-07-13 0.176630 1000.00 1000.06 Agency Debentures and Agency Strips Federal National Mort 2033-11-28 3.070000 3000.00 3492.63 Agency Debentures and Agency Strips Federal National Mort 2050-10-25 1.000000 4325000.00 2485720.72 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 1.500000 1000.00 719.29 Agency Debentures and Agency Strips Federal National Mort 2050-04-25 1.500000 1000.00 860.95 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 1.000000 2000.00 1962.04 Agency Debentures and Agency Strips Federal National Mort 2050-09-25 1.500000 240226.00 207420.98 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 1.000000 1000.00 818.54 Agency Debentures and Agency Strips Federal National Mort 2050-12-25 1.000000 6000.00 3704.94 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 1.000000 204000.00 148809.30 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 2.000000 2000.00 1582.49 Agency Debentures and Agency Strips Federal National Mort 2050-08-25 1.500000 174714.00 141579.79 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 1.500000 1000.00 512.29 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 1.500000 1000.00 682.92 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 2.000000 2000.00 1682.83 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 2.000000 2000.00 1650.90 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 1.500000 1000.00 511.90 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 1.500000 1000.00 562.31 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 2.000000 2000.00 1658.95 Agency Debentures and Agency Strips Federal National Mort 2051-01-25 1.500000 1000.00 731.76 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 1.500000 1000.00 531.77 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 1.500000 3500.00 2557.08 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 2.000000 1000.00 946.35 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 2.000000 8266025.00 7197103.24 Agency Debentures and Agency Strips Federal National Mort 2050-11-25 2.500000 139000.00 138577.91 Agency Debentures and Agency Strips Federal National Mort 2051-07-25 1.500000 1025.00 892.75 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 1.000000 18720.00 18624.98 Agency Debentures and Agency Strips Federal National Mort 2051-05-25 2.000000 25000000.00 24925025.33 Agency Debentures and Agency Strips Federal National Mort 2051-06-25 1.500000 301427.00 281119.86 Agency Debentures and Agency Strips Federal National Mort 2051-06-25 1.500000 1609000.00 1330626.77 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 1.500000 1020.00 894.81 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 1.500000 50974.00 46715.17 Agency Debentures and Agency Strips Federal National Mort 2049-08-25 3.000000 284892.00 311180.12 Agency Debentures and Agency Strips Federal National Mort 2050-10-25 1.500000 670337.00 608560.75 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 1.000000 7000.00 5515.08 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 1.500000 100000.00 82136.40 Agency Debentures and Agency Strips Federal National Mort 2029-04-25 2.750000 628839.00 641138.25 Agency Debentures and Agency Strips Federal National Mort 2051-01-25 0.500000 109000.00 83575.60 Agency Debentures and Agency Strips Federal National Mort 2050-09-25 1.000000 55000.00 41303.37 Agency Debentures and Agency Strips Federal National Mort 2051-07-25 1.500000 1658449.00 1609038.83 Agency Debentures and Agency Strips Federal National Mort 2051-01-25 1.000000 1263612.00 1087214.71 Agency Debentures and Agency Strips Federal National Mort 2050-10-25 1.500000 763456.00 699411.30 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 0.750000 171000.00 127351.91 Agency Debentures and Agency Strips Federal National Mort 2040-03-25 2.500000 8966999.00 8769740.85 Agency Debentures and Agency Strips Federal National Mort 2051-01-25 1.000000 42595.00 40061.43 Agency Debentures and Agency Strips Federal National Mort 2051-01-25 1.000000 116000.00 87884.65 Agency Debentures and Agency Strips Federal National Mort 2051-06-25 1.500000 305198.00 252395.67 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 1.000000 89000.00 60243.15 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 0.750000 247178.00 245761.92 Agency Debentures and Agency Strips Federal National Mort 2050-04-25 1.500000 732171.00 653401.14 Agency Debentures and Agency Strips Federal National Mort 2051-01-25 0.750000 7333000.00 7005060.91 Agency Debentures and Agency Strips Federal National Mort 2045-12-25 1.000000 232810.00 90530.61 Agency Debentures and Agency Strips Federal National Mort 2051-03-25 1.000000 299621.00 270306.18 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 2.000000 1154.00 1169.87 Agency Debentures and Agency Strips Federal National Mort 2051-01-25 0.750000 100000.00 83431.00 Agency Debentures and Agency Strips Federal National Mort 2051-01-25 1.500000 128580.00 88846.30 Agency Debentures and Agency Strips Federal National Mort 2051-02-25 2.000000 6000.00 5853.36 Agency Debentures and Agency Strips Federal National Mort 2036-01-01 2.217000 473000.00 10259.65 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 2.130000 800000.00 156359.02 Agency Mortgage-Backed Securities Federal National Mort 2035-03-01 7.250000 87509.00 610.21 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 2.021000 2532.00 627.62 Agency Mortgage-Backed Securities Federal National Mort 2045-09-01 2.117000 5000000.00 547162.10 Agency Mortgage-Backed Securities Federal National Mort 2045-09-01 2.139000 3000000.00 388898.31 Agency Mortgage-Backed Securities Federal National Mort 2035-04-01 2.375000 512593.00 13044.67 Agency Mortgage-Backed Securities Federal National Mort 2045-06-01 1.870000 6000000.00 569404.52 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 2.025000 4500000.00 202979.30 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 2.042000 1700000.00 155335.67 Agency Mortgage-Backed Securities Federal National Mort 2036-11-01 2.448000 12863128.00 214402.12 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 2.247000 270000.00 15375.47 Agency Mortgage-Backed Securities Federal National Mort 2045-12-01 2.005000 2902289.00 378096.46 Agency Mortgage-Backed Securities Federal National Mort 2044-11-01 2.100000 1000000.00 40801.22 Agency Mortgage-Backed Securities Federal National Mort 2037-04-01 1.767000 289000.00 8929.64 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 2.061000 3130000.00 152617.29 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 2.153000 5100000.00 351282.42 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 2.018000 2000000.00 183836.48 Agency Mortgage-Backed Securities Federal National Mort 2045-04-01 2.017000 2500000.00 71478.72 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 1.913000 20425000.00 759396.70 Agency Mortgage-Backed Securities Federal National Mort 2044-01-01 1.995000 2500000.00 140239.92 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2041-03-15 2.500000 1998699.00 297850.77 Agency Collateralized Mortgage Obligation Federal National Mort 2047-02-15 4.000000 100000.00 136870.81 Agency Collateralized Mortgage Obligation Federal National Mort 2039-10-15 4.500000 52000.00 99032.90 Agency Collateralized Mortgage Obligation Federal National Mort 2037-11-15 6.000000 6161.00 111.80 Agency Collateralized Mortgage Obligation Federal National Mort S6XOOCT0IEG5ABCC6L87 2024-05-15 4.000000 5469.00 108.04 Agency Collateralized Mortgage Obligation Federal National Mort 2036-11-15 3.500000 2632000.00 2666465.16 Agency Collateralized Mortgage Obligation Federal National Mort 2044-01-15 4.000000 5000000.00 306377.89 Agency Collateralized Mortgage Obligation Federal National Mort 2043-01-15 3.500000 15745000.00 2991894.12 Agency Collateralized Mortgage Obligation Federal National Mort 2045-10-15 4.500000 7700000.00 912864.90 Agency Collateralized Mortgage Obligation Federal National Mort 2041-11-15 0.000250 2000.00 770.71 Agency Collateralized Mortgage Obligation Federal National Mort 2040-03-15 2.000000 100000000.00 4645862.50 Agency Collateralized Mortgage Obligation Federal National Mort 2043-04-15 3.500000 69157.00 71970.98 Agency Collateralized Mortgage Obligation Federal National Mort 2025-04-15 4.500000 1000.00 213.37 Agency Collateralized Mortgage Obligation Federal National Mort S6XOOCT0IEG5ABCC6L87 2047-12-15 3.000000 301493.00 321717.45 Agency Collateralized Mortgage Obligation Federal National Mort 2042-11-15 3.500000 1000000.00 279695.33 Agency Collateralized Mortgage Obligation Federal National Mort 2029-06-25 2.937000 6426165.00 7150776.15 Agency Debentures and Agency Strips Federal National Mort 2031-06-25 6.300000 2997689.00 154662.91 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-04-01 2.261000 687410.00 102799.87 Agency Mortgage-Backed Securities Federal National Mort 2041-12-01 2.217000 674519.00 39557.74 Agency Mortgage-Backed Securities Federal National Mort 2040-07-01 2.083000 31807.00 852.34 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2037-02-01 1.661000 43541.00 275.86 Agency Mortgage-Backed Securities Federal National Mort 2045-07-01 1.859000 1225000.00 319422.63 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2034-02-01 2.095000 65000.00 1847.56 Agency Mortgage-Backed Securities Federal National Mort 2045-09-01 2.157000 2000000.00 119745.07 Agency Mortgage-Backed Securities Federal National Mort 2040-01-01 2.264000 9436984.00 267765.26 Agency Mortgage-Backed Securities Federal National Mort 2045-09-01 2.152000 3450000.00 413832.61 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 2.173000 4000000.00 669182.90 Agency Mortgage-Backed Securities Federal National Mort 2038-05-01 1.815000 58225373.00 2284078.93 Agency Mortgage-Backed Securities Federal National Mort 2038-05-01 2.121000 1200000.00 12329.75 Agency Mortgage-Backed Securities Federal National Mort 2044-01-01 1.909000 39065045.00 6838110.94 Agency Mortgage-Backed Securities Federal National Mort 2041-11-01 1.965000 1272500.00 81218.68 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-02-01 1.995000 125000.00 3889.29 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 1.942000 1120000.00 291463.32 Agency Mortgage-Backed Securities Federal National Mort 2034-10-01 2.240000 20000.00 380.55 Agency Mortgage-Backed Securities Federal National Mort 2044-09-01 2.258000 3000000.00 101501.38 Agency Mortgage-Backed Securities Federal National Mort 2044-11-01 2.025000 2050000.00 151244.38 Agency Mortgage-Backed Securities Federal National Mort 2036-10-01 1.875000 1175213.00 40264.26 Agency Mortgage-Backed Securities Federal National Mort 2041-11-01 2.208000 15000000.00 779012.09 Agency Mortgage-Backed Securities Federal National Mort 2050-08-25 1.500000 308000.00 259169.37 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-25 0.750000 1350.00 961.06 Agency Collateralized Mortgage Obligation Federal National Mort 2049-04-25 4.000000 38742.00 49857.01 Agency Collateralized Mortgage Obligation Federal National Mort 2047-08-25 4.000000 20405528.00 7086722.63 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-25 2.500000 1000.00 950.95 Agency Collateralized Mortgage Obligation Federal National Mort 2041-05-25 2.500000 395356.00 28662.74 Agency Collateralized Mortgage Obligation Federal National Mort 2045-11-25 3.500000 2992000.00 3204924.68 Agency Collateralized Mortgage Obligation Federal National Mort 2050-12-25 0.750000 46725.00 37268.19 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-25 3.500000 56000.00 66862.82 Agency Collateralized Mortgage Obligation Federal National Mort 2050-11-25 1.500000 31000.00 28965.15 Agency Collateralized Mortgage Obligation Federal National Mort 2050-11-25 3.000000 19000.00 20492.68 Agency Collateralized Mortgage Obligation Federal National Mort 2049-12-25 1.500000 115000.00 107462.30 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-25 2.500000 1000.00 945.56 Agency Collateralized Mortgage Obligation Federal National Mort 2051-03-25 1.500000 7919.00 6257.57 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-25 2.000000 857758.00 813306.12 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-25 2.000000 7740297.00 7792487.41 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-25 2.000000 55000.00 48392.33 Agency Collateralized Mortgage Obligation Federal National Mort 2042-08-25 3.000000 3689.00 106.05 Agency Collateralized Mortgage Obligation Federal National Mort 2044-05-25 3.000000 320000.00 336096.00 Agency Collateralized Mortgage Obligation Federal National Mort 2050-10-25 3.000000 37043.00 41359.70 Agency Collateralized Mortgage Obligation Federal National Mort 2042-04-25 4.000000 2000000.00 1065959.36 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-25 2.000000 1000.00 992.73 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2026-09-25 2.499350 70000.00 63585.61 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-25 1.000000 1009.00 761.37 Agency Collateralized Mortgage Obligation Federal National Mort 2049-12-25 3.000000 74000.00 85793.43 Agency Collateralized Mortgage Obligation Federal National Mort 2049-07-25 2.500000 30000.00 32488.02 Agency Collateralized Mortgage Obligation Federal National Mort 2051-03-25 1.500000 158812.00 135134.88 Agency Collateralized Mortgage Obligation Federal National Mort 2051-03-25 2.000000 1000.00 950.23 Agency Collateralized Mortgage Obligation Federal National Mort 2050-08-25 1.000000 132000.00 100155.04 Agency Collateralized Mortgage Obligation Federal National Mort 2050-10-25 3.000000 49894.00 55430.34 Agency Collateralized Mortgage Obligation Federal National Mort 2041-07-25 1.750000 126855518.00 20701274.10 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-25 1.500000 1000.00 739.27 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-25 1.000000 87857.00 14613.72 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-25 2.500000 16000.00 14814.55 Agency Collateralized Mortgage Obligation Federal National Mort 2049-10-25 3.500000 22000.00 26464.51 Agency Collateralized Mortgage Obligation Federal National Mort 2029-12-25 2.500000 2699859.00 2602173.99 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-25 0.750000 6000.00 4538.97 Agency Collateralized Mortgage Obligation Federal National Mort 2029-12-25 4.000000 11500000.00 469884.71 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-25 2.000000 1000.00 737.47 Agency Collateralized Mortgage Obligation Federal National Mort 2048-01-01 3.500000 10391.00 3406.26 Agency Mortgage-Backed Securities Federal National Mort 2045-09-01 4.000000 6000.00 1467.79 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2039-10-01 6.500000 28681.00 959.45 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 4.000000 300000.00 95742.06 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 4.000000 100000.00 26502.99 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 100000.00 25506.06 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 3.500000 100000.00 30144.69 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 4.000000 100000.00 21755.77 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.000000 21600531.00 21437758.11 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 4.000000 100000.00 27051.06 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.000000 1952.00 902.73 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 3.500000 100000.00 23771.13 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2042-12-01 4.000000 100000.00 22958.95 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 4.500000 249000.00 16053.91 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-07-01 3.500000 100000.00 30330.73 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2025-11-07 0.500000 1000000.00 994913.33 Agency Debentures and Agency Strips Federal National Mort B1V7KEBTPIMZEU4LTD58 2025-06-17 0.500000 7000.00 6986.69 Agency Debentures and Agency Strips Federal National Mort 2026-01-25 3.499000 7114491.00 7637518.73 Agency Collateralized Mortgage Obligation Federal National Mort 2035-07-25 0.790500 1580000.00 154054.06 Agency Collateralized Mortgage Obligation Federal National Mort 2041-01-15 4.500000 6687.00 5363.78 Agency Mortgage-Backed Securities Federal National Mort 2060-01-20 1.480000 2041954.00 675800.69 Agency Mortgage-Backed Securities Federal National Mort 2071-06-20 2.172000 17858.00 20182.79 Agency Mortgage-Backed Securities Federal National Mort 2071-01-20 1.141000 1071534.00 930335.83 Agency Mortgage-Backed Securities Federal National Mort 2071-07-20 1.628000 14813967.00 16184668.80 Agency Mortgage-Backed Securities Federal National Mort 2058-08-20 1.111000 200000.00 63338.32 Agency Mortgage-Backed Securities Federal National Mort 2064-09-20 1.180000 22310.00 6892.80 Agency Mortgage-Backed Securities Federal National Mort 2071-05-20 2.812000 7275662.00 7098637.09 Agency Mortgage-Backed Securities Federal National Mort 2058-06-20 1.440000 6997511.00 1711637.32 Agency Mortgage-Backed Securities Federal National Mort 2071-07-20 2.068000 766918.00 848653.31 Agency Mortgage-Backed Securities Federal National Mort 2071-06-20 2.194000 277364.00 321592.17 Agency Mortgage-Backed Securities Federal National Mort 2060-07-20 1.272000 63083.00 22396.19 Agency Mortgage-Backed Securities Federal National Mort 2059-10-20 1.480000 1908.00 429.07 Agency Mortgage-Backed Securities Federal National Mort 2070-08-20 3.052000 1128293.00 1014070.06 Agency Mortgage-Backed Securities Federal National Mort 2071-03-20 4.527000 1027248.00 1040990.59 Agency Mortgage-Backed Securities Federal National Mort 2064-08-20 4.591000 112748.00 42920.17 Agency Mortgage-Backed Securities Federal National Mort 2067-01-20 4.587000 600000.00 437442.18 Agency Mortgage-Backed Securities Federal National Mort 2071-05-20 3.003000 1019631.00 1097618.66 Agency Mortgage-Backed Securities Federal National Mort 2061-06-20 4.820000 117960.00 24703.44 Agency Mortgage-Backed Securities Federal National Mort 2071-03-20 3.394000 743231.00 818322.27 Agency Mortgage-Backed Securities Federal National Mort 2071-04-20 3.749000 1031391.00 1034669.10 Agency Mortgage-Backed Securities Federal National Mort 2065-04-20 4.482000 2136790.00 1094593.91 Agency Mortgage-Backed Securities Federal National Mort 2065-05-20 4.456000 360000.00 307311.42 Agency Mortgage-Backed Securities Federal National Mort 2068-07-20 4.589000 500000.00 431625.13 Agency Mortgage-Backed Securities Federal National Mort 2071-04-20 4.557000 1232445.00 1298192.61 Agency Mortgage-Backed Securities Federal National Mort 2071-04-20 2.749000 9907.00 10505.44 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2066-09-20 2.907550 3000000.00 2175059.10 Agency Collateralized Mortgage Obligation Federal National Mort 549300M8ZYFG0OCMTT87 2066-05-20 0.680500 2002.00 1417.52 Agency Collateralized Mortgage Obligation Federal National Mort 2039-06-16 1.195750 1500000.00 150465.36 Agency Collateralized Mortgage Obligation Federal National Mort 549300M8ZYFG0OCMTT87 2065-04-20 0.502880 215000.00 81919.64 Agency Collateralized Mortgage Obligation Federal National Mort 2070-11-20 1.550000 8141353.00 7080482.38 Agency Collateralized Mortgage Obligation Federal National Mort 549300M8ZYFG0OCMTT87 2066-07-20 0.902880 350000.00 235419.61 Agency Collateralized Mortgage Obligation Federal National Mort 2071-07-20 1.550000 4338694.00 4539246.84 Agency Collateralized Mortgage Obligation Federal National Mort 549300M8ZYFG0OCMTT87 2066-01-20 1.002880 2000.00 1216.58 Agency Collateralized Mortgage Obligation Federal National Mort 2070-04-20 0.430000 136014.00 121467.22 Agency Collateralized Mortgage Obligation Federal National Mort 2068-04-20 4.274630 100000.00 129639.80 Agency Collateralized Mortgage Obligation Federal National Mort 2070-05-20 4.603480 98999.00 118437.77 Agency Collateralized Mortgage Obligation Federal National Mort 2063-02-16 0.400000 7819882.00 7645150.61 Agency Collateralized Mortgage Obligation Federal National Mort 2066-04-20 2.000000 2001.00 2078.18 Agency Collateralized Mortgage Obligation Federal National Mort 2063-08-20 4.806420 100000.00 121834.91 Agency Collateralized Mortgage Obligation Federal National Mort 2048-07-20 1.697020 200226.00 167578.99 Agency Collateralized Mortgage Obligation Federal National Mort 2067-04-20 4.543010 59237.00 89100.45 Agency Collateralized Mortgage Obligation Federal National Mort 2068-04-20 4.611220 90996.00 136986.29 Agency Collateralized Mortgage Obligation Federal National Mort 2045-07-16 3.250000 17719.00 172.26 Agency Collateralized Mortgage Obligation Federal National Mort 2062-05-20 2.000000 1000000.00 5413.19 Agency Collateralized Mortgage Obligation Federal National Mort 2050-05-20 1.222810 2001.00 1849.78 Agency Collateralized Mortgage Obligation Federal National Mort 2070-09-20 3.570610 2001.00 2386.47 Agency Collateralized Mortgage Obligation Federal National Mort 2068-02-20 4.106820 100000.00 129591.48 Agency Collateralized Mortgage Obligation Federal National Mort 2069-08-20 4.186790 99000.00 126062.39 Agency Collateralized Mortgage Obligation Federal National Mort 2071-01-20 3.017990 45173.00 48616.71 Agency Collateralized Mortgage Obligation Federal National Mort 2070-09-20 3.577640 99000.00 110600.40 Agency Collateralized Mortgage Obligation Federal National Mort 2049-12-20 3.500000 876000.00 1062514.28 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-20 2.000000 3047.00 2959.82 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 1.000000 1000.00 716.16 Agency Collateralized Mortgage Obligation Federal National Mort 2050-01-20 2.500000 119695.00 122059.26 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 2.000000 1000.00 912.89 Agency Collateralized Mortgage Obligation Federal National Mort 2050-07-20 3.000000 2534026.00 2383041.69 Agency Collateralized Mortgage Obligation Federal National Mort 2038-08-16 4.000000 240000.00 368.79 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 2.500000 670870.00 629736.85 Agency Collateralized Mortgage Obligation Federal National Mort 2037-03-16 2.500000 3013.00 187.21 Agency Collateralized Mortgage Obligation Federal National Mort 2048-08-20 4.000000 1573.00 1720.98 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-20 2.000000 18353.00 15784.12 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 2.000000 1000.00 847.54 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 2.000000 1000.00 722.43 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 2.000000 2000.00 1907.96 Agency Collateralized Mortgage Obligation Federal National Mort 2049-08-20 3.500000 3004.00 598.11 Agency Collateralized Mortgage Obligation Federal National Mort 2048-01-20 3.000000 2081906.00 2463219.15 Agency Collateralized Mortgage Obligation Federal National Mort 2050-05-20 4.000000 2000.00 2153.53 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 2.000000 1000.00 511.81 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-20 2.000000 48000.00 42849.71 Agency Collateralized Mortgage Obligation Federal National Mort 2050-12-20 6.100000 147306.00 164026.21 Agency Collateralized Mortgage Obligation Federal National Mort 2049-08-20 3.500000 117598.00 125505.49 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 2.000000 1000.00 599.08 Agency Collateralized Mortgage Obligation Federal National Mort 2046-07-20 2.500000 3030.00 722.49 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 1.000000 50679.00 36104.17 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-20 2.000000 146000.00 133237.84 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 1.500000 1000.00 910.93 Agency Collateralized Mortgage Obligation Federal National Mort 2040-09-20 4.500000 107973.00 123745.70 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 2.000000 1000.00 837.92 Agency Collateralized Mortgage Obligation Federal National Mort 2049-03-20 4.500000 182924.00 200389.58 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 1.000000 1000.00 671.22 Agency Collateralized Mortgage Obligation Federal National Mort 2050-12-20 0.500000 1579.00 1062.87 Agency Collateralized Mortgage Obligation Federal National Mort 2048-07-20 3.500000 50000000.00 24938212.39 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 1.000000 87000.00 61187.67 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 1.000000 1000.00 734.99 Agency Collateralized Mortgage Obligation Federal National Mort 2051-03-20 2.000000 1000.00 970.80 Agency Collateralized Mortgage Obligation Federal National Mort 549300M8ZYFG0OCMTT87 2049-10-20 3.000000 500011.00 16896.65 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 1.500000 1695.00 1458.20 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 2.500000 67088.00 68054.92 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 2.000000 1000.00 520.31 Agency Collateralized Mortgage Obligation Federal National Mort 2051-02-20 1.000000 1000.00 868.59 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 2.000000 1000.00 616.95 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 1.500000 1000.00 604.31 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-20 3.500000 637623.00 674794.93 Agency Collateralized Mortgage Obligation Federal National Mort 2048-07-20 3.000000 89633176.00 39747886.87 Agency Collateralized Mortgage Obligation Federal National Mort 2049-04-20 4.000000 3221162.00 3618441.87 Agency Collateralized Mortgage Obligation Federal National Mort 2044-08-20 0.500000 1000.00 996.84 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 2.000000 1000.00 565.16 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 1.500000 1000.00 530.19 Agency Collateralized Mortgage Obligation Federal National Mort 2049-03-20 3.500000 2000.00 1007.40 Agency Collateralized Mortgage Obligation Federal National Mort 2048-03-20 3.500000 235000.00 138388.97 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 2.000000 1000.00 617.33 Agency Collateralized Mortgage Obligation Federal National Mort 2050-09-20 1.000000 2000.00 1427.87 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-16 1.000000 1000.00 647.78 Agency Collateralized Mortgage Obligation Federal National Mort 2048-03-20 0.500000 1000.00 1000.15 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 1.250000 1000.00 709.73 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 2.000000 1000.00 850.33 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 2.000000 1000.00 499.95 Agency Collateralized Mortgage Obligation Federal National Mort 2048-07-20 3.500000 50000000.00 22672993.34 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 2.000000 1000.00 853.84 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 2.000000 1000.00 845.54 Agency Collateralized Mortgage Obligation Federal National Mort 2046-01-20 2.750000 12027505.00 1404172.62 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 2.000000 1000.00 841.78 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 2.000000 1000.00 618.50 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 2.000000 1000.00 1004.44 Agency Collateralized Mortgage Obligation Federal National Mort 2051-03-20 2.000000 1000.00 949.05 Agency Collateralized Mortgage Obligation Federal National Mort 2063-02-15 2.800000 72588.00 75150.45 Agency Mortgage-Backed Securities Federal National Mort 2059-06-15 4.300000 1150957.00 1353519.85 Agency Mortgage-Backed Securities Federal National Mort 2035-07-15 3.380000 400000.00 324450.44 Agency Mortgage-Backed Securities Federal National Mort 2043-07-20 2.250000 16761.00 1016.54 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2023-04-30 0.079005 1500000.00 1500394.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-01-15 0.500000 135000.00 169128.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-07-15 0.750000 248000.00 312644.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-02-15 0.250000 400.00 495.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-01-15 2.375000 9200.00 15379.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-04-15 3.375000 300.00 693.10 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-02-15 0.750000 700.00 1055.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-02 0.000000 300.00 299.96 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-09 0.000000 525500.00 525494.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-16 0.000000 300.00 299.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-24 0.000000 11856800.00 11853657.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-18 0.000000 1442200.00 1442034.15 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-30 0.000000 499800.00 499715.03 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-27 0.000000 400.00 399.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-04 0.000000 200000.00 199980.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 4.375000 92.00 132.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2051-08-15 2.000000 500.00 511.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2051-02-15 1.875000 6500.00 6455.51 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-15 7.125000 7900.00 8729.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-08-15 1.750000 300.00 296.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-11-15 2.750000 5550000.00 6487887.02 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 3.625000 100.00 133.14 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-31 2.125000 100.00 101.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-31 2.000000 248500.00 250950.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-11-30 0.375000 800.00 790.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 1.500000 50000.00 50362.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-15 2.000000 105000.00 106035.57 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 0.125000 200.00 200.02 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-15 1.750000 55800.00 56749.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-05-15 0.250000 200.00 199.61 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-31 0.750000 5216600.00 5228469.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-09-30 0.125000 100.00 100.08 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-30 0.125000 31200.00 31212.30 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-15 1.750000 12000.00 12201.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 0.125000 55000.00 55035.13 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-03-31 1.875000 131097600.00 133506402.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-01-31 0.375000 69000.00 68046.14 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-04-30 0.125000 6156900.00 6155839.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-04-30 0.750000 100.00 100.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-15 2.500000 400.00 418.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-07-31 1.000000 5000.00 4983.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 1.375000 200.00 201.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-15 2.750000 100.00 101.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-15 1.625000 19900.00 20206.63 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-03-31 0.500000 100.00 100.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-30 1.750000 70000.00 71182.47 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-04-15 0.375000 87000.00 87211.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-31 1.875000 12800.00 13031.21 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-28 0.125000 1049700.00 1049416.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-11-15 1.750000 100100.00 105274.76 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 1.750000 85200.00 86651.48 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-03-31 0.750000 6500.00 6529.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-05-15 2.500000 699900.00 745716.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-06-30 0.250000 700000.00 691309.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-15 1.625000 96600.00 101000.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-06-15 0.250000 606500.00 604924.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-30 0.125000 9200.00 9205.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-15 2.375000 3000.00 3178.30 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-30 2.125000 65000.00 65687.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-11-30 2.125000 5100.00 5340.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 0.125000 100.00 100.08 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 1.500000 5800.00 5959.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-30 1.500000 200.00 201.49 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-03-31 1.250000 1000.00 1020.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-05-31 2.875000 100.00 109.26 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2021-09-07 Y BMO CAPITAL MARKETS CORP. (REPO) 1.0000 7 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N N 0.0007 500000000.00 500000000.00 0.0020 N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.050 0QK006TN7 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2049-10-01 3.000000 191462000.00 66447059.41 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.057000 137027583.00 57613243.61 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 1.887000 7568629.00 7654121.56 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 8500043.00 4085582.62 Agency Mortgage-Backed Securities Federal National Mort 2032-08-01 3.000000 7645617.00 3814998.13 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.500000 7721314.00 4510360.03 Agency Mortgage-Backed Securities Federal National Mort 2039-09-01 3.000000 1245942.00 907988.63 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 9854607.00 4951083.96 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.000000 62260.00 44147.72 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 2.500000 1007096.00 709991.90 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 3780850.00 1420011.41 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.500000 1670213.00 512319.37 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 2534.00 484.87 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 1696016.00 714849.66 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 2412708.00 1207658.82 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.000000 6531832.00 3578546.10 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 81007.00 70970.86 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.000000 7000000.00 3458074.09 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2040-12-01 2.000000 38760.00 36598.57 Agency Mortgage-Backed Securities Federal National Mort 2034-07-01 3.500000 1029072.00 526321.01 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.000000 2171541.00 1366426.39 Agency Mortgage-Backed Securities Federal National Mort 2041-11-01 3.500000 444705.00 139170.93 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 3623885.00 1793927.18 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.000000 10879405.00 1413125.06 Agency Mortgage-Backed Securities Federal National Mort 2038-06-01 4.500000 13154026.00 8797090.87 Agency Mortgage-Backed Securities Federal National Mort 2032-12-01 3.500000 9749217.00 6046611.07 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.500000 5244565.00 3199363.33 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 1880848.00 696741.73 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.000000 4038534.00 3410466.79 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 4.000000 1034990.00 606582.54 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.000000 12696692.00 4398266.02 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.500000 3782288.00 3482646.50 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 11140152.00 2792062.46 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 19978.00 10572.77 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.000000 18268651.00 16356291.50 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.500000 11933777.00 4260775.04 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.500000 195832.00 202506.85 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 3.000000 1223624.00 1300429.70 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 34372.00 33963.57 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 2536513.00 1462946.01 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 3345699.00 1376084.70 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 4.000000 10559174.00 5571040.51 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 3.500000 10090330.00 4659501.36 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.000000 4524246.00 3422450.24 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 4.000000 1004002.00 431449.26 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.000000 4868136.00 2051695.82 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 4.000000 4070512.00 2675226.44 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.000000 5550000.00 1958277.29 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.000000 693611.00 449220.75 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 4.000000 4417425.00 2193272.70 Agency Mortgage-Backed Securities Federal National Mort 2039-05-01 4.000000 2606669.00 1433601.96 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 2838251.00 2882285.60 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.000000 1086525.00 1105706.75 Agency Mortgage-Backed Securities GNAR WK 784402 M 2034-11-20 2.125000 2380332.00 948013.91 Agency Mortgage-Backed Securities Federal National Mort 2043-02-20 0.388380 29899680.00 3226097.84 Agency Collateralized Mortgage Obligation Federal National Mort 2051-08-20 3.000000 16267577.00 16344880.53 Agency Collateralized Mortgage Obligation Federal National Mort 2047-12-20 1.991000 67311.00 55575.83 Agency Mortgage-Backed Securities Federal National Mort 2044-06-20 1.875000 7446768.00 301691.39 Agency Mortgage-Backed Securities Federal National Mort 2045-01-20 2.000000 17999000.00 599156.31 Agency Mortgage-Backed Securities Federal National Mort 2045-06-20 1.875000 5563237.00 288864.77 Agency Mortgage-Backed Securities Federal National Mort 2042-12-20 2.000000 311794.00 8135.95 Agency Mortgage-Backed Securities Federal National Mort 2043-08-20 2.250000 513127.00 43785.91 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 24997184.00 1699448.06 Agency Mortgage-Backed Securities Federal National Mort 2044-05-20 1.875000 12027824.00 381669.40 Agency Mortgage-Backed Securities Federal National Mort 2042-12-20 2.125000 4250000.00 269903.58 Agency Mortgage-Backed Securities Federal National Mort 2043-06-20 1.875000 3226005.00 235505.10 Agency Mortgage-Backed Securities Federal National Mort 2042-07-20 2.250000 491391.00 23976.32 Agency Mortgage-Backed Securities Federal National Mort 2045-11-20 2.250000 584017.00 140524.52 Agency Mortgage-Backed Securities Federal National Mort 2043-07-20 2.250000 1480568.00 17745.55 Agency Mortgage-Backed Securities Federal National Mort 2047-06-20 3.500000 3165340.00 490221.57 Agency Mortgage-Backed Securities Federal National Mort 2042-05-20 1.875000 7574384.00 354878.32 Agency Mortgage-Backed Securities Federal National Mort 2042-10-20 1.625000 5163368.00 83198.24 Agency Mortgage-Backed Securities Federal National Mort 2042-08-20 2.250000 14664000.00 778734.87 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 4.000000 882454.00 45090.33 Agency Mortgage-Backed Securities Federal National Mort 2049-08-20 4.000000 10601673.00 2212440.32 Agency Mortgage-Backed Securities Federal National Mort 2043-01-20 1.625000 557627.00 35894.53 Agency Mortgage-Backed Securities Federal National Mort 2048-09-20 4.000000 6742376.00 1061208.28 Agency Mortgage-Backed Securities Federal National Mort 2042-11-20 2.125000 7543330.00 295026.99 Agency Mortgage-Backed Securities Federal National Mort 2049-01-20 4.000000 347426.00 67784.51 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 1.625000 59662.00 6192.91 Agency Mortgage-Backed Securities Federal National Mort 2048-06-20 3.500000 13822640.00 2605576.59 Agency Mortgage-Backed Securities Federal National Mort 2041-09-20 2.125000 1735648.00 96749.20 Agency Mortgage-Backed Securities Federal National Mort 2048-04-20 3.500000 18521760.00 3022081.78 Agency Mortgage-Backed Securities Federal National Mort 2043-01-20 2.000000 435656.00 35618.35 Agency Mortgage-Backed Securities Federal National Mort 2047-09-20 2.500000 5033952.00 1047896.65 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 3.500000 205130.00 92835.55 Agency Mortgage-Backed Securities Federal National Mort 2043-02-20 2.000000 500000.00 30952.56 Agency Mortgage-Backed Securities Federal National Mort 2044-10-20 2.125000 34499000.00 1626078.88 Agency Mortgage-Backed Securities Federal National Mort 2045-06-20 1.500000 11061306.00 678546.63 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 2.250000 6235530.00 357342.85 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 3959040.00 135960.69 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 3.500000 3804364.00 1190770.62 Agency Mortgage-Backed Securities Federal National Mort 2048-04-20 3.500000 2219268.00 231288.54 Agency Mortgage-Backed Securities Federal National Mort 2042-07-20 1.625000 11122864.00 157573.82 Agency Mortgage-Backed Securities Federal National Mort 2048-08-20 3.500000 6793120.00 1554330.98 Agency Mortgage-Backed Securities Federal National Mort 2049-03-20 4.000000 7226320.00 1459399.25 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 1.625000 19974113.00 326046.25 Agency Mortgage-Backed Securities Federal National Mort 2043-06-20 1.875000 366980.00 21285.82 Agency Mortgage-Backed Securities Federal National Mort 2041-07-20 2.125000 10483614.00 150313.26 Agency Mortgage-Backed Securities Federal National Mort 2042-11-20 2.125000 308284.00 18223.01 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 600002.00 32053.42 Agency Mortgage-Backed Securities Federal National Mort 2048-07-20 4.000000 8702176.00 2490552.70 Agency Mortgage-Backed Securities Federal National Mort 2049-09-20 4.000000 825358.00 365385.69 Agency Mortgage-Backed Securities Federal National Mort 2042-04-20 1.500000 54078.00 6331.25 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-01-20 4.000000 47004800.00 9944532.81 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2027-01-15 0.375000 3216000.00 4045154.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-01-15 0.125000 57715300.00 67555680.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 6693200.00 15419073.03 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 2.125000 100.00 192.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-15 0.000000 100.00 99.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-21 0.000000 40188600.00 40182611.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-01 0.000000 100.00 99.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-17 0.000000 84206800.00 84187432.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-15 6.250000 100.00 112.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 33494000.00 41364800.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 1.125000 83170900.00 74649345.19 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-11-15 2.750000 132241000.00 156989328.19 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-05-15 2.875000 800.00 954.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-02-15 0.000000 62555200.00 41557296.02 U.S. Treasuries (including strips) Federal National Mort 2040-05-15 0.000000 3067000.00 2215352.37 U.S. Treasuries (including strips) Federal National Mort 2047-05-15 0.000000 58018000.00 35264500.76 U.S. Treasuries (including strips) Federal National Mort 2049-11-15 0.000000 425000.00 245594.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-11-15 0.000000 100.00 60.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-08-15 0.000000 58753900.00 34738830.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-15 2.000000 200.00 205.59 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-30 1.750000 1500.00 1525.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-31 0.125000 241529600.00 241152089.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-01-31 2.500000 200.00 211.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-28 1.125000 100.00 100.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-10-31 0.250000 64446200.00 63430244.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-10-31 1.500000 100.00 103.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-31 0.125000 29999100.00 29985126.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-11-15 2.750000 4726800.00 5024166.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-15 1.750000 700.00 711.76 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-04-30 0.500000 200.00 196.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-02-15 1.125000 177315600.00 175367279.32 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.875000 198272000.00 192462220.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-15 2.250000 87579200.00 89518256.61 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 2.125000 29546900.00 30434995.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-11-15 0.000000 5.12 4.11 U.S. Treasuries (including strips) Federal National Mort 2038-02-15 0.000000 59120762.82 43878011.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-11-15 0.000000 163.84 140.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 0.000000 1.00 0.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-05-15 0.000000 0.10 0.10 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.000000 1279186.28 1122842.85 U.S. Treasuries (including strips) Federal National Mort 2035-08-15 0.000000 163.84 129.27 U.S. Treasuries (including strips) Federal National Mort 2025-11-15 0.000000 2544004.48 2467264.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-05-15 0.000000 15.20 9.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-05-15 0.000000 5.12 4.25 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-03 2021-09-03 2021-09-03 N N N 0.0005 1750000000.00 1750000000.00 0.0071 N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.050 0QK006TR8 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2035-06-21 3.080000 1133000.00 1318924.04 Agency Debentures and Agency Strips Federal National Mort 2032-07-15 0.000000 1000.00 833.13 Agency Debentures and Agency Strips Federal National Mort 2046-02-01 4.000000 5541003.00 3562232.91 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 4.500000 8115429.00 5496404.81 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.000000 1388435.00 882229.66 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.500000 3854433.00 3962142.70 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 55193415.00 50425346.98 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 2.500000 2647558.00 2554774.87 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 48880693.00 15377610.79 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-12-01 2.500000 44217097.00 22350517.37 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.500000 3853766.00 3945724.25 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 1.500000 1024.00 1020.04 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 32149187.00 31871174.16 Agency Mortgage-Backed Securities Federal National Mort 2038-08-01 4.500000 17613152.00 8421709.09 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 12379344.00 12111981.36 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.500000 328496.00 349729.81 Agency Mortgage-Backed Securities Federal National Mort 2051-03-20 1.500000 7000000.00 6857751.85 Agency Collateralized Mortgage Obligation Federal National Mort 2048-08-20 3.500000 103735.00 23735.56 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2043-10-20 4.000000 1459362.00 175944.07 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 2671381.00 743317.75 Agency Mortgage-Backed Securities Federal National Mort 2030-02-20 3.500000 3375079.00 580440.82 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-07-20 3.500000 81709504.00 24089991.34 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-11-20 3.500000 3312.00 1007.22 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 3.000000 1848.00 1970.03 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2027-01-15 0.375000 100.00 125.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-07-15 0.375000 200.00 250.69 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-07-15 0.375000 1028700.00 1269950.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-15 0.125000 29139600.00 35330596.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-07-15 0.375000 6107800.00 7687355.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 8806900.00 20288387.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-30 0.000000 600.00 599.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-10 0.000000 100.00 99.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-24 0.000000 74889500.00 74869654.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-03-24 0.000000 45400.00 45387.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-12 0.000000 200.00 199.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-14 0.000000 700.00 699.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-11 0.000000 600.00 599.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-27 0.000000 5162300.00 5161319.16 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-13 0.000000 932700.00 932541.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-21 0.000000 38032500.00 38026833.16 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-16 0.000000 669900.00 669812.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-30 0.000000 1000.00 999.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-19 0.000000 891200.00 890843.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-05 0.000000 14102000.00 14101435.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-21 0.000000 22862000.00 22854112.61 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-02 0.000000 21742800.00 21739538.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-20 0.000000 220000.00 219960.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-07 0.000000 2079000.00 2078991.68 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-06 0.000000 700.00 699.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-03 0.000000 7825000.00 7823317.63 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-14 0.000000 5625800.00 5622705.81 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-09 0.000000 590000.00 589935.10 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-07 0.000000 2061900.00 2061815.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-26 0.000000 4761200.00 4760533.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-15 6.875000 20800.00 25967.03 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-02-15 7.625000 10507500.00 13115316.68 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-08-15 1.750000 4845000.00 4788899.11 U.S. Treasuries (including strips) Federal National Mort 2040-05-15 0.000000 25348400.00 18309630.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-08-15 0.000000 20880000.00 13126420.80 U.S. Treasuries (including strips) Federal National Mort 2040-02-15 0.000000 100.00 72.83 U.S. Treasuries (including strips) Federal National Mort 2047-08-15 0.000000 105186000.00 63486062.16 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-28 2.625000 100.00 103.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-31 1.250000 7267400.00 7451047.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-31 0.125000 73113500.00 73142745.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 2.500000 3001600.00 3144586.68 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-02-15 2.750000 32750700.00 36410972.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-03-31 2.625000 10759200.00 11677576.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-12-31 0.375000 54942000.00 54257521.22 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-03-31 1.750000 100.00 101.71 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-31 1.625000 500.00 503.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-30 2.000000 31268000.00 32159585.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 0.000000 49999953.92 47478706.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-02-15 0.000000 8700149.76 7100966.53 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 10.24 5.97 U.S. Treasuries (including strips) Federal National Mort 2036-11-15 0.000000 10.23 7.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-02-15 0.000000 15955501.52 13928562.47 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 0.000000 54.25 49.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.000000 23505239.39 20632405.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 0.000000 14919688.38 8737103.79 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-11-15 0.000000 10.73 9.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-11-15 0.000000 7.68 6.17 U.S. Treasuries (including strips) Federal National Mort 2047-11-15 0.000000 0.28 0.16 U.S. Treasuries (including strips) Federal National Mort 2048-11-15 0.000000 9403627.96 5422225.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-02-15 0.000000 22833889.41 20371345.77 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-05-15 0.000000 1620990.00 1163527.17 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 899999999.98 899999999.98 0.0036 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.130 0QK005VJ5 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2050-12-01 2.500000 1199990.00 1097781.33 Agency Mortgage-Backed Securities Federal National Mort 2035-01-01 3.000000 5200471.00 4365531.63 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 3.500000 606699.00 589280.83 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 640940.00 320816.63 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 2.500000 627936.00 609607.13 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 4.500000 352918.00 165470.84 Agency Mortgage-Backed Securities Federal National Mort 2032-12-01 3.500000 10667200.00 5725700.57 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.000000 1473866.00 967344.28 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 192001.00 104724.12 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 1.500000 571937.00 542459.77 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.000000 8468248.00 6159618.68 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 16056162.00 6777902.95 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 1178118.00 719537.25 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 8553962.00 5604761.61 Agency Mortgage-Backed Securities Federal National Mort 2043-11-20 2.125000 263889.00 23550.63 Agency Mortgage-Backed Securities Federal National Mort 2043-10-20 2.125000 4913208.00 371197.10 Agency Mortgage-Backed Securities Federal National Mort 2049-09-20 4.000000 3280393.00 1052953.38 Agency Mortgage-Backed Securities Federal National Mort 2041-07-20 1.625000 26356330.00 875689.29 Agency Mortgage-Backed Securities Federal National Mort 2049-09-20 3.500000 1190822.00 408484.99 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 49711226.00 13832259.96 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2041-06-20 4.500000 149441792.00 12526491.50 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2029-07-15 0.250000 66379800.00 79862584.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-01-15 0.125000 50086000.00 58625595.38 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-04-15 0.125000 60669800.00 68923089.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 1.000000 5595100.00 8507414.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-02-15 0.750000 100.00 150.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-28 0.000000 24737300.00 24734801.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-02 0.000000 2385000.00 2384737.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-12 0.000000 1041900.00 1041774.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-11 0.000000 17780000.00 17768087.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-16 0.000000 3820800.00 3820735.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-02 0.000000 12743100.00 12741188.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-05-15 3.125000 11747700.00 14936075.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-11-15 3.125000 11160300.00 13796532.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-15 6.375000 12852700.00 16977102.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-05-15 2.875000 25157200.00 30014464.13 U.S. Treasuries (including strips) Federal National Mort 2040-08-15 0.000000 100.00 71.47 U.S. Treasuries (including strips) Federal National Mort 2044-02-15 0.000000 9091000.00 5916331.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-08-15 2.875000 200.00 224.76 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-04-30 2.250000 100.00 105.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-11-15 2.250000 4049900.00 4309997.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 2.375000 100.00 109.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-12-31 2.250000 100.00 106.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 2.500000 109445600.00 114659240.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-04-15 0.250000 200.00 200.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-31 2.000000 10004900.00 10198322.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-28 1.125000 200.00 201.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 1.500000 200.00 201.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-15 2.000000 180759800.00 182521587.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-31 1.875000 100.00 104.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-31 0.125000 280806400.00 280367499.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-04-30 2.875000 6000000.00 6563936.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-15 1.750000 72141900.00 74460098.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-10-31 0.250000 50000000.00 49211779.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-28 1.875000 106619000.00 107585714.47 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 2.125000 7104400.00 7317938.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-30 1.875000 100.00 100.92 U.S. Treasuries (including strips) Federal National Mort 2036-05-15 0.000000 58.93 45.71 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-11-15 0.000000 28.16 22.61 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-05-15 0.000000 43394170.88 37661453.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-02-15 0.000000 7.68 5.54 U.S. Treasuries (including strips) Federal National Mort 2047-11-15 0.000000 33125457.92 19494961.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 0.000000 5.12 4.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 0.000000 12.00 7.47 U.S. Treasuries (including strips) Federal National Mort 2036-08-15 0.000000 8.00 6.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-02-15 0.000000 102.40 83.58 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 30.71 17.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 0.000000 1272111.15 1153114.06 U.S. Treasuries (including strips) Federal National Mort 2037-05-15 0.000000 944806.40 714596.76 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-02-15 0.000000 40.96 34.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-08-15 0.000000 40.96 36.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-05-15 0.000000 7050373.12 5848397.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-05-15 0.000000 0.32 0.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 0.000000 1.28 1.22 U.S. Treasuries (including strips) Federal National Mort 2037-02-15 0.000000 5.12 3.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 0.000000 3.66 2.57 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-11-15 0.000000 2276960.00 1451778.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-05-15 0.000000 8.72 5.52 U.S. Treasuries (including strips) Federal National Mort 2040-05-15 0.000000 1905105.86 1330106.81 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-11-18 2021-11-18 Y BNP PARIBAS (REPO) 1.0000 79 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0013 1300000000.00 1300000000.00 0.0053 N N Y BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.050 0QK006TQ0 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2039-08-01 4.000000 14929.44 9835.91 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.000000 812951.05 773472.51 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 279473.34 188260.27 Agency Mortgage-Backed Securities Federal National Mort 2032-10-01 3.500000 860.09 576.08 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2051-01-01 2.500000 105453.91 101855.07 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.000000 981.36 848.76 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 1433454.38 1160747.31 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.000000 20002.25 13117.40 Agency Mortgage-Backed Securities Federal National Mort 2029-08-01 3.000000 1438.93 376.51 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 2.500000 15134522.08 15721087.03 Agency Mortgage-Backed Securities Federal National Mort 2035-03-01 2.125000 7662.54 148.22 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.057000 570354.92 239805.71 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 1.887000 1057827.27 1069776.11 Agency Mortgage-Backed Securities Federal National Mort 2036-01-01 2.375000 73195.38 433.81 Agency Mortgage-Backed Securities Federal National Mort 2032-07-15 0.000000 1720.18 1433.13 Agency Debentures and Agency Strips Federal National Mort 2040-11-15 0.595500 11897.62 359.63 Agency Collateralized Mortgage Obligation Federal National Mort 2025-11-15 5.500000 12894249.10 1361353.05 Agency Collateralized Mortgage Obligation Federal National Mort S6XOOCT0IEG5ABCC6L87 2032-07-15 6.500000 4300450.00 414641.79 Agency Collateralized Mortgage Obligation Federal National Mort 2042-06-01 4.000000 325974.11 27860.10 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2047-12-01 3.000000 385776.17 125213.11 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 6.000000 11468.44 70.64 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 860.09 352.21 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.500000 161246.23 88386.91 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 295041.83 230796.09 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.500000 137084.58 49201.36 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 1125.00 36.89 Agency Collateralized Mortgage Obligation Federal National Mort 2029-03-15 7.000000 4520.63 1004.52 Agency Collateralized Mortgage Obligation Federal National Mort 2027-01-01 3.170000 5423.73 5870.49 Agency Mortgage-Backed Securities Federal National Mort 2041-09-01 3.830000 21098.01 602.89 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 2.089000 8554233.24 81185.30 Agency Mortgage-Backed Securities Federal National Mort 2038-09-01 3.126000 336916.17 17635.37 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.141000 860.09 150.11 Agency Mortgage-Backed Securities Federal National Mort 2034-07-01 1.924000 7135229.23 338406.27 Agency Mortgage-Backed Securities Federal National Mort 2027-04-01 3.906000 21079.09 392.18 Agency Mortgage-Backed Securities Federal National Mort 2051-07-25 3.000000 1442.37 720.71 Agency Collateralized Mortgage Obligation Federal National Mort 2023-11-01 6.000000 2864.10 58.15 Agency Mortgage-Backed Securities Federal National Mort 2032-01-01 3.500000 860.95 354.92 Agency Mortgage-Backed Securities Federal National Mort 2036-02-01 6.000000 3407280.08 100092.82 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 71598.19 70535.56 Agency Mortgage-Backed Securities Federal National Mort 2036-01-01 6.000000 1481.07 62.42 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 89817.48 26482.75 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 2760888.90 1891856.78 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 2.500000 22036.37 21759.37 Agency Mortgage-Backed Securities Federal National Mort 2036-03-01 6.000000 11258.58 405.47 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 204416.73 104135.55 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 3.500000 8889.03 8633.83 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 4.000000 512024.48 72891.87 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 182209.21 69721.11 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 6.000000 15152.21 156.54 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 1387.33 1324.21 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.000000 67431.06 49047.88 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 2.000000 6235690.34 4514185.46 Agency Mortgage-Backed Securities Federal National Mort 2042-02-01 4.000000 2230358.73 364282.93 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 12280279.87 5482360.31 Agency Mortgage-Backed Securities Federal National Mort 2026-09-01 4.500000 1626973.77 132315.49 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 6.000000 7978681.65 44345.05 Agency Mortgage-Backed Securities Federal National Mort 2026-12-01 3.000000 3368.11 321.86 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 9202.96 7748.68 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 3.500000 6150534.55 6151811.38 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 2.000000 2580270.00 2503338.04 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 3.500000 16062.18 6796.67 Agency Mortgage-Backed Securities Federal National Mort 2037-12-01 5.500000 3595.18 105.53 Agency Mortgage-Backed Securities Federal National Mort 2033-01-01 2.500000 99770.44 25522.23 Agency Mortgage-Backed Securities Federal National Mort 2026-12-01 3.000000 480787.73 55980.36 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 176254.80 152101.63 Agency Mortgage-Backed Securities Federal National Mort 2044-09-01 4.000000 31057.85 6106.53 Agency Mortgage-Backed Securities Federal National Mort 2039-04-01 6.000000 1325.40 45.28 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 2.500000 65063.23 45868.88 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.000000 4211.00 46.21 Agency Mortgage-Backed Securities Federal National Mort 2052-03-01 4.000000 1864018.87 1162940.43 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 3.500000 106763.83 72034.45 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 4.000000 100019.01 62068.76 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.000000 535822.31 235556.11 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.500000 2462446.27 1652828.17 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 266168.61 252940.95 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 5.500000 3119.55 14.12 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 236068.90 7692.65 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 101607.59 51286.70 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 2.500000 738808.71 684876.11 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 1423743.10 1300748.28 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 6.000000 4386.46 15.13 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 17154226.70 7544279.87 Agency Mortgage-Backed Securities Federal National Mort 2023-02-01 6.000000 15947.79 111.72 Agency Mortgage-Backed Securities Federal National Mort 2034-02-01 5.500000 1090.59 49.73 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 13186.90 219.20 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 1125641.93 969364.59 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 2.500000 7502.57 7112.50 Agency Mortgage-Backed Securities Federal National Mort 2042-02-01 4.000000 9940753.36 2037299.16 Agency Mortgage-Backed Securities Federal National Mort 2032-09-01 3.500000 22827.65 14085.84 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 2.500000 1766784.84 1804372.17 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 860.09 164.58 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 2.500000 5241726.48 5369016.20 Agency Mortgage-Backed Securities Federal National Mort 2022-09-01 6.000000 4149.07 27.29 Agency Mortgage-Backed Securities Federal National Mort 2046-12-01 3.000000 86777.06 47317.05 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 1.500000 1230.79 1167.35 Agency Mortgage-Backed Securities Federal National Mort 2035-05-01 2.500000 15619922.47 12670254.62 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.000000 2191.51 959.55 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 4.500000 237504.39 57080.59 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 3.000000 806535.64 641077.07 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 3050241.24 1798651.48 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 2.500000 80907.81 83573.19 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 1945930.40 2028029.85 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 2929649.74 2990623.21 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 5.500000 39204.62 285.12 Agency Mortgage-Backed Securities Federal National Mort 2039-07-01 6.000000 1378510.11 199547.00 Agency Mortgage-Backed Securities Federal National Mort 2026-06-01 4.500000 2821.10 280.02 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 2.500000 41956.91 42697.98 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 3.000000 18157.36 19054.57 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.500000 6512.60 46.70 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 86009000.00 86009000.00 0.0003 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.060 0QK006SZ1 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2040-08-13 1.950000 64000.00 60917.18 Agency Debentures and Agency Strips Federal National Mort 2033-10-25 4.160000 2452000.00 2502148.30 Agency Debentures and Agency Strips Federal National Mort 2038-03-09 3.460000 1000.00 1223.88 Agency Debentures and Agency Strips Federal National Mort 2050-06-01 3.000000 422421.00 397034.57 Agency Mortgage-Backed Securities Federal National Mort 2039-08-01 4.000000 365968.00 241109.38 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 3.500000 392064.00 296400.60 Agency Mortgage-Backed Securities Federal National Mort 2051-07-25 1.500000 16369.00 15790.03 Agency Debentures and Agency Strips Federal National Mort 2028-03-15 0.000000 2000.00 1848.96 Agency Debentures and Agency Strips Federal National Mort 2051-08-01 1.840000 371792.00 382392.29 Agency Mortgage-Backed Securities Federal National Mort 2040-07-13 2.150000 1000.00 977.27 Agency Debentures and Agency Strips Federal National Mort 2029-09-15 0.000000 31431000.00 27944170.58 Agency Debentures and Agency Strips Federal National Mort 2048-11-15 4.500000 2331099.00 2911580.52 Agency Collateralized Mortgage Obligation Federal National Mort 2040-11-15 0.595500 301653.00 9118.02 Agency Collateralized Mortgage Obligation Federal National Mort 2045-03-15 3.000000 10000000.00 11059734.15 Agency Collateralized Mortgage Obligation Federal National Mort 2027-03-01 3.000000 56373.00 7609.58 Agency Mortgage-Backed Securities Federal National Mort 2032-08-01 8.000000 3996.00 592.40 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 439528.00 295508.26 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 2.208000 501306.00 523019.57 Agency Mortgage-Backed Securities Federal National Mort 2051-07-25 3.000000 7596876.00 3795923.79 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-01 1.500000 2342761.00 2222016.75 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 3.500000 1126752.00 1196323.55 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 55000.00 56280.07 Agency Mortgage-Backed Securities Federal National Mort 2027-03-01 3.000000 1954.00 357.06 Agency Mortgage-Backed Securities Federal National Mort 2028-01-01 2.500000 559876.00 107644.37 Agency Mortgage-Backed Securities Federal National Mort 2041-06-01 2.500000 362826.00 382579.73 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 4543801.00 1683206.59 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.000000 545808.00 255020.92 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 6.000000 7284.00 75.25 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-02-01 3.000000 136000.00 39119.02 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.500000 551452.00 470946.55 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.500000 2393856.00 1280722.39 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2030-03-01 3.000000 33108418.00 12875417.98 Agency Mortgage-Backed Securities Federal National Mort 2037-12-01 5.500000 4400.00 129.15 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.500000 13199965.00 9388918.76 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 4.500000 4313216.00 2921248.05 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 50000000.00 44557186.16 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.000000 9981.00 109.53 Agency Mortgage-Backed Securities Federal National Mort 2044-02-01 4.500000 1029.00 351.94 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 1776157.00 1749796.04 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 2.000000 10722640.00 7762410.08 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 2.500000 2008.00 2050.72 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 2.500000 211773.00 200762.68 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 2.500000 5527490.00 5333780.24 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.000000 3690100.00 3676700.26 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 930624.00 415464.15 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 535616.00 529251.44 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 2688995.00 1466672.69 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 5.000000 300585.00 84425.65 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 2164637.00 986348.68 Agency Mortgage-Backed Securities Federal National Mort 2023-02-01 6.000000 3025.00 21.19 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 6.000000 10065.00 55.94 Agency Mortgage-Backed Securities Federal National Mort 2039-12-01 6.000000 1062554.00 71459.33 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.500000 42926976.00 23557812.83 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 2254464.00 1190819.71 Agency Mortgage-Backed Securities Federal National Mort 2023-11-01 6.000000 6986.00 141.83 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 6658629.00 4817885.74 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 5.500000 5118.00 23.17 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 3199206.00 2127062.79 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 2.500000 919552.00 926726.93 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 2.500000 197704.00 201195.99 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 5.500000 1479.00 98.56 Agency Mortgage-Backed Securities Federal National Mort 2022-09-01 6.000000 1149.00 7.56 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 11503877.00 10932174.13 Agency Mortgage-Backed Securities Federal National Mort 2037-06-01 8.000000 3908.00 60.12 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 49313.00 20784.82 Agency Mortgage-Backed Securities Federal National Mort 2034-07-01 3.500000 86489115.00 47129999.95 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.000000 947291.00 440381.16 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 2245000.00 2126284.22 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 3.000000 7508.00 788.93 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 3.000000 14999301.00 11377136.81 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 5.000000 91265.00 48724.89 Agency Mortgage-Backed Securities Federal National Mort 2033-03-01 3.500000 11440160.00 5828336.20 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 1.500000 500531.00 498593.68 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.500000 2500.00 17.93 Agency Mortgage-Backed Securities Federal National Mort 2035-05-01 3.000000 41716304.00 18928536.12 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 20132830.00 334663.67 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.000000 17247095.00 17359895.44 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.500000 947995.00 980307.00 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 2.500000 30487.00 21493.01 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 2.000000 2165.00 2030.12 Agency Mortgage-Backed Securities Federal National Mort 2036-03-01 6.000000 5132.00 184.82 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2040-12-01 2.000000 99999001.00 94422622.39 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 5.500000 359336.00 167602.80 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.500000 9352686.00 3968486.94 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 3.000000 22915745.00 23597959.08 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 3438016.00 1835536.44 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 2.500000 2016836.00 1979988.84 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 1054.00 503.62 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.500000 1062094.00 546041.18 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 3.000000 801257.00 659271.93 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 2.500000 47358.00 45975.66 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 1438614.00 1260380.93 Agency Mortgage-Backed Securities Federal National Mort 2039-09-01 3.000000 543184.00 395849.00 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 371523.00 362575.75 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.000000 30328682.00 13922352.43 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 3.000000 1181918.00 164102.03 Agency Mortgage-Backed Securities Federal National Mort 2022-05-15 0.000000 1000.00 998.65 Agency Debentures and Agency Strips GNAR WK 784402 M 2034-11-20 2.125000 2516176.00 1002116.45 Agency Mortgage-Backed Securities GNAR WN 784593 M 2043-06-20 1.820000 3223443.00 493082.54 Agency Mortgage-Backed Securities Federal National Mort 2067-11-20 4.647000 807000.00 663059.34 Agency Mortgage-Backed Securities Federal National Mort 2051-03-20 2.000000 12720848.00 12636560.02 Agency Collateralized Mortgage Obligation Federal National Mort 2038-04-15 5.000000 1826.00 16.10 Agency Mortgage-Backed Securities Federal National Mort 2024-09-15 4.000000 1096.00 36.43 Agency Mortgage-Backed Securities Federal National Mort 2045-11-20 2.125000 2579260.00 160087.21 Agency Mortgage-Backed Securities Federal National Mort 2045-05-20 1.875000 24738810.00 1669028.14 Agency Mortgage-Backed Securities Federal National Mort 2043-04-20 1.875000 1595728.00 105370.00 Agency Mortgage-Backed Securities Federal National Mort 2044-10-20 2.125000 6697901.00 406238.50 Agency Mortgage-Backed Securities Federal National Mort 2045-03-20 1.500000 102587967.00 8027648.35 Agency Mortgage-Backed Securities Federal National Mort 2048-08-20 3.500000 17086596.00 3909576.96 Agency Mortgage-Backed Securities Federal National Mort 2046-11-20 2.500000 2502807.00 426948.30 Agency Mortgage-Backed Securities Federal National Mort 2042-11-20 2.125000 451430.00 26684.53 Agency Mortgage-Backed Securities Federal National Mort 2041-09-20 1.625000 500000.00 61986.81 Agency Mortgage-Backed Securities Federal National Mort 2041-07-20 1.625000 3478451.00 44226.36 Agency Mortgage-Backed Securities Federal National Mort 2042-10-20 1.625000 1431.00 23.06 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 2.125000 3100.00 112.99 Agency Mortgage-Backed Securities Federal National Mort 2047-09-20 2.500000 1302351.00 271104.94 Agency Mortgage-Backed Securities Federal National Mort 2049-01-20 4.000000 2444276.00 476890.20 Agency Mortgage-Backed Securities Federal National Mort 2041-10-20 1.625000 1851.00 60.57 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 3.500000 60933.00 27576.41 Agency Mortgage-Backed Securities Federal National Mort 2042-05-20 1.875000 9217334.00 431854.53 Agency Mortgage-Backed Securities Federal National Mort 2041-01-20 2.000000 2000000.00 164175.20 Agency Mortgage-Backed Securities Federal National Mort 2048-04-20 3.500000 11469550.00 1871416.01 Agency Mortgage-Backed Securities Federal National Mort 2044-06-20 1.875000 1615.00 49.08 Agency Mortgage-Backed Securities Federal National Mort 2049-04-20 3.500000 18993517.00 5855920.83 Agency Mortgage-Backed Securities Federal National Mort 2048-10-20 4.000000 4975840.00 795614.39 Agency Mortgage-Backed Securities Federal National Mort 2024-07-20 2.250000 89751296.00 105884.46 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-01-20 5.000000 836263.00 149574.15 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2042-12-20 3.000000 3205282.00 712955.40 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 3052.00 849.23 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2043-12-20 4.000000 308272.00 42499.35 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 4.500000 302190.00 165631.55 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 5.000000 4118.00 2053.61 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-02-20 4.500000 20224756.00 4146151.94 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-12-20 3.000000 184727.00 46701.39 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-07-20 3.500000 32355522.00 9539211.55 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-02-20 4.000000 31770368.00 6968440.24 Agency Mortgage-Backed Securities Federal National Mort 2039-06-20 5.000000 14487271.00 897411.89 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 4.000000 1287880.00 1423175.19 Agency Mortgage-Backed Securities Federal National Mort 2050-02-20 4.500000 2440.00 2315.96 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 112519.00 33750.80 Agency Mortgage-Backed Securities Federal National Mort 2050-12-20 3.500000 475003.00 510974.15 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-05-20 3.500000 1479940.00 432286.30 Agency Mortgage-Backed Securities Federal National Mort 2051-01-20 3.500000 822251.00 717142.06 Agency Mortgage-Backed Securities Federal National Mort 2040-04-20 5.000000 12976.00 123.60 Agency Mortgage-Backed Securities Federal National Mort 2040-11-20 4.500000 5487.00 130.77 Agency Mortgage-Backed Securities Federal National Mort 2050-02-20 4.500000 2139383.00 2341789.20 Agency Mortgage-Backed Securities Federal National Mort 2049-02-20 5.000000 1235870.00 1364104.81 Agency Mortgage-Backed Securities Federal National Mort 2040-10-20 4.000000 2568.00 108.18 Agency Mortgage-Backed Securities Federal National Mort 2045-04-20 4.500000 15881.00 15701.28 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 4.000000 355668.00 285140.82 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 4.000000 1987231.00 2160915.65 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2028-01-15 0.500000 7094900.00 8888505.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 0.875000 300.00 379.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 100.00 230.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-01-15 2.375000 221300.00 369946.77 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 2.125000 23219400.00 44659551.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-28 0.000000 10000000.00 9999690.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-14 0.000000 985000.00 984866.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-06 0.000000 2117300.00 2116961.23 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-15 6.250000 100.00 112.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 20726100.00 25596554.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 1.125000 291200.00 261364.12 U.S. Treasuries (including strips) Federal National Mort 2036-02-15 0.000000 4983600.00 4043289.37 U.S. Treasuries (including strips) Federal National Mort 2046-08-15 0.000000 266900.00 164250.26 U.S. Treasuries (including strips) Federal National Mort 2045-05-15 0.000000 1197500.00 757346.90 U.S. Treasuries (including strips) Federal National Mort 2042-11-15 0.000000 100.00 66.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-02-15 2.000000 149999000.00 157810882.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-31 2.750000 100.00 105.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 1.625000 100.00 104.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-04-30 0.500000 100.00 98.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-11-15 1.750000 900.00 946.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-31 0.125000 47206400.00 47132616.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-07-31 0.125000 76236100.00 76157980.79 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-09-30 1.750000 100.00 102.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 1.500000 12666500.00 12758428.23 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-07-31 0.625000 18865900.00 18746224.06 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 0.000000 107.00 103.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.000000 0.77 0.68 U.S. Treasuries (including strips) Federal National Mort 2049-05-15 0.000000 6218.52 3550.21 U.S. Treasuries (including strips) Federal National Mort 2038-08-15 0.000000 61098160.74 44740166.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-02-15 0.000000 230.40 201.13 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-05-15 0.000000 65260.96 41282.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 0.000000 1.92 1.82 U.S. Treasuries (including strips) Federal National Mort 2034-05-15 0.000000 17.20 13.97 U.S. Treasuries (including strips) Federal National Mort 2038-02-15 0.000000 1265234.43 939026.63 U.S. Treasuries (including strips) Federal National Mort 2047-05-15 0.000000 3966948.73 2360322.59 U.S. Treasuries (including strips) Federal National Mort 2047-11-15 0.000000 6415504.64 3775646.38 U.S. Treasuries (including strips) Federal National Mort 2037-02-15 0.000000 75.93 57.86 U.S. Treasuries (including strips) Federal National Mort 2036-08-15 0.000000 57523500.00 44354990.29 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2022-02-18 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0006 1000000000.00 1000000000.00 0.0040 N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.060 0QK006NN3 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2040-08-13 1.950000 9846000.00 9371728.03 Agency Debentures and Agency Strips Federal National Mort 2034-07-18 2.990000 1000.00 1024.09 Agency Debentures and Agency Strips Federal National Mort 2036-12-19 2.830000 4277000.00 4807134.15 Agency Debentures and Agency Strips Federal National Mort 2038-03-09 3.460000 100000.00 122388.11 Agency Debentures and Agency Strips Federal National Mort 2033-07-11 3.930000 380000.00 405261.01 Agency Debentures and Agency Strips Federal National Mort 2039-01-24 4.200000 10000.00 10183.68 Agency Debentures and Agency Strips Federal National Mort 2034-02-14 3.750000 1360000.00 1382037.21 Agency Debentures and Agency Strips Federal National Mort 2030-12-24 4.000000 10000.00 10191.48 Agency Debentures and Agency Strips Federal National Mort 2027-04-01 3.000000 1402620.00 396406.87 Agency Mortgage-Backed Securities Federal National Mort 2027-03-01 3.000000 1615000.00 127853.79 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 6119040.00 4414023.54 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 7457435.00 2039747.21 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 2.500000 77000.00 79984.27 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 3.000000 307412.00 303938.50 Agency Mortgage-Backed Securities Federal National Mort 2029-12-17 0.000000 6507000.00 5789473.11 Agency Debentures and Agency Strips Federal National Mort 2025-12-11 0.000000 481500.00 465735.69 Agency Debentures and Agency Strips Federal National Mort S6XOOCT0IEG5ABCC6L87 2029-12-14 0.000000 1988000.00 1770059.54 Agency Debentures and Agency Strips Federal National Mort 2051-08-01 1.840000 1521988.00 1565381.91 Agency Mortgage-Backed Securities Federal National Mort 2031-03-15 0.000000 3900000.00 3342764.10 Agency Debentures and Agency Strips Federal National Mort 2025-11-15 5.500000 2002.00 211.37 Agency Collateralized Mortgage Obligation Federal National Mort 2043-05-01 3.000000 766977.00 147910.29 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 1000.00 782.25 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 1.749000 22106744.00 22592048.49 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 2.574000 26016208.00 24107209.50 Agency Mortgage-Backed Securities Federal National Mort 2051-07-25 3.000000 4851486.00 2424137.38 Agency Collateralized Mortgage Obligation Federal National Mort 2030-01-15 0.000000 1000.00 883.85 Agency Debentures and Agency Strips Federal National Mort 2047-09-01 3.500000 124826452.00 63590057.74 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 3.500000 27104224.00 18287445.71 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.500000 101872.00 105344.26 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 6.000000 1545.00 8.59 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.000000 5966857.00 2730153.01 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 1274832.00 673372.95 Agency Mortgage-Backed Securities Federal National Mort 2033-05-01 4.000000 1309028.00 629522.47 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 5551240.00 3426981.89 Agency Mortgage-Backed Securities Federal National Mort 2039-08-01 6.500000 2869456.00 1795857.01 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.000000 51337062.00 26658083.08 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 11151524.00 3908111.53 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 7910280.00 7719779.77 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.000000 3366287.00 1299200.35 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 2433567.00 1444750.40 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 8991875.00 5795081.56 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 3656650.00 1838010.01 Agency Mortgage-Backed Securities Federal National Mort 2039-03-01 4.000000 3998896.00 973206.95 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 19304722.00 10216458.55 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 57832871.00 28947712.10 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 4.000000 7374529.00 1521333.20 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.000000 1000.00 642.11 Agency Mortgage-Backed Securities Federal National Mort 2044-12-01 4.000000 10365800.00 5877375.95 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 126808884.00 69166036.58 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.000000 4608596.00 1622650.57 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.000000 4630917.00 3019275.64 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 11444672.00 6748638.75 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 3.000000 16637280.00 17681586.11 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.000000 1000.00 437.85 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.500000 14384639.00 12561061.57 Agency Mortgage-Backed Securities Federal National Mort 2032-12-01 3.500000 16996860.00 9123193.61 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 3.000000 3578.00 496.78 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 2.500000 5959208.00 4201177.83 Agency Mortgage-Backed Securities Federal National Mort 2052-03-01 4.000000 42879920.00 26752300.31 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.000000 893315.00 902685.87 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 51502740.00 52301789.35 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 5.000000 1467918.00 864904.76 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 3.500000 76978716.00 43852730.31 Agency Mortgage-Backed Securities Federal National Mort 2032-01-01 3.500000 2961153.00 1220699.37 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 1.500000 111861.00 111428.04 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 247727.00 141122.00 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 1390.00 348.38 Agency Mortgage-Backed Securities Federal National Mort 2023-02-01 6.000000 2102.00 14.72 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 4.000000 2479540.00 2748943.60 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 85192290.00 73517918.45 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.000000 4666890.00 4732306.19 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.500000 14639426.00 5824723.37 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 3396.00 56.45 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 4.500000 43126049.00 26124803.88 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-06-01 3.000000 12912280.00 13299251.06 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.500000 1320190.00 619207.73 Agency Mortgage-Backed Securities Federal National Mort 2028-11-01 3.500000 1897000.00 337909.31 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 313294.00 309571.22 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 1000.00 191.35 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 2563390.00 1546778.26 Agency Mortgage-Backed Securities Federal National Mort 2039-09-01 3.000000 5382440.00 4541006.00 Agency Mortgage-Backed Securities Federal National Mort 2022-09-01 6.000000 1071.00 7.04 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 2.500000 14869216.00 14096148.61 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.500000 26390785.00 14119173.90 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 4.500000 26484370.00 15260319.17 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 58385764.00 24608873.81 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.500000 1754457.00 922096.65 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 41517154.00 21094449.93 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 5.500000 7484.00 54.43 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.000000 26406531.00 26310641.83 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.000000 12711346.00 10716704.16 Agency Mortgage-Backed Securities Federal National Mort 2032-12-01 3.500000 14034937.00 8266985.14 Agency Mortgage-Backed Securities Federal National Mort 2033-09-01 3.500000 1714090.00 658952.26 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 43374713.00 42730964.04 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 339485.00 324040.36 Agency Mortgage-Backed Securities Federal National Mort 2033-02-01 3.500000 1536802.00 880775.54 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 3.500000 22370623.00 19843432.36 Agency Mortgage-Backed Securities Federal National Mort 2033-03-01 3.500000 7640530.00 3892565.98 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 1903466.00 1232085.12 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 2.000000 13269524.00 9606168.53 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 2243509.00 1572449.82 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 3.000000 1541200.00 1268094.87 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.000000 1714.00 18.81 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 686706.00 644837.36 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 4.500000 23262691.00 17965584.91 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 2.000000 8106.00 7601.00 Agency Mortgage-Backed Securities Federal National Mort 2034-05-01 4.000000 2132.00 513.02 Agency Mortgage-Backed Securities GNAR WK 784402 M 2034-11-20 2.125000 17328172.00 6901284.40 Agency Mortgage-Backed Securities GNAR WN 784594 M 2042-09-20 1.850000 64605.00 18658.19 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 0.540000 500000.00 28631.33 Agency Collateralized Mortgage Obligation Federal National Mort 2049-03-20 0.798380 6942266.00 3410213.82 Agency Collateralized Mortgage Obligation Federal National Mort 2049-07-20 0.788380 2154.00 1238.68 Agency Collateralized Mortgage Obligation Federal National Mort 2048-06-20 3.500000 100000000.00 12201474.61 Agency Collateralized Mortgage Obligation Federal National Mort 2026-10-15 3.000000 3997020.00 308282.07 Agency Mortgage-Backed Securities Federal National Mort 2038-04-15 5.000000 111371.00 981.91 Agency Mortgage-Backed Securities Federal National Mort 2040-08-15 5.000000 1001.00 135.83 Agency Mortgage-Backed Securities Federal National Mort 2047-12-20 1.991000 8418.00 6950.39 Agency Mortgage-Backed Securities Federal National Mort 2042-11-20 2.125000 2497600.00 161469.51 Agency Mortgage-Backed Securities Federal National Mort 2043-06-20 2.250000 16389.00 1442.74 Agency Mortgage-Backed Securities Federal National Mort 2044-10-20 2.125000 1337.00 81.09 Agency Mortgage-Backed Securities Federal National Mort 2043-04-20 1.875000 1006.00 66.43 Agency Mortgage-Backed Securities Federal National Mort 2044-06-20 1.875000 1743810.00 70647.09 Agency Mortgage-Backed Securities Federal National Mort 2049-09-20 3.500000 2167109.00 743378.51 Agency Mortgage-Backed Securities Federal National Mort 2043-07-20 2.250000 6455808.00 416362.37 Agency Mortgage-Backed Securities Federal National Mort 2042-05-20 1.500000 294380.00 31454.81 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 1.625000 25086276.00 1216570.60 Agency Mortgage-Backed Securities Federal National Mort 2046-08-20 3.000000 432277.00 399716.06 Agency Mortgage-Backed Securities Federal National Mort 2045-09-20 2.500000 30742707.00 1790595.49 Agency Mortgage-Backed Securities Federal National Mort 2048-06-20 3.500000 165975.00 31286.39 Agency Mortgage-Backed Securities Federal National Mort 2049-08-20 3.500000 4976111.00 1462078.65 Agency Mortgage-Backed Securities Federal National Mort 2049-01-20 4.000000 5771470.00 1126042.03 Agency Mortgage-Backed Securities Federal National Mort 2043-04-20 1.875000 15769008.00 385118.96 Agency Mortgage-Backed Securities Federal National Mort 2043-02-20 2.000000 494203.00 26002.25 Agency Mortgage-Backed Securities Federal National Mort 2043-11-20 2.125000 1755.00 51.47 Agency Mortgage-Backed Securities Federal National Mort 2043-01-20 2.000000 314344.00 25700.13 Agency Mortgage-Backed Securities Federal National Mort 2049-06-20 3.500000 6066112.00 1413622.45 Agency Mortgage-Backed Securities Federal National Mort 2042-05-20 1.875000 1202.00 56.32 Agency Mortgage-Backed Securities Federal National Mort 2046-11-20 2.500000 113157.00 19303.20 Agency Mortgage-Backed Securities Federal National Mort 2041-07-20 1.625000 2240.00 74.42 Agency Mortgage-Backed Securities Federal National Mort 2043-09-20 2.250000 1606824.00 117705.49 Agency Mortgage-Backed Securities Federal National Mort 2048-11-20 4.000000 59215798.00 7368270.84 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 1.625000 2968927.00 308174.49 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 2.125000 1644352.00 59933.28 Agency Mortgage-Backed Securities Federal National Mort 2048-06-20 3.500000 81213557.00 12694227.47 Agency Mortgage-Backed Securities Federal National Mort 2048-08-20 3.500000 10273221.00 2350611.45 Agency Mortgage-Backed Securities Federal National Mort 2048-04-20 3.000000 713492.00 151933.02 Agency Mortgage-Backed Securities Federal National Mort 2041-10-20 1.625000 11186.00 366.02 Agency Mortgage-Backed Securities Federal National Mort 2045-10-20 2.500000 13729472.00 1587394.25 Agency Mortgage-Backed Securities Federal National Mort 2043-02-20 2.000000 500994.00 17189.22 Agency Mortgage-Backed Securities Federal National Mort 2045-08-20 2.500000 14097989.00 1966088.57 Agency Mortgage-Backed Securities Federal National Mort 2043-12-20 2.000000 18095489.00 789039.75 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 1.625000 1064.00 17.37 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 3.000000 575555.00 341250.28 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 4.000000 190757.00 9747.02 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 10805535.00 395526.71 Agency Mortgage-Backed Securities Federal National Mort 2044-07-20 2.250000 6161829.00 291308.37 Agency Mortgage-Backed Securities Federal National Mort 2049-02-20 4.000000 8086154.00 1112687.40 Agency Mortgage-Backed Securities Federal National Mort 2041-07-20 1.625000 4399.00 55.93 Agency Mortgage-Backed Securities Federal National Mort 2048-06-20 4.000000 4159880.00 969420.66 Agency Mortgage-Backed Securities Federal National Mort 2051-05-20 3.000000 7687.00 8037.13 Agency Mortgage-Backed Securities Federal National Mort 2051-01-20 2.500000 1221274.00 1272028.69 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-11-20 3.500000 9505.00 3422.83 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-11-20 3.500000 5403408.00 1643247.76 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2042-12-20 3.000000 1252217.00 278532.39 Agency Mortgage-Backed Securities Federal National Mort 2051-02-20 2.500000 4404921.00 4459425.35 Agency Mortgage-Backed Securities Federal National Mort 2051-04-20 2.500000 1962277.00 2059857.64 Agency Mortgage-Backed Securities Federal National Mort 2051-03-20 2.500000 1378836.00 1446927.86 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-09-20 4.500000 17711049.00 3691937.64 Agency Mortgage-Backed Securities Federal National Mort 2051-04-20 2.500000 1970325.00 2000171.39 Agency Mortgage-Backed Securities Federal National Mort 2050-02-20 4.500000 2560.00 2429.86 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-12-20 3.500000 1010.00 238.78 Agency Mortgage-Backed Securities Federal National Mort 2050-11-20 2.500000 2000564.00 2008057.67 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 1871.00 520.61 Agency Mortgage-Backed Securities Federal National Mort 2049-06-20 3.000000 5768775.00 1933509.26 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-07-20 3.500000 95749376.00 28229294.33 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 9710416.00 2104366.50 Agency Mortgage-Backed Securities Federal National Mort 2051-04-20 2.500000 1659854.00 1731826.39 Agency Mortgage-Backed Securities Federal National Mort 2051-02-20 2.500000 1993393.00 2077111.33 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-09-20 3.500000 72404992.00 12428050.82 Agency Mortgage-Backed Securities Federal National Mort 2051-03-20 2.500000 1065214.00 1111767.52 Agency Mortgage-Backed Securities Federal National Mort 2051-04-20 2.500000 821577.00 863578.22 Agency Mortgage-Backed Securities Federal National Mort 2051-04-20 2.500000 1025246.00 1076259.88 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-08-20 2.500000 45000000.00 46828950.00 Agency Mortgage-Backed Securities Federal National Mort 2050-02-20 4.000000 4998106.00 3337059.50 Agency Mortgage-Backed Securities Federal National Mort 2051-02-20 2.500000 1398918.00 1457924.82 Agency Mortgage-Backed Securities Federal National Mort 2051-04-20 2.500000 1478799.00 1527698.26 Agency Mortgage-Backed Securities Federal National Mort 2051-02-20 2.500000 1071379.00 984865.13 Agency Mortgage-Backed Securities Federal National Mort 2051-01-20 2.500000 1776801.00 1860190.24 Agency Mortgage-Backed Securities Federal National Mort 2051-04-20 2.500000 1094946.00 1132765.85 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-08-20 4.500000 1443899.00 497270.63 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 4405730.00 1226849.45 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-11-20 3.000000 11001.00 3581.02 Agency Mortgage-Backed Securities Federal National Mort 2048-06-20 4.500000 10817917.00 11859736.50 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 5.000000 3468674.00 3772766.64 Agency Mortgage-Backed Securities Federal National Mort 2049-10-20 4.500000 684842.00 503290.87 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 4.500000 23161921.00 25120182.78 Agency Mortgage-Backed Securities Federal National Mort 2041-09-20 4.500000 984178.00 938338.81 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2024-10-15 0.125000 118417200.00 134795952.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-07-15 0.125000 31009900.00 35387812.26 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-07-15 0.375000 49614000.00 62444814.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 0.875000 26210900.00 33194226.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-15 0.125000 410800.00 498078.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-01-15 0.125000 200.00 236.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-07-15 0.125000 71681400.00 88007139.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-04-15 0.125000 10041800.00 11407848.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-01-15 2.375000 18640800.00 31161788.57 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-01-15 1.750000 315000.00 500194.81 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-01-15 2.375000 96300.00 160162.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 2.500000 40893600.00 67537244.16 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 14100.00 32482.06 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-02-15 0.875000 41287000.00 61848250.76 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 1.375000 1320000.00 2179968.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-04-15 3.875000 18533400.00 43903162.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-01-15 2.000000 216700.00 350080.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-28 0.000000 2942700.00 2942111.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-10 0.000000 1852900.00 1852488.66 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-11 0.000000 4066800.00 4064075.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-28 0.000000 13359200.00 13357850.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-21 0.000000 12667600.00 12665712.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-07 0.000000 1000.00 999.96 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-13 0.000000 238331600.00 238291083.63 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-26 0.000000 2462400.00 2462055.26 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-30 0.000000 244700.00 244658.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-21 0.000000 24273000.00 24272393.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-05 0.000000 1147100.00 1147054.12 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-28 0.000000 97900.00 97896.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-02 0.000000 12764400.00 12762485.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-17 0.000000 48032400.00 48021352.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-11-15 2.750000 725700.00 848335.06 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-15 6.250000 100.00 112.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 1.125000 44027200.00 39516244.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2051-08-15 2.000000 4528100.00 4635323.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 12022500.00 14847683.48 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 3.625000 17671100.00 23527940.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-11-15 3.125000 100.00 123.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-02-15 2.500000 100.00 112.26 U.S. Treasuries (including strips) Federal National Mort 2040-02-15 0.000000 71700.00 52216.53 U.S. Treasuries (including strips) Federal National Mort 2045-11-15 0.000000 18904400.00 11838691.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-11-15 0.000000 40270600.00 24177260.12 U.S. Treasuries (including strips) Federal National Mort 2040-05-15 0.000000 22600800.00 16324987.26 U.S. Treasuries (including strips) Federal National Mort 2022-11-15 0.000000 2556100.00 2552276.07 U.S. Treasuries (including strips) Federal National Mort 2046-08-15 0.000000 3186500.00 1960972.10 U.S. Treasuries (including strips) Federal National Mort 2044-11-15 0.000000 14669900.00 9359396.20 U.S. Treasuries (including strips) Federal National Mort 2042-11-15 0.000000 400.00 267.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-08-15 0.000000 100.00 59.13 U.S. Treasuries (including strips) Federal National Mort 2039-11-15 0.000000 7346900.00 5371884.30 U.S. Treasuries (including strips) Federal National Mort 2044-05-15 0.000000 24475000.00 15824311.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-11-15 0.000000 238467000.00 134836395.81 U.S. Treasuries (including strips) Federal National Mort 2048-02-15 0.000000 2000.00 1195.84 U.S. Treasuries (including strips) Federal National Mort 2039-05-15 0.000000 100.00 74.30 U.S. Treasuries (including strips) Federal National Mort 2043-11-15 0.000000 100.00 65.41 U.S. Treasuries (including strips) Federal National Mort 2037-05-15 0.000000 600.00 471.02 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-30 1.250000 25000000.00 25466699.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-30 2.125000 1124200.00 1147418.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-31 0.125000 98066300.00 98132318.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-12-31 2.250000 24135700.00 25335962.59 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-15 1.625000 100.00 104.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-31 2.000000 10013400.00 10112159.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 2.000000 2600.00 2773.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-15 2.750000 1900000.00 1926060.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-31 2.750000 13600.00 14746.48 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-15 1.750000 812100.00 825738.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-10-31 1.500000 100.00 103.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-31 1.750000 21741900.00 22270427.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-11-15 0.250000 199900.00 200062.66 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-30 1.750000 9000.00 9152.03 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-15 0.375000 37560000.00 37539794.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-31 1.875000 200.00 203.61 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-15 2.250000 26997800.00 29117026.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-07-31 2.750000 100.00 105.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-15 0.125000 300.00 299.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-15 1.625000 900.00 920.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-09-15 1.500000 167100.00 170692.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 1.875000 218367300.00 224252950.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-02-15 1.500000 4261200.00 4371020.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 0.125000 24294900.00 24300988.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-11-15 0.000000 5.12 4.39 U.S. Treasuries (including strips) Federal National Mort 2039-11-15 0.000000 56837898.24 40226567.78 U.S. Treasuries (including strips) Federal National Mort 2044-08-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 0.000000 16.64 15.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-11-15 0.000000 42815200.00 38407118.27 U.S. Treasuries (including strips) Federal National Mort 2035-08-15 0.000000 163.84 129.27 U.S. Treasuries (including strips) Federal National Mort 2045-05-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-02-15 0.000000 148512.80 98818.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-11-15 0.000000 1.00 0.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-02-15 0.000000 166.44 138.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-08-15 0.000000 21518417.92 19407116.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-11-15 0.000000 6.44 5.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2035-02-15 0.000000 8.00 6.38 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-11-15 0.000000 6406772.29 5375333.21 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 0.000000 1.00 0.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-02-15 0.000000 417.36 301.33 U.S. Treasuries (including strips) Federal National Mort 2038-02-15 0.000000 941632.62 698857.13 U.S. Treasuries (including strips) Federal National Mort 2031-08-15 0.000000 40.96 35.38 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-02-15 0.000000 9.40 7.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-11-15 0.000000 7257868.61 4454516.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-05-15 0.000000 510.80 376.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-05-15 0.000000 19123161.00 16596838.45 U.S. Treasuries (including strips) Federal National Mort 2036-05-15 0.000000 266.24 206.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.000000 20.52 18.01 U.S. Treasuries (including strips) Federal National Mort 2036-11-15 0.000000 1508310.84 1155993.56 U.S. Treasuries (including strips) Federal National Mort 2037-08-15 0.000000 21751737.50 16358394.19 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-05-15 0.000000 90.00 58.01 U.S. Treasuries (including strips) Federal National Mort 2037-02-15 0.000000 3215734.17 2450383.01 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 256.97 149.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-02-15 0.000000 1406045.01 1227425.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-11-15 0.000000 16610900.00 10824958.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 0.000000 492.68 346.44 U.S. Treasuries (including strips) Federal National Mort 2036-08-15 0.000000 6337653.76 4886812.71 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2035-05-15 0.000000 14627254.28 11606770.15 U.S. Treasuries (including strips) Federal National Mort 2049-05-15 0.000000 26182.59 14947.88 U.S. Treasuries (including strips) Federal National Mort 2047-11-15 0.000000 1772437.04 1043112.87 U.S. Treasuries (including strips) Federal National Mort 2040-05-15 0.000000 868000.12 606020.32 U.S. Treasuries (including strips) Federal National Mort 2037-05-15 0.000000 184.06 139.21 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 0.000000 259.03 164.49 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-05-15 0.000000 121.00 100.37 U.S. Treasuries (including strips) Federal National Mort 2047-05-15 0.000000 19394177.11 11539477.20 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2021-09-23 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0006 3000000000.00 3000000000.00 0.0121 N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.070 0QK006NO1 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2039-04-22 3.650000 1930000.00 1991152.37 Agency Debentures and Agency Strips Federal National Mort 2038-03-09 3.460000 7000.00 8567.17 Agency Debentures and Agency Strips Federal National Mort 2036-12-19 2.830000 2000.00 2247.90 Agency Debentures and Agency Strips Federal National Mort 2038-03-12 3.375000 10000.00 12255.44 Agency Debentures and Agency Strips Federal National Mort 2049-04-01 4.500000 771000.00 381829.85 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 355787.00 293482.02 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 3.500000 1012600.00 815581.45 Agency Mortgage-Backed Securities Federal National Mort 2035-12-01 3.000000 1915.00 565.48 Agency Mortgage-Backed Securities Federal National Mort 2029-05-01 3.000000 2299.00 680.77 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 2.000000 1015340.00 929099.63 Agency Mortgage-Backed Securities Federal National Mort 2025-12-11 0.000000 483500.00 467670.21 Agency Debentures and Agency Strips Federal National Mort 2036-01-01 2.375000 3696.00 21.91 Agency Mortgage-Backed Securities Federal National Mort 2037-12-28 2.700000 283000.00 290931.08 Agency Debentures and Agency Strips Federal National Mort 2025-11-15 5.500000 1035.00 109.27 Agency Collateralized Mortgage Obligation Federal National Mort 2040-11-15 0.595500 1000.00 30.23 Agency Collateralized Mortgage Obligation Federal National Mort 2043-11-01 3.000000 1196718.00 468766.49 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 7.000000 12795999.00 1437571.87 Agency Mortgage-Backed Securities Federal National Mort 2044-01-01 3.500000 2645000.00 457074.56 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 73299.00 34562.64 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2046-05-01 3.500000 2600000.00 689119.66 Agency Mortgage-Backed Securities Federal National Mort 2029-01-01 3.000000 4000000.00 820704.78 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.141000 1085718.00 189489.54 Agency Mortgage-Backed Securities Federal National Mort 2051-07-25 3.000000 1000.00 499.67 Agency Collateralized Mortgage Obligation Federal National Mort 2030-11-15 0.000000 2000.00 1736.12 Agency Debentures and Agency Strips Federal National Mort 2051-01-01 2.500000 9822592.00 9699122.38 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 4528351.00 2268094.43 Agency Mortgage-Backed Securities Federal National Mort 2041-11-01 3.500000 2202714.00 689341.80 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 4.500000 3647293.00 2616789.32 Agency Mortgage-Backed Securities Federal National Mort 2037-10-01 6.000000 11773319.00 1327256.26 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 4.000000 2305360.00 650911.00 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 2758062.00 2158779.03 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 1.500000 3772246.00 3577827.10 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 3.500000 9879445.00 10639137.01 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 2.500000 18210.00 18293.14 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 2489356.00 1256509.00 Agency Mortgage-Backed Securities Federal National Mort 2045-02-01 4.000000 1451005.00 360243.58 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 2.500000 7757752.00 7942714.36 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.000000 9598965.00 3679770.49 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 42389183.00 41760060.86 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.500000 1298.00 9.31 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 5.000000 584680.00 391190.52 Agency Mortgage-Backed Securities Federal National Mort 2026-06-01 4.500000 4790671.00 475519.91 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 3357944.00 1459335.20 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 1.500000 158176.00 157563.78 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 2091678.00 1451201.17 Agency Mortgage-Backed Securities Federal National Mort 2036-03-01 6.000000 20673152.00 744527.36 Agency Mortgage-Backed Securities Federal National Mort 2028-03-01 3.000000 32344473.00 12330782.25 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 4.000000 5110108.00 2222443.34 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 7911205.00 3968740.84 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 2.500000 678454.00 658677.18 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 4.000000 23252256.00 20803862.70 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 2.500000 1230740.00 1187608.97 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 2.000000 1456799.00 1366042.00 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 6.000000 1053.00 10.88 Agency Mortgage-Backed Securities Federal National Mort 2035-03-01 3.000000 1000.00 987.66 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 6.000000 2639.00 9.10 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 4204890.00 3032585.69 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2023-09-01 4.500000 21167222.00 150172.03 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 1997688.00 2092824.56 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 5.500000 4915.00 35.74 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 2.500000 10122.00 10300.78 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 3119.00 781.72 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 5.000000 41331.00 9000.44 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 3.500000 3057586.00 1975942.92 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 29887.00 13411.71 Agency Mortgage-Backed Securities Federal National Mort 2041-06-01 5.500000 6232.00 587.74 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 85328.00 35964.69 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 81646767.00 77589205.30 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 2.500000 1519535.00 1071255.90 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 1056454.00 823969.47 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 4.000000 37223144.00 6137924.75 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 30058239.00 15266152.43 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.000000 1549934.00 678636.10 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 1536014.00 836296.72 Agency Mortgage-Backed Securities Federal National Mort 2044-02-01 4.500000 5883066.00 1418851.77 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 5.500000 11596.00 52.49 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 3.000000 1098760.00 1161142.98 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 58938286.00 31131511.77 Agency Mortgage-Backed Securities Federal National Mort 2030-10-01 3.000000 32640.00 8284.58 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 3.500000 1585850.00 945988.75 Agency Mortgage-Backed Securities Federal National Mort 2034-01-01 4.000000 1790531.00 1120573.74 Agency Mortgage-Backed Securities Federal National Mort 2033-02-01 3.500000 18569792.00 10642762.45 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 3.000000 1208120.00 994037.62 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 2.500000 25778592.00 26095730.06 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 9222939.00 9196744.70 Agency Mortgage-Backed Securities GNAR WK 784402 M 2034-11-20 2.125000 31615903.00 12591653.53 Agency Mortgage-Backed Securities GNAR WN 784593 M 2043-06-20 1.820000 1249.00 191.06 Agency Mortgage-Backed Securities Federal National Mort 2049-03-20 0.798380 1769008.00 868980.75 Agency Collateralized Mortgage Obligation Federal National Mort 2051-03-20 2.000000 15266049.00 15164896.59 Agency Collateralized Mortgage Obligation Federal National Mort 2034-03-15 6.500000 40000000.00 790644.11 Agency Mortgage-Backed Securities Federal National Mort 2043-04-20 1.683000 8014892.00 3165714.43 Agency Mortgage-Backed Securities Federal National Mort 2044-10-20 2.125000 1320.00 80.06 Agency Mortgage-Backed Securities Federal National Mort 2044-07-20 2.250000 1342.00 48.52 Agency Mortgage-Backed Securities Federal National Mort 2044-06-20 1.875000 2540.00 102.90 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 2.500000 1149147.00 633540.71 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 2.250000 464790.00 17413.84 Agency Mortgage-Backed Securities Federal National Mort 2043-03-20 2.000000 1627.00 76.45 Agency Mortgage-Backed Securities Federal National Mort 2043-07-20 2.250000 10960544.00 706891.85 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 2.250000 26643358.00 1456748.67 Agency Mortgage-Backed Securities Federal National Mort 2041-10-20 1.625000 2091.00 68.42 Agency Mortgage-Backed Securities Federal National Mort 2043-01-20 1.625000 1913848.00 123194.67 Agency Mortgage-Backed Securities Federal National Mort 2048-08-20 3.500000 3267150.00 747555.24 Agency Mortgage-Backed Securities Federal National Mort 2041-07-20 1.625000 11167.00 141.98 Agency Mortgage-Backed Securities Federal National Mort 2042-05-20 1.875000 6833463.00 320164.37 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 3.000000 1000.00 534.60 Agency Mortgage-Backed Securities Federal National Mort 2048-04-20 3.500000 55579798.00 9653458.75 Agency Mortgage-Backed Securities Federal National Mort 2043-02-20 2.000000 9006.00 309.00 Agency Mortgage-Backed Securities Federal National Mort 2041-09-20 2.125000 7234.00 403.24 Agency Mortgage-Backed Securities Federal National Mort 2044-06-20 1.875000 1217.00 36.99 Agency Mortgage-Backed Securities Federal National Mort 2049-03-20 4.000000 6709162.00 1354956.05 Agency Mortgage-Backed Securities Federal National Mort 2044-08-20 2.250000 38606046.00 1397170.26 Agency Mortgage-Backed Securities Federal National Mort 2050-06-20 2.500000 1062.00 482.21 Agency Mortgage-Backed Securities Federal National Mort 2047-10-20 2.500000 48631167.00 11247844.43 Agency Mortgage-Backed Securities Federal National Mort 2043-08-20 2.250000 1701015.00 239266.63 Agency Mortgage-Backed Securities Federal National Mort 2042-11-20 2.125000 17080402.00 668031.18 Agency Mortgage-Backed Securities Federal National Mort 2049-04-20 3.000000 1000.00 213.37 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 3.500000 18449593.00 5774745.33 Agency Mortgage-Backed Securities Federal National Mort 2049-01-20 4.000000 94175695.00 18374138.77 Agency Mortgage-Backed Securities Federal National Mort 2046-01-20 2.000000 10000000.00 1433696.35 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 168426.00 50520.47 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-05-20 3.500000 4117956.00 1202843.34 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 2154911.00 618676.57 Agency Mortgage-Backed Securities Federal National Mort 2051-01-20 3.500000 1621012.00 1693074.86 Agency Mortgage-Backed Securities Federal National Mort 2049-09-20 5.500000 2088632.00 2145441.65 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 35110.00 7608.77 Agency Mortgage-Backed Securities Federal National Mort 2050-09-20 4.000000 699134.00 763495.88 Agency Mortgage-Backed Securities Federal National Mort 2050-12-20 5.000000 1201860.00 1217231.47 Agency Mortgage-Backed Securities Federal National Mort 2033-05-20 5.000000 25000000.00 616742.22 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-02-20 4.000000 1903.00 417.40 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2043-07-20 3.500000 5128790.00 1063255.35 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2042-12-20 3.000000 3180455.00 707433.09 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-01-20 2.500000 438054.00 433803.29 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 101651209.00 28284676.55 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-11-20 3.500000 106672.00 32440.36 Agency Mortgage-Backed Securities Federal National Mort 2045-04-20 4.500000 620059.00 613042.00 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 5.500000 3552270.00 3961953.12 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2025-10-15 0.125000 21890100.00 25027466.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-07-15 0.750000 200.00 252.13 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-15 0.125000 100.00 122.13 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-07-15 0.375000 65641800.00 82617608.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-01-15 0.625000 2303200.00 2875558.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 0.875000 100.00 126.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-07-15 0.125000 126086000.00 154802616.19 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-02-15 0.625000 19504200.00 28328087.61 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-02-15 0.875000 200.00 299.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 100.00 230.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-02-15 1.000000 18098600.00 27199258.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-01-15 1.750000 10776000.00 17111426.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-03 0.000000 18254700.00 18250775.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-16 0.000000 200.00 199.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-28 0.000000 11825000.00 11824633.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-02 0.000000 90040600.00 90027093.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-07 0.000000 17421700.00 17420985.71 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-11 0.000000 200.00 199.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-02-15 3.000000 23900.00 29666.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 1.125000 35732800.00 32071675.57 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-11-15 7.500000 49999800.00 62420693.79 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-15 6.875000 100.00 124.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-08-15 1.375000 30253000.00 26630137.48 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-05-15 2.875000 29624200.00 35343936.85 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 59763400.00 35589104.70 U.S. Treasuries (including strips) Federal National Mort 2040-08-15 0.000000 27640000.00 19753202.40 U.S. Treasuries (including strips) Federal National Mort 2044-05-15 0.000000 18421100.00 11910162.21 U.S. Treasuries (including strips) Federal National Mort 2046-08-15 0.000000 126831600.00 78052166.64 U.S. Treasuries (including strips) Federal National Mort 2048-02-15 0.000000 81659900.00 48826087.41 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-02-15 0.000000 17482300.00 10034490.55 U.S. Treasuries (including strips) Federal National Mort 2043-08-15 0.000000 100.00 65.70 U.S. Treasuries (including strips) Federal National Mort 2040-05-15 0.000000 88173000.00 63689033.19 U.S. Treasuries (including strips) Federal National Mort 2047-05-15 0.000000 100.00 60.78 U.S. Treasuries (including strips) Federal National Mort 2039-11-15 0.000000 136278200.00 99643485.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 0.000000 16537000.00 10489915.21 U.S. Treasuries (including strips) Federal National Mort 2050-08-15 0.000000 45316000.00 25761239.68 U.S. Treasuries (including strips) Federal National Mort 2036-02-15 0.000000 1310500.00 1063233.55 U.S. Treasuries (including strips) Federal National Mort 2044-11-15 0.000000 9363200.00 5973721.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-11-15 0.000000 325000.00 183764.75 U.S. Treasuries (including strips) Federal National Mort 2040-02-15 0.000000 9192600.00 6694639.65 U.S. Treasuries (including strips) Federal National Mort 2039-05-15 0.000000 70099900.00 52084576.20 U.S. Treasuries (including strips) Federal National Mort 2045-11-15 0.000000 11971400.00 7496969.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-08-15 0.000000 2141000.00 1265887.66 U.S. Treasuries (including strips) Federal National Mort 2048-11-15 0.000000 73971700.00 43686946.30 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-11-15 0.000000 15956100.00 9579563.76 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-04-30 0.750000 143524200.00 144024639.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 2.375000 100.00 109.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-30 1.875000 100.00 100.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-11-30 0.625000 13138900.00 12884938.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-31 1.875000 86261000.00 90050100.69 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-05-15 0.250000 5900.00 5888.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-03-31 1.750000 6400.00 6509.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-04-15 0.375000 26376900.00 26441099.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-10-31 0.500000 3760800.00 3663813.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-15 1.750000 500.00 508.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-12-31 2.250000 100.00 106.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-30 0.125000 149500.00 149596.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-15 2.750000 200.00 202.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-31 0.125000 100992000.00 100834149.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-31 2.750000 97100.00 105285.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-31 0.125000 103154400.00 103223844.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 1.500000 200.00 201.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-30 1.500000 49998600.00 50371614.15 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-31 2.750000 100.00 105.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-04-30 0.375000 19883900.00 19777588.68 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-01-31 2.500000 250000.00 267528.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-06-30 0.250000 39459800.00 38969914.30 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-28 1.875000 200.00 201.81 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-15 2.000000 72999900.00 73711398.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-10-31 1.625000 34587800.00 35811910.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-11-30 0.375000 100.00 98.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-15 2.125000 223000.00 227633.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-30 2.000000 7725600.00 7945890.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-03-31 2.625000 89900.00 97573.63 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 1.625000 152400.00 158669.21 U.S. Treasuries (including strips) Federal National Mort 2044-08-15 0.000000 281083.99 176776.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 0.000000 20.00 12.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-02-15 0.000000 162.23 135.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-11-15 0.000000 2.00 1.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-02-15 0.000000 63.28 55.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-05-15 0.000000 2198.68 1823.84 U.S. Treasuries (including strips) Federal National Mort 2036-08-15 0.000000 27000001.46 20819053.13 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 0.000000 19.83 12.35 U.S. Treasuries (including strips) Federal National Mort 2045-08-15 0.000000 1550336.46 955466.16 U.S. Treasuries (including strips) Federal National Mort 2037-05-15 0.000000 2206789.80 1669087.81 U.S. Treasuries (including strips) Federal National Mort 2031-08-15 0.000000 9773971.12 8441866.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 0.000000 220.65 155.16 U.S. Treasuries (including strips) Federal National Mort 2048-11-15 0.000000 0.47 0.27 U.S. Treasuries (including strips) Federal National Mort 2035-08-15 0.000000 87536308.31 69068423.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-11-15 0.000000 11461056.61 8334961.73 U.S. Treasuries (including strips) Federal National Mort 2037-08-15 0.000000 31.29 23.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.000000 50104135.64 43980358.08 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-02-15 0.000000 119140187.55 97240910.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 0.000000 5.76 5.47 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-05-15 0.000000 1.00 0.72 U.S. Treasuries (including strips) Federal National Mort 2049-05-15 0.000000 494.94 282.57 U.S. Treasuries (including strips) Federal National Mort 2036-05-15 0.000000 6951056.64 5391899.88 U.S. Treasuries (including strips) Federal National Mort 2037-02-15 0.000000 2511477.76 1913741.03 U.S. Treasuries (including strips) Federal National Mort 2038-02-15 0.000000 3445642.76 2557273.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2035-05-15 0.000000 33663611.51 26712176.72 U.S. Treasuries (including strips) Federal National Mort 2036-11-15 0.000000 10125303.18 7760194.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-05-15 0.000000 1541303.98 1136568.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-11-15 0.000000 1.00 0.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-02-15 0.000000 214.62 154.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-11-15 0.000000 68.16 58.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-11-15 0.000000 84129.47 51634.46 U.S. Treasuries (including strips) Federal National Mort 2034-05-15 0.000000 28929556.94 23501359.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-05-15 0.000000 80505561.56 69870132.83 U.S. Treasuries (including strips) Federal National Mort 2047-05-15 0.000000 13254340.98 7886293.12 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 251.46 146.49 U.S. Treasuries (including strips) Federal National Mort 2044-11-15 0.000000 7703351.72 4818646.79 U.S. Treasuries (including strips) Federal National Mort 2047-11-15 0.000000 44996876.61 26481516.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-11-15 0.000000 10176634.88 8538278.08 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-11-15 0.000000 35627523.96 28601776.24 U.S. Treasuries (including strips) Federal National Mort 2038-08-15 0.000000 81.92 59.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-11-15 0.000000 428.99 393.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 0.000000 6.00 5.72 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2021-12-16 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0007 2750000000.00 2750000000.00 0.0111 N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.040 0QK006G01 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2040-08-13 1.950000 4553000.00 4333686.54 Agency Debentures and Agency Strips Federal National Mort 2039-04-22 3.650000 103000.00 106263.57 Agency Debentures and Agency Strips Federal National Mort 2040-07-02 2.020000 450000.00 433896.55 Agency Debentures and Agency Strips Federal National Mort 2050-03-01 5.000000 1690113.00 1064259.27 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 2.000000 2984660.00 2731150.65 Agency Mortgage-Backed Securities Federal National Mort 2030-07-01 3.500000 498377.00 106489.28 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 5.000000 1708873.00 1634930.75 Agency Mortgage-Backed Securities Federal National Mort 2025-12-11 0.000000 242000.00 234076.92 Agency Debentures and Agency Strips Federal National Mort 2051-06-01 1.907000 12867945.00 13038876.25 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 1.887000 1000.00 1011.30 Agency Mortgage-Backed Securities Federal National Mort 2035-03-01 2.125000 15633056.00 302394.62 Agency Mortgage-Backed Securities Federal National Mort 2037-12-28 2.700000 1000.00 1028.03 Agency Debentures and Agency Strips Federal National Mort 2032-07-15 0.000000 616000.00 513208.08 Agency Debentures and Agency Strips Federal National Mort 2028-11-01 3.000000 94560.00 20901.42 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 96949.00 75838.23 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 1100000.00 352461.71 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 5.500000 2517048.00 149158.89 Agency Mortgage-Backed Securities Federal National Mort 2028-01-01 6.500000 1969.00 93.13 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 7289.00 2984.88 Agency Mortgage-Backed Securities Federal National Mort 2037-11-01 4.000000 3346160.00 1534581.48 Agency Mortgage-Backed Securities Federal National Mort 2030-01-15 0.000000 42000.00 37121.83 Agency Debentures and Agency Strips Federal National Mort B1V7KEBTPIMZEU4LTD58 2028-03-23 0.000000 239000.00 222045.34 Agency Debentures and Agency Strips Federal National Mort 2051-02-01 3.500000 2089224.00 2204270.21 Agency Mortgage-Backed Securities Federal National Mort 2038-05-01 6.500000 2161076.00 2000755.06 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.000000 3132663.00 3121287.46 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 401835.00 134778.53 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 1004.00 939.79 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 3.000000 267013.00 289004.79 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.500000 255474.00 271987.71 Agency Mortgage-Backed Securities Federal National Mort 2036-06-01 1.500000 101715.00 101321.31 Agency Mortgage-Backed Securities Federal National Mort 2040-10-01 4.000000 1571320.00 320374.34 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.000000 1000.00 421.45 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.000000 66026.00 28871.69 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 6520584.00 3831505.37 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 1.500000 10808448.00 10251388.21 Agency Mortgage-Backed Securities Federal National Mort 2039-04-01 6.000000 2574.00 87.94 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.000000 1768.00 19.40 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 5.500000 28685187.00 208616.64 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 3.000000 2046593.00 2154360.37 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 6.000000 2423.00 13.47 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 3849695.00 1686161.43 Agency Mortgage-Backed Securities Federal National Mort 2035-06-01 2.000000 1037.00 925.78 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 48130772.00 43977464.56 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 1782272.00 1693699.25 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 428016.00 180403.42 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 14226283.00 3565541.18 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 102414.00 104188.49 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.000000 819719.00 432726.53 Agency Mortgage-Backed Securities Federal National Mort 2057-02-01 4.500000 118196.00 66387.25 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.500000 1894.00 13.58 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 190765.00 182086.28 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.000000 2908148.00 1541274.74 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 1562090.00 1228433.39 Agency Mortgage-Backed Securities Federal National Mort 2037-12-01 5.500000 5441168.00 159709.17 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.000000 1291570.00 565511.84 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 2.000000 16430.00 15406.43 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 3.000000 2694288.00 374085.28 Agency Mortgage-Backed Securities Federal National Mort 2026-12-01 3.000000 1339830.00 128036.81 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 2.000000 164480272.00 119071732.52 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 2.500000 516013.00 478344.35 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 5.000000 456376.00 305346.45 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 6.000000 1017.00 10.51 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 12087435.00 6384646.56 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 2.500000 2691752.00 2757118.32 Agency Mortgage-Backed Securities Federal National Mort 2023-02-01 6.000000 1572.00 11.01 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-09-01 4.000000 36051.00 10629.66 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 69910.00 50419.41 Agency Mortgage-Backed Securities Federal National Mort 2052-03-01 4.000000 22492120.00 14032580.96 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 1000.00 933.74 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2022-10-05 2.000000 101000.00 103886.49 Agency Debentures and Agency Strips GNAR WK 784402 M 2034-11-20 2.125000 28420.00 11318.82 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 0.748380 36884333.00 18396127.17 Agency Collateralized Mortgage Obligation Federal National Mort 2049-07-20 0.788380 1180.00 678.57 Agency Collateralized Mortgage Obligation Federal National Mort 2049-12-20 0.718380 1000.00 726.34 Agency Collateralized Mortgage Obligation Federal National Mort 2051-03-20 2.000000 5907176.00 5868035.22 Agency Collateralized Mortgage Obligation Federal National Mort 2050-07-15 4.000000 68086.00 53720.57 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2039-11-15 5.000000 11662418.00 1275045.76 Agency Mortgage-Backed Securities Federal National Mort 2026-03-15 3.500000 2000000.00 118284.02 Agency Mortgage-Backed Securities Federal National Mort 2047-10-15 4.500000 763488.00 483507.80 Agency Mortgage-Backed Securities Federal National Mort 2033-12-15 6.500000 451344.00 49578.53 Agency Mortgage-Backed Securities Federal National Mort 2044-05-20 1.875000 1124.00 35.67 Agency Mortgage-Backed Securities Federal National Mort 2045-06-20 1.875000 3813.00 197.99 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 1791.00 121.76 Agency Mortgage-Backed Securities Federal National Mort 2047-03-20 1.500000 35114.00 3171.03 Agency Mortgage-Backed Securities Federal National Mort 2044-06-20 1.875000 1590.00 64.42 Agency Mortgage-Backed Securities Federal National Mort 2045-11-20 2.125000 1339.00 83.11 Agency Mortgage-Backed Securities Federal National Mort 2045-10-20 2.125000 15287033.00 1224455.88 Agency Mortgage-Backed Securities Federal National Mort 2044-07-20 2.250000 1735.00 62.73 Agency Mortgage-Backed Securities Federal National Mort 2043-08-20 2.250000 1873.00 159.83 Agency Mortgage-Backed Securities Federal National Mort 2043-06-20 2.250000 1001.00 88.12 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 2.125000 3742.00 91.50 Agency Mortgage-Backed Securities Federal National Mort 2042-12-20 2.000000 1105.00 28.83 Agency Mortgage-Backed Securities Federal National Mort 2044-09-20 2.250000 1032.00 59.84 Agency Mortgage-Backed Securities Federal National Mort 2043-11-20 2.125000 5579628.00 497950.84 Agency Mortgage-Backed Securities Federal National Mort 2049-09-20 3.500000 2212634.00 758994.85 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 19072.00 698.11 Agency Mortgage-Backed Securities Federal National Mort 2044-07-20 2.250000 14383959.00 680020.12 Agency Mortgage-Backed Securities Federal National Mort 2042-08-20 2.250000 1000.00 53.11 Agency Mortgage-Backed Securities Federal National Mort 2048-06-20 3.500000 3994.00 752.87 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 3.500000 977988.00 442607.38 Agency Mortgage-Backed Securities Federal National Mort 2048-08-20 3.500000 7737.00 1770.30 Agency Mortgage-Backed Securities Federal National Mort 2047-07-20 2.500000 25000000.00 5220179.62 Agency Mortgage-Backed Securities Federal National Mort 2049-02-20 4.000000 1773.00 243.97 Agency Mortgage-Backed Securities Federal National Mort 2049-09-20 4.000000 1000.00 442.70 Agency Mortgage-Backed Securities Federal National Mort 2045-10-20 2.500000 2009.00 232.28 Agency Mortgage-Backed Securities Federal National Mort 2044-06-20 2.250000 11421075.00 486804.25 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 2.250000 33830.00 1267.48 Agency Mortgage-Backed Securities Federal National Mort 2041-10-20 1.625000 1425.00 46.63 Agency Mortgage-Backed Securities Federal National Mort 2042-11-20 2.125000 1000.00 59.11 Agency Mortgage-Backed Securities Federal National Mort 2048-06-20 4.000000 3044.00 709.38 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 3.500000 1000.00 313.00 Agency Mortgage-Backed Securities Federal National Mort 2043-11-20 2.125000 1386.00 40.65 Agency Mortgage-Backed Securities Federal National Mort 2042-10-20 1.625000 5479.00 88.28 Agency Mortgage-Backed Securities Federal National Mort 2048-08-20 4.000000 42168502.00 8228001.45 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 3.000000 478957.00 256049.46 Agency Mortgage-Backed Securities Federal National Mort 2045-09-20 2.500000 1272.00 74.09 Agency Mortgage-Backed Securities Federal National Mort 2041-07-20 1.625000 2573.00 32.71 Agency Mortgage-Backed Securities Federal National Mort 2043-09-20 2.250000 1020.00 74.72 Agency Mortgage-Backed Securities Federal National Mort 2043-04-20 1.875000 1005.00 24.54 Agency Mortgage-Backed Securities Federal National Mort 2044-06-20 1.875000 3478.00 105.70 Agency Mortgage-Backed Securities Federal National Mort 2046-11-20 2.500000 660562.00 112683.81 Agency Mortgage-Backed Securities Federal National Mort 2044-10-20 2.125000 1000.00 47.13 Agency Mortgage-Backed Securities Federal National Mort 2041-09-20 2.125000 12971.00 723.03 Agency Mortgage-Backed Securities Federal National Mort 2043-01-20 1.625000 7873.00 506.79 Agency Mortgage-Backed Securities Federal National Mort 2042-08-20 2.250000 12087.00 500.86 Agency Mortgage-Backed Securities Federal National Mort 2050-06-20 2.500000 1000.00 454.06 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 1.625000 1724.00 28.14 Agency Mortgage-Backed Securities Federal National Mort 2042-05-20 1.875000 918880.00 43051.76 Agency Mortgage-Backed Securities Federal National Mort 2048-12-20 4.000000 12786672.00 2114814.93 Agency Mortgage-Backed Securities Federal National Mort 2042-11-20 2.125000 1324.00 51.78 Agency Mortgage-Backed Securities Federal National Mort 2033-07-20 2.250000 8250000.00 108575.44 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-01-20 5.000000 4649.00 831.52 Agency Mortgage-Backed Securities Federal National Mort 2049-12-20 5.500000 1117305.00 967282.28 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-11-20 3.500000 56456.00 20330.26 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-09-20 3.500000 35562800.00 6104223.94 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-10-20 2.000000 177856.00 168221.62 Agency Mortgage-Backed Securities Federal National Mort 2038-07-20 5.000000 24998100.00 740133.23 Agency Mortgage-Backed Securities Federal National Mort 2050-07-20 4.000000 563687.00 593348.39 Agency Mortgage-Backed Securities Federal National Mort 2051-05-20 3.500000 1207129.00 1300387.81 Agency Mortgage-Backed Securities Federal National Mort 2050-01-20 4.000000 424368.00 326137.90 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-01-20 4.000000 206540100.00 43696490.59 Agency Mortgage-Backed Securities Federal National Mort 2050-07-20 3.000000 2661235.00 2409908.16 Agency Mortgage-Backed Securities Federal National Mort 2049-06-20 3.000000 8722755.00 2923589.08 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2043-12-20 4.000000 1887.00 260.15 Agency Mortgage-Backed Securities Federal National Mort 2051-03-20 2.500000 1003.00 1031.28 Agency Mortgage-Backed Securities Federal National Mort 2035-01-20 5.000000 38317248.00 1387494.45 Agency Mortgage-Backed Securities Federal National Mort 2040-03-20 5.000000 24808301.00 529880.47 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 5.000000 93733.00 101950.41 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2028-07-15 0.750000 175494900.00 221240101.49 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-07-15 0.125000 4695700.00 5765165.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-07-15 0.375000 3422800.00 4290324.71 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-01-15 0.500000 8639200.00 10823207.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-02-15 0.875000 46844000.00 70172680.47 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-01-15 1.750000 36695600.00 58269678.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 2.500000 1675000.00 2766322.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-30 0.000000 500.00 499.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-02 0.000000 2400.00 2399.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-26 0.000000 800.00 799.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-17 0.000000 61730800.00 61716601.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-07 0.000000 166067000.00 166060191.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-09 0.000000 100.00 99.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-28 0.000000 5285400.00 5285236.15 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-26 0.000000 100.00 99.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-23 0.000000 75600.00 75587.68 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-12 0.000000 5141900.00 5141642.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 1.125000 2364800.00 2122506.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-15 6.250000 1989600.00 2229719.63 U.S. Treasuries (including strips) Federal National Mort 2046-08-15 0.000000 53643000.00 33011902.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-08-15 0.000000 812300.00 480280.50 U.S. Treasuries (including strips) Federal National Mort 2040-02-15 0.000000 24430600.00 17791926.48 U.S. Treasuries (including strips) Federal National Mort 2039-05-15 0.000000 24072800.00 17886210.76 U.S. Treasuries (including strips) Federal National Mort 2048-02-15 0.000000 100.00 59.79 U.S. Treasuries (including strips) Federal National Mort 2048-11-15 0.000000 57417500.00 33910201.33 U.S. Treasuries (including strips) Federal National Mort 2045-11-15 0.000000 1063300.00 665880.99 U.S. Treasuries (including strips) Federal National Mort 2039-11-15 0.000000 3099200.00 2266063.76 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 89721800.00 53429331.90 U.S. Treasuries (including strips) Federal National Mort 2040-05-15 0.000000 11594100.00 8374638.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-12-31 2.250000 100.00 106.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-10-31 1.500000 100.00 103.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-02-28 1.125000 35487700.00 36231309.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-07-31 0.125000 2812000.00 2809118.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 0.125000 3728200.00 3729134.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-15 2.250000 35204200.00 35983642.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-31 1.750000 55224100.00 56566552.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-03-31 2.625000 1470200.00 1595692.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-15 1.750000 400.00 406.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 1.625000 100.00 104.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-28 1.500000 100.00 102.02 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-15 2.750000 640100.00 648879.66 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-31 2.000000 100.00 100.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-04-30 2.250000 6692900.00 7082295.47 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-15 2.500000 9755100.00 9875018.81 U.S. Treasuries (including strips) Federal National Mort 2034-05-15 0.000000 15620526.08 12689568.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2035-05-15 0.000000 34977012.55 27754364.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-02-15 0.000000 0.16 0.11 U.S. Treasuries (including strips) Federal National Mort 2047-11-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 21258967.87 12384177.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 0.000000 2478548.90 1573893.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-02-15 0.000000 146993.98 106128.33 U.S. Treasuries (including strips) Federal National Mort 2031-08-15 0.000000 5271247.44 4552823.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-05-15 0.000000 76.73 56.58 U.S. Treasuries (including strips) Federal National Mort 2037-02-15 0.000000 3097622.62 2360382.24 U.S. Treasuries (including strips) Federal National Mort 2044-11-15 0.000000 0.63 0.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-02-15 0.000000 1.08 0.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.000000 196.20 172.22 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-11-15 0.000000 9.08 6.60 U.S. Treasuries (including strips) Federal National Mort 2049-05-15 0.000000 104.70 59.77 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-02-15 0.000000 14872521.23 12138788.23 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-11-15 0.000000 36.63 31.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-11-15 0.000000 2587417.39 2170863.89 U.S. Treasuries (including strips) Federal National Mort 2044-08-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) Federal National Mort 2037-05-15 0.000000 0.10 0.08 U.S. Treasuries (including strips) Federal National Mort 2045-08-15 0.000000 13.52 8.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 0.000000 3690291.59 3518633.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-05-15 0.000000 10101821.01 8379622.16 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-05-15 0.000000 3.12 1.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-05-15 0.000000 2293420.13 1990440.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-11-15 0.000000 1477135.36 1185844.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 0.000000 63159488.29 44412615.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 0.000000 88375000.00 80108137.38 U.S. Treasuries (including strips) Federal National Mort 2036-05-15 0.000000 83.98 65.14 U.S. Treasuries (including strips) Federal National Mort 2037-08-15 0.000000 24271885.09 18253671.18 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 Y BNP PARIBAS (REPO) 1.0000 1 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0004 1500000000.00 1500000000.00 0.0061 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.050 0QK006FS1 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2050-12-01 2.500000 7032942.00 6433913.97 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2051-04-01 3.000000 5700000.00 5722780.75 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 10000000.00 10457633.33 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 3.000000 6267889.00 4938370.57 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 3.000000 30000.00 32402.78 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2051-05-01 2.500000 7400000.00 7529153.18 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.000000 10510404.00 4872384.71 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2051-02-01 2.500000 6184424.00 6055062.08 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 3.000000 14149000.00 4825081.68 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 3.000000 17072457.00 5539884.66 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2043-02-01 3.000000 18421886.00 5411392.78 Agency Mortgage-Backed Securities Federal National Mort 2041-03-01 4.500000 34443076.00 4783760.21 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2043-07-01 3.000000 20231997.00 6454073.57 Agency Mortgage-Backed Securities Federal National Mort 2037-09-01 1.609000 137039184.00 24659210.61 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 3.170000 9499505.00 10281995.06 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2041-02-01 2.124000 11164154.00 7188043.28 Agency Mortgage-Backed Securities Federal National Mort 2044-12-01 4.000000 35398200.00 20070667.89 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.000000 1982113.00 1259460.38 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 21551593.00 4652898.19 Agency Mortgage-Backed Securities Federal National Mort 2036-07-01 4.000000 37094570.00 13366142.98 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 23117897.00 21120780.04 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 3.500000 17500000.00 10065462.64 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.000000 25000000.00 25509950.23 Agency Mortgage-Backed Securities Federal National Mort 2034-05-01 3.500000 25111692.00 13294085.75 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 50000000.00 26185856.49 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-09-01 2.500000 19029444.00 7694289.02 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 4925380.00 3097953.58 Agency Mortgage-Backed Securities Federal National Mort 2045-12-01 3.500000 29925370.00 13463812.98 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 2.500000 36000000.00 36999646.15 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 2.000000 7921000.00 7916620.72 Agency Mortgage-Backed Securities Federal National Mort 2035-05-01 2.000000 19661497.00 17756874.19 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.500000 28808177.00 15576536.79 Agency Mortgage-Backed Securities Federal National Mort 2036-03-01 4.000000 37926780.00 12150313.24 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.500000 16424422.00 5004692.38 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.500000 47267861.00 9661608.58 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 5.500000 338095.00 157695.50 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 11614540.00 10296485.77 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-01-01 2.500000 20886940.00 10944411.06 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-11-01 2.500000 7498000.00 6647440.94 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 3.500000 30802194.00 13033865.63 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 4.500000 570752.00 386558.00 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 49864793.00 29375930.66 Agency Mortgage-Backed Securities Federal National Mort 2049-11-20 2.750000 50000000.00 9410401.73 Agency Collateralized Mortgage Obligation Federal National Mort 2035-10-20 2.125000 1300000.00 51206.38 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 3.500000 33094101.00 10358494.36 Agency Mortgage-Backed Securities Federal National Mort 2048-08-20 3.500000 79124351.00 18104410.01 Agency Mortgage-Backed Securities Federal National Mort 2048-09-20 3.500000 40000000.00 8275088.58 Agency Mortgage-Backed Securities Federal National Mort 2050-06-20 3.000000 6892736.00 3237038.82 Agency Mortgage-Backed Securities Federal National Mort 2040-02-20 2.000000 1398600.00 76574.78 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 13963264.00 3885309.48 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-01-20 4.000000 221599000.00 46882414.69 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-07-20 3.500000 45034496.00 13277288.02 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-09-20 3.500000 46914368.00 8052678.88 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 3.000000 4471024.00 4766250.19 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2028-07-15 0.750000 11007600.00 13876884.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 0.875000 32664000.00 41366614.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-07-15 0.125000 25127300.00 30850148.14 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-01-15 0.125000 1383000.00 1634258.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-04-15 3.375000 2114000.00 4884053.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-01-15 1.750000 12085300.00 19190490.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-04-15 3.875000 367600.00 870795.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-30 0.000000 93800.00 93788.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-02 0.000000 1900.00 1899.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-08-15 3.125000 77985300.00 96583132.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 100.00 123.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-08-15 2.250000 12650400.00 13571428.32 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 1.125000 166392800.00 149344465.00 U.S. Treasuries (including strips) Federal National Mort 2044-02-15 0.000000 18902200.00 12301362.74 U.S. Treasuries (including strips) Federal National Mort 2029-08-15 0.000000 491900.00 448972.38 U.S. Treasuries (including strips) Federal National Mort 2045-11-15 0.000000 200.00 125.25 U.S. Treasuries (including strips) Federal National Mort 2051-02-15 0.000000 9485000.00 5335976.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-02-15 0.000000 46530600.00 30911673.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-12-31 0.375000 13218400.00 13053722.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-31 2.750000 100.00 105.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 1.875000 500.00 513.48 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-11-15 2.250000 100.00 107.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-31 0.125000 3662800.00 3664265.12 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 2.000000 50000000.00 53344478.26 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-10-31 2.875000 16106100.00 17176340.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-02-29 2.375000 1157500.00 1217227.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-31 0.750000 9817500.00 9839837.23 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-15 2.250000 300.00 306.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 1.625000 49700.00 51744.49 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-02-15 2.750000 100.00 106.13 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-31 0.750000 432017600.00 431576942.05 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 81.40 47.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.000000 0.16 0.14 U.S. Treasuries (including strips) Federal National Mort 2036-08-15 0.000000 2593399.73 1999708.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 0.000000 1.00 0.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-08-15 0.000000 36231.92 29900.75 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2021-09-15 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0005 1500000000.00 1500000000.00 0.0061 N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.070 0QK006QC4 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2049-04-01 4.500000 630000.00 128153.07 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 1.907000 8606016.00 8720333.95 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 3.436000 27848.00 26342.83 Agency Mortgage-Backed Securities Federal National Mort 2032-07-15 0.000000 722000.00 601519.86 Agency Debentures and Agency Strips Federal National Mort 2025-11-15 5.500000 1024.00 108.11 Agency Collateralized Mortgage Obligation Federal National Mort 2043-05-01 3.000000 13519155.00 2607147.52 Agency Mortgage-Backed Securities Federal National Mort 2047-09-15 3.000000 12333000.00 1812208.43 Agency Collateralized Mortgage Obligation Federal National Mort 2047-08-15 4.500000 3560440.00 3717807.89 Agency Collateralized Mortgage Obligation Federal National Mort 2046-10-25 3.000000 3899000.00 4172284.69 Agency Collateralized Mortgage Obligation Federal National Mort 2049-04-01 3.500000 3228240.00 1771619.64 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 10787488.00 9856612.55 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 6106341.00 2639109.17 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.500000 20591506.00 8465366.28 Agency Mortgage-Backed Securities Federal National Mort 2034-05-01 3.500000 13187105.00 7590646.47 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 4.000000 13267184.00 6652250.18 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 1541656.00 1017179.91 Agency Mortgage-Backed Securities Federal National Mort 2034-02-01 5.500000 1495431.00 68195.59 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 9877280.00 4943981.73 Agency Mortgage-Backed Securities Federal National Mort 2052-03-01 4.000000 19786316.00 12344460.24 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 4.000000 842186.00 522635.05 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.000000 89185.00 57419.48 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 4.000000 10630064.00 8211153.31 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.500000 2463414.00 1379805.74 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 2383176.00 2338338.71 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 3022850.00 2977986.15 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 1140730.00 851030.51 Agency Mortgage-Backed Securities Federal National Mort 2033-03-01 3.500000 264919.00 134966.38 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 3.500000 1811880.00 1759861.41 Agency Mortgage-Backed Securities Federal National Mort 2035-03-01 3.000000 1287213.00 1271329.25 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.000000 43371840.00 43655502.99 Agency Mortgage-Backed Securities GNAR WK 784402 M 2034-11-20 2.125000 11320384.00 4508564.98 Agency Mortgage-Backed Securities Federal National Mort 2043-02-20 0.388380 11975320.00 1292105.93 Agency Collateralized Mortgage Obligation Federal National Mort 2041-12-20 1.668000 151000.00 65376.38 Agency Mortgage-Backed Securities Federal National Mort 2044-07-20 2.250000 15265108.00 551875.83 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 3.500000 5653031.00 1769405.66 Agency Mortgage-Backed Securities Federal National Mort 2047-09-20 2.500000 8646624.00 1799931.42 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 4.000000 15335440.00 5847602.70 Agency Mortgage-Backed Securities Federal National Mort 2049-05-20 4.000000 16504003.00 4633093.64 Agency Mortgage-Backed Securities Federal National Mort 2049-06-20 4.000000 2385922.00 795109.66 Agency Mortgage-Backed Securities Federal National Mort 2041-10-20 1.625000 1685978.00 55167.46 Agency Mortgage-Backed Securities Federal National Mort 2049-03-20 4.000000 52498946.00 13481698.65 Agency Mortgage-Backed Securities Federal National Mort 2048-09-20 3.500000 13000000.00 2292247.61 Agency Mortgage-Backed Securities Federal National Mort 2049-09-20 3.500000 100066.00 48648.24 Agency Mortgage-Backed Securities Federal National Mort 2049-01-20 4.000000 15290352.00 2983222.47 Agency Mortgage-Backed Securities Federal National Mort 2049-04-20 3.000000 1300680.00 277526.78 Agency Mortgage-Backed Securities Federal National Mort 2049-11-20 3.500000 4286584.00 936340.93 Agency Mortgage-Backed Securities Federal National Mort 2046-11-20 2.500000 8149378.00 1390184.34 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 27926400.00 7770583.34 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-01-20 5.000000 43105792.00 7709909.50 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 3425435.00 1035413.21 Agency Mortgage-Backed Securities Federal National Mort 2051-05-20 4.500000 1625589.00 1785765.10 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 2.500000 4094550.00 2377909.73 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-11-20 3.000000 1361000.00 443029.68 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 4.000000 2947890.00 3205536.57 Agency Mortgage-Backed Securities Federal National Mort 2047-11-20 4.500000 63548.00 66408.26 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2030-01-15 0.125000 100.00 118.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-07-15 0.125000 100.00 122.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-07-15 0.125000 100.00 125.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-02-15 0.250000 15205000.00 18853720.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-01-15 2.375000 100.00 167.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-02-15 2.125000 26250000.00 50428573.96 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-24 0.000000 6591000.00 6589253.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-07 0.000000 309683600.00 309670902.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-30 0.000000 1600.00 1599.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-17 0.000000 100.00 99.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-11 0.000000 63361800.00 63319347.59 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-11-15 3.000000 25202300.00 31007255.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-15 6.250000 100.00 112.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-08-15 3.125000 100.00 123.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-15 6.875000 100.00 124.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 7795300.00 8804915.74 U.S. Treasuries (including strips) Federal National Mort 2044-11-15 0.000000 2667900.00 1702120.20 U.S. Treasuries (including strips) Federal National Mort 2029-08-15 0.000000 53300.00 48648.56 U.S. Treasuries (including strips) Federal National Mort 2042-11-15 0.000000 745900.00 498425.30 U.S. Treasuries (including strips) Federal National Mort 2040-05-15 0.000000 6255600.00 4518538.74 U.S. Treasuries (including strips) Federal National Mort 2036-02-15 0.000000 1447000.00 1173978.59 U.S. Treasuries (including strips) Federal National Mort 2046-08-15 0.000000 189439100.00 116580822.14 U.S. Treasuries (including strips) Federal National Mort 2040-08-15 0.000000 3500000.00 2501310.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-31 1.750000 200.00 204.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-31 2.000000 132687900.00 135253126.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-11-15 2.750000 178502600.00 189732314.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-15 2.000000 106191400.00 109159828.23 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 2.250000 29104000.00 31319927.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-12-31 2.250000 100.00 106.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-31 2.750000 200.00 210.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-09-30 0.125000 46601100.00 46639571.12 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 1.625000 62397200.00 64964003.77 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 2.500000 11151900.00 11683141.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-28 1.125000 71162600.00 71543604.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-01-31 2.500000 300.00 316.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-31 0.125000 245814400.00 245430192.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-03-31 0.750000 100.00 100.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-31 1.875000 7712100.00 7849838.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-05-15 0.000000 31638179.84 26244376.39 U.S. Treasuries (including strips) Federal National Mort 2034-05-15 0.000000 27497759.36 22338217.28 U.S. Treasuries (including strips) Federal National Mort 2038-08-15 0.000000 18391908.21 13467787.45 U.S. Treasuries (including strips) Federal National Mort 2039-08-15 0.000000 51428499.62 36642651.69 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-02-15 0.000000 65644871.68 54774146.57 U.S. Treasuries (including strips) Federal National Mort 2047-05-15 0.000000 2601840.95 1548087.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-11-15 0.000000 82059000.00 73610533.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-08-15 0.000000 327.68 289.18 U.S. Treasuries (including strips) Federal National Mort 2038-02-15 0.000000 4481730.54 3326232.85 U.S. Treasuries (including strips) Federal National Mort 2037-02-15 0.000000 49.92 38.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-11-15 0.000000 0.97 0.65 U.S. Treasuries (including strips) Federal National Mort 2046-05-15 0.000000 100.00 60.76 U.S. Treasuries (including strips) Federal National Mort 2049-05-15 0.000000 0.04 0.02 U.S. Treasuries (including strips) Federal National Mort 2035-08-15 0.000000 11080670.05 8742936.77 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-02-15 0.000000 17090887.68 14919712.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 0.000000 1.00 0.97 U.S. Treasuries (including strips) Federal National Mort 2036-05-15 0.000000 19184475.87 14881302.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-02-15 0.000000 37463168.90 30577026.36 U.S. Treasuries (including strips) Federal National Mort 2045-08-15 0.000000 0.02 0.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-11-15 0.000000 4799859.96 3060366.71 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2022-01-20 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0007 2000000000.00 2000000000.00 0.0081 N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.060 0QK006PA9 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2034-07-18 2.990000 1000.00 1024.09 Agency Debentures and Agency Strips Federal National Mort 2038-03-09 3.460000 860000.00 1052537.76 Agency Debentures and Agency Strips Federal National Mort 2033-07-11 3.930000 30000.00 31994.29 Agency Debentures and Agency Strips Federal National Mort 2034-02-14 3.750000 11650000.00 11838774.66 Agency Debentures and Agency Strips Federal National Mort 2033-08-08 3.940000 10000.00 10660.65 Agency Debentures and Agency Strips Federal National Mort 2549001DPIFGXC1TOL40 2024-09-09 5.365000 2175000.00 2547518.29 Agency Debentures and Agency Strips Federal National Mort 2029-10-24 4.000000 40000.00 48834.64 Agency Debentures and Agency Strips Federal National Mort 2028-09-01 4.000000 880000.00 1064008.00 Agency Debentures and Agency Strips Federal National Mort 2049-05-01 4.500000 1144701.00 1036743.53 Agency Mortgage-Backed Securities Federal National Mort 2035-10-01 2.500000 2443623.00 2449662.49 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 3.000000 2661000.00 255062.88 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 116547.00 115517.84 Agency Mortgage-Backed Securities Federal National Mort 2041-01-01 3.500000 500000.00 222118.75 Agency Mortgage-Backed Securities Federal National Mort 2034-09-01 3.500000 3332656.00 1488292.54 Agency Mortgage-Backed Securities Federal National Mort 2029-05-01 3.000000 975879.00 288971.52 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 966670.00 697315.94 Agency Mortgage-Backed Securities Federal National Mort 2025-12-11 0.000000 1245000.00 1204238.70 Agency Debentures and Agency Strips Federal National Mort 2036-01-01 2.375000 1725.00 10.22 Agency Mortgage-Backed Securities Federal National Mort 2040-07-13 2.150000 1000.00 977.27 Agency Debentures and Agency Strips Federal National Mort 2025-11-15 5.500000 1383.00 146.01 Agency Collateralized Mortgage Obligation Federal National Mort 2048-11-15 4.500000 1000.00 1249.02 Agency Collateralized Mortgage Obligation Federal National Mort 2040-03-01 5.500000 2057450.00 121923.37 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 4.000000 1787223.00 359783.80 Agency Mortgage-Backed Securities Federal National Mort 2044-12-01 4.000000 120289.00 36049.86 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 4.000000 2500.00 1031.50 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 1311515.00 787507.29 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 1002.00 398.65 Agency Mortgage-Backed Securities Federal National Mort 2037-11-01 4.000000 653840.00 299857.38 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 4.000000 166000.00 30483.98 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 1000000.00 226572.19 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.500000 281692.00 154409.10 Agency Mortgage-Backed Securities Federal National Mort 2027-02-01 3.000000 643839.00 121012.24 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 3.000000 1409984.00 271913.17 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 2.089000 2198.00 20.86 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 6.011000 3769522.00 2066017.31 Agency Mortgage-Backed Securities Federal National Mort 2041-09-01 3.830000 1130144.00 32294.42 Agency Mortgage-Backed Securities Federal National Mort 2033-09-01 2.470000 7632565.00 1071276.97 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2028-03-23 0.000000 5218000.00 4847835.08 Agency Debentures and Agency Strips Federal National Mort 2047-05-01 4.500000 260801.00 175053.26 Agency Mortgage-Backed Securities Federal National Mort 2041-06-01 5.500000 1414.00 90.82 Agency Mortgage-Backed Securities Federal National Mort 2032-08-01 3.500000 1022.00 491.43 Agency Mortgage-Backed Securities Federal National Mort 2041-03-01 4.000000 4603.00 194.71 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 893824.00 184321.87 Agency Mortgage-Backed Securities Federal National Mort 2037-06-01 8.000000 1210.00 18.61 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 4.000000 143213.00 110624.35 Agency Mortgage-Backed Securities Federal National Mort 2037-12-01 5.500000 2588.00 75.96 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 5.500000 2155.00 15.67 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 1.500000 2172788.00 2060804.04 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 7387898.00 3902326.47 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 4.500000 13689840.00 4396613.83 Agency Mortgage-Backed Securities Federal National Mort 2030-12-07 5.000000 1585.00 98.85 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.500000 1119052.00 186098.24 Agency Mortgage-Backed Securities Federal National Mort 2036-02-01 6.000000 1686.00 49.53 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 4.000000 2881.00 1893.45 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 1006.00 690.25 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.000000 14672.00 7745.29 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 22725853.00 20764790.45 Agency Mortgage-Backed Securities Federal National Mort 2037-03-01 6.000000 1842.00 68.40 Agency Mortgage-Backed Securities Federal National Mort 2040-12-01 4.000000 1359.00 30.85 Agency Mortgage-Backed Securities Federal National Mort 2026-06-01 4.500000 22047.00 2188.38 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 1218.00 1137.29 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 4.500000 415769.00 214370.00 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 3.000000 5568.00 4581.33 Agency Mortgage-Backed Securities Federal National Mort 2039-04-01 6.000000 1567.00 164.76 Agency Mortgage-Backed Securities Federal National Mort 2023-02-01 6.000000 1832.00 12.83 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 5.000000 1580.00 1124.40 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 1069.00 457.47 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 127579.00 64395.84 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 504142.00 405952.19 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 2.000000 546473.00 395606.63 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 4.000000 1057.00 747.60 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 1000.00 1012.39 Agency Mortgage-Backed Securities Federal National Mort 2035-10-01 3.000000 928207.00 938532.68 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 4857664.00 4616254.91 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 5.000000 1787.00 1743.04 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 15398360.00 15169824.12 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 1002.00 447.33 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.500000 12873054.00 13311826.50 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 9302101.00 3906441.43 Agency Mortgage-Backed Securities Federal National Mort 2041-06-01 5.500000 11432470.00 1078194.80 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 2.500000 1936409.00 1365147.61 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.000000 5697.00 62.52 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 1078457.00 995874.16 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 1100.00 467.48 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.500000 1092.00 366.07 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 4.500000 999999.00 1088168.91 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 4.000000 4820435.00 4441803.34 Agency Mortgage-Backed Securities Federal National Mort 2044-02-01 4.500000 8149331.00 1334053.55 Agency Mortgage-Backed Securities Federal National Mort 2028-09-01 3.500000 322177.00 70458.34 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 3.000000 5774438.00 5922005.43 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 1177018.00 243943.25 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 4.500000 28544768.00 19332754.94 Agency Mortgage-Backed Securities Federal National Mort 2040-10-01 4.000000 220528.00 44963.16 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 6.000000 108047.00 600.52 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.000000 2498262.00 987845.72 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 985792.00 500871.04 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 3.500000 10227859.00 10791071.18 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 2.500000 9769137.00 9941686.43 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 1039.00 543.75 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 4.000000 1000.00 429.73 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 3.000000 1030.00 1030.42 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 263659.00 113951.20 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2041-02-01 2.000000 1000.00 980.40 Agency Mortgage-Backed Securities Federal National Mort 2027-03-01 3.000000 530308.00 96903.51 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 5.500000 1599.00 106.56 Agency Mortgage-Backed Securities Federal National Mort 2026-08-01 3.500000 3109924.00 562420.63 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 1761842.00 1464335.22 Agency Mortgage-Backed Securities Federal National Mort 2023-06-01 6.000000 6883.00 71.11 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 1005.00 727.76 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.000000 586941.00 584809.66 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 2.500000 339616.00 342265.90 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.500000 1080.00 498.86 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 396104.00 121063.00 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 1000.00 681.29 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.500000 2405.00 17.24 Agency Mortgage-Backed Securities Federal National Mort 2041-11-01 3.500000 1001364.00 313377.98 Agency Mortgage-Backed Securities GNAR WK 784402 M 2034-11-20 2.125000 11966111.00 4765738.43 Agency Mortgage-Backed Securities GNAR WN 784593 M 2043-06-20 1.820000 1000.00 152.97 Agency Mortgage-Backed Securities GNAR WN 784594 M 2042-09-20 1.850000 168441.00 48646.45 Agency Mortgage-Backed Securities Federal National Mort 2049-12-20 0.718380 33688400.00 24469216.59 Agency Collateralized Mortgage Obligation Federal National Mort 2049-07-20 0.788380 49956737.00 28728078.20 Agency Collateralized Mortgage Obligation Federal National Mort 2049-05-20 0.738380 40998855.00 18254993.11 Agency Collateralized Mortgage Obligation Federal National Mort 2049-07-20 0.748380 13109638.00 6538455.44 Agency Collateralized Mortgage Obligation Federal National Mort 2050-05-20 0.758380 1011.00 807.37 Agency Collateralized Mortgage Obligation Federal National Mort 2050-04-20 0.768380 16251620.00 14436975.51 Agency Collateralized Mortgage Obligation Federal National Mort 2051-08-20 3.000000 224000.00 242463.87 Agency Collateralized Mortgage Obligation Federal National Mort 2039-09-15 5.000000 1015650.00 85003.97 Agency Mortgage-Backed Securities Federal National Mort 2024-07-15 4.000000 6100000.00 146219.68 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2039-11-15 5.000000 10177568.00 1112707.92 Agency Mortgage-Backed Securities Federal National Mort 2035-08-15 5.000000 692994.00 31240.17 Agency Mortgage-Backed Securities Federal National Mort 2026-10-15 3.000000 6165600.00 511904.50 Agency Mortgage-Backed Securities Federal National Mort 2047-12-20 1.991000 1000.00 825.66 Agency Mortgage-Backed Securities Federal National Mort 2051-02-20 2.619000 5265578.00 5091493.06 Agency Mortgage-Backed Securities Federal National Mort 2041-12-20 1.668000 2121.00 918.30 Agency Mortgage-Backed Securities Federal National Mort 2043-06-20 2.250000 353993.00 31162.25 Agency Mortgage-Backed Securities Federal National Mort 2047-03-20 1.500000 5251578.00 474252.55 Agency Mortgage-Backed Securities Federal National Mort 2044-08-20 2.250000 5612105.00 178463.32 Agency Mortgage-Backed Securities Federal National Mort 2044-10-20 2.125000 3044961.00 184681.80 Agency Mortgage-Backed Securities Federal National Mort 2042-07-20 2.250000 6508609.00 317572.91 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 1025.00 69.69 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 2.125000 3258141.00 79668.69 Agency Mortgage-Backed Securities Federal National Mort 2044-09-20 2.250000 24970169.00 1447869.64 Agency Mortgage-Backed Securities Federal National Mort 2045-06-20 1.875000 1887.00 97.98 Agency Mortgage-Backed Securities Federal National Mort 2045-11-20 2.125000 8407233.00 521812.66 Agency Mortgage-Backed Securities Federal National Mort 2043-09-20 2.250000 1050000.00 112407.91 Agency Mortgage-Backed Securities Federal National Mort 2045-09-20 2.250000 18602035.00 1021989.52 Agency Mortgage-Backed Securities Federal National Mort 2043-11-20 2.125000 98875.00 8824.05 Agency Mortgage-Backed Securities Federal National Mort 2044-07-20 2.250000 1179.00 42.62 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 2.250000 1216.00 84.60 Agency Mortgage-Backed Securities Federal National Mort 2045-09-20 2.375000 382235.00 335670.47 Agency Mortgage-Backed Securities Federal National Mort 2045-11-20 2.250000 1917.00 461.26 Agency Mortgage-Backed Securities Federal National Mort 2044-06-20 1.875000 2152.00 65.40 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 4.000000 10733.00 548.42 Agency Mortgage-Backed Securities Federal National Mort 2043-01-20 2.000000 3460000.00 149395.40 Agency Mortgage-Backed Securities Federal National Mort 2048-10-20 4.000000 24373628.00 3897233.25 Agency Mortgage-Backed Securities Federal National Mort 2042-05-20 1.500000 1939.00 207.18 Agency Mortgage-Backed Securities Federal National Mort 2049-09-20 4.000000 972795.00 430656.00 Agency Mortgage-Backed Securities Federal National Mort 2043-09-20 2.250000 1079.00 79.04 Agency Mortgage-Backed Securities Federal National Mort 2041-07-20 1.625000 12306.00 156.46 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 2.250000 9756588.00 559126.00 Agency Mortgage-Backed Securities Federal National Mort 2042-11-20 2.125000 5026178.00 297102.97 Agency Mortgage-Backed Securities Federal National Mort 2043-08-20 2.250000 3000000.00 184048.62 Agency Mortgage-Backed Securities Federal National Mort 2043-12-20 2.000000 1000.00 43.60 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 2779.00 101.72 Agency Mortgage-Backed Securities Federal National Mort 2046-11-20 2.500000 4102301.00 699802.44 Agency Mortgage-Backed Securities Federal National Mort 2048-07-20 4.000000 1098596.00 314416.90 Agency Mortgage-Backed Securities Federal National Mort 2048-12-20 4.000000 3780164.00 625209.38 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 1.625000 56847.00 5900.72 Agency Mortgage-Backed Securities Federal National Mort 2048-06-20 4.000000 1570633.00 366021.15 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 1726.00 59.27 Agency Mortgage-Backed Securities Federal National Mort 2042-08-20 2.250000 1100000.00 58415.74 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 3.000000 3025338.00 1617339.65 Agency Mortgage-Backed Securities Federal National Mort 2048-04-20 3.500000 4618696.00 753604.25 Agency Mortgage-Backed Securities Federal National Mort 2049-06-20 3.500000 1965871.00 458118.71 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 3.000000 89995.00 32772.47 Agency Mortgage-Backed Securities Federal National Mort 2042-02-20 2.000000 2500000.00 157204.71 Agency Mortgage-Backed Securities Federal National Mort 2049-02-20 4.000000 707875.00 97406.45 Agency Mortgage-Backed Securities Federal National Mort 2048-08-20 3.500000 2501583.00 572386.17 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 2.125000 22209.00 809.47 Agency Mortgage-Backed Securities Federal National Mort 2043-07-20 2.250000 1207.00 77.84 Agency Mortgage-Backed Securities Federal National Mort 2042-10-20 2.125000 12068533.00 756137.69 Agency Mortgage-Backed Securities Federal National Mort 2042-08-20 2.250000 4801902.00 198979.49 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 1.625000 2280.00 110.57 Agency Mortgage-Backed Securities Federal National Mort 2050-06-20 3.000000 1008.00 473.39 Agency Mortgage-Backed Securities Federal National Mort 2049-04-20 3.000000 1116257.00 238176.35 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 3.500000 5238938.00 1639794.05 Agency Mortgage-Backed Securities Federal National Mort 2042-10-20 1.625000 2941.00 47.39 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 3.500000 1574100.00 712389.40 Agency Mortgage-Backed Securities Federal National Mort 2043-11-20 2.125000 2585.00 75.81 Agency Mortgage-Backed Securities Federal National Mort 2042-05-20 1.875000 56983392.00 2669810.56 Agency Mortgage-Backed Securities Federal National Mort 2049-07-20 4.000000 40193.00 15326.11 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 2.250000 749749.00 28090.13 Agency Mortgage-Backed Securities Federal National Mort 2042-04-20 1.500000 5584372.00 653796.96 Agency Mortgage-Backed Securities Federal National Mort 2042-11-20 2.125000 526496.00 20591.77 Agency Mortgage-Backed Securities Federal National Mort 2043-06-20 1.875000 3111738.00 180489.08 Agency Mortgage-Backed Securities Federal National Mort 2041-10-20 1.625000 6421.00 210.10 Agency Mortgage-Backed Securities Federal National Mort 2043-01-20 1.625000 2637549.00 240924.91 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 1.625000 19683.00 321.29 Agency Mortgage-Backed Securities Federal National Mort 2043-07-20 2.250000 1280.00 15.34 Agency Mortgage-Backed Securities Federal National Mort 2042-07-20 1.625000 4060.00 57.52 Agency Mortgage-Backed Securities Federal National Mort 2048-04-20 3.500000 1396549.00 145546.09 Agency Mortgage-Backed Securities Federal National Mort 2040-05-20 1.875000 1462980.00 55905.81 Agency Mortgage-Backed Securities Federal National Mort 2043-08-20 2.250000 598629.00 57192.41 Agency Mortgage-Backed Securities Federal National Mort 2041-09-20 2.125000 13300600.00 741407.50 Agency Mortgage-Backed Securities Federal National Mort 2049-11-20 3.500000 13548.00 2959.36 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 419998.00 22437.21 Agency Mortgage-Backed Securities Federal National Mort 2049-01-20 4.000000 13879484.00 2707955.22 Agency Mortgage-Backed Securities Federal National Mort 2033-02-20 2.000000 26827757.00 176876.69 Agency Mortgage-Backed Securities Federal National Mort 2049-08-20 3.500000 3071459.00 1010334.59 Agency Mortgage-Backed Securities Federal National Mort 2051-07-20 2.500000 2000000.00 2077367.91 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 8073104.00 1749540.86 Agency Mortgage-Backed Securities Federal National Mort 2051-03-20 2.500000 1076417.00 1123249.25 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 419839.00 120536.09 Agency Mortgage-Backed Securities Federal National Mort 2035-01-20 5.000000 2685752.00 97252.97 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 64101.00 19375.94 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-09-20 3.500000 2319211.00 491827.38 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-05-20 3.500000 1536600.00 448836.53 Agency Mortgage-Backed Securities Federal National Mort 2049-06-20 3.000000 121355.00 40674.32 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 4.000000 2028063.00 1264720.23 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-07-20 3.500000 87148087.00 25693420.69 Agency Mortgage-Backed Securities Federal National Mort 2050-11-20 4.500000 1588678.00 1597868.16 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-11-20 3.500000 267605.00 96366.73 Agency Mortgage-Backed Securities Federal National Mort 2051-01-20 2.500000 1507748.00 1524172.00 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-07-20 3.000000 416383.00 278310.04 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-01-20 5.000000 1174630.00 210094.53 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2043-07-20 3.500000 4417170.00 915728.59 Agency Mortgage-Backed Securities Federal National Mort 2039-03-20 7.000000 2200000.00 722280.34 Agency Mortgage-Backed Securities Federal National Mort 2026-05-20 4.000000 2555624.00 40502.91 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 0.875000 24116800.00 30542198.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-07-15 0.250000 34034700.00 40947684.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-07-15 0.125000 74241800.00 91150681.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-07-15 0.375000 100.00 125.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-07-15 0.375000 7132600.00 8977181.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-15 0.125000 600.00 727.48 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-02-15 1.000000 49966400.00 75091390.59 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 2.500000 1524000.00 2516940.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-21 0.000000 800.00 799.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-19 0.000000 463800.00 463770.32 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-15 0.000000 1528800.00 1528711.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-28 0.000000 100.00 99.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-26 0.000000 426900.00 426840.23 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-17 0.000000 300.00 299.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-23 0.000000 484000.00 483987.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-08-15 2.875000 100.00 119.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 100.00 123.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-11-15 2.750000 2100400.00 2455343.77 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 1.125000 131200.00 117757.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-11-15 1.375000 700.00 653.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-08-15 1.750000 64505000.00 63758088.19 U.S. Treasuries (including strips) Federal National Mort 2027-11-15 0.000000 8700.00 8188.21 U.S. Treasuries (including strips) Federal National Mort 2045-11-15 0.000000 1045200.00 654546.05 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 100.00 59.55 U.S. Treasuries (including strips) Federal National Mort 2040-02-15 0.000000 86000.00 62630.70 U.S. Treasuries (including strips) Federal National Mort 2044-02-15 0.000000 100.00 65.08 U.S. Treasuries (including strips) Federal National Mort 2039-11-15 0.000000 100.00 73.12 U.S. Treasuries (including strips) Federal National Mort 2046-08-15 0.000000 10109600.00 6221447.84 U.S. Treasuries (including strips) Federal National Mort 2048-02-15 0.000000 41438700.00 24777027.50 U.S. Treasuries (including strips) Federal National Mort 2040-05-15 0.000000 76555500.00 55297492.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-04-15 0.250000 500.00 501.26 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 1.500000 100.00 102.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 1.625000 4596800.00 4785896.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 0.125000 26321000.00 26341630.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-11-30 1.500000 767000.00 795747.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-15 2.250000 400.00 408.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-07-31 2.750000 149900.00 157566.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-05-15 0.000000 2217035.12 1924147.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-05-15 0.000000 73.44 60.92 U.S. Treasuries (including strips) Federal National Mort 2037-05-15 0.000000 25.70 19.44 U.S. Treasuries (including strips) Federal National Mort 2049-05-15 0.000000 1514.53 864.66 U.S. Treasuries (including strips) Federal National Mort 2037-02-15 0.000000 16008722.48 12198614.51 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 0.000000 307.50 216.23 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-11-15 0.000000 6680636.36 5605107.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-11-15 0.000000 2.56 1.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-02-15 0.000000 148.75 107.40 U.S. Treasuries (including strips) Federal National Mort 2037-08-15 0.000000 51226950.62 38525228.21 U.S. Treasuries (including strips) Federal National Mort 2047-11-15 0.000000 7484517.38 4404780.68 U.S. Treasuries (including strips) Federal National Mort 2048-11-15 0.000000 73028894.86 42109191.07 U.S. Treasuries (including strips) Federal National Mort 2044-08-15 0.000000 5.67 3.57 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-05-15 0.000000 66.95 49.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 0.000000 2.00 1.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.000000 159756456.20 140230862.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-02-15 0.000000 102.35 83.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-02-15 0.000000 149.53 124.77 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2021-12-15 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0006 1000000000.00 1000000000.00 0.0040 N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.060 0QK006EN3 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2045-05-15 3.000000 5000000.00 3036903.63 Agency Collateralized Mortgage Obligation Federal National Mort 2036-09-01 2.089000 1217.00 11.55 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 5.000000 21521504.00 4305921.60 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 2.000000 3836420.00 2777288.55 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.500000 425676.00 453191.48 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 3343000.00 803853.52 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 2.500000 6340365.00 6366374.35 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 4.500000 3989356.00 3080946.82 Agency Mortgage-Backed Securities Federal National Mort 2033-10-01 4.000000 20072238.00 9014706.13 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 18349736.00 9497163.17 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 4.000000 16309889.00 6473382.32 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.000000 3749.00 41.14 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 2.500000 426700.00 395551.15 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 43235934.00 18853263.79 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 5.500000 1001.00 466.89 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.000000 3045105.00 1690728.91 Agency Mortgage-Backed Securities Federal National Mort 2041-12-20 1.668000 14427.00 6246.26 Agency Mortgage-Backed Securities Federal National Mort 2045-06-20 1.875000 1000.00 51.92 Agency Mortgage-Backed Securities Federal National Mort 2044-05-20 1.875000 1330.00 42.20 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 2.250000 2614232.00 181874.82 Agency Mortgage-Backed Securities Federal National Mort 2044-10-20 2.125000 8536272.00 517738.66 Agency Mortgage-Backed Securities Federal National Mort 2043-04-20 1.875000 185912894.00 12276303.62 Agency Mortgage-Backed Securities Federal National Mort 2042-11-20 2.125000 2213.00 86.55 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 2.250000 1631.00 61.11 Agency Mortgage-Backed Securities Federal National Mort 2044-06-20 1.875000 19437152.00 590731.72 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 3.000000 3726344.00 2209373.44 Agency Mortgage-Backed Securities Federal National Mort 2050-06-20 2.500000 6561738.00 2979411.76 Agency Mortgage-Backed Securities Federal National Mort 2041-07-20 2.250000 2000000.00 105501.21 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 1334.00 45.81 Agency Mortgage-Backed Securities Federal National Mort 2045-09-20 2.500000 1077.00 62.73 Agency Mortgage-Backed Securities Federal National Mort 2050-01-20 3.500000 444385.00 152157.14 Agency Mortgage-Backed Securities Federal National Mort 2043-01-20 1.625000 1486.00 95.65 Agency Mortgage-Backed Securities Federal National Mort 2044-07-20 2.250000 13746145.00 649866.65 Agency Mortgage-Backed Securities Federal National Mort 2045-10-20 2.500000 3350.00 387.33 Agency Mortgage-Backed Securities Federal National Mort 2042-08-20 2.250000 25119675.00 1040900.05 Agency Mortgage-Backed Securities Federal National Mort 2043-05-20 1.875000 2294.00 83.97 Agency Mortgage-Backed Securities Federal National Mort 2049-12-20 4.500000 751849.00 417808.79 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2043-10-20 4.000000 1670638.00 201415.99 Agency Mortgage-Backed Securities Federal National Mort 2049-12-20 4.500000 938963.00 527143.08 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-01-20 5.000000 71614976.00 12809067.14 Agency Mortgage-Backed Securities Federal National Mort 2026-05-20 4.000000 1002.00 15.88 Agency Mortgage-Backed Securities Federal National Mort 2040-04-20 5.000000 4987024.00 47503.99 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 0.875000 13299900.00 16843370.13 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-15 0.125000 2877200.00 3513872.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-01-15 0.125000 100.00 117.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-15 0.125000 94700.00 114819.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-07-15 0.375000 14649300.00 18437796.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-10-15 0.125000 999900.00 1138200.13 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-07-15 0.250000 40857000.00 49155701.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-01-15 0.125000 23314600.00 27550315.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-07-15 0.125000 7119400.00 8899162.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-02-15 0.875000 14368600.00 21524275.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-02 0.000000 2300.00 2299.66 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-17 0.000000 100.00 99.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-11 0.000000 101429600.00 101361642.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-21 0.000000 218800.00 218784.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-24 0.000000 126400.00 126366.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-28 0.000000 200.00 199.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-08-15 2.875000 1324100.00 1583103.23 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-02-15 3.000000 37215000.00 46194397.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-05-15 3.000000 700.00 858.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 10292100.00 12710654.45 U.S. Treasuries (including strips) Federal National Mort 2045-05-15 0.000000 5650000.00 3573286.00 U.S. Treasuries (including strips) Federal National Mort 2048-02-15 0.000000 14570700.00 8712112.94 U.S. Treasuries (including strips) Federal National Mort 2044-11-15 0.000000 4163800.00 2656504.40 U.S. Treasuries (including strips) Federal National Mort 2047-05-15 0.000000 12293900.00 7472478.30 U.S. Treasuries (including strips) Federal National Mort 2036-02-15 0.000000 1446800.00 1173816.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-03-15 2.375000 41204100.00 42170086.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-04-30 0.125000 300.00 299.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 1.625000 58900.00 61322.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-02-28 1.125000 119205000.00 121702821.57 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-10-31 2.875000 299900.00 319828.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-15 0.125000 1000.00 999.63 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-01-31 2.500000 6299900.00 6647629.14 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-02-28 2.750000 32854500.00 35411072.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-05-31 0.500000 1998900.00 1957536.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-02-29 2.125000 171156000.00 178948732.68 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-31 1.625000 100.00 101.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-30 1.875000 100.00 100.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-31 1.875000 100.00 104.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-30 1.750000 900.00 915.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-11-15 0.000000 93.40 78.36 U.S. Treasuries (including strips) Federal National Mort 2045-08-15 0.000000 6003189.76 3699741.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-05-15 0.000000 8962403.84 7434457.38 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 0.000000 15734110.72 9991254.71 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-02-15 0.000000 66.22 55.25 U.S. Treasuries (including strips) Federal National Mort 2044-11-15 0.000000 2218860.63 1387955.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-05-15 0.000000 5.92 3.74 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.000000 46.67 40.97 U.S. Treasuries (including strips) Federal National Mort 2037-08-15 0.000000 300334.36 225866.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-11-15 0.000000 2505995.46 2150873.35 U.S. Treasuries (including strips) Federal National Mort 2040-05-15 0.000000 145.19 101.37 U.S. Treasuries (including strips) Federal National Mort 2047-11-15 0.000000 6.59 3.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-02-15 0.000000 34.19 29.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-02-15 0.000000 205.58 148.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-08-15 0.000000 61139000.00 56427750.94 U.S. Treasuries (including strips) Federal National Mort 2031-08-15 0.000000 9207664.00 7952742.27 U.S. Treasuries (including strips) Federal National Mort 2037-02-15 0.000000 105.12 80.10 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-11-15 0.000000 2.00 1.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-02-15 0.000000 41.10 33.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-02-15 0.000000 110809000.00 103198637.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 0.000000 1.28 1.22 U.S. Treasuries (including strips) Federal National Mort 2034-05-15 0.000000 7183258.19 5835427.54 U.S. Treasuries (including strips) Federal National Mort 2049-05-15 0.000000 25.21 14.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-05-15 0.000000 204186.56 150568.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-05-15 0.000000 152.49 132.34 U.S. Treasuries (including strips) Federal National Mort 2036-11-15 0.000000 299998.00 229923.27 U.S. Treasuries (including strips) Federal National Mort 2037-05-15 0.000000 0.60 0.45 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 Y BNP PARIBAS (REPO) 1.0000 1 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0006 1000000000.00 1000000000.00 0.0040 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 0.060 0QK006SP3 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2051-08-01 1.840000 55662.00 57249.00 Agency Mortgage-Backed Securities Federal National Mort 2041-09-01 3.500000 29993911.00 4685844.25 Agency Mortgage-Backed Securities Federal National Mort 2043-11-01 3.000000 18979639.00 7434515.63 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.000000 13222903.00 4289712.59 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.500000 27614553.00 7230855.50 Agency Mortgage-Backed Securities Federal National Mort 2039-10-01 1.977000 6893634.00 6539854.48 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 3.500000 38653436.00 37543706.15 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 36000120.00 21153726.91 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 2.500000 1961314.00 1936660.36 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 1.500000 7177013.00 6807114.81 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 3.000000 20000000.00 21160422.52 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.000000 2325940.00 1316264.81 Agency Mortgage-Backed Securities Federal National Mort 2036-01-01 6.000000 2263.00 95.37 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 2.000000 4000000.00 4080205.73 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 44256448.00 44178637.28 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 16470041.00 8674862.08 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.500000 31733888.00 29998073.81 Agency Mortgage-Backed Securities Federal National Mort 2035-04-01 2.500000 12602400.00 10166376.13 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 2.000000 58890000.00 58857441.49 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 27905655.00 26294584.68 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.000000 2144445.00 1426388.39 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.000000 40681856.00 40947925.80 Agency Mortgage-Backed Securities Federal National Mort 2041-10-20 1.625000 5281465.00 172816.61 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 1.625000 2448.00 39.96 Agency Mortgage-Backed Securities Federal National Mort 2045-07-20 2.500000 8711906.00 601951.13 Agency Mortgage-Backed Securities Federal National Mort 2042-10-20 2.125000 1550.00 97.11 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-02-20 4.000000 47994752.00 10527059.71 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 12626965.00 3513481.29 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2051-02-15 0.125000 60205000.00 71878225.81 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-02-15 1.000000 5759900.00 8905525.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 49928300.00 115019438.26 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-01-15 2.375000 41616700.00 69215292.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 2.500000 14100.00 23286.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-08-15 2.875000 66913300.00 80002009.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 100.00 123.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-15 6.250000 5860600.00 6567900.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-05-15 3.000000 175072000.00 216976244.38 U.S. Treasuries (including strips) Federal National Mort 2040-02-15 0.000000 137000.00 99772.17 U.S. Treasuries (including strips) Federal National Mort 2044-05-15 0.000000 200.00 129.31 U.S. Treasuries (including strips) Federal National Mort 2050-08-15 0.000000 1808000.00 1027811.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-08-15 0.000000 7604400.00 4496177.54 U.S. Treasuries (including strips) Federal National Mort 2045-11-15 0.000000 25275000.00 15828216.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 1.500000 946300.00 953167.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-31 1.750000 152700.00 156412.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-15 1.625000 57761400.00 60392375.26 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-04-30 0.750000 435412000.00 436930191.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 1.875000 6199000.00 6255606.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-31 2.750000 25965600.00 28154500.08 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 1.875000 499800.00 508952.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-11-15 0.000000 40.96 35.16 U.S. Treasuries (including strips) Federal National Mort 2031-08-15 0.000000 25776830.72 22263680.68 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-05-15 0.000000 0.08 0.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-02-15 0.000000 92.35 77.06 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-11-15 0.000000 5265956.09 3231980.55 U.S. Treasuries (including strips) Federal National Mort 2039-11-15 0.000000 1377000.00 974560.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-11-15 0.000000 80.86 67.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-02-15 0.000000 0.64 0.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 0.000000 3.20 3.04 U.S. Treasuries (including strips) Federal National Mort 2037-08-15 0.000000 1.28 0.96 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-05-15 0.000000 1621000.00 1163534.35 U.S. Treasuries (including strips) Federal National Mort 2034-05-15 0.000000 1469000.00 1193364.19 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 0.000000 0.30 0.21 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-08-15 0.000000 15034183.68 12407110.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-05-15 0.000000 5176990.00 4493068.21 U.S. Treasuries (including strips) Federal National Mort 2037-05-15 0.000000 1328000.00 1004422.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-05-15 0.000000 1016993.28 749937.96 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-05-15 0.000000 40.12 33.28 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2022-02-18 Y BNP PARIBAS (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0006 1500000000.00 1500000000.00 0.0061 N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 0.050 0SB002QO3 0001675365 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2051-09-01 2.500000 40838007.88 42951061.69 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 45135180.35 46951132.89 Agency Mortgage-Backed Securities Federal National Mort 2051-09-01 2.500000 45342819.85 47346080.74 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 87520436.55 89036873.98 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 2.500000 46309748.71 48564261.64 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 2.500000 21371475.24 20258240.12 Agency Mortgage-Backed Securities Federal National Mort 2050-10-02 4.500000 58852037.12 51464989.41 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 42427594.47 43921055.88 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.000000 139675746.18 53733907.91 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 44898007.12 45564255.04 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 480188097.21 480188097.21 0.0019 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) 0.050 0SI001SG3 0001045520 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2048-06-01 4.500000 119054592.00 50358387.19 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.500000 8319999.00 2326595.01 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 13590400.00 11151320.65 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.000000 4650.00 1982.55 Agency Mortgage-Backed Securities Federal National Mort 2040-07-01 2.150000 21213.00 565.07 Agency Mortgage-Backed Securities Federal National Mort 2038-10-01 2.073000 19708.00 764.47 Agency Mortgage-Backed Securities Federal National Mort 2040-07-13 2.220000 325000.00 320700.58 Agency Debentures and Agency Strips Federal National Mort 2046-09-01 3.000000 4431004.00 1625650.39 Agency Mortgage-Backed Securities Federal National Mort 2030-09-01 3.690000 305394.00 353864.61 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2034-05-01 3.450000 559285.00 655881.91 Agency Mortgage-Backed Securities Federal National Mort 2040-07-01 2.025000 15134230.00 620994.08 Agency Mortgage-Backed Securities Federal National Mort 2043-09-01 2.100000 1296.00 67.16 Agency Mortgage-Backed Securities Federal National Mort 2027-10-01 3.280000 205952.00 227594.12 Agency Mortgage-Backed Securities Federal National Mort 2045-06-01 2.445000 10578.00 2958.47 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.000000 1001.00 592.42 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 4.500000 2266757.00 660139.93 Agency Mortgage-Backed Securities Federal National Mort 2039-04-01 5.000000 1402.00 36.97 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 3.500000 119848443.00 63394022.70 Agency Mortgage-Backed Securities Federal National Mort 2046-03-01 4.000000 1081741.00 522052.75 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.000000 74284997.00 42462739.31 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 1000.00 337.80 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 96922315.00 23285095.14 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 2115154.00 1012257.76 Agency Mortgage-Backed Securities Federal National Mort 2033-11-01 4.000000 4341248.00 2366920.73 Agency Mortgage-Backed Securities Federal National Mort 2046-04-01 4.000000 23428586.00 9153322.63 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 5657302.00 5650856.98 Agency Mortgage-Backed Securities Federal National Mort 2044-08-01 4.000000 1000.00 414.91 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 4.000000 12531073.00 4404005.75 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 1008.00 370.80 Agency Mortgage-Backed Securities Federal National Mort 2044-02-01 3.500000 6002260.00 4093313.32 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 17263160.00 17202644.21 Agency Mortgage-Backed Securities Federal National Mort 2046-06-01 3.500000 16998422.00 8092123.81 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 4.000000 218560.00 192088.18 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.000000 7962875.00 8046405.56 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 28100.00 15392.94 Agency Mortgage-Backed Securities Federal National Mort 2044-05-01 4.000000 1339512.00 486575.46 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 36368.00 37214.43 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 1823711.00 1899117.47 Agency Mortgage-Backed Securities Federal National Mort 2046-10-01 4.000000 3013786.00 988451.02 Agency Mortgage-Backed Securities Federal National Mort 2043-07-01 3.000000 28542955.00 8679117.89 Agency Mortgage-Backed Securities Federal National Mort 2045-04-01 4.000000 3940623.00 1725927.12 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 49293522.00 27393828.74 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 18200000.00 12333917.35 Agency Mortgage-Backed Securities Federal National Mort 2044-02-01 4.500000 1495164.00 384925.77 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.000000 3593479.00 1572483.95 Agency Mortgage-Backed Securities Federal National Mort 2040-10-01 2.500000 24098562.00 21179836.88 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 5653422.00 1704983.67 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 1429.00 381.68 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.500000 5013484.00 5208472.77 Agency Mortgage-Backed Securities Federal National Mort 2046-02-01 3.500000 1000.00 477.33 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 3.500000 207078.00 120465.79 Agency Mortgage-Backed Securities Federal National Mort 2046-12-01 3.500000 1000.00 556.47 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 1795445.00 1700409.34 Agency Mortgage-Backed Securities Federal National Mort 2046-01-01 3.500000 1700.00 747.64 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 2.500000 5987446.00 6284270.90 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 2.500000 1000.00 1042.99 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.500000 75802.00 47170.77 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.000000 1005.00 364.13 Agency Mortgage-Backed Securities Federal National Mort 2038-07-01 5.500000 32084631.00 613376.78 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.000000 1330593.00 604990.88 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 10300000.00 8326811.21 Agency Mortgage-Backed Securities Federal National Mort 2041-08-01 4.500000 1038.00 265.65 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 1007.00 520.50 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 4.000000 35875203.00 20548818.33 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 2.000000 1380.00 1348.93 Agency Mortgage-Backed Securities Federal National Mort 2065-03-20 4.631000 1000.00 932.30 Agency Mortgage-Backed Securities Federal National Mort 2063-10-20 4.634000 1000.00 647.10 Agency Mortgage-Backed Securities Federal National Mort 2064-01-20 4.692000 1000.00 706.86 Agency Mortgage-Backed Securities Federal National Mort 2064-05-20 4.661000 1000.00 811.96 Agency Mortgage-Backed Securities Federal National Mort 2064-05-20 4.700000 1000.00 644.58 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-12-20 2.500000 28862114.00 27947860.09 Agency Mortgage-Backed Securities Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 400000000.00 400000000.00 0.0016 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) 0.050 0SI001RR0 0001045520 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2028-01-15 0.500000 5596100.00 6992367.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-01-15 0.125000 40383100.00 47070972.79 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 2.500000 1015500.00 1674803.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-08-15 2.875000 400.00 476.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-08-15 1.375000 300.00 262.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-11-15 1.375000 7092600.00 6592850.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-08-15 2.250000 32857200.00 35127213.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-02-15 3.000000 15518200.00 19016069.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-02-15 3.000000 31806700.00 39321584.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-05-15 3.125000 4067100.00 5151084.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-11-15 2.875000 20106200.00 24227779.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-08-15 1.125000 33548600.00 29795086.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 3.625000 54732000.00 72611854.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-11-15 3.000000 23942700.00 29184555.47 U.S. Treasuries (including strips) Federal National Mort 2026-11-15 0.000000 100.00 95.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-31 0.125000 28211100.00 28196746.41 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-15 1.500000 4918600.00 5020197.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 0.125000 1458600.00 1458698.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-15 2.375000 419200.00 443983.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 0.125000 14422500.00 14431035.22 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-15 1.375000 885000.00 901470.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-10-31 0.250000 8875800.00 8734830.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-11-15 2.250000 60806300.00 64685210.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-11-15 3.125000 9074300.00 10440818.76 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-28 2.500000 7979600.00 8614281.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 0.125000 46875100.00 46885065.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-12-31 0.375000 1249200.00 1233351.14 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-15 0.125000 4600.00 4598.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-02-29 2.375000 2097300.00 2205411.62 U.S. Treasuries (including strips) Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2021-09-13 Y CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) 1.0000 7 N Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0005 500000000.00 500000000.00 0.0020 N Y N CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) CANADIAN IMPERIAL BANK OF COMMERCE NY (REPO) 0.050 0SI001SH1 0001045520 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2030-07-15 0.125000 196800.00 233743.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-01-15 0.125000 100.00 116.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-07-15 0.125000 300.00 368.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-10-15 0.125000 6324300.00 7222884.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-01-15 0.375000 18819100.00 23629421.22 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 2.500000 301800.00 497740.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-01-15 2.375000 300.00 500.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-01-15 2.375000 500.00 831.02 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-08-15 1.125000 100.00 88.81 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-11-15 2.375000 35079600.00 38851257.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-02-15 3.000000 3669400.00 4536359.41 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-08-15 2.875000 13051600.00 15548775.68 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 2.500000 471500.00 525854.03 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-05-15 3.125000 55000.00 69658.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 3.625000 300.00 398.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-11-15 3.000000 31800.00 38762.08 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-05-15 3.000000 2079500.00 2542925.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-02-15 3.000000 300.00 367.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 1.125000 11726300.00 10482545.66 U.S. Treasuries (including strips) Federal National Mort 2026-11-15 0.000000 22159100.00 21184963.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 0.125000 2848700.00 2850385.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-12-31 0.375000 462500.00 456632.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-11-15 2.250000 79400.00 84465.03 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-02-15 1.125000 50571600.00 49931977.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-15 0.125000 16087900.00 16082492.02 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-28 2.500000 100.00 107.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 0.125000 16293600.00 16294700.49 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 0.125000 2024700.00 2025130.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-04-30 0.125000 72585800.00 72571848.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-15 1.375000 100.00 101.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-11-15 3.125000 13237700.00 15231194.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-04-30 2.250000 3700.00 3915.18 U.S. Treasuries (including strips) Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 295000000.00 295000000.00 0.0012 N Y Y N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 0.060 0CAN06Z10 E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2047-08-01 4.500000 436869.51 90022.28 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 555361.27 502393.44 Agency Mortgage-Backed Securities Federal National Mort 2033-01-01 3.000000 778972.37 317812.01 Agency Mortgage-Backed Securities Federal National Mort 2033-01-01 3.000000 1515294.06 882753.11 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.000000 2582794.06 1102146.56 Agency Mortgage-Backed Securities Federal National Mort 2043-09-01 2.526000 2718045.83 595754.39 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 6778601.73 2268480.26 Agency Mortgage-Backed Securities Federal National Mort 2044-11-01 3.500000 3663071.41 1216175.42 Agency Mortgage-Backed Securities Federal National Mort 2041-12-01 3.500000 804434.48 288311.43 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 4.500000 5848311.95 889554.40 Agency Mortgage-Backed Securities Federal National Mort 2028-06-01 2.500000 200898.02 38254.28 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 5.000000 458209.25 52054.93 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 2192449.52 1444153.01 Agency Mortgage-Backed Securities Federal National Mort 2026-02-01 4.000000 1202822.62 105057.95 Agency Mortgage-Backed Securities Federal National Mort 2042-11-01 3.000000 395833.00 68418.08 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 3.500000 7482438.97 2816300.48 Agency Mortgage-Backed Securities Federal National Mort 2046-04-01 4.000000 2112882.17 937605.70 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 2091283.31 562886.76 Agency Mortgage-Backed Securities Federal National Mort 2035-10-01 3.000000 2822879.23 1047543.23 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 4.500000 3554278.36 587128.12 Agency Mortgage-Backed Securities Federal National Mort 2046-02-01 4.000000 4505355.94 2144461.65 Agency Mortgage-Backed Securities Federal National Mort 2044-01-01 4.500000 1051554.85 162628.68 Agency Mortgage-Backed Securities Federal National Mort 2032-04-01 3.500000 3647581.81 731551.81 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 4.000000 548101.19 223719.33 Agency Mortgage-Backed Securities Federal National Mort 2029-05-01 3.500000 1632764.56 420866.21 Agency Mortgage-Backed Securities Federal National Mort 2029-12-01 3.000000 5094658.00 1461631.51 Agency Mortgage-Backed Securities Federal National Mort 2044-03-01 4.500000 3234710.83 751950.31 Agency Mortgage-Backed Securities Federal National Mort 2028-09-01 3.500000 265840.83 30484.63 Agency Mortgage-Backed Securities Federal National Mort 2043-12-01 4.000000 1361997.36 384736.68 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 4.000000 597970.08 313118.30 Agency Mortgage-Backed Securities Federal National Mort 2024-07-01 2.405000 1890205.90 1982325.40 Agency Mortgage-Backed Securities Federal National Mort 2022-11-01 2.260000 285394.81 237712.67 Agency Mortgage-Backed Securities Federal National Mort 2043-11-01 1.997000 3805264.17 537963.32 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 2.458000 1977687.48 284392.41 Agency Mortgage-Backed Securities Federal National Mort 2022-12-01 2.430000 580393.39 554431.08 Agency Mortgage-Backed Securities Federal National Mort 2023-04-01 2.440000 344285.81 298322.66 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 2.274000 1087218.33 447351.13 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.590000 588909.93 555141.37 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 4.000000 903777.06 483843.24 Agency Mortgage-Backed Securities Federal National Mort 2042-11-01 3.000000 323698.78 83505.43 Agency Mortgage-Backed Securities Federal National Mort 2024-06-01 6.100000 67951.15 50202.26 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 839213.50 589126.97 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 4.000000 3702069.39 654029.79 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 6.000000 9060152.78 440476.68 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 354198.34 104951.98 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.000000 2692677.41 1151430.22 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 3.000000 3225414.39 1131903.00 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 974186.59 383570.06 Agency Mortgage-Backed Securities Federal National Mort 2031-03-01 4.500000 9848314.49 1047441.22 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 1605292.00 1043466.34 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 2458270.23 1353007.00 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 815413.75 297844.43 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.000000 455421.99 277783.99 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 5037526.12 110757.84 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 4.000000 7080185.95 2207639.13 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.500000 4548196.69 1517927.81 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.500000 1552059.08 259333.71 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 375809.16 142771.95 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.000000 308045.19 67575.73 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 3.500000 2306366.81 659145.77 Agency Mortgage-Backed Securities Federal National Mort 2033-02-01 3.500000 181203.06 32041.14 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 5.500000 18267338.79 1324422.17 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 285170.30 164317.92 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 236271.93 67891.07 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 303278.83 222962.82 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 591547.16 318006.02 Agency Mortgage-Backed Securities Federal National Mort 2029-06-01 3.500000 3813412.14 836097.91 Agency Mortgage-Backed Securities Federal National Mort 2044-07-01 4.000000 126954.30 37955.24 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 4.000000 6478009.24 1538192.77 Agency Mortgage-Backed Securities Federal National Mort 2028-01-01 2.500000 979427.88 175851.36 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 644664.84 215620.22 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.000000 836399.60 480822.07 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 4.000000 434887.33 86262.43 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 584084.13 87004.54 Agency Mortgage-Backed Securities Federal National Mort 2032-04-01 3.500000 360594.08 62970.04 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 4.500000 2187288.31 426190.75 Agency Mortgage-Backed Securities Federal National Mort 2024-07-01 5.939000 661391.15 479203.64 Agency Mortgage-Backed Securities Federal National Mort 2042-11-01 3.000000 221842.37 16911.39 Agency Mortgage-Backed Securities Federal National Mort 2042-11-01 3.500000 222802.75 36734.21 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 1839119.87 872106.41 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 1993233.61 1156366.44 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.500000 4057995.32 1532043.70 Agency Mortgage-Backed Securities Federal National Mort 2048-03-15 2.350000 862728.40 739829.35 Agency Mortgage-Backed Securities Federal National Mort 2042-12-15 3.000000 189512.48 67982.15 Agency Mortgage-Backed Securities Federal National Mort 2042-12-15 3.000000 601075.18 115442.16 Agency Mortgage-Backed Securities Federal National Mort 2042-11-15 2.500000 184078.39 86162.70 Agency Mortgage-Backed Securities Federal National Mort 2042-12-15 3.000000 335534.42 64186.87 Agency Mortgage-Backed Securities Federal National Mort 2042-11-15 3.000000 642785.59 157036.17 Agency Mortgage-Backed Securities Federal National Mort 2042-12-15 3.000000 341173.10 122738.50 Agency Mortgage-Backed Securities Federal National Mort 2042-11-15 3.000000 705498.88 35150.20 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2050-11-15 1.625000 428508.99 402969.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-02-15 2.000000 10350300.41 10581625.13 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2051-05-15 2.375000 489665.02 546789.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-11-15 2.250000 85165.44 92396.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-08-15 0.625000 853484.51 809779.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-11-15 3.125000 9786432.74 11268893.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 2.250000 6078112.21 6540889.11 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 81541375.00 81541375.00 0.0003 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 0.050 0CTG12VE9 82VOJDD5PTRDMVVMGV31 0000200245 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2026-01-15 0.625000 1016700.00 1296255.51 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 6.000000 23917800.00 29568157.71 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-01-31 2.625000 4456800.00 4842185.19 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-28 0.500000 31203900.00 30921192.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-28 2.500000 3913900.00 4226730.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-11-30 0.375000 500.00 494.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-11-15 2.250000 100.00 107.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 1.625000 113346200.00 118008868.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-12-31 2.625000 23400.00 25455.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-01-31 0.375000 67037300.00 66110569.44 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 250000000.00 250000000.00 0.0010 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 0.060 0CTG12VC3 82VOJDD5PTRDMVVMGV31 0000200245 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2049-03-01 5.500000 97998.42 39496.97 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 81946.91 13112.37 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 301031.91 91612.66 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.500000 296943.79 204900.57 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 2739785.67 688754.74 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 5.000000 129560.18 34226.55 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 3.500000 63421.07 18200.68 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 497945.09 427023.97 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 105075.67 51985.32 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.000000 627223.50 428337.21 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 1633159.76 1043454.39 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 257163.92 70934.82 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.500000 97084.97 18737.04 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 5.000000 335409.75 202191.23 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.500000 169035.09 90907.95 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.036000 1993233.61 367675.46 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 5.000000 33095.11 10097.38 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.280000 1434765.79 1775285.45 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.210000 328339.94 408147.66 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.040000 425609.37 514959.96 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 3.950000 289924.89 325281.04 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.560000 1195940.17 243156.67 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.732000 1987749.68 132174.77 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.000000 8908979.77 5354104.18 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.000000 1366709.91 656503.50 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.000000 545166.61 284911.50 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 994473.17 193685.65 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.000000 937.36 198.00 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 15313056.35 9816224.83 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 3.000000 3605370.01 3829057.99 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 117781.99 50516.06 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 5.000000 335949.38 133373.36 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 5.500000 204580.42 188906.05 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 35196435.00 13499674.79 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 614621.92 259286.47 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2049-04-01 4.000000 2527982.49 735653.69 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 181.20 50.63 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 1155884.14 385397.16 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 4.000000 11530336.74 7645543.96 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 354978.42 203720.67 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-09-01 4.500000 25614.86 9187.98 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 878834.82 159302.22 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.000000 246975.42 173597.90 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 580949.32 239055.63 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 5.000000 278688.12 187151.63 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.500000 246697.09 73411.31 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.000000 1004189.64 537795.20 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 49830808.90 26323267.27 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 5.000000 274308.81 77045.42 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 456048.59 277776.21 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 5.000000 303515.12 167561.53 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 249289.02 177090.03 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 3.500000 18845.12 9384.11 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 549502.25 378635.62 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 549797.07 298390.98 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 73387.24 16608.82 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 3.500000 449744.53 325575.26 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 274160.59 41560.73 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.000000 271285.80 226906.02 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 681883.22 479443.95 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 746611.49 282321.66 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 5907776.26 1974488.08 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 1098019.67 590568.38 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-12-01 4.500000 355234.46 77651.21 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 149035.35 114260.08 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.000000 6273.61 5340.87 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 533825.65 115948.02 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.000000 724631.02 356411.98 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.000000 11678616.29 4635354.81 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 3.500000 1811631.91 568731.19 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2042-02-15 0.750000 2039875.28 3076182.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-11-15 1.625000 18.12 17.04 U.S. Treasuries (including strips) Federal National Mort 2050-05-15 0.000000 18.12 10.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-11-15 0.000000 18.12 10.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-31 0.500000 54.36 53.00 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 90601527.72 90601527.72 0.0004 N Y Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) 0.050 0PW005YU6 1VUV7VQFKUOQSJ21A208 0001330437 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 549300M8ZYFG0OCMTT87 2051-06-20 2.500000 149790804.00 154636736.29 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-02-20 2.500000 200000000.00 198872636.20 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-10-20 3.500000 539999998.00 164135757.72 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-02-20 2.000000 250000000.00 247806944.17 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-04-20 3.000000 150000000.00 152048746.82 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-01-20 2.500000 103503538.00 102499179.07 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 999999999.83 999999999.83 0.0040 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. (REPO) DAIWA CAPITAL MARKETS AMERICA INC. (REPO) 0.050 0QR002JD2 0000026617 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2022-11-23 0.100000 28800000.00 28790243.20 Agency Debentures and Agency Strips Federal National Mort 2034-08-01 3.000000 167051.00 70448.18 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 5.500000 57852.00 20195.72 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 80456883.00 83851385.71 Agency Mortgage-Backed Securities Federal National Mort 2032-03-01 3.500000 7800000.00 1320145.34 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 555236.00 261683.46 Agency Mortgage-Backed Securities Federal National Mort 2040-10-01 3.000000 182494.00 156331.82 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 125000.00 37159.35 Agency Mortgage-Backed Securities Federal National Mort 2035-05-01 3.000000 152250.00 88411.92 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2051-08-01 3.500000 15633.00 16439.04 Agency Mortgage-Backed Securities Federal National Mort 2024-07-01 5.500000 476445.00 132651.93 Agency Mortgage-Backed Securities Federal National Mort 2024-09-01 5.500000 230517.00 55277.55 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.500000 300000.00 111144.23 Agency Mortgage-Backed Securities Federal National Mort 2035-10-01 5.500000 700000.00 11758.17 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 9442751.00 9606362.40 Agency Mortgage-Backed Securities Federal National Mort 2031-08-01 2.000000 1249000.00 1297403.33 Agency Mortgage-Backed Securities Federal National Mort 2035-01-01 3.000000 94798.00 43145.21 Agency Mortgage-Backed Securities Federal National Mort 2035-08-01 4.500000 2000.00 49.01 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2051-02-01 2.000000 89987000.00 87616099.30 Agency Mortgage-Backed Securities Federal National Mort 2027-05-01 4.000000 2558664.00 242888.37 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 489000.00 165540.78 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.000000 9893684.00 8999204.19 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 3.216000 17245.00 6162.62 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 2.614000 51874.00 434.29 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 3.510000 4916234.00 1081401.47 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 3.789000 1110.00 167.14 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 2.756000 6500000.00 4203551.95 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.008000 4300000.00 1071072.60 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 3.897000 15215.00 2082.52 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 3.755000 25231522.00 4773730.64 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 3.184000 46000000.00 16104303.52 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 3.088000 15197571.00 2816138.92 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 3.682000 5973714.00 1083684.73 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 3.826000 353128.00 64216.39 Agency Mortgage-Backed Securities Federal National Mort 2028-08-11 1.000000 499000.00 492261.28 Agency Debentures and Agency Strips Federal National Mort 2046-03-01 4.000000 593960.00 310420.64 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.000000 20154281.00 8371242.74 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 4.000000 19000000.00 3824868.09 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.500000 20077922.00 4033049.01 Agency Mortgage-Backed Securities Federal National Mort 2044-01-01 4.500000 8122794.00 2318830.79 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 26804974.00 9945558.16 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 19280017.00 6177698.00 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.000000 34000000.00 13324194.17 Agency Mortgage-Backed Securities Federal National Mort 2033-11-01 4.000000 58341907.00 13422584.68 Agency Mortgage-Backed Securities Federal National Mort 2043-11-01 4.500000 14014788.00 5110731.22 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2030-02-01 2.500000 946812.00 227516.49 Agency Mortgage-Backed Securities Federal National Mort 2045-02-01 3.500000 26850000.00 5833594.17 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.500000 2646.00 577.79 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 2.163000 2736163.00 1953722.41 Agency Mortgage-Backed Securities Federal National Mort 2040-08-01 2.052000 3913354.00 1208244.61 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 3.612000 642222.00 229800.22 Agency Mortgage-Backed Securities Federal National Mort 2042-01-01 2.171000 10827654.00 2688481.33 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 2.056000 28000000.00 1755439.62 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 2.619000 12351138.00 5447674.00 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 2.027000 13400000.00 2423453.78 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 2.041000 5761381.00 4638475.65 Agency Mortgage-Backed Securities Federal National Mort 2037-09-01 2.036000 10874518.00 2259908.60 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 2.722000 20079652.00 12349163.25 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 2.743000 16400000.00 9635744.97 Agency Mortgage-Backed Securities Federal National Mort 2035-08-01 2.012000 115040525.00 2716584.55 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 3.241000 13000000.00 3972483.94 Agency Mortgage-Backed Securities Federal National Mort 2038-10-01 1.840000 25000000.00 5704147.23 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 2.905000 8921054.00 2175532.31 Agency Mortgage-Backed Securities Federal National Mort 2037-01-01 1.744000 25762.00 5012.00 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 2.078000 35183179.00 6992627.84 Agency Mortgage-Backed Securities Federal National Mort 2034-06-01 2.294000 26184765.00 5782759.53 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 14215000.00 5811583.41 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.500000 1037936.00 667904.28 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 4.000000 2325000.00 1005782.23 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 2.000000 8773000.00 8437613.38 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 3.000000 5927576.00 4827782.31 Agency Mortgage-Backed Securities Federal National Mort 2025-05-01 5.500000 8418.00 31.43 Agency Mortgage-Backed Securities Federal National Mort 2025-09-01 5.500000 4869163.00 12910.59 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-08-01 3.500000 283068.00 300189.91 Agency Mortgage-Backed Securities Federal National Mort 2047-01-01 4.000000 1121657.00 337136.11 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.500000 4115404.00 1233838.31 Agency Mortgage-Backed Securities Federal National Mort 2042-01-01 4.500000 19026882.00 2494712.33 Agency Mortgage-Backed Securities Federal National Mort 2024-08-01 6.000000 3383.00 38.20 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 4.000000 2449650.00 242307.35 Agency Mortgage-Backed Securities Federal National Mort 2035-03-01 3.000000 194644.00 119615.67 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 2.500000 616834.00 590636.69 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 4.000000 501864.00 538916.97 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 10515712.00 10424776.48 Agency Mortgage-Backed Securities Federal National Mort 2034-05-01 3.500000 2000000.00 746536.14 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 4.000000 2000000.00 398458.59 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 4.500000 7050000.00 579020.39 Agency Mortgage-Backed Securities Federal National Mort 2032-11-01 3.500000 4995775.00 708092.12 Agency Mortgage-Backed Securities Federal National Mort 2037-07-01 3.500000 3000000.00 247137.51 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.500000 23596208.00 8477699.05 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 53102000.00 22449626.86 Agency Mortgage-Backed Securities Federal National Mort 2032-08-01 3.000000 10000.00 4585.40 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 4.000000 49851193.00 12566189.46 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.500000 16145917.00 12566789.33 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 3.500000 37000000.00 22889863.87 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.500000 1051225.00 848961.26 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.500000 1272554.00 871726.16 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.000000 26999544.00 27467356.10 Agency Mortgage-Backed Securities Federal National Mort 2032-04-01 4.000000 1828138.00 711359.05 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 3.500000 126903.00 56771.52 Agency Mortgage-Backed Securities Federal National Mort 2035-03-01 3.000000 285041.00 125939.61 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 1040000.00 342685.03 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 2611307.00 1032032.56 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 4.000000 25100247.00 10811632.74 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-08-01 2.000000 62549565.00 63429278.52 Agency Mortgage-Backed Securities Federal National Mort 2022-12-01 4.500000 228536.00 8.51 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 4.000000 132719200.00 17951350.23 Agency Mortgage-Backed Securities Federal National Mort 2022-03-01 6.500000 7405.00 1.69 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 1121465.00 995759.20 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 4.000000 348000.00 377256.20 Agency Mortgage-Backed Securities Federal National Mort 2029-01-01 4.000000 28291.00 9653.17 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 1089073.00 249874.41 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 13735473.00 7751020.48 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 4.500000 881652.00 298812.08 Agency Mortgage-Backed Securities Federal National Mort 2044-05-01 4.500000 1733.00 360.53 Agency Mortgage-Backed Securities Federal National Mort 2041-09-01 4.500000 16132294.00 555769.42 Agency Mortgage-Backed Securities Federal National Mort 2043-09-01 4.000000 2011.00 433.33 Agency Mortgage-Backed Securities Federal National Mort 2042-01-01 4.000000 44430091.00 4420946.56 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 1479963.00 627898.34 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.500000 60000000.00 19085956.39 Agency Mortgage-Backed Securities Federal National Mort 2027-09-01 2.500000 10000.00 1842.98 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 4.500000 425337.00 300860.73 Agency Mortgage-Backed Securities Federal National Mort 2042-07-01 4.000000 781000.00 183312.55 Agency Mortgage-Backed Securities Federal National Mort 2030-08-01 4.500000 489876.00 43635.80 Agency Mortgage-Backed Securities Federal National Mort 2050-03-15 3.500000 216958.00 25286.48 Agency Mortgage-Backed Securities Federal National Mort 2046-07-15 5.000000 46592.00 14926.58 Agency Mortgage-Backed Securities Federal National Mort 2047-08-15 5.000000 284383.00 39682.09 Agency Mortgage-Backed Securities Federal National Mort 2038-04-15 5.000000 324058.00 7243.05 Agency Mortgage-Backed Securities Federal National Mort 2047-10-15 5.000000 61254.00 2855.89 Agency Mortgage-Backed Securities Federal National Mort 2033-10-15 5.000000 470797.00 7036.55 Agency Mortgage-Backed Securities Federal National Mort 2046-06-15 5.000000 131914.00 13921.84 Agency Mortgage-Backed Securities Federal National Mort 2046-01-15 5.000000 110756.00 13094.00 Agency Mortgage-Backed Securities Federal National Mort 2048-01-15 5.000000 7280110.00 648405.30 Agency Mortgage-Backed Securities Federal National Mort 2048-08-15 5.000000 306851.00 85532.85 Agency Mortgage-Backed Securities Federal National Mort 2039-03-15 5.000000 330283.00 9611.57 Agency Mortgage-Backed Securities Federal National Mort 2039-04-15 5.000000 388744.00 3812.99 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2042-07-15 3.500000 23476.00 2004.51 Agency Mortgage-Backed Securities Federal National Mort 2039-06-15 4.500000 10907033.00 377936.96 Agency Mortgage-Backed Securities Federal National Mort 2035-10-15 5.000000 239319.00 7619.70 Agency Mortgage-Backed Securities Federal National Mort 2047-12-15 5.000000 353226.00 90906.43 Agency Mortgage-Backed Securities Federal National Mort 2049-10-15 3.000000 3519723.00 1490548.41 Agency Mortgage-Backed Securities Federal National Mort 2032-10-15 5.600000 17603089.00 3162958.69 Agency Mortgage-Backed Securities Federal National Mort 2050-12-20 2.500000 7575527.00 7334807.78 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 4.000000 486036.00 519068.63 Agency Mortgage-Backed Securities Federal National Mort 2051-05-20 4.500000 1916621.00 2008957.25 Agency Mortgage-Backed Securities Federal National Mort 2051-03-20 2.500000 2044604.00 2099836.68 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-05-20 3.500000 22659492.00 23893666.02 Agency Mortgage-Backed Securities Federal National Mort 2051-04-20 4.000000 4722003.00 4751072.65 Agency Mortgage-Backed Securities Federal National Mort 2036-05-20 3.000000 353249.00 359780.33 Agency Mortgage-Backed Securities Federal National Mort 2035-10-20 3.000000 101019.00 87287.45 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 5.000000 260921.00 283300.89 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.000000 40476994.00 42908123.21 Agency Mortgage-Backed Securities Federal National Mort 2050-11-20 2.500000 4659190.00 4746740.81 Agency Mortgage-Backed Securities Federal National Mort 2051-05-20 1.500000 338960.00 332872.55 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-03-20 3.500000 62984111.00 64511816.74 Agency Mortgage-Backed Securities Federal National Mort 2051-01-20 3.500000 150884.00 147796.71 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 4.500000 3195032.00 3395056.76 Agency Mortgage-Backed Securities Federal National Mort 2050-12-20 2.500000 1460899.00 1492095.32 Agency Mortgage-Backed Securities Federal National Mort 2051-02-20 4.000000 5788045.00 5704429.21 Agency Mortgage-Backed Securities Federal National Mort 2051-07-20 4.000000 4079679.00 4356124.84 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-03-20 3.500000 45107262.00 45198754.59 Agency Mortgage-Backed Securities Federal National Mort 2049-08-20 4.500000 2903899.00 2910757.85 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 20574314.00 21476113.62 Agency Mortgage-Backed Securities Federal National Mort 2051-03-20 4.000000 23076154.00 23171861.18 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-03-20 4.000000 23560173.00 5660577.30 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-06-20 3.000000 9591543.00 10080663.74 Agency Mortgage-Backed Securities Federal National Mort 2051-03-20 4.500000 33065846.00 33299823.75 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 3.500000 1308861.00 1390012.53 Agency Mortgage-Backed Securities Federal National Mort 2051-05-20 4.000000 3854196.00 4046662.84 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2043-11-20 4.000000 6645.00 825.94 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-08-20 2.500000 3622924.00 3770171.71 Agency Mortgage-Backed Securities Federal National Mort 2051-01-20 3.500000 82839.00 81121.21 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 2.500000 1262732.00 1314058.69 Agency Mortgage-Backed Securities Federal National Mort 2035-08-20 2.000000 107760.00 93629.03 Agency Mortgage-Backed Securities Federal National Mort 2050-01-20 3.500000 8145859.00 3036532.33 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2043-10-20 4.000000 2050000.00 247152.76 Agency Mortgage-Backed Securities Federal National Mort 2050-12-20 2.500000 2921404.00 2984783.62 Agency Mortgage-Backed Securities Federal National Mort 2035-09-20 3.000000 53724.00 43678.99 Agency Mortgage-Backed Securities Federal National Mort 2051-01-20 4.000000 16968851.00 16235277.73 Agency Mortgage-Backed Securities Federal National Mort 2050-11-20 2.500000 6077707.00 5055491.88 Agency Mortgage-Backed Securities Federal National Mort 2051-05-20 3.500000 425491.00 446586.76 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 4.500000 198944.00 217091.07 Agency Mortgage-Backed Securities Federal National Mort 2051-07-20 1.500000 1849043.00 1830409.02 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-07-20 3.000000 23125001.00 15456731.10 Agency Mortgage-Backed Securities Federal National Mort 2050-12-20 2.500000 3505135.00 2852910.89 Agency Mortgage-Backed Securities Federal National Mort 2047-01-20 3.500000 176974.00 165779.29 Agency Mortgage-Backed Securities Federal National Mort 2047-04-20 4.000000 106427.00 101940.49 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2023-04-30 0.079005 859700.00 859926.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 0.199005 100.00 100.08 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 0.159005 100000.00 100083.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-23 0.000000 20000000.00 19999500.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-04 0.000000 21300.00 21297.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-21 0.000000 1843000.00 1842953.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-06 0.000000 100000.00 99984.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-10 0.000000 250000.00 249944.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-19 0.000000 47700900.00 47697847.14 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-16 0.000000 73900.00 73898.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-28 0.000000 950000.00 949970.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-21 0.000000 2700.00 2699.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-03-24 0.000000 195500.00 195446.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-17 0.000000 275000.00 274936.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-15 0.000000 186000.00 185989.21 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-21 0.000000 2700.00 2699.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-14 0.000000 10000000.00 9994500.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-28 0.000000 47000.00 46995.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-18 0.000000 144100.00 144083.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-02 0.000000 100.00 99.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-24 0.000000 95757300.00 95731924.32 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-30 0.000000 681000.00 680977.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-02 0.000000 3000.00 2999.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-09 0.000000 100.00 99.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-05-15 3.000000 6050000.00 7422795.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-05-15 4.500000 18750000.00 27066047.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-05-15 6.250000 13998000.00 20142917.51 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-05-15 3.000000 11250000.00 13660091.41 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 6.500000 44801900.00 58669122.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-05-15 4.250000 13740000.00 19448541.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-11-15 1.375000 13306000.00 12422020.23 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-11-15 4.375000 25000000.00 35983216.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-05-15 2.875000 1096200.00 1339378.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2051-08-15 2.000000 30862000.00 31592798.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-11-15 2.750000 9000000.00 10520897.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-11-15 3.000000 11717000.00 14328207.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-02-15 2.500000 389000.00 436689.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-08-15 1.375000 9000000.00 7922230.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-15 7.625000 5200000.00 5787395.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-05-15 2.875000 5649100.00 6377311.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-28 0.125000 13263600.00 13260018.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 2.125000 140089000.00 144299677.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-07-31 1.000000 41706000.00 41565133.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-09-30 1.375000 3467400.00 3570097.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-09-30 1.500000 10000000.00 10394704.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-07-31 0.625000 42868000.00 42596066.61 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 0.125000 328410500.00 328620288.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 1.500000 5988500.00 6031962.06 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-15 1.625000 2313000.00 2418354.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-31 0.125000 68000.00 68045.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-12-31 1.750000 17900000.00 18819851.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-15 1.625000 481200.00 492241.14 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-01-31 1.500000 4360200.00 4519493.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-03-31 0.625000 772800.00 765124.32 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-04-30 2.000000 34900.00 36681.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-01-31 1.375000 2641900.00 2723395.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-31 2.000000 3018500.00 3048270.81 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-05-31 0.500000 181000.00 177254.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-05-15 0.625000 19000000.00 18108524.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 1.750000 60000.00 61022.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-15 1.750000 1216900.00 1237446.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-31 1.875000 118242000.00 120377862.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-30 2.125000 83946300.00 85680056.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-28 2.625000 700000.00 726147.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 0.125000 47169000.00 47173365.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-15 2.250000 111599900.00 120360074.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-09-15 1.500000 61465400.00 62786942.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-31 0.750000 49248000.00 49360051.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-31 0.125000 3626000.00 3620332.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-31 0.750000 22000000.00 21977560.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-02-28 1.125000 7704700.00 7866144.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 2.000000 65947000.00 67837158.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-05-15 1.625000 510000.00 529246.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-10-31 0.500000 20000000.00 19484223.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-31 0.125000 257442500.00 257580308.69 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-10-31 1.625000 2144400.00 2220293.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-15 2.125000 28006500.00 28588402.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-02-15 2.750000 9963000.00 11076481.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-11-15 0.250000 4000000.00 4003254.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-15 0.000000 892841.28 891064.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-15 0.000000 1826.27 1821.60 U.S. Treasuries (including strips) Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2021-09-01 2021-09-01 2021-09-01 N Y DAIWA SECURITIES CO LTD 1.0000 Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0005 3000000000.00 3000000000.00 0.0121 N Y Y N DEUTSCHE BANK SECURITIES INC. (REPO) DEUTSCHE BANK SECURITIES INC. (REPO) 0.050 0DBS24EA2 9J6MBOOO7BECTDTUZW19 0000058056 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2028-08-31 1.125000 254048900.00 255000059.08 U.S. Treasuries (including strips) Y Fitch Long Rating BBB Fitch Short Rating F2 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating BBB+ Standard & Poor's Short Rating A-2 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 250000000.00 250000000.00 0.0010 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.140 3133EMAX0 US3133EMAX03 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-09-23 2022-09-23 N N N 0.0014 275230892.75 275230892.75 0.0011 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.400 3133ELUP7 US3133ELUP75 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-27 2021-09-27 N N N 0.0041 1500383385.00 1500383385.00 0.0061 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.170 3133EMFF4 US3133EMFF42 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-11-02 2022-11-02 N N N 0.0017 250304652.50 250304652.50 0.0010 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.140 3133EMEQ1 US3133EMEQ16 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-04-26 2022-04-26 N N N 0.0014 475146314.25 475146314.25 0.0019 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.090 313313SH2 US313313SH26 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-01-27 2022-01-27 2022-01-27 N N N 0.0009 19995890.40 19995890.40 0.0001 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.135 3133ELY40 US3133ELY406 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-03-23 2022-03-23 N N N 0.0015 200084022.00 200084022.00 0.0008 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.080 313313QW1 US313313QW11 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-12-23 2021-12-23 2021-12-23 N N N 0.0008 153975838.94 153975838.94 0.0006 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.070 313313UN6 US313313UN65 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-03-21 2022-03-21 2022-03-21 N N N 0.0007 34990302.55 34990302.55 0.0001 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.064 3133EMWP3 US3133EMWP31 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-07-18 2022-07-18 N N N 0.0007 485008812.45 485008812.45 0.0020 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.010 313313LD8 US313313LD84 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0001 3961000.00 3961000.00 0.0000 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.130 313313LS5 US313313LS53 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-14 2021-09-14 2021-09-14 N N N 0.0013 198997126.44 198997126.44 0.0008 N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.130 313313MG0 US313313MG07 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-28 2021-09-28 2021-09-28 N N N 0.0013 34998950.35 34998950.35 0.0001 N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.060 3133EMWR9 US3133EMWR96 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-04-14 2022-04-14 N N N 0.0006 249957762.50 249957762.50 0.0010 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.130 313313NF1 US313313NF15 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-10-21 2021-10-21 2021-10-21 N N N 0.0013 74995834.50 74995834.50 0.0003 N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.130 313313LM8 US313313LM83 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-09 2021-09-09 2021-09-09 N N N 0.0013 24999777.75 24999777.75 0.0001 N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.125 3133EMFQ0 US3133EMFQ07 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-11-03 2022-11-03 N N N 0.0013 200156388.00 200156388.00 0.0008 N N N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.070 313313LL0 US313313LL01 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-08 2021-09-08 2021-09-08 N N N 0.0007 34999727.70 34999727.70 0.0001 N Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 0.120 313313MX3 US313313MX30 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-10-13 2021-10-13 2021-10-13 N N N 0.0012 29998600.20 29998600.20 0.0001 N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.048 313385LV6 2549001DPIFGXC1TOL40 US313385LV69 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-17 2021-09-17 2021-09-17 N N N 0.0005 1750968867.22 1750968867.22 0.0071 N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.125 3130AKET9 2549001DPIFGXC1TOL40 US3130AKET95 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-10-28 2022-10-28 N N N 0.0013 1135597464.00 1135597464.00 0.0046 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.060 3130ALQ64 2549001DPIFGXC1TOL40 US3130ALQ646 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-10-15 2021-10-15 2021-10-15 N N N 0.0006 474999605.75 474999605.75 0.0019 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.060 3130AM3U4 2549001DPIFGXC1TOL40 US3130AM3U46 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-02-15 2022-02-15 N N N 0.0006 2613960994.66 2613960994.66 0.0106 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.125 3130AKCB0 2549001DPIFGXC1TOL40 US3130AKCB06 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-10-13 2021-10-13 2021-10-13 N N N 0.0015 100004382.00 100004382.00 0.0004 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.125 3130AK5A0 2549001DPIFGXC1TOL40 US3130AK5A00 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-10 2021-09-10 2021-09-10 N N N 0.0014 141372847.19 141372847.19 0.0006 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.125 3130AK3H7 2549001DPIFGXC1TOL40 US3130AK3H70 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0014 34850000.00 34850000.00 0.0001 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.060 3130AM3K6 2549001DPIFGXC1TOL40 US3130AM3K63 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-01-14 2022-01-14 N N N 0.0006 59996727.60 59996727.60 0.0002 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.110 3130AKHG4 2549001DPIFGXC1TOL40 US3130AKHG48 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-12-02 2021-12-02 2021-12-02 N N N 0.0012 500000460.00 500000460.00 0.0020 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.060 3130AML26 2549001DPIFGXC1TOL40 US3130AML264 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-04-22 2022-04-22 N N N 0.0006 489998520.20 489998520.20 0.0020 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.060 3130AMEG3 2549001DPIFGXC1TOL40 US3130AMEG31 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-03-04 2022-03-04 N N N 0.0006 1499003244.99 1499003244.99 0.0061 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.060 3130AM5Y4 2549001DPIFGXC1TOL40 US3130AM5Y40 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-02-18 2022-02-18 N N N 0.0006 1499827230.00 1499827230.00 0.0061 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.040 3130ALUX0 2549001DPIFGXC1TOL40 US3130ALUX07 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-29 2021-09-29 2021-09-29 N N N 0.0005 99999658.00 99999658.00 0.0004 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.140 3130AK6D3 2549001DPIFGXC1TOL40 US3130AK6D30 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-28 2021-09-28 2021-09-28 N N N 0.0015 300021504.00 300021504.00 0.0012 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.250 3130AJM48 2549001DPIFGXC1TOL40 US3130AJM482 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-05-13 2022-05-13 N N N 0.0025 250292142.50 250292142.50 0.0010 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.005 313385LD6 2549001DPIFGXC1TOL40 US313385LD61 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0001 5000000.00 5000000.00 0.0000 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.040 3130ALUP7 2549001DPIFGXC1TOL40 US3130ALUP72 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-29 2021-09-29 2021-09-29 N N N 0.0005 37499871.75 37499871.75 0.0002 N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.060 3130AMYR7 2549001DPIFGXC1TOL40 US3130AMYR75 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-06-23 2022-06-23 N N N 0.0006 479883849.60 479883849.60 0.0019 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250 3135G04M2 B1V7KEBTPIMZEU4LTD58 US3135G04M22 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-05-13 2022-05-13 N N N 0.0025 1952323308.00 1952323308.00 0.0079 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.280 3135G04K6 B1V7KEBTPIMZEU4LTD58 US3135G04K65 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-05-06 2022-05-06 N N N 0.0028 841148557.20 841148557.20 0.0034 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.370 3135G03S0 B1V7KEBTPIMZEU4LTD58 US3135G03S01 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-10-22 2021-10-22 N N N 0.0038 2451053255.00 2451053255.00 0.0099 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.250 3135G04X8 B1V7KEBTPIMZEU4LTD58 US3135G04X86 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-06-15 2022-06-15 N N N 0.0025 1201602624.00 1201602624.00 0.0049 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400 3135G03H4 B1V7KEBTPIMZEU4LTD58 US3135G03H46 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-10-15 2021-10-15 N N N 0.0041 2501020975.00 2501020975.00 0.0101 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.400 3135G03A9 B1V7KEBTPIMZEU4LTD58 US3135G03A92 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-04-07 2022-04-07 N N N 0.0041 751421640.00 751421640.00 0.0030 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.290 3135G04H3 B1V7KEBTPIMZEU4LTD58 US3135G04H37 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-05-05 2022-05-05 N N N 0.0029 1001430810.00 1001430810.00 0.0040 N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION DBA FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.220 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 U.S. Government Agency Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-03-09 2022-03-09 N N N 0.0022 249930649.17 249930649.17 0.0010 N N N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 0.050 0FRT07XJ3 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 9785900.00 11053330.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-15 2.250000 2866310400.00 3091305048.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 2.000000 5989797700.00 6390452663.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 2.375000 6552600.00 7202225.48 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 9500000000.00 9500000000.00 0.0385 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 0.050 0FRT07XE4 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 3281000.00 3705941.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-11-15 3.125000 1338869000.00 1541682476.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-05-15 0.250000 500975200.00 500000650.77 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-07-31 0.250000 966282500.00 953314600.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 2.375000 1183200.00 1300502.58 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 3000000000.00 3000000000.00 0.0121 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 0.050 0FRT07XK0 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 9130400.00 10312932.49 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 2.000000 8888232300.00 9482762294.10 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 2.375000 6312200.00 6937992.19 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 9500000000.00 9500000000.00 0.0385 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 0.050 0FRT07XG9 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 14915700.00 16847521.15 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-08-15 3.625000 836600200.00 1109270029.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-11-15 3.125000 1333951000.00 1536019492.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-28 0.125000 3000814400.00 3000004180.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 2.125000 5126900.00 5281000.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-31 2.750000 1221584900.00 1283384880.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-15 2.250000 972644800.00 1048993779.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 2.375000 1364896400.00 1500212377.45 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 9500000000.00 9500000000.00 0.0385 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 0.050 0FRT07XH7 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 9929300.00 11215302.79 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 2.375000 6555200.00 7205083.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 2.250000 5088739800.00 5476187598.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-15 2.250000 3713879600.00 4005405261.92 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 9500000000.00 9500000000.00 0.0385 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 0.050 0FRT07XI5 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 11142100.00 12585179.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-15 2.250000 8789718800.00 9479678859.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 2.375000 7050200.00 7749157.59 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 9500000000.00 9500000000.00 0.0385 N Y Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 0.050 0FRT07XF1 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2022-08-15 1.500000 739590000.00 750127067.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-03-31 2.125000 1936400.00 2043469.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-05-15 2.375000 651400.00 715979.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-02-15 2.750000 8238661500.00 8743490856.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 2.125000 501200.00 516264.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-05-15 0.250000 3125700.00 3119619.56 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 9500000000.00 9500000000.00 0.0385 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 0.050 ORS002X05 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2041-05-15 2.250000 484452600.00 523302433.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-04-15 0.375000 1000000000.00 1002433934.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-08-31 1.125000 100000000.00 100374400.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-07-31 1.000000 415292000.00 413889306.13 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 2000000000.00 2000000000.00 0.0081 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 0.050 ORS002WZ9 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2023-01-15 0.125000 946000000.00 1155332780.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-07-15 0.375000 1717000000.00 2119670557.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-01-15 0.125000 425932700.00 503314678.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-10-15 0.125000 1156000000.00 1321682026.64 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 5000000000.00 5000000000.00 0.0202 N Y Y N GOLDMAN SACHS & CO. LLC (REPO) GOLDMAN SACHS & CO. LLC (REPO) 0.055 0GOL22X27 FOR8UP27PHTHYVLBNG30 0000042352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2051-08-25 1.500000 1267.00 1090.62 Agency Debentures and Agency Strips Federal National Mort 2051-08-25 1.500000 1250.00 935.84 Agency Debentures and Agency Strips Federal National Mort 2031-04-15 6.000000 37000.00 1302.05 Agency Collateralized Mortgage Obligation Federal National Mort 2032-05-15 6.000000 27000.00 1586.37 Agency Collateralized Mortgage Obligation Federal National Mort 2032-09-15 6.000000 29000.00 2929.59 Agency Collateralized Mortgage Obligation Federal National Mort 2029-02-15 6.000000 74000.00 2027.64 Agency Collateralized Mortgage Obligation Federal National Mort 2028-11-15 6.000000 15000.00 408.38 Agency Collateralized Mortgage Obligation Federal National Mort 2032-09-25 0.484380 2500000.00 1650.26 Agency Collateralized Mortgage Obligation Federal National Mort 2032-09-25 6.000000 8000.00 252.26 Agency Collateralized Mortgage Obligation Federal National Mort 2031-10-25 6.500000 140000.00 1073.70 Agency Collateralized Mortgage Obligation Federal National Mort 2028-11-25 6.000000 52000.00 1456.20 Agency Collateralized Mortgage Obligation Federal National Mort 2051-08-25 1.500000 1000.00 748.12 Agency Collateralized Mortgage Obligation Federal National Mort 2031-11-25 6.000000 64000.00 3190.18 Agency Collateralized Mortgage Obligation Federal National Mort 2051-08-25 3.000000 2700.00 2639.10 Agency Collateralized Mortgage Obligation Federal National Mort 2051-08-20 2.500000 2100.00 2159.68 Agency Collateralized Mortgage Obligation Federal National Mort 2042-05-20 3.000000 4110.00 3999.69 Agency Collateralized Mortgage Obligation Federal National Mort 2035-09-16 7.500000 7013.00 95.40 Agency Collateralized Mortgage Obligation Federal National Mort 2038-01-20 5.500000 33000.00 3581.17 Agency Collateralized Mortgage Obligation Federal National Mort 2040-06-16 2.023000 120000.00 394.74 Agency Collateralized Mortgage Obligation Federal National Mort 2036-06-16 1.550000 20000.00 3213.53 Agency Collateralized Mortgage Obligation Federal National Mort 2060-06-15 3.000000 100000.00 109206.45 Agency Mortgage-Backed Securities Federal National Mort 2056-08-15 2.350000 500000.00 530861.17 Agency Mortgage-Backed Securities Federal National Mort 2056-06-15 2.440000 56050.00 59769.46 Agency Mortgage-Backed Securities Federal National Mort 2061-04-15 2.750000 500000.00 538382.46 Agency Mortgage-Backed Securities Federal National Mort 2061-06-15 2.650000 100000.00 107358.59 Agency Mortgage-Backed Securities Federal National Mort 2032-11-15 6.000000 152110.00 1240.68 Agency Mortgage-Backed Securities Federal National Mort 2028-09-15 6.500000 995000.00 2287.45 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2041-01-15 4.000000 33631.00 10665.96 Agency Mortgage-Backed Securities Federal National Mort 2028-10-15 6.500000 29760.00 33.91 Agency Mortgage-Backed Securities Federal National Mort 2023-11-15 6.000000 90000.00 738.25 Agency Mortgage-Backed Securities Federal National Mort 2037-09-15 6.500000 6162.00 198.25 Agency Mortgage-Backed Securities Federal National Mort 2029-06-15 6.000000 25307.00 162.43 Agency Mortgage-Backed Securities Federal National Mort 2041-01-15 4.000000 25000.00 776.30 Agency Mortgage-Backed Securities Federal National Mort 2026-03-15 6.000000 52060.00 132.38 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 58616.00 538.85 Agency Mortgage-Backed Securities Federal National Mort 2031-07-15 6.000000 75000.00 1165.37 Agency Mortgage-Backed Securities Federal National Mort 2028-10-15 6.000000 65201.00 423.55 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 55000.00 173.14 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 59400.00 1613.49 Agency Mortgage-Backed Securities Federal National Mort 2040-04-15 5.000000 45000.00 2317.24 Agency Mortgage-Backed Securities Federal National Mort 2023-06-15 6.000000 400000.00 1805.61 Agency Mortgage-Backed Securities Federal National Mort 2023-11-15 6.000000 80000.00 164.34 Agency Mortgage-Backed Securities Federal National Mort 2039-11-15 5.000000 3370556.00 1222070.32 Agency Mortgage-Backed Securities Federal National Mort 2028-08-15 6.000000 27150.00 574.81 Agency Mortgage-Backed Securities Federal National Mort 2024-01-15 6.000000 126928.00 438.69 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 151705.00 509.02 Agency Mortgage-Backed Securities Federal National Mort 2031-06-15 6.000000 237000.00 1110.16 Agency Mortgage-Backed Securities Federal National Mort 2028-09-15 6.000000 228244.00 1310.69 Agency Mortgage-Backed Securities Federal National Mort 2026-10-15 3.500000 23953.00 2452.98 Agency Mortgage-Backed Securities Federal National Mort 2031-03-15 6.000000 75005.00 568.84 Agency Mortgage-Backed Securities Federal National Mort 2028-07-15 6.000000 35000.00 378.37 Agency Mortgage-Backed Securities Federal National Mort 2039-02-15 4.500000 24299.00 482.68 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 6.000000 25000.00 11.58 Agency Mortgage-Backed Securities Federal National Mort 2041-11-15 4.000000 40000.00 3362.89 Agency Mortgage-Backed Securities Federal National Mort 2037-01-15 5.500000 5000.00 2170.87 Agency Mortgage-Backed Securities Federal National Mort 2028-09-15 6.000000 200000.00 1320.67 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 50054.00 1113.16 Agency Mortgage-Backed Securities Federal National Mort 2038-12-15 6.000000 5000.00 2181.41 Agency Mortgage-Backed Securities Federal National Mort 2031-06-15 6.000000 50149.00 886.52 Agency Mortgage-Backed Securities Federal National Mort 2033-06-15 5.000000 70000.00 3956.54 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2023-12-15 6.000000 233733.00 320.11 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 6.000000 25000.00 28.32 Agency Mortgage-Backed Securities Federal National Mort 2034-01-15 6.000000 110000.00 1505.94 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2032-10-15 6.000000 146763.00 1228.23 Agency Mortgage-Backed Securities Federal National Mort 2033-10-15 6.000000 39524.00 228.73 Agency Mortgage-Backed Securities Federal National Mort 2040-03-15 4.000000 25000.00 909.14 Agency Mortgage-Backed Securities Federal National Mort 2044-09-15 3.500000 1955000.00 732492.53 Agency Mortgage-Backed Securities Federal National Mort 2032-11-15 6.000000 34418.00 377.20 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 25000.00 286.52 Agency Mortgage-Backed Securities Federal National Mort 2033-06-15 5.000000 25817.00 724.10 Agency Mortgage-Backed Securities Federal National Mort 2033-09-15 5.000000 1361190.00 49766.54 Agency Mortgage-Backed Securities Federal National Mort 2031-04-15 6.000000 25000.00 682.59 Agency Mortgage-Backed Securities Federal National Mort 2024-02-15 6.000000 25000.00 3.83 Agency Mortgage-Backed Securities Federal National Mort 2028-11-15 6.000000 75000.00 1385.19 Agency Mortgage-Backed Securities Federal National Mort 2032-09-15 6.000000 55000.00 262.79 Agency Mortgage-Backed Securities Federal National Mort 2040-05-15 4.500000 4670.00 358.30 Agency Mortgage-Backed Securities Federal National Mort 2039-02-15 4.500000 21793.00 379.45 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 88854.00 622.27 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 60000.00 179.63 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 138899.00 590.92 Agency Mortgage-Backed Securities Federal National Mort 2035-12-15 4.500000 16418.00 2240.81 Agency Mortgage-Backed Securities Federal National Mort 2041-05-15 5.000000 12064.00 502.74 Agency Mortgage-Backed Securities Federal National Mort 2045-03-15 3.500000 1574.00 212.03 Agency Mortgage-Backed Securities Federal National Mort 2028-10-15 6.000000 25000.00 1207.58 Agency Mortgage-Backed Securities Federal National Mort 2028-11-15 6.000000 36000.00 28.09 Agency Mortgage-Backed Securities Federal National Mort 2040-12-15 5.500000 14661.00 477.77 Agency Mortgage-Backed Securities Federal National Mort 2023-04-15 6.000000 493863.00 1989.01 Agency Mortgage-Backed Securities Federal National Mort 2028-09-15 6.500000 497500.00 2062.77 Agency Mortgage-Backed Securities Federal National Mort 2047-05-15 5.000000 8893.00 546.59 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2032-09-15 6.000000 45000.00 502.42 Agency Mortgage-Backed Securities Federal National Mort 2024-01-15 6.000000 100000.00 174.18 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 6.000000 25000.00 75.77 Agency Mortgage-Backed Securities Federal National Mort 2032-11-15 6.000000 125000.00 2269.92 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 33326.00 321.18 Agency Mortgage-Backed Securities Federal National Mort 2041-06-15 4.500000 33279.00 4577.07 Agency Mortgage-Backed Securities Federal National Mort 2032-12-15 6.000000 25442.00 309.35 Agency Mortgage-Backed Securities Federal National Mort 2034-08-15 6.000000 35194.00 680.88 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-08-15 3.000000 2175.00 489.62 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 50000.00 607.37 Agency Mortgage-Backed Securities Federal National Mort 2032-11-15 6.000000 219294.00 1378.09 Agency Mortgage-Backed Securities Federal National Mort 2026-11-15 3.500000 8645.00 1645.33 Agency Mortgage-Backed Securities Federal National Mort 2040-04-15 4.500000 23657.00 1461.84 Agency Mortgage-Backed Securities Federal National Mort 2045-08-15 4.000000 525311.00 240233.07 Agency Mortgage-Backed Securities Federal National Mort 2024-02-15 6.000000 25000.00 181.36 Agency Mortgage-Backed Securities Federal National Mort 2021-12-15 6.000000 236208.00 967.39 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 30165.00 259.69 Agency Mortgage-Backed Securities Federal National Mort 2033-07-15 5.000000 126427.00 2339.49 Agency Mortgage-Backed Securities Federal National Mort 2024-01-15 6.000000 444994.00 669.99 Agency Mortgage-Backed Securities Federal National Mort 2028-11-15 6.000000 184871.00 94.24 Agency Mortgage-Backed Securities Federal National Mort 2029-04-15 6.000000 34000.00 525.39 Agency Mortgage-Backed Securities Federal National Mort 2029-12-15 7.500000 155000.00 1069.89 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 55000.00 514.64 Agency Mortgage-Backed Securities Federal National Mort 2031-10-15 6.000000 36600.00 612.52 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 25000.00 403.95 Agency Mortgage-Backed Securities Federal National Mort 2048-09-15 4.000000 6733.00 4475.00 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 98000.00 677.79 Agency Mortgage-Backed Securities Federal National Mort 2032-07-15 6.000000 40000.00 407.86 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 53080.00 2175.32 Agency Mortgage-Backed Securities Federal National Mort 2029-05-15 6.000000 192916.00 1125.97 Agency Mortgage-Backed Securities Federal National Mort 2040-03-15 5.000000 87605.00 8866.32 Agency Mortgage-Backed Securities Federal National Mort 2039-07-15 5.000000 35695.00 3730.42 Agency Mortgage-Backed Securities Federal National Mort 2032-09-15 6.000000 25000.00 286.66 Agency Mortgage-Backed Securities Federal National Mort 2028-12-15 6.000000 30155.00 220.42 Agency Mortgage-Backed Securities Federal National Mort 2028-09-15 6.500000 995000.00 1493.03 Agency Mortgage-Backed Securities Federal National Mort 2038-01-15 6.000000 3042.00 52.05 Agency Mortgage-Backed Securities Federal National Mort 2040-01-15 5.000000 37901888.00 2739854.97 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 100000.00 188.32 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 220706.00 271.51 Agency Mortgage-Backed Securities Federal National Mort 2039-02-15 4.500000 21079.00 3305.73 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 25112.00 85.90 Agency Mortgage-Backed Securities Federal National Mort 2029-03-15 6.000000 45000.00 833.31 Agency Mortgage-Backed Securities Federal National Mort 2032-12-15 5.500000 25000.00 265.40 Agency Mortgage-Backed Securities Federal National Mort 2043-01-15 3.500000 25705.00 3098.16 Agency Mortgage-Backed Securities Federal National Mort 2026-06-15 7.500000 25852.00 89.03 Agency Mortgage-Backed Securities Federal National Mort 2032-04-15 6.000000 40049.00 1633.38 Agency Mortgage-Backed Securities Federal National Mort 2028-08-15 7.000000 1073547.00 4064.49 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 25000.00 567.63 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 25000.00 444.57 Agency Mortgage-Backed Securities Federal National Mort 2031-10-15 6.000000 38940.00 999.96 Agency Mortgage-Backed Securities Federal National Mort 2028-08-15 7.500000 44338.00 153.87 Agency Mortgage-Backed Securities Federal National Mort 2032-05-15 6.000000 100000.00 747.12 Agency Mortgage-Backed Securities Federal National Mort 2028-10-15 6.500000 616975.00 3619.34 Agency Mortgage-Backed Securities Federal National Mort 2025-09-15 3.500000 46561.00 1983.32 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 125000.00 1459.34 Agency Mortgage-Backed Securities Federal National Mort 2024-09-15 6.000000 81252.00 1112.02 Agency Mortgage-Backed Securities Federal National Mort 2021-12-15 6.000000 219602.00 349.76 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 100000.00 1027.97 Agency Mortgage-Backed Securities Federal National Mort 2043-07-15 2.500000 24512.00 3474.45 Agency Mortgage-Backed Securities Federal National Mort 2031-05-15 6.000000 26383.00 758.40 Agency Mortgage-Backed Securities Federal National Mort 2041-04-15 5.000000 2533.00 181.21 Agency Mortgage-Backed Securities Federal National Mort 2029-04-15 6.000000 54202.00 290.32 Agency Mortgage-Backed Securities Federal National Mort 2043-02-15 2.500000 180000.00 51169.96 Agency Mortgage-Backed Securities Federal National Mort 2041-07-15 4.000000 65120.00 4483.21 Agency Mortgage-Backed Securities Federal National Mort 2047-11-15 3.500000 8678.00 3212.61 Agency Mortgage-Backed Securities Federal National Mort 2032-05-15 6.000000 25511.00 523.34 Agency Mortgage-Backed Securities Federal National Mort 2032-11-15 6.000000 90134.00 482.60 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 64000.00 363.92 Agency Mortgage-Backed Securities Federal National Mort 2040-08-15 4.500000 4000000.00 279130.23 Agency Mortgage-Backed Securities Federal National Mort 2032-11-15 6.000000 65000.00 802.95 Agency Mortgage-Backed Securities Federal National Mort 2025-12-15 7.500000 320000.00 200.40 Agency Mortgage-Backed Securities Federal National Mort 2040-07-15 4.500000 137000.00 8166.63 Agency Mortgage-Backed Securities Federal National Mort 2044-10-15 4.000000 2056.00 55.83 Agency Mortgage-Backed Securities Federal National Mort 2031-07-15 6.000000 50058.00 547.06 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 139338.00 446.10 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 118000.00 985.54 Agency Mortgage-Backed Securities Federal National Mort 2040-10-15 4.000000 25000.00 3948.82 Agency Mortgage-Backed Securities Federal National Mort 2032-12-15 6.000000 75441.00 1368.68 Agency Mortgage-Backed Securities Federal National Mort 2028-11-15 6.000000 80000.00 776.20 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 100192.00 799.27 Agency Mortgage-Backed Securities Federal National Mort 2029-03-15 6.000000 75000.00 1206.31 Agency Mortgage-Backed Securities Federal National Mort 2039-10-15 5.500000 14323.00 1973.80 Agency Mortgage-Backed Securities Federal National Mort 2042-10-15 3.000000 12260.00 2450.15 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2040-02-15 4.500000 8553.00 407.56 Agency Mortgage-Backed Securities Federal National Mort 2032-12-15 6.000000 25000.00 277.93 Agency Mortgage-Backed Securities Federal National Mort 2043-04-15 3.500000 36740.00 6345.87 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 137000.00 1537.26 Agency Mortgage-Backed Securities Federal National Mort 2031-05-15 6.000000 75000.00 618.77 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2023-08-15 7.500000 755000.00 284.86 Agency Mortgage-Backed Securities Federal National Mort 2029-11-15 8.000000 81485.00 132.78 Agency Mortgage-Backed Securities Federal National Mort 2032-12-15 6.000000 50005.00 513.26 Agency Mortgage-Backed Securities Federal National Mort 2032-12-15 6.000000 180000.00 1568.45 Agency Mortgage-Backed Securities Federal National Mort 2022-07-15 6.000000 3800350.00 3719.06 Agency Mortgage-Backed Securities Federal National Mort 2038-01-15 5.500000 330080.00 3885.52 Agency Mortgage-Backed Securities Federal National Mort 2029-06-15 6.000000 39000.00 191.89 Agency Mortgage-Backed Securities Federal National Mort 2038-08-15 5.000000 17928.00 345.15 Agency Mortgage-Backed Securities Federal National Mort 2039-03-15 4.000000 14081.00 5500.24 Agency Mortgage-Backed Securities Federal National Mort 2045-02-15 3.500000 40000.00 4454.00 Agency Mortgage-Backed Securities Federal National Mort 2032-12-15 6.000000 170000.00 307.79 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-05-15 3.500000 21397.00 4617.03 Agency Mortgage-Backed Securities Federal National Mort 2039-02-15 5.000000 23515.00 1105.71 Agency Mortgage-Backed Securities Federal National Mort 2029-04-15 6.000000 100126.00 663.21 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 325909.00 1348.32 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2040-12-15 4.000000 64077.00 17992.33 Agency Mortgage-Backed Securities Federal National Mort 2028-12-15 6.000000 141000.00 157.51 Agency Mortgage-Backed Securities Federal National Mort 2028-08-15 6.500000 1870000.00 2962.59 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 25000.00 253.83 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2032-10-15 6.000000 61688.00 1722.80 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2030-10-15 7.500000 267208.00 577.21 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 78058.00 1057.21 Agency Mortgage-Backed Securities Federal National Mort 2032-04-15 6.000000 25954.00 406.88 Agency Mortgage-Backed Securities Federal National Mort 2032-06-15 6.000000 115236.00 776.34 Agency Mortgage-Backed Securities Federal National Mort 2028-10-15 6.000000 25000.00 57.49 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2039-07-15 5.000000 39036.00 4282.61 Agency Mortgage-Backed Securities Federal National Mort 2028-09-15 6.500000 30396.00 293.70 Agency Mortgage-Backed Securities Federal National Mort 2028-11-15 6.000000 105000.00 413.05 Agency Mortgage-Backed Securities Federal National Mort 2024-02-15 6.000000 100000.00 435.50 Agency Mortgage-Backed Securities Federal National Mort 2023-05-15 6.000000 283899.00 2824.64 Agency Mortgage-Backed Securities Federal National Mort 2028-11-15 6.000000 135000.00 354.13 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 71548.00 719.68 Agency Mortgage-Backed Securities Federal National Mort 2028-04-15 7.000000 1389600.00 2159.17 Agency Mortgage-Backed Securities Federal National Mort 2029-03-15 6.000000 27921.00 605.17 Agency Mortgage-Backed Securities Federal National Mort 2043-09-15 2.500000 10172.00 4538.17 Agency Mortgage-Backed Securities Federal National Mort 2035-04-15 6.000000 45000.00 527.56 Agency Mortgage-Backed Securities Federal National Mort 2032-05-15 6.000000 38293.00 1576.79 Agency Mortgage-Backed Securities Federal National Mort 2031-05-15 6.000000 75000.00 237.02 Agency Mortgage-Backed Securities Federal National Mort 2032-12-15 6.000000 148323.00 2193.08 Agency Mortgage-Backed Securities Federal National Mort 2038-01-15 5.500000 38465.00 409.05 Agency Mortgage-Backed Securities Federal National Mort 2029-03-15 6.000000 92000.00 267.81 Agency Mortgage-Backed Securities Federal National Mort 2039-02-15 4.000000 76413.00 3358.89 Agency Mortgage-Backed Securities Federal National Mort 2031-11-15 6.000000 25000.00 740.16 Agency Mortgage-Backed Securities Federal National Mort 2031-11-15 6.000000 25000.00 139.96 Agency Mortgage-Backed Securities Federal National Mort 2033-05-15 6.000000 75000.00 1334.77 Agency Mortgage-Backed Securities Federal National Mort 2045-02-15 3.500000 30248.00 4288.81 Agency Mortgage-Backed Securities Federal National Mort 2028-12-15 6.000000 105000.00 350.89 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 30000.00 1119.58 Agency Mortgage-Backed Securities Federal National Mort 2033-09-15 4.500000 88380.00 3412.04 Agency Mortgage-Backed Securities Federal National Mort 2046-01-15 4.500000 305358.00 187132.31 Agency Mortgage-Backed Securities Federal National Mort 2032-03-15 6.000000 50006.00 209.33 Agency Mortgage-Backed Securities Federal National Mort 2031-11-15 6.000000 41000.00 356.40 Agency Mortgage-Backed Securities Federal National Mort 2032-11-15 6.000000 86807.00 448.46 Agency Mortgage-Backed Securities Federal National Mort 2038-01-15 3.000000 3957528.00 2292464.15 Agency Mortgage-Backed Securities Federal National Mort 2028-11-15 6.000000 25000.00 270.64 Agency Mortgage-Backed Securities Federal National Mort 2031-05-15 6.000000 57822.00 1340.09 Agency Mortgage-Backed Securities Federal National Mort 2045-04-15 3.000000 6574.00 2388.64 Agency Mortgage-Backed Securities Federal National Mort 2033-02-15 6.000000 103626.00 1721.02 Agency Mortgage-Backed Securities Federal National Mort 2039-12-15 5.000000 3733.00 171.53 Agency Mortgage-Backed Securities Federal National Mort 2039-12-15 5.000000 6670.00 386.68 Agency Mortgage-Backed Securities Federal National Mort 2032-03-15 6.000000 52546.00 227.74 Agency Mortgage-Backed Securities Federal National Mort 2038-03-15 5.500000 14391.00 265.84 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 41200.00 305.38 Agency Mortgage-Backed Securities Federal National Mort 2032-12-15 6.000000 83990.00 660.52 Agency Mortgage-Backed Securities Federal National Mort 2029-04-15 6.000000 47000.00 248.08 Agency Mortgage-Backed Securities Federal National Mort 2039-11-15 5.500000 1094.00 220.25 Agency Mortgage-Backed Securities Federal National Mort 2032-03-15 6.000000 25000.00 180.03 Agency Mortgage-Backed Securities Federal National Mort 2023-10-15 6.000000 303260.00 496.13 Agency Mortgage-Backed Securities Federal National Mort 2035-12-15 5.000000 50000.00 15460.74 Agency Mortgage-Backed Securities Federal National Mort 2045-07-15 4.500000 4135.00 242.55 Agency Mortgage-Backed Securities Federal National Mort 2033-07-15 5.000000 42056.00 209.16 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 31494.00 105.77 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 100000.00 2226.00 Agency Mortgage-Backed Securities Federal National Mort 2040-02-15 4.500000 5020.00 683.51 Agency Mortgage-Backed Securities Federal National Mort 2041-06-15 4.000000 58268.00 3077.77 Agency Mortgage-Backed Securities Federal National Mort 2031-03-15 6.000000 135819.00 1349.69 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 48237.00 1762.53 Agency Mortgage-Backed Securities Federal National Mort 2024-11-15 4.500000 45000.00 1277.36 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 112542.00 1942.70 Agency Mortgage-Backed Securities Federal National Mort 2047-09-15 3.500000 14282.00 3730.49 Agency Mortgage-Backed Securities Federal National Mort 2033-12-15 6.000000 25000.00 140.04 Agency Mortgage-Backed Securities Federal National Mort 2047-06-15 4.500000 23573.00 4870.54 Agency Mortgage-Backed Securities Federal National Mort 2023-08-15 5.000000 579466.00 2881.61 Agency Mortgage-Backed Securities Federal National Mort 2024-01-15 6.000000 100000.00 164.07 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 35000.00 80.05 Agency Mortgage-Backed Securities Federal National Mort 2023-09-15 6.000000 1000000.00 1215.77 Agency Mortgage-Backed Securities Federal National Mort 2040-12-15 4.000000 36752.00 2887.12 Agency Mortgage-Backed Securities Federal National Mort 2039-03-15 5.000000 146682.00 2141.08 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 50000.00 563.70 Agency Mortgage-Backed Securities Federal National Mort 2026-12-15 8.000000 95000.00 118.06 Agency Mortgage-Backed Securities Federal National Mort 2028-11-15 6.000000 60000.00 522.73 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2024-01-15 6.000000 290000.00 869.80 Agency Mortgage-Backed Securities Federal National Mort 2047-08-15 3.500000 12865.00 7487.63 Agency Mortgage-Backed Securities Federal National Mort 2029-04-15 6.000000 200000.00 1879.33 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 30000.00 634.18 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 100000.00 1537.89 Agency Mortgage-Backed Securities Federal National Mort 2028-12-15 6.500000 392804.00 4361.89 Agency Mortgage-Backed Securities Federal National Mort 2048-07-15 5.000000 1345168.00 409240.94 Agency Mortgage-Backed Securities Federal National Mort 2032-09-15 6.000000 99986.00 1613.23 Agency Mortgage-Backed Securities Federal National Mort 2032-05-15 6.000000 25000.00 235.29 Agency Mortgage-Backed Securities Federal National Mort 2040-03-15 5.500000 108291.00 14676.02 Agency Mortgage-Backed Securities Federal National Mort 2032-03-15 6.000000 25000.00 475.99 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 40000.00 2186.87 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-07-15 4.000000 124000.00 46064.06 Agency Mortgage-Backed Securities Federal National Mort 2031-07-15 6.000000 205818.00 1368.97 Agency Mortgage-Backed Securities Federal National Mort 2033-09-15 6.000000 25000.00 1253.61 Agency Mortgage-Backed Securities Federal National Mort 2038-07-15 5.000000 191508.00 2753.63 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 240000.00 619.14 Agency Mortgage-Backed Securities Federal National Mort 2038-10-15 5.500000 94811.00 494.78 Agency Mortgage-Backed Securities Federal National Mort 2039-01-15 5.500000 2255.00 61.66 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 47614.00 1098.28 Agency Mortgage-Backed Securities Federal National Mort 2040-05-15 5.000000 10931.00 924.93 Agency Mortgage-Backed Securities Federal National Mort 2032-03-15 6.000000 69273.00 1004.15 Agency Mortgage-Backed Securities Federal National Mort 2050-05-15 2.500000 130343.00 78619.16 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-10-15 3.000000 7397.00 1143.86 Agency Mortgage-Backed Securities Federal National Mort 2028-12-15 6.000000 57842.00 347.13 Agency Mortgage-Backed Securities Federal National Mort 2023-07-15 4.500000 75000.00 523.41 Agency Mortgage-Backed Securities Federal National Mort 2041-05-15 5.000000 66707.00 4586.00 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 70000.00 849.78 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 6.000000 50000.00 391.82 Agency Mortgage-Backed Securities Federal National Mort 2032-08-15 6.000000 50000.00 423.99 Agency Mortgage-Backed Securities Federal National Mort 2034-09-15 6.000000 72720.00 575.89 Agency Mortgage-Backed Securities Federal National Mort 2047-04-15 3.000000 1024.00 858.29 Agency Mortgage-Backed Securities Federal National Mort 2035-11-15 4.500000 9297.00 658.61 Agency Mortgage-Backed Securities Federal National Mort 2028-03-15 7.000000 241181.00 404.18 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 6.000000 46487.00 170.20 Agency Mortgage-Backed Securities Federal National Mort 2031-10-15 8.000000 185747.00 373.32 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2032-12-15 6.000000 65204.00 523.61 Agency Mortgage-Backed Securities Federal National Mort 2032-04-15 6.000000 45000.00 447.11 Agency Mortgage-Backed Securities Federal National Mort 2040-12-15 4.000000 25000.00 2752.53 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 40000.00 406.82 Agency Mortgage-Backed Securities Federal National Mort 2023-10-15 6.000000 50000.00 1026.11 Agency Mortgage-Backed Securities Federal National Mort 2033-10-15 5.000000 50000.00 1289.17 Agency Mortgage-Backed Securities Federal National Mort 2028-06-15 6.500000 768594.00 3039.33 Agency Mortgage-Backed Securities Federal National Mort 2026-01-15 6.000000 50000.00 245.49 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 25000.00 25.06 Agency Mortgage-Backed Securities Federal National Mort 2031-11-15 6.000000 87131.00 354.51 Agency Mortgage-Backed Securities Federal National Mort 2045-03-15 3.500000 101000.00 21200.89 Agency Mortgage-Backed Securities Federal National Mort 2040-04-15 5.000000 9600.00 1241.58 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 50477.00 386.78 Agency Mortgage-Backed Securities Federal National Mort 2029-03-15 6.000000 50000.00 339.70 Agency Mortgage-Backed Securities Federal National Mort 2040-02-15 4.500000 10675.00 245.75 Agency Mortgage-Backed Securities Federal National Mort 2028-12-15 6.000000 26000.00 415.53 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 282000.00 1518.84 Agency Mortgage-Backed Securities Federal National Mort 2031-04-15 6.000000 25250.00 201.95 Agency Mortgage-Backed Securities Federal National Mort 2041-03-15 4.000000 3170000.00 360755.52 Agency Mortgage-Backed Securities Federal National Mort 2048-10-15 5.500000 386188.00 92312.45 Agency Mortgage-Backed Securities Federal National Mort 2032-03-15 6.000000 55000.00 558.21 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-06-15 3.000000 24899.00 4167.79 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2031-12-15 6.000000 166000.00 1433.79 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 260000.00 1328.95 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2031-04-15 6.000000 139066.00 223.08 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2024-05-15 7.000000 283789.00 289.70 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 5.500000 203124.00 4708.41 Agency Mortgage-Backed Securities Federal National Mort 2032-11-15 6.000000 28845.00 332.83 Agency Mortgage-Backed Securities Federal National Mort 2031-04-15 6.000000 51914.00 1239.93 Agency Mortgage-Backed Securities Federal National Mort 2041-08-15 5.000000 16707.00 4300.84 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 25000.00 92.09 Agency Mortgage-Backed Securities Federal National Mort 2032-01-15 6.000000 71633.00 592.13 Agency Mortgage-Backed Securities Federal National Mort 2024-04-15 7.000000 350000.00 686.91 Agency Mortgage-Backed Securities Federal National Mort 2026-02-15 6.000000 38785.00 40.86 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 58038.00 574.97 Agency Mortgage-Backed Securities Federal National Mort 2029-12-15 7.500000 58433.00 195.87 Agency Mortgage-Backed Securities Federal National Mort 2039-10-15 5.500000 62613.00 4981.63 Agency Mortgage-Backed Securities Federal National Mort 2045-08-15 4.000000 528000.00 92476.78 Agency Mortgage-Backed Securities Federal National Mort 2031-04-15 6.000000 330866.00 1252.40 Agency Mortgage-Backed Securities Federal National Mort 2032-10-15 6.000000 89658.00 791.02 Agency Mortgage-Backed Securities Federal National Mort 2026-10-15 8.000000 922157.00 1122.20 Agency Mortgage-Backed Securities Federal National Mort 2039-07-15 4.500000 21181.00 2413.12 Agency Mortgage-Backed Securities Federal National Mort 2028-12-15 6.000000 345000.00 1533.67 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 25000.00 276.77 Agency Mortgage-Backed Securities Federal National Mort 2032-10-15 6.000000 39000.00 1060.70 Agency Mortgage-Backed Securities Federal National Mort 2039-02-15 4.500000 12349.00 428.30 Agency Mortgage-Backed Securities Federal National Mort 2031-07-15 6.000000 25000.00 1491.89 Agency Mortgage-Backed Securities Federal National Mort 2032-04-15 6.000000 50071.00 288.58 Agency Mortgage-Backed Securities Federal National Mort 2044-04-15 4.000000 27032000.00 4851181.39 Agency Mortgage-Backed Securities Federal National Mort 2031-04-15 6.000000 25000.00 118.31 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 207791.00 428.61 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 107527.00 1414.33 Agency Mortgage-Backed Securities Federal National Mort 2042-12-15 3.000000 25000.00 4308.66 Agency Mortgage-Backed Securities Federal National Mort 2041-05-15 4.000000 18513.00 4747.72 Agency Mortgage-Backed Securities Federal National Mort 2025-09-15 3.500000 34731.00 1493.27 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 6.000000 514308.00 4324.12 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 25442.00 176.83 Agency Mortgage-Backed Securities Federal National Mort 2028-12-15 6.000000 94000.00 695.98 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 6.000000 240000.00 211.88 Agency Mortgage-Backed Securities Federal National Mort 2040-06-15 5.000000 7147.00 1169.11 Agency Mortgage-Backed Securities Federal National Mort 2029-03-15 6.000000 65000.00 454.12 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 75823.00 261.92 Agency Mortgage-Backed Securities Federal National Mort 2032-06-15 6.500000 570000.00 1783.85 Agency Mortgage-Backed Securities Federal National Mort 2031-12-15 6.000000 56300.00 683.86 Agency Mortgage-Backed Securities Federal National Mort 2023-11-15 6.000000 215000.00 1309.93 Agency Mortgage-Backed Securities Federal National Mort 2030-06-15 8.500000 534565.00 664.06 Agency Mortgage-Backed Securities Federal National Mort 2035-08-15 5.000000 2243556.00 58649.11 Agency Mortgage-Backed Securities Federal National Mort 2033-04-15 3.500000 982002.00 609993.36 Agency Mortgage-Backed Securities Federal National Mort 2040-09-15 4.500000 5116.00 193.26 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 101437.00 1513.43 Agency Mortgage-Backed Securities Federal National Mort 2028-10-15 6.000000 280000.00 1225.14 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 53000.00 90.93 Agency Mortgage-Backed Securities Federal National Mort 2029-05-15 6.000000 35000.00 1404.06 Agency Mortgage-Backed Securities Federal National Mort 2040-07-15 4.500000 15339.00 1023.14 Agency Mortgage-Backed Securities Federal National Mort 2032-05-15 6.000000 25000.00 273.54 Agency Mortgage-Backed Securities Federal National Mort 2032-02-15 6.000000 57566.00 984.59 Agency Mortgage-Backed Securities Federal National Mort 2038-12-15 5.000000 24000.00 1939.74 Agency Mortgage-Backed Securities Federal National Mort 2032-10-15 6.000000 50000.00 485.62 Agency Mortgage-Backed Securities Federal National Mort 2032-10-15 6.000000 100000.00 1405.53 Agency Mortgage-Backed Securities Federal National Mort 2029-01-15 6.000000 35000.00 199.15 Agency Mortgage-Backed Securities Federal National Mort 2043-04-15 2.500000 6819.00 3913.46 Agency Mortgage-Backed Securities Federal National Mort 2026-03-15 6.000000 80000.00 1446.67 Agency Mortgage-Backed Securities Federal National Mort 2032-03-15 6.000000 98000.00 985.59 Agency Mortgage-Backed Securities Federal National Mort 2028-01-15 6.000000 50000.00 973.16 Agency Mortgage-Backed Securities Federal National Mort 2041-09-15 4.000000 24908.00 3401.07 Agency Mortgage-Backed Securities Federal National Mort 2041-03-15 4.000000 25000.00 4664.33 Agency Mortgage-Backed Securities Federal National Mort 2032-10-15 6.000000 85000.00 282.61 Agency Mortgage-Backed Securities Federal National Mort 2039-04-15 4.000000 25000.00 1361.27 Agency Mortgage-Backed Securities Federal National Mort 2032-06-15 6.000000 70000.00 763.92 Agency Mortgage-Backed Securities Federal National Mort 2032-04-15 6.000000 25025.00 479.22 Agency Mortgage-Backed Securities Federal National Mort 2023-10-15 6.000000 45000.00 191.22 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 6.000000 350000.00 918.51 Agency Mortgage-Backed Securities Federal National Mort 2032-08-15 6.000000 53409.00 1233.10 Agency Mortgage-Backed Securities Federal National Mort 2040-05-15 5.000000 4569.00 655.12 Agency Mortgage-Backed Securities Federal National Mort 2026-10-15 3.500000 7585.00 873.01 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 6.000000 300000.00 4288.65 Agency Mortgage-Backed Securities Federal National Mort 2022-07-15 6.000000 8920.00 6.29 Agency Mortgage-Backed Securities Federal National Mort 2022-08-15 6.000000 3722000.00 12.73 Agency Mortgage-Backed Securities Federal National Mort 2031-11-15 8.000000 630368.00 2917.10 Agency Mortgage-Backed Securities Federal National Mort 2038-08-15 6.500000 3598.00 97.59 Agency Mortgage-Backed Securities Federal National Mort 2039-09-15 6.500000 2019.00 124.76 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 7.500000 210000.00 111.74 Agency Mortgage-Backed Securities Federal National Mort 2028-11-15 6.500000 55923.00 267.76 Agency Mortgage-Backed Securities Federal National Mort 2040-07-15 6.500000 2202.00 321.66 Agency Mortgage-Backed Securities Federal National Mort 2033-01-15 7.000000 42385.00 2618.24 Agency Mortgage-Backed Securities Federal National Mort 2023-12-15 7.000000 10000.00 13.10 Agency Mortgage-Backed Securities Federal National Mort 2034-09-15 6.500000 20073.00 1010.53 Agency Mortgage-Backed Securities Federal National Mort 2032-06-15 7.000000 49503.00 1731.68 Agency Mortgage-Backed Securities Federal National Mort 2029-07-15 7.500000 67687.00 206.62 Agency Mortgage-Backed Securities Federal National Mort 2033-12-15 5.000000 100000.00 12745.18 Agency Mortgage-Backed Securities Federal National Mort 2029-10-15 8.000000 122689.00 169.59 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2028-03-15 6.500000 1004995.00 3754.85 Agency Mortgage-Backed Securities Federal National Mort 2045-09-15 5.500000 35000.00 24098.24 Agency Mortgage-Backed Securities Federal National Mort 2029-02-15 6.000000 30138.00 166.89 Agency Mortgage-Backed Securities Federal National Mort 2031-10-15 6.500000 291248.00 1133.20 Agency Mortgage-Backed Securities Federal National Mort 2041-01-15 4.000000 546869.00 74860.21 Agency Mortgage-Backed Securities Federal National Mort 2033-11-15 7.000000 26452.00 1837.21 Agency Mortgage-Backed Securities Federal National Mort 2040-05-15 5.000000 14786.00 1370.55 Agency Mortgage-Backed Securities Federal National Mort 2024-06-15 6.000000 259524.00 723.82 Agency Mortgage-Backed Securities Federal National Mort 2039-12-15 5.000000 11814.00 2713.46 Agency Mortgage-Backed Securities Federal National Mort 2039-07-15 6.500000 1200000.00 274544.73 Agency Mortgage-Backed Securities Federal National Mort 2032-11-15 7.000000 31677.00 2151.51 Agency Mortgage-Backed Securities Federal National Mort 2029-07-15 6.000000 222800.00 843.31 Agency Mortgage-Backed Securities Federal National Mort 2033-05-15 7.000000 58213.00 3784.72 Agency Mortgage-Backed Securities Federal National Mort 2034-06-20 6.000000 50000.00 331.80 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2039-10-20 5.000000 3620200.00 210076.06 Agency Mortgage-Backed Securities Federal National Mort 2028-07-20 3.500000 1203710.00 212699.71 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-08-20 4.000000 16748.00 2386.14 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-03-20 2.500000 176243712.00 177183817.11 Agency Mortgage-Backed Securities Federal National Mort 2022-04-20 6.000000 258933.00 531.44 Agency Mortgage-Backed Securities Federal National Mort 2024-05-20 7.000000 25000.00 21.64 Agency Mortgage-Backed Securities Federal National Mort 2038-11-20 5.000000 49175.00 1212.03 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-06-20 3.500000 250000000.00 69563059.88 Agency Mortgage-Backed Securities Federal National Mort 2031-11-20 5.500000 25000.00 355.85 Agency Mortgage-Backed Securities Federal National Mort 2021-12-20 6.000000 309163.00 919.31 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-08-20 3.000000 129260.00 34429.62 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-04-20 3.000000 100852864.00 54458187.43 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-09-20 3.500000 680185856.00 201480059.89 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-02-20 3.500000 24014560.00 7489623.15 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2046-09-20 2.500000 12436.00 3819.21 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2042-03-20 4.000000 3043200.00 333122.98 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-01-20 4.000000 250000000.00 52891049.48 Agency Mortgage-Backed Securities Federal National Mort 2029-01-20 5.500000 31000.00 230.61 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-10-20 4.000000 17000.00 2463.37 Agency Mortgage-Backed Securities Federal National Mort 2042-03-20 4.000000 20000.00 1884.17 Agency Mortgage-Backed Securities Federal National Mort 2042-09-20 4.000000 369296.00 51845.42 Agency Mortgage-Backed Securities Federal National Mort 2033-11-20 4.000000 28000.00 1506.79 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2041-06-20 4.000000 50000.00 4401.92 Agency Mortgage-Backed Securities Federal National Mort 2030-05-20 5.000000 45000.00 1633.52 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2040-02-20 4.500000 24000.00 1909.35 Agency Mortgage-Backed Securities Federal National Mort 2049-12-20 3.000000 7186224.00 6198038.72 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-06-20 2.500000 546272256.00 566196116.36 Agency Mortgage-Backed Securities Federal National Mort 2043-03-20 3.500000 150000.00 55764.93 Agency Mortgage-Backed Securities Federal National Mort 2047-06-20 3.500000 1199362.00 494000.13 Agency Mortgage-Backed Securities Federal National Mort 2050-07-20 2.000000 49218816.00 41892266.07 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2041-11-20 4.500000 36131.00 3618.29 Agency Mortgage-Backed Securities Federal National Mort 2039-12-20 4.000000 9111168.00 947040.17 Agency Mortgage-Backed Securities Federal National Mort 2039-11-20 4.500000 42176.00 7951.01 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-09-20 3.000000 2520964.00 886345.30 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-07-20 3.500000 2214000.00 662625.09 Agency Mortgage-Backed Securities Federal National Mort 2047-08-20 4.000000 8367104.00 3801217.89 Agency Mortgage-Backed Securities Federal National Mort 2035-09-20 5.000000 87000.00 2974.39 Agency Mortgage-Backed Securities Federal National Mort 2031-02-20 3.500000 1043672.00 834076.67 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2036-08-20 5.000000 40000.00 1536.70 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-08-20 4.000000 13898816.00 1969729.81 Agency Mortgage-Backed Securities Federal National Mort 2046-12-20 4.000000 2541576.00 1549512.01 Agency Mortgage-Backed Securities Federal National Mort 2040-10-20 5.000000 1488710.00 273194.38 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2032-04-20 6.500000 25000.00 126.01 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-11-20 5.000000 2693664.00 736219.57 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-12-20 3.500000 9736400.00 3672764.28 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 5290736.00 1518974.29 Agency Mortgage-Backed Securities Federal National Mort 2036-09-20 5.000000 34690.00 1497.73 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2034-09-20 6.000000 31000.00 891.47 Agency Mortgage-Backed Securities Federal National Mort 2033-02-20 5.000000 90000.00 1811.23 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2039-12-20 4.500000 24000.00 1917.09 Agency Mortgage-Backed Securities Federal National Mort 2032-12-20 5.000000 25731.00 362.97 Agency Mortgage-Backed Securities Federal National Mort 2049-08-20 3.500000 10000440.00 5109374.29 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 115362.00 31138.30 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2033-07-20 5.000000 41000.00 1277.09 Agency Mortgage-Backed Securities Federal National Mort 2047-11-20 5.000000 3128832.00 875990.71 Agency Mortgage-Backed Securities Federal National Mort 2023-05-20 6.000000 25507.00 2267.95 Agency Mortgage-Backed Securities Federal National Mort 2040-08-20 4.500000 207723.00 4847.73 Agency Mortgage-Backed Securities Federal National Mort 2046-05-20 4.000000 3168872.00 686410.43 Agency Mortgage-Backed Securities Federal National Mort 2051-02-20 2.000000 2464592.00 2489167.31 Agency Mortgage-Backed Securities Federal National Mort 2034-11-20 5.000000 130000.00 3507.57 Agency Mortgage-Backed Securities Federal National Mort 2026-02-20 4.500000 1987.00 83.57 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2040-07-20 4.500000 40000.00 3024.49 Agency Mortgage-Backed Securities Federal National Mort 2039-12-20 5.000000 122000.00 18689.92 Agency Mortgage-Backed Securities Federal National Mort 2031-07-20 5.500000 30097.00 371.26 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-10-20 3.500000 828441.00 285452.75 Agency Mortgage-Backed Securities Federal National Mort 2051-05-20 3.000000 3758208.00 3920326.53 Agency Mortgage-Backed Securities Federal National Mort 2033-05-20 4.000000 50000.00 4461.86 Agency Mortgage-Backed Securities Federal National Mort 2046-08-20 5.000000 10425296.00 2223317.45 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-02-20 4.500000 32639.00 4586.95 Agency Mortgage-Backed Securities Federal National Mort 2040-08-20 5.500000 34136.00 2964.30 Agency Mortgage-Backed Securities Federal National Mort 2032-01-20 6.000000 196000.00 1511.36 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-10-20 4.000000 12792848.00 3029467.03 Agency Mortgage-Backed Securities Federal National Mort 2050-12-20 3.500000 292779328.00 270661598.89 Agency Mortgage-Backed Securities Federal National Mort 2050-11-20 2.000000 2464672.00 2476872.29 Agency Mortgage-Backed Securities Federal National Mort 2048-04-20 4.500000 1001340.00 480495.25 Agency Mortgage-Backed Securities Federal National Mort 2047-06-20 3.500000 1024480.00 717403.38 Agency Mortgage-Backed Securities Federal National Mort 2047-10-20 4.000000 800000.00 184201.38 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-12-20 4.500000 193098752.00 35275819.35 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-05-20 4.000000 6164448.00 1406417.63 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-04-20 3.000000 25436160.00 5305191.95 Agency Mortgage-Backed Securities Federal National Mort 2051-01-20 2.500000 10684176.00 11072478.58 Agency Mortgage-Backed Securities Federal National Mort 2028-01-20 6.000000 197355.00 551.25 Agency Mortgage-Backed Securities Federal National Mort 2034-02-20 4.250000 180000.00 50281.60 Agency Mortgage-Backed Securities Federal National Mort 2026-10-20 4.000000 2000200.00 121711.33 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2036-02-20 5.000000 50000.00 1185.28 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-06-20 3.000000 804873216.00 836441850.85 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 4.000000 129803000.00 137326281.44 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2040-05-20 4.500000 2000.00 146.65 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2042-08-20 3.000000 95713920.00 19706717.69 Agency Mortgage-Backed Securities Federal National Mort 2036-07-20 5.000000 2800000.00 102241.57 Agency Mortgage-Backed Securities Federal National Mort 2028-10-20 7.000000 175000.00 538.98 Agency Mortgage-Backed Securities Federal National Mort 2040-01-20 4.000000 305000.00 34645.29 Agency Mortgage-Backed Securities Federal National Mort 2039-10-20 4.000000 10000.00 893.34 Agency Mortgage-Backed Securities Federal National Mort 2044-01-20 3.000000 10736784.00 2505500.04 Agency Mortgage-Backed Securities Federal National Mort 2034-09-20 5.000000 105000.00 3456.99 Agency Mortgage-Backed Securities Federal National Mort 2041-07-20 4.500000 25000.00 2180.54 Agency Mortgage-Backed Securities Federal National Mort 2050-11-20 3.000000 1001932.00 1058554.72 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-12-20 3.500000 1910766.00 595445.35 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2040-05-20 4.000000 325000.00 31304.21 Agency Mortgage-Backed Securities Federal National Mort 2049-04-20 4.000000 55990848.00 12488757.93 Agency Mortgage-Backed Securities Federal National Mort 2034-01-20 6.000000 58000.00 1634.27 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-10-20 3.000000 2953.00 829.98 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-04-20 4.500000 28791.00 4389.50 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2028-11-20 6.000000 186000.00 1039.03 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-11-20 3.500000 200000000.00 62658019.57 Agency Mortgage-Backed Securities Federal National Mort 2049-06-20 4.000000 1398818.00 957722.63 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2035-01-20 5.500000 79641.00 3093.24 Agency Mortgage-Backed Securities Federal National Mort 2043-09-20 3.500000 2986060.00 1150178.13 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-07-20 3.000000 396896768.00 415678829.60 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2026-10-20 3.000000 39000.00 3565.48 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-02-20 4.000000 96764160.00 40382806.71 Agency Mortgage-Backed Securities Federal National Mort 2031-09-20 5.500000 25000.00 168.88 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2043-02-20 3.000000 74749440.00 16901881.77 Agency Mortgage-Backed Securities Federal National Mort 2037-03-20 5.000000 250000.00 4560.45 Agency Mortgage-Backed Securities Federal National Mort 2048-04-20 5.000000 240053.00 148936.20 Agency Mortgage-Backed Securities Federal National Mort 2050-05-20 3.000000 6781480.00 6072255.86 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2028-07-20 6.000000 25000.00 119.73 Agency Mortgage-Backed Securities Federal National Mort 2041-11-20 4.500000 29368.00 2294.06 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2043-12-20 5.000000 35469.00 4228.93 Agency Mortgage-Backed Securities Federal National Mort 2043-06-20 3.000000 6250000.00 1439802.60 Agency Mortgage-Backed Securities Federal National Mort 2041-08-20 5.000000 2486120.00 501597.27 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-09-20 4.000000 40080512.00 6522944.51 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2033-12-20 6.000000 442997.00 11050.86 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2035-08-20 5.000000 25000.00 952.42 Agency Mortgage-Backed Securities Federal National Mort 2043-07-20 3.000000 6752608.00 2738792.58 Agency Mortgage-Backed Securities Federal National Mort 2029-06-20 5.000000 30000.00 979.39 Agency Mortgage-Backed Securities Federal National Mort 2037-04-20 5.500000 5010.00 113.03 Agency Mortgage-Backed Securities Federal National Mort 2051-07-20 3.000000 3032356.00 3235415.39 Agency Mortgage-Backed Securities Federal National Mort 2037-05-20 5.500000 11000.00 247.25 Agency Mortgage-Backed Securities Federal National Mort 2048-11-20 5.000000 3935080.00 2378247.79 Agency Mortgage-Backed Securities Federal National Mort 2031-12-20 6.000000 182396.00 31694.57 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-11-20 3.500000 15535584.00 3499760.89 Agency Mortgage-Backed Securities Federal National Mort 2044-09-20 4.500000 926210.00 126771.15 Agency Mortgage-Backed Securities Federal National Mort 2050-11-20 3.000000 3018184.00 3115995.40 Agency Mortgage-Backed Securities Federal National Mort 2034-02-20 5.500000 95000.00 2903.89 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2027-09-20 6.500000 100000.00 351.98 Agency Mortgage-Backed Securities Federal National Mort 2050-06-20 4.000000 5000000.00 3029140.32 Agency Mortgage-Backed Securities Federal National Mort 2050-02-20 4.000000 2049208.00 1000242.38 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-04-20 3.500000 31491456.00 9471473.31 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-02-20 2.500000 699999000.00 696053232.33 Agency Mortgage-Backed Securities Federal National Mort 2051-01-20 3.500000 140363776.00 136092088.35 Agency Mortgage-Backed Securities Federal National Mort 2049-03-20 5.000000 1526000.00 616713.77 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-04-20 3.500000 999380.00 632375.25 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 3.000000 1603.00 1675.60 Agency Mortgage-Backed Securities Federal National Mort 2051-06-20 3.500000 1000.00 1072.40 Agency Mortgage-Backed Securities Federal National Mort 2047-12-20 3.500000 55885568.00 39216883.07 Agency Mortgage-Backed Securities Federal National Mort 2046-02-20 3.500000 2585000.00 967435.28 Agency Mortgage-Backed Securities Federal National Mort 2035-05-20 5.500000 5000000.00 259545.95 Agency Mortgage-Backed Securities Federal National Mort 2050-11-20 4.000000 2298.00 1779.30 Agency Mortgage-Backed Securities Federal National Mort 2048-02-20 3.500000 93175552.00 55951984.88 Agency Mortgage-Backed Securities Federal National Mort 2022-11-20 5.500000 565000.00 1135.09 Agency Mortgage-Backed Securities Federal National Mort 2039-07-20 5.000000 140640.00 4253.93 Agency Mortgage-Backed Securities Federal National Mort 2039-12-20 5.500000 2311802.00 4828.87 Agency Mortgage-Backed Securities Federal National Mort 2044-03-20 4.000000 425374.00 4345.44 Agency Mortgage-Backed Securities Federal National Mort 2038-10-20 6.000000 100000.00 291.18 Agency Mortgage-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-02 2021-09-02 2021-09-02 N N N 0.0006 4000000000.00 4000000000.00 0.0162 N Y N ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 0.060 0QZ001W57 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2051-07-01 2.000000 1000.00 1011.31 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2045-03-01 3.500000 8064.00 3532.29 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.500000 40715942.00 24882571.26 Agency Mortgage-Backed Securities Federal National Mort 2035-08-01 3.500000 51336349.00 22770332.50 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.000000 22464655.00 9472532.01 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 37777955.00 26045233.45 Agency Mortgage-Backed Securities Federal National Mort 2057-01-01 3.500000 17348808.00 10983626.63 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 3.500000 2249759.00 510556.39 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 13944202.00 11042473.53 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 41537519.00 22000542.22 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-10-01 1.500000 21045800.00 19379522.87 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.000000 1024.00 312.24 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-02-01 1.500000 197961.00 189017.25 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 20365347.00 9385485.87 Agency Mortgage-Backed Securities Federal National Mort 2046-04-01 3.500000 19343533.00 9248821.79 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 19264648.00 19296546.79 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 16814552.00 14984182.47 Agency Mortgage-Backed Securities Federal National Mort 2056-07-01 4.000000 16409332.00 10332481.27 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 9244721.00 9381904.73 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 68635487.00 15233497.94 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.500000 34541963.00 27035244.73 Agency Mortgage-Backed Securities Federal National Mort 2045-02-01 3.500000 22100000.00 9198747.37 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 22552260.00 10659303.28 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 20541192.00 20505076.93 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-11-01 1.500000 10651700.00 9951238.69 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 3.500000 50940721.00 25364984.99 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.500000 2161.00 1330.90 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 32589477.00 26721030.03 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 12472906.00 8794364.19 Agency Mortgage-Backed Securities Federal National Mort 2034-08-01 4.000000 45474170.00 24732474.77 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.500000 28719243.00 7981163.61 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 3.000000 24773064.00 25553544.66 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 25327808.00 14984082.87 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 42261925.00 25879986.71 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 10523364.00 10955639.16 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 46501975.00 26564802.45 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-27 2021-09-27 2021-09-27 N N N 0.0006 500000000.00 500000000.00 0.0020 N N Y ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 0.070 0QZ001W32 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2047-11-01 4.000000 82040.00 57421.00 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.000000 10048906.00 10032419.71 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 3.000000 3601747.00 3729474.29 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 1.500000 20297325.00 19465766.68 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.000000 311610.00 314895.33 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 1248656.00 1167056.01 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 3.500000 677384.00 690562.56 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 1395680.00 1211749.23 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 5641146.00 4478799.51 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 988973.00 523723.28 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 4.000000 332830.00 34986.46 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.500000 194014.00 45493.71 Agency Mortgage-Backed Securities Federal National Mort 2040-08-01 5.500000 568481.00 67800.20 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.500000 1478465.00 392970.62 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 15221234.00 7651141.57 Agency Mortgage-Backed Securities Federal National Mort 2041-05-01 5.500000 62830.00 15417.72 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 3982144.00 933948.36 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 14559715.00 4542814.71 Agency Mortgage-Backed Securities Federal National Mort 2040-05-01 5.500000 16568341.00 1565337.97 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 5.500000 42810529.00 2536928.63 Agency Mortgage-Backed Securities Federal National Mort 2040-04-01 5.500000 10837.00 1740.12 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 6388895.00 3635611.03 Agency Mortgage-Backed Securities Federal National Mort 2043-09-01 4.000000 39483404.00 6589354.23 Agency Mortgage-Backed Securities Federal National Mort 2038-10-01 7.000000 13078128.00 366806.76 Agency Mortgage-Backed Securities Federal National Mort 2044-02-01 4.000000 151925.00 69907.12 Agency Mortgage-Backed Securities Federal National Mort 2042-03-01 3.500000 1784106.00 180656.71 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 12723057.00 5607286.41 Agency Mortgage-Backed Securities Federal National Mort 2029-11-01 3.000000 651663.00 188954.53 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 3.500000 2502717.00 1123098.23 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 4.000000 62929840.00 12668333.51 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 20193712.00 6802877.36 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 23897273.00 11371853.19 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 3.500000 46564857.00 16173119.80 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 7.500000 46571.00 5289.79 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 20537.00 11594.17 Agency Mortgage-Backed Securities Federal National Mort 2035-05-01 5.500000 4897701.00 262865.03 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 4.000000 12056576.00 4778388.87 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 13877962.00 203292.31 Agency Mortgage-Backed Securities Federal National Mort 2046-10-01 3.500000 6040016.00 4150782.96 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.500000 1818200.00 909720.66 Agency Mortgage-Backed Securities Federal National Mort 2029-09-01 3.000000 526012.00 138481.91 Agency Mortgage-Backed Securities Federal National Mort 2041-03-01 5.500000 164340.00 48628.29 Agency Mortgage-Backed Securities Federal National Mort 2040-06-01 5.500000 481941.00 243846.13 Agency Mortgage-Backed Securities Federal National Mort 2029-11-01 3.000000 13849543.00 3403100.59 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 4.000000 290359.00 77030.04 Agency Mortgage-Backed Securities Federal National Mort 2039-11-01 5.500000 3942459.00 342567.31 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.000000 14449300.00 7972751.93 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 14265596.00 5634226.87 Agency Mortgage-Backed Securities Federal National Mort 2040-01-01 5.500000 1628.00 489.19 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 648738.00 160195.32 Agency Mortgage-Backed Securities Federal National Mort 2043-11-01 4.000000 1982260.00 604802.17 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 74727.00 78918.28 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 225654.00 102560.24 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 3.500000 21755025.00 11109426.79 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 5.000000 223137.00 176939.26 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.000000 100135062.00 45162307.47 Agency Mortgage-Backed Securities Federal National Mort 2044-04-01 4.500000 51000000.00 32164916.15 Agency Mortgage-Backed Securities Federal National Mort 2057-01-01 3.500000 53026232.00 35885297.80 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.500000 71189976.00 19783907.46 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-02-01 1.500000 124506.00 118880.90 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 1001.00 222.17 Agency Mortgage-Backed Securities Federal National Mort 2058-05-01 4.000000 88418422.00 59296209.34 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-10-19 2021-10-19 2021-10-19 N N N 0.0007 350000000.00 350000000.00 0.0014 N N Y ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 0.070 0QZ001W24 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2051-05-01 2.000000 791567.00 790268.35 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 3.000000 5419334.00 5669315.25 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 1580512.00 836980.32 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 4.000000 563242.00 394221.37 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 25480.00 15451.07 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 1136.00 901.93 Agency Mortgage-Backed Securities Federal National Mort 2037-09-01 2.050000 17609890.00 49408.97 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.057000 5656955.00 2257360.72 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 2.480000 487904.00 251541.96 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 3.000000 5800977.00 2105370.41 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 2.709000 20319251.00 10704336.93 Agency Mortgage-Backed Securities Federal National Mort 2038-04-01 1.991000 1000.00 853.00 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.198000 748151.00 300955.17 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 2.116000 102322.00 73121.80 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 3.500000 134400.00 46680.42 Agency Mortgage-Backed Securities Federal National Mort 2046-10-01 3.500000 50504.00 34707.05 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 9742400.00 4636057.95 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 150334.00 80906.56 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 1180356.00 671683.49 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.000000 6414800.00 2997817.56 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 30822665.00 14008969.51 Agency Mortgage-Backed Securities Federal National Mort 2029-11-01 3.000000 891677.00 219102.29 Agency Mortgage-Backed Securities Federal National Mort 2044-02-01 4.000000 58910.00 27106.98 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 3.500000 186424.00 95199.33 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 69988.00 35180.33 Agency Mortgage-Backed Securities Federal National Mort 2040-05-01 5.500000 1343695.00 126949.15 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 443377.00 468245.09 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 1011.00 399.30 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 2471701.00 771201.88 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 4.000000 4586609.00 1216792.62 Agency Mortgage-Backed Securities Federal National Mort 2044-12-01 3.500000 2299500.00 1112622.03 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.500000 780984.00 390758.60 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 10806298.00 6100699.47 Agency Mortgage-Backed Securities Federal National Mort 2038-04-01 1.729000 33412569.00 13223997.36 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 1.997000 352996.00 31602.58 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 3.814000 8809547.00 1387709.93 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.169000 25084066.00 11186722.48 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 3.735000 30236276.00 9003956.63 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 3.247000 1120637.00 376528.19 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.279000 25000000.00 8522052.27 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.421000 479600.00 98411.70 Agency Mortgage-Backed Securities Federal National Mort 2044-05-01 2.181000 5949329.00 5563501.26 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 3.000000 6598304.00 6806184.97 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 2608990.00 2604402.93 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-02-01 1.500000 121555.00 116063.23 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 2.000000 2087092.00 2110695.77 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.000000 958852.00 404313.19 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 4.000000 1562720.00 612917.33 Agency Mortgage-Backed Securities Federal National Mort 2057-02-01 4.500000 10770100.00 5706316.42 Agency Mortgage-Backed Securities Federal National Mort 2057-01-01 3.500000 21982623.00 14876655.25 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2056-07-01 3.500000 81800.00 46529.86 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.500000 1260112.00 1340203.86 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 2024504.00 449334.29 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.500000 24276038.00 13066218.29 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.000000 6420800.00 5853059.12 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 843712.00 594882.27 Agency Mortgage-Backed Securities Federal National Mort 2056-07-01 4.000000 1040628.00 655253.32 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 117568.00 117762.67 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2045-03-01 3.500000 563921.00 247015.19 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 3.500000 27424887.00 10862836.75 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 17882066.00 13848768.75 Agency Mortgage-Backed Securities Federal National Mort 2041-02-01 5.500000 18988.00 4342.70 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 2.500000 1000.00 1043.89 Agency Mortgage-Backed Securities Federal National Mort 2034-07-01 4.000000 2115.00 515.25 Agency Mortgage-Backed Securities Federal National Mort 2028-08-01 3.000000 24935104.00 5447521.95 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 3.500000 1606212.00 762727.76 Agency Mortgage-Backed Securities Federal National Mort 2042-05-01 4.000000 143504.00 27780.90 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 3.500000 1181490.00 364299.91 Agency Mortgage-Backed Securities Federal National Mort 2057-09-01 4.000000 136461.00 95522.93 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 2733296.00 1617034.28 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 3.500000 19356549.00 8300175.69 Agency Mortgage-Backed Securities Federal National Mort 2057-01-01 3.500000 46921.00 29705.95 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 9194304.00 5050660.30 Agency Mortgage-Backed Securities Federal National Mort 2039-01-01 3.500000 31977.00 11299.30 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.500000 335482.00 350687.51 Agency Mortgage-Backed Securities Federal National Mort 2046-04-01 3.500000 705125.00 337145.00 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 477702.00 262922.34 Agency Mortgage-Backed Securities Federal National Mort 2032-05-01 3.500000 81691701.00 12118608.99 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 41100.00 42834.02 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 38624895.00 14264018.15 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 22077130.00 18101660.66 Agency Mortgage-Backed Securities Federal National Mort 2034-08-01 3.500000 23655208.00 8659875.72 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 1135.00 1125.49 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 3.500000 32500000.00 10487856.47 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 3160653.00 2502934.70 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 1792369.00 1122374.84 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 386476.00 213305.16 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-11-01 1.500000 15127600.00 14132801.18 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 1999.00 1734.10 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 18707688.00 9908614.90 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 3.500000 30301108.00 5294690.93 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 1.500000 353880.00 335641.27 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-10-19 2021-10-19 2021-10-19 N N N 0.0007 300000000.00 300000000.00 0.0012 N N Y ING FINANCIAL MARKETS LLC (REPO) ING FINANCIAL MARKETS LLC (REPO) 0.070 0QZ001W08 0000877559 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2049-11-01 3.500000 369010.00 320379.73 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.000000 7286010.00 5789483.44 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 3.000000 27252825.00 28509934.32 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.000000 8368739.00 8355009.20 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 2795393.00 1695126.33 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 3.500000 1361742.00 1442423.68 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 884062.00 826288.32 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 1234890.00 653951.77 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 3.000000 82167.00 85080.85 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 1.500000 1224480.00 1174314.45 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 4.000000 357463.00 250193.62 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 1000.00 793.95 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 26986911.00 16492716.40 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 3.000000 39812814.00 28656783.67 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.500000 3450321.00 3248231.85 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 7981462.00 5106773.34 Agency Mortgage-Backed Securities Federal National Mort 2038-10-01 7.000000 3568943.00 100099.37 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 3.500000 5761515.00 2942176.77 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 5.500000 71901.00 4260.81 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 1465375.00 516119.14 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.000000 2608200.00 1218885.66 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.500000 228512.00 114334.01 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 1335789.00 450001.90 Agency Mortgage-Backed Securities Federal National Mort 2029-11-01 3.000000 102905.00 29838.07 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 14050624.00 7995530.30 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 3.500000 239907.00 83325.60 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 3.500000 13116723.00 5886150.27 Agency Mortgage-Backed Securities Federal National Mort 2040-08-01 5.500000 5144.00 613.50 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 3689008.00 1625814.02 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 1439644.00 355496.73 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 17502599.00 5461031.63 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 2569768.00 37643.43 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.500000 1425421.00 334242.34 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 167290.00 90031.92 Agency Mortgage-Backed Securities Federal National Mort 2044-09-01 4.000000 100000000.00 14116905.11 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 22766508.00 10347428.31 Agency Mortgage-Backed Securities Federal National Mort 2044-02-01 4.000000 1018.00 381.00 Agency Mortgage-Backed Securities Federal National Mort 2040-05-01 5.500000 427097.00 40351.12 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 5.000000 18461.00 14638.88 Agency Mortgage-Backed Securities Federal National Mort 2040-07-01 5.500000 1492.00 229.82 Agency Mortgage-Backed Securities Federal National Mort 2044-12-01 3.500000 6835573.00 3307418.63 Agency Mortgage-Backed Securities Federal National Mort 2043-09-01 4.000000 35838188.00 5981007.00 Agency Mortgage-Backed Securities Federal National Mort 2029-11-01 3.000000 28530656.00 7195648.27 Agency Mortgage-Backed Securities Federal National Mort 2029-11-01 3.000000 302945.00 74439.45 Agency Mortgage-Backed Securities Federal National Mort 2029-09-01 3.000000 527302.00 138821.53 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 1024.00 240.16 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 1115933.00 630000.38 Agency Mortgage-Backed Securities Federal National Mort 2043-11-01 4.000000 1337589.00 408108.28 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 4.000000 18707.00 3765.88 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 5117420.00 2021135.69 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 422256.00 212252.20 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-10-01 1.500000 1000.00 920.83 Agency Mortgage-Backed Securities Federal National Mort 2057-01-01 3.500000 2441356.00 1652178.25 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 78126213.00 46635653.91 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 32215956.00 17564534.15 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2056-07-01 3.500000 92347887.00 52529760.17 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-02-01 1.500000 179022.00 170933.90 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 3987600.00 4155838.17 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.500000 10270927.00 6276830.66 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 8253321.00 3803589.87 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 4426520.00 3051773.10 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 18641264.00 10649042.23 Agency Mortgage-Backed Securities Federal National Mort 2028-08-01 3.000000 13454636.00 2939407.23 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.000000 3790370.00 3455217.37 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 11286336.00 5977860.92 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 2.500000 5701769.00 5952014.04 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 3.500000 18157552.00 7192099.76 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 4.000000 30249884.00 6226607.73 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 22426800.00 17759879.37 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 2.000000 850560.00 860179.33 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.000000 58198280.00 17746135.05 Agency Mortgage-Backed Securities Federal National Mort 2035-08-01 3.500000 9512128.00 4219121.96 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.500000 16444940.00 17190296.58 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 2.500000 525755.00 238918.10 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 22893209.00 13543759.52 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 3.500000 3745225.00 3983268.95 Agency Mortgage-Backed Securities Federal National Mort 2045-10-01 3.500000 32091688.00 15239097.56 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 3.000000 32156224.00 26365793.69 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 2.000000 4383104.00 4313668.04 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 10175400.00 5484168.67 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 32271936.00 14871425.53 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 31871882.00 31815845.55 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 1.500000 8883584.00 8425730.34 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 17227716.00 10549757.52 Agency Mortgage-Backed Securities Federal National Mort 2051-07-01 2.500000 29792400.00 31409678.99 Agency Mortgage-Backed Securities Federal National Mort 2057-01-01 3.500000 447415.00 283260.92 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 4.000000 8049173.00 4442527.27 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.000000 7527106.00 4391223.07 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.500000 25357570.00 26399199.63 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-20 2021-09-20 2021-09-20 N N N 0.0007 600000000.00 600000000.00 0.0024 N N Y METROPOLITAN LIFE INSURANCE COMPANY (REPO) METROPOLITAN LIFE INSURANCE COMPANY (REPO) 0.060 0QT001NY1 0000937834 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 2045-11-15 0.000000 199999700.00 126570902.10 U.S. Treasuries (including strips) Federal National Mort 2047-08-15 0.000000 154999700.00 94317205.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-11-15 0.000000 164365900.00 99642711.15 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-11-15 0.000000 7205100.00 4106825.44 U.S. Treasuries (including strips) Federal National Mort 2042-11-15 0.000000 239478500.00 161343241.50 U.S. Treasuries (including strips) Federal National Mort 2044-02-15 0.000000 146426400.00 96167334.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-11-15 0.000000 146165021.60 108321514.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-08-15 0.000000 130867400.00 97289793.23 U.S. Treasuries (including strips) Federal National Mort 2042-02-15 0.000000 150000000.00 103566567.00 U.S. Treasuries (including strips) Federal National Mort 2027-11-15 0.000000 85000000.00 80392257.10 U.S. Treasuries (including strips) Federal National Mort 2027-08-15 0.000000 50798300.00 48284108.75 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 1000000000.00 1000000000.00 0.0040 N Y Y N MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO) MITSUBISHI UFJ TRUST AND BANKING CORPORATION NEW YORK BRANCH (REPO) 0.060 ORL001M14 JBONEPAGQXF4QP29B387 0001462160 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 549300M8ZYFG0OCMTT87 2041-05-20 5.000000 25000000.00 1744240.25 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2041-08-20 4.500000 74999600.00 6935261.01 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2041-09-20 4.500000 149994900.00 14692795.43 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2041-10-20 4.500000 87499400.00 8273747.26 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-08-20 3.500000 89999700.00 14756151.91 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-07-20 3.500000 30000000.00 4625364.30 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-02-20 3.500000 50000000.00 8941933.00 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-08-20 3.000000 49999700.00 13290466.25 Agency Mortgage-Backed Securities Federal National Mort 2046-02-20 3.000000 50000000.00 13819882.50 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-09-20 3.500000 20000000.00 3424652.80 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-03-20 4.000000 35000000.00 4325080.90 Agency Mortgage-Backed Securities Federal National Mort 2043-09-20 4.000000 22500000.00 2762895.60 Agency Mortgage-Backed Securities Federal National Mort 2044-07-20 4.500000 30000000.00 4301879.10 Agency Mortgage-Backed Securities Federal National Mort 2038-08-15 5.000000 43987600.00 1226546.27 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-07-20 3.000000 100000000.00 33534099.00 Agency Mortgage-Backed Securities Federal National Mort 2049-05-20 3.000000 100000000.00 31561651.00 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-09-20 3.000000 50000000.00 18796074.50 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-11-20 3.000000 150000000.00 64123012.50 Agency Mortgage-Backed Securities Federal National Mort 2049-09-20 2.500000 50000000.00 20219176.50 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2046-10-20 2.500000 50000000.00 17427997.50 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-08-20 3.000000 50000000.00 35978177.50 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-02-20 2.000000 50000000.00 49495866.50 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-01-20 2.000000 100000000.00 98332627.00 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-04-20 2.500000 236424100.00 240404396.70 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-05-20 2.500000 237363500.00 243025616.40 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-04-20 3.500000 100000000.00 25511285.00 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2045-05-20 3.500000 224982800.00 41191128.92 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-10-20 3.000000 150000000.00 60815631.00 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2044-04-20 4.000000 99999800.00 13331219.33 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-01-20 3.000000 100000000.00 44941588.00 Agency Mortgage-Backed Securities Federal National Mort 2044-03-20 3.500000 34997500.00 5573762.39 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-07-20 3.000000 73527300.00 49043082.61 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-05-20 3.500000 100000000.00 26714043.00 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-03-20 2.500000 200000000.00 200724816.00 Agency Mortgage-Backed Securities Federal National Mort 2039-02-15 5.000000 24997800.00 1172168.09 Agency Mortgage-Backed Securities Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2021-09-07 N N N 0.0006 1400000000.00 1400000000.00 0.0057 N Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 0.070 0RG002L31 KX1WK48MPD4Y2NCUIZ63 0001274981 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2022-07-31 0.100005 1248900.00 1249536.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-07-15 0.750000 7107300.00 8959917.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-07-15 0.125000 500.00 624.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-04-15 3.375000 9028500.00 20858880.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 0.750000 700.00 1027.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 2.500000 2598200.00 4291020.30 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-02-15 0.875000 200.00 299.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-04-15 3.875000 7472000.00 17700175.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 1511300.00 3481570.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-02-15 0.250000 15395100.00 19089438.81 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 1.375000 7148000.00 11804861.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-17 0.000000 7995800.00 7993960.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-07 0.000000 200.00 199.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-09 0.000000 2135700.00 2135678.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-15 7.625000 230700.00 256760.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 6.000000 400.00 494.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-08-15 1.125000 200.00 178.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-08-15 5.500000 800.00 1042.06 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-15 6.875000 400.00 499.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 5003400.00 6179155.71 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-02-15 7.625000 470000.00 586647.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-05-15 3.375000 821500.00 1063016.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-02-15 3.125000 2446400.00 3011211.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 3.625000 123400.00 164299.21 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-15 6.375000 10999800.00 14529610.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-02-15 2.000000 1100.00 1124.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-11-15 1.375000 135593100.00 126585016.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-02-15 3.500000 849000.00 1090930.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2051-02-15 1.875000 400.00 397.26 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-08-15 2.750000 28844900.00 33519927.13 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-09-30 2.125000 14000000.00 14854968.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-10-31 1.625000 10708000.00 11086970.96 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-11-15 3.125000 81638000.00 94004621.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-11-30 0.375000 100.00 98.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-15 2.500000 74400.00 75309.69 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-06-15 0.250000 6029000.00 6013342.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-07-31 0.125000 200.00 199.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-09-30 0.250000 500.00 492.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-07-15 0.375000 300.00 300.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-05-31 2.875000 22999900.00 25129156.59 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-12-31 2.625000 24999500.00 27195019.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-06-30 1.375000 100.00 102.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-15 1.625000 7383700.00 7720020.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 2.000000 200.00 205.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-12-15 0.125000 39507200.00 39386425.63 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-06-30 0.500000 1300.00 1271.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-12-31 2.250000 149000.00 156409.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-08-15 1.250000 100.00 99.74 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-07 2021-09-07 2022-02-17 Y NATIXIS NEW YORK BRANCH (REPO) 1.0000 7 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0007 500000000.00 500000000.00 0.0020 N Y N NATIXIS NEW YORK BRANCH (REPO) NATIXIS NEW YORK BRANCH (REPO) 0.050 0RG002LO5 KX1WK48MPD4Y2NCUIZ63 0001274981 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2051-03-01 2.000000 353790.00 348062.86 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.000000 23599985.00 10859948.17 Agency Mortgage-Backed Securities Federal National Mort 2051-09-25 0.750000 13333333.00 13346306.33 Agency Collateralized Mortgage Obligation Federal National Mort 2049-09-25 0.564380 2331.00 807.94 Agency Collateralized Mortgage Obligation Federal National Mort 2041-05-25 0.000000 154639.00 11891.31 Agency Collateralized Mortgage Obligation Federal National Mort 2048-09-25 3.000000 25170360.00 15446046.43 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-25 2.500000 985000.00 1006088.19 Agency Collateralized Mortgage Obligation Federal National Mort 2047-07-25 2.500000 25000000.00 14669865.09 Agency Collateralized Mortgage Obligation Federal National Mort 2050-01-01 5.000000 951692.00 838981.90 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 5.000000 1178229.00 836527.58 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.500000 1965436.00 584868.01 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-06-20 2.500000 382117550.00 394479562.39 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-06-20 3.000000 111000000.00 115353627.87 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2026-04-15 0.125000 655000.00 742439.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-07-15 0.125000 200.00 250.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-02-15 0.250000 5346800.00 6629863.49 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-04-15 3.875000 982200.00 2326701.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 100.00 230.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-07 0.000000 100.00 100.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 3000.00 3388.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-02-15 1.875000 3275600.00 3315644.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-08-15 2.875000 4441000.00 5309690.69 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2051-02-15 1.875000 4554900.00 4523722.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-05-15 3.000000 100.00 122.69 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-31 1.625000 5300.00 5381.63 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-05-31 1.250000 100.00 101.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-31 1.250000 300.00 307.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 2.125000 1400.00 1442.08 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-06-30 0.875000 500.00 503.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-11-15 2.250000 800.00 851.38 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-15 1.625000 2590000.00 2707971.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-11-15 3.125000 5901000.00 6794890.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-31 0.750000 200.00 199.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-15 2.000000 5604900.00 5914736.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-15 1.750000 300.00 309.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-11-30 2.125000 173500.00 183724.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-02-15 1.500000 6029400.00 6184790.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 0.125000 2600.00 2601.66 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-31 1.625000 100.00 100.80 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-05-15 1.625000 100.00 103.77 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 600000000.00 600000000.00 0.0024 N Y Y N NOMURA SECURITIES INTERNATIONAL INC (REPO) NOMURA SECURITIES INTERNATIONAL INC (REPO) 0.050 0QJ004FW9 XPSKD1VTEQPKCHBEKQ95 0000902266 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2022-04-08 0.140000 2000000.00 2000212.22 Agency Debentures and Agency Strips Federal National Mort 2022-08-05 1.850000 18000000.00 18319610.00 Agency Debentures and Agency Strips Federal National Mort 2040-11-02 2.000000 2100000.00 2015960.33 Agency Debentures and Agency Strips Federal National Mort 2549001DPIFGXC1TOL40 2028-11-16 3.250000 2500000.00 2885052.92 Agency Debentures and Agency Strips Federal National Mort 2549001DPIFGXC1TOL40 2022-10-21 0.125000 575000.00 575428.60 Agency Debentures and Agency Strips Federal National Mort 2549001DPIFGXC1TOL40 2036-07-15 5.500000 22000000.00 33011787.11 Agency Debentures and Agency Strips Federal National Mort 2048-11-01 5.000000 2166029.00 699983.21 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.500000 3527346.00 1935348.70 Agency Mortgage-Backed Securities Federal National Mort 2042-01-01 4.000000 15222224.00 4234384.77 Agency Mortgage-Backed Securities Federal National Mort 2039-08-01 4.500000 1000000.00 140656.05 Agency Mortgage-Backed Securities Federal National Mort 2033-01-01 3.500000 4106512.00 2011241.52 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.000000 68400000.00 36508886.18 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 16567392.00 8856709.14 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2051-03-01 2.000000 99999000.00 99012694.07 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 2.500000 14255360.00 10183811.30 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 2.000000 46542912.00 46590702.94 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 3.500000 31350752.00 17160087.16 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 82804736.00 24116723.42 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 4.000000 5092362.00 2759501.09 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 4.000000 5526648.00 3322215.16 Agency Mortgage-Backed Securities Federal National Mort 2044-12-01 4.000000 2807772.00 926399.44 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 4.000000 7072000.00 1577031.53 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 1386508.00 1032750.51 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 5.000000 3654704.00 1101571.24 Agency Mortgage-Backed Securities Federal National Mort 2042-07-01 3.500000 17561376.00 4696964.43 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 3.500000 45630518.00 36561059.58 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 3.000000 28406016.00 29758042.38 Agency Mortgage-Backed Securities Federal National Mort 2040-10-01 4.000000 825000.00 155649.06 Agency Mortgage-Backed Securities Federal National Mort 2039-12-01 4.500000 865000.00 154537.08 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 43249919.00 35238578.58 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.000000 9100000.00 4382235.99 Agency Mortgage-Backed Securities Federal National Mort 2032-11-01 3.500000 1443136.00 801416.40 Agency Mortgage-Backed Securities Federal National Mort 2031-03-15 0.000000 4396000.00 3771724.04 Agency Debentures and Agency Strips Federal National Mort 2031-07-15 0.000000 1000.00 852.15 Agency Debentures and Agency Strips Federal National Mort 2048-04-01 3.075000 25073171.00 6139640.73 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 3.037000 16952416.00 6700147.24 Agency Mortgage-Backed Securities Federal National Mort 2037-04-01 2.300000 87439749.00 1776044.07 Agency Mortgage-Backed Securities Federal National Mort 2045-09-01 2.420000 4985130.00 2793858.17 Agency Mortgage-Backed Securities Federal National Mort 2042-02-01 1.717000 10696682.00 2171122.52 Agency Mortgage-Backed Securities Federal National Mort 2037-09-01 1.764000 10475314.00 821610.08 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.076000 9105281.00 774750.19 Agency Mortgage-Backed Securities Federal National Mort 2040-09-01 2.013000 21012942.00 2432030.75 Agency Mortgage-Backed Securities Federal National Mort 2035-09-01 2.363000 45165780.00 627018.85 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2023-12-04 0.250000 6678000.00 6680224.89 Agency Debentures and Agency Strips Federal National Mort S6XOOCT0IEG5ABCC6L87 2025-02-12 1.500000 70000.00 72459.71 Agency Debentures and Agency Strips Federal National Mort S6XOOCT0IEG5ABCC6L87 2029-09-15 6.750000 958000.00 1410619.55 Agency Debentures and Agency Strips Federal National Mort S6XOOCT0IEG5ABCC6L87 2022-07-25 0.125000 945000.00 945575.51 Agency Debentures and Agency Strips Federal National Mort S6XOOCT0IEG5ABCC6L87 2023-08-24 0.250000 476000.00 476577.20 Agency Debentures and Agency Strips Federal National Mort S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 1643000.00 2455713.42 Agency Debentures and Agency Strips Federal National Mort 2031-03-15 0.000000 67808000.00 58119525.15 Agency Debentures and Agency Strips Federal National Mort 2042-08-01 3.500000 18604800.00 6091649.05 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 5743592.00 4859607.50 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 73450752.00 33626198.34 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 5.000000 7612475.00 3211342.37 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 3.500000 2051657.00 550765.01 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 4.000000 126500000.00 36995474.25 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 3.500000 90288000.00 57969691.38 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.500000 22233100.00 5855559.21 Agency Mortgage-Backed Securities Federal National Mort 2029-02-01 3.620000 2945316.00 3402271.96 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.038000 19711392.00 7995797.06 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 2.262000 16327085.00 5099322.83 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 2.873000 8369752.00 5294981.15 Agency Mortgage-Backed Securities Federal National Mort 2046-04-01 1.915000 20900000.00 3407820.40 Agency Mortgage-Backed Securities Federal National Mort 2038-01-01 5.670000 3000000.00 907473.46 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.023000 2911080.00 659224.58 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 2.092000 5128729.00 5308590.11 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 3.834000 25888564.00 6065562.93 Agency Mortgage-Backed Securities Federal National Mort 2035-02-01 1.729000 33360023.00 581399.96 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 1.734000 20119665.00 20586360.75 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 2.163000 6500000.00 4641242.37 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 2.921000 27102733.00 7792857.97 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.608000 12714241.00 3278483.40 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 3.039000 9000000.00 2981715.64 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.072000 11564885.00 2879455.56 Agency Mortgage-Backed Securities Federal National Mort 2041-08-01 1.337000 20914262.00 1297814.75 Agency Mortgage-Backed Securities Federal National Mort 2032-03-01 1.412000 15347627.00 1208127.82 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 2.041000 7764865.00 6251476.38 Agency Mortgage-Backed Securities Federal National Mort 2039-03-01 2.095000 17556260.00 5745146.30 Agency Mortgage-Backed Securities Federal National Mort 2037-09-01 3.500000 19471925.00 2127333.70 Agency Mortgage-Backed Securities Federal National Mort 2051-04-01 2.000000 1024.00 1011.30 Agency Mortgage-Backed Securities Federal National Mort 2042-04-01 3.500000 6411888.00 1977037.65 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 3.500000 14383844.00 7146876.98 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 4.000000 189999000.00 57348425.60 Agency Mortgage-Backed Securities Federal National Mort 2046-07-01 3.500000 71143680.00 40245800.02 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.000000 15766055.00 7213853.64 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2032-09-01 3.000000 2000000.00 916967.20 Agency Mortgage-Backed Securities Federal National Mort 2051-03-01 2.000000 8167701.00 8152480.97 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.000000 50154131.00 37151133.35 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 7094187.00 3582213.19 Agency Mortgage-Backed Securities Federal National Mort 2033-05-01 2.500000 2275623.00 808720.78 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.000000 3498070.00 1053134.37 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 1549668.00 1324902.51 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 4074266.00 2953741.44 Agency Mortgage-Backed Securities Federal National Mort 2033-03-01 3.500000 2164819.00 949837.08 Agency Mortgage-Backed Securities Federal National Mort 2043-07-01 3.500000 7267600.00 2039827.24 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 2.500000 28431272.00 25977876.62 Agency Mortgage-Backed Securities Federal National Mort 2044-07-01 4.000000 9240564.00 3219916.83 Agency Mortgage-Backed Securities Federal National Mort 2033-12-01 4.000000 1483370.00 1077675.03 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 2.500000 5991681.00 6272000.16 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 1000.00 724.14 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-04-01 2.500000 179003.00 181659.25 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 3.000000 12019243.00 3367481.70 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 4.000000 24619120.00 13510958.11 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 4203000.00 1997585.73 Agency Mortgage-Backed Securities Federal National Mort 2037-06-01 3.500000 2098004.00 720803.00 Agency Mortgage-Backed Securities Federal National Mort 2050-11-01 2.500000 6169.00 6194.31 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.000000 95499811.00 48654894.52 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.500000 70000000.00 45911156.18 Agency Mortgage-Backed Securities Federal National Mort 2043-07-01 3.000000 5998712.00 1960370.15 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 5563191.00 2391943.50 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 72600000.00 37571514.78 Agency Mortgage-Backed Securities Federal National Mort 2046-12-01 3.500000 1000.00 509.34 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 48025551.00 27854368.62 Agency Mortgage-Backed Securities Federal National Mort 2030-10-01 3.500000 23266056.00 7293382.70 Agency Mortgage-Backed Securities Federal National Mort 2045-12-01 4.000000 6865569.00 1579571.39 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.000000 5936318.00 2512428.21 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 42924928.00 22887359.22 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 1082368.00 633326.13 Agency Mortgage-Backed Securities Federal National Mort 2046-03-01 3.500000 5480809.00 2276634.58 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 3.500000 7699320.00 2303897.63 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 21879488.00 9533766.02 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 5.000000 1001.00 357.67 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.000000 2104154.00 1357795.22 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 4.500000 1350000.00 632967.54 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.000000 22799.00 5001.41 Agency Mortgage-Backed Securities Federal National Mort 2042-11-01 3.500000 5049990.00 1816760.96 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 4796984.00 3747812.55 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.000000 13160768.00 7992821.85 Agency Mortgage-Backed Securities Federal National Mort 2033-03-01 3.500000 1096703.00 554405.25 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 5149115.00 3225832.38 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.500000 20910697.00 9559132.98 Agency Mortgage-Backed Securities Federal National Mort 2042-07-01 3.500000 2176700.00 94515.54 Agency Mortgage-Backed Securities Federal National Mort 2043-10-01 3.000000 2088614.00 655208.86 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 5761606.00 1586088.33 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 4.000000 38638100.00 6868959.06 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 3625719.00 1548563.14 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.000000 15650000.00 3396900.53 Agency Mortgage-Backed Securities Federal National Mort 2043-09-01 4.500000 11354721.00 3412721.20 Agency Mortgage-Backed Securities Federal National Mort 2044-02-01 4.500000 27850144.00 6247287.66 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.000000 2212830.00 2000088.20 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 1753375.00 1006254.79 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.500000 65637376.00 36622057.03 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.000000 3265761.00 2038448.21 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 2.000000 2000000.00 2078845.33 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 13602288.00 3429189.01 Agency Mortgage-Backed Securities Federal National Mort 2041-08-01 4.500000 2800000.00 893799.15 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 5.000000 5980366.00 4295460.03 Agency Mortgage-Backed Securities Federal National Mort 2038-03-01 4.000000 8165059.00 3751568.86 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 3.500000 6663432.00 4274012.53 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 9176748.00 4077854.64 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 4.000000 7658334.00 4734971.97 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 4958800.00 2769972.51 Agency Mortgage-Backed Securities Federal National Mort 2043-07-01 3.000000 2462163.00 660341.52 Agency Mortgage-Backed Securities Federal National Mort 2044-07-01 4.000000 1336931.00 755535.20 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 4.500000 1448328.00 1339654.78 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 3.500000 2333407.00 1043087.77 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.000000 15542145.00 15067022.90 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 3.500000 1000.00 190.54 Agency Mortgage-Backed Securities Federal National Mort 2033-09-01 4.000000 18885091.00 9327143.66 Agency Mortgage-Backed Securities Federal National Mort 2028-06-01 3.000000 1507260.00 214704.36 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 12600858.00 4400709.76 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.000000 8796912.00 3363843.60 Agency Mortgage-Backed Securities Federal National Mort 2043-07-01 3.500000 2000000.00 750431.86 Agency Mortgage-Backed Securities Federal National Mort 2044-12-01 5.000000 6077744.00 1964566.11 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.000000 14766367.00 5860912.68 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 8941225.00 3579620.45 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.000000 9525012.00 3813673.41 Agency Mortgage-Backed Securities Federal National Mort 2056-03-01 4.000000 120365641.00 83069707.79 Agency Mortgage-Backed Securities Federal National Mort 2027-06-01 3.000000 7523416.00 1528519.56 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 1515313.00 851011.36 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 7517000.00 3482641.20 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 5.000000 9718037.00 3637621.88 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.500000 5840799.00 5653206.09 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 3.500000 1349600.00 434788.42 Agency Mortgage-Backed Securities Federal National Mort 2043-05-01 3.500000 4994797.00 2398767.01 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 1924030.00 570828.84 Agency Mortgage-Backed Securities Federal National Mort 2043-12-01 4.500000 2500694.00 445410.10 Agency Mortgage-Backed Securities Federal National Mort 2042-08-01 3.500000 11284624.00 3736834.76 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.500000 162353.00 85716.47 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 3.500000 4582483.00 915989.57 Agency Mortgage-Backed Securities Federal National Mort 2051-01-01 2.500000 6830984.00 7135252.96 Agency Mortgage-Backed Securities Federal National Mort 2038-01-01 4.000000 4089763.00 2018497.58 Agency Mortgage-Backed Securities Federal National Mort 2033-01-01 3.500000 4353989.00 2318102.68 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 3.500000 6572072.00 4155460.08 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 4.000000 22133344.00 9922036.49 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 53629714.00 29064348.31 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 131691660.00 129737148.65 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 3521100.00 2116279.34 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 3.500000 8241830.00 4768298.35 Agency Mortgage-Backed Securities Federal National Mort 2036-08-01 2.500000 1001524.00 1063978.37 Agency Mortgage-Backed Securities Federal National Mort 2043-10-01 4.500000 2464304.00 724349.85 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 5.000000 1612431.00 1263570.38 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 3.000000 38620250.00 40575941.47 Agency Mortgage-Backed Securities Federal National Mort 2036-02-01 3.000000 1103222.00 1038448.00 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 2096834.00 1074689.95 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 5.000000 7595172.00 1916246.35 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 13422852.00 7593348.92 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 3599000.00 2599481.79 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 3.500000 3974379.00 1254296.69 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 2.500000 1035.00 1007.62 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 19667200.00 9063740.86 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 62730617.00 34526295.30 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 45001604.00 24956355.79 Agency Mortgage-Backed Securities Federal National Mort 2046-01-01 4.000000 30801000.00 11985506.00 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.500000 196480.00 100347.01 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 5.500000 861557.00 564149.74 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.500000 6400599.00 4062570.25 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.000000 56927585.00 37369444.96 Agency Mortgage-Backed Securities Federal National Mort 2030-03-01 3.500000 1063560.00 273454.73 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 5978834.00 3259800.28 Agency Mortgage-Backed Securities Federal National Mort 2043-04-01 3.500000 2635140.00 755311.45 Agency Mortgage-Backed Securities Federal National Mort 2031-01-01 1.500000 3400000.00 3139070.45 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 4849228.00 2886010.95 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-02-01 2.000000 100000.00 98024.03 Agency Mortgage-Backed Securities Federal National Mort 2051-02-01 2.500000 45812158.00 46564352.93 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 8587776.00 3913146.42 Agency Mortgage-Backed Securities Federal National Mort 2032-02-01 3.500000 1500550.00 726083.84 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 1024.00 852.47 Agency Mortgage-Backed Securities Federal National Mort 2048-11-01 4.000000 1175050.00 831380.71 Agency Mortgage-Backed Securities Federal National Mort 2034-02-01 4.000000 7159663.00 3849007.22 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 3.500000 28509000.00 20528908.87 Agency Mortgage-Backed Securities Federal National Mort 2040-05-01 2.000000 5300208.00 4012539.93 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 3293928.00 1004406.67 Agency Mortgage-Backed Securities Federal National Mort 2030-04-01 3.500000 1879550.00 424907.13 Agency Mortgage-Backed Securities Federal National Mort 2033-10-01 4.000000 4559225.00 2841177.97 Agency Mortgage-Backed Securities Federal National Mort 2042-05-01 4.000000 7325568.00 1250608.46 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-08-01 6.500000 1006.00 97.36 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.500000 2911978.00 1215272.79 Agency Mortgage-Backed Securities Federal National Mort 2050-10-01 2.000000 2044600.00 1948560.21 Agency Mortgage-Backed Securities Federal National Mort 2039-10-01 6.500000 2000000.00 512902.09 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.500000 6390240.00 3388910.80 Agency Mortgage-Backed Securities Federal National Mort 2028-02-01 6.000000 7133693.00 1728132.66 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.500000 9260543.00 2566045.65 Agency Mortgage-Backed Securities Federal National Mort 2044-07-01 4.000000 7011124.00 3386717.88 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2025-06-17 0.500000 75266000.00 75122902.61 Agency Debentures and Agency Strips Federal National Mort B1V7KEBTPIMZEU4LTD58 2030-05-15 7.250000 476000.00 718048.01 Agency Debentures and Agency Strips Federal National Mort B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 15163000.00 23425114.00 Agency Debentures and Agency Strips Federal National Mort B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 781000.00 1148759.58 Agency Debentures and Agency Strips Federal National Mort B1V7KEBTPIMZEU4LTD58 2023-01-19 2.375000 4620000.00 4773110.65 Agency Debentures and Agency Strips Federal National Mort B1V7KEBTPIMZEU4LTD58 2030-01-15 7.125000 27451000.00 40364778.51 Agency Debentures and Agency Strips Federal National Mort 2049-07-15 4.500000 291092.00 219943.66 Agency Mortgage-Backed Securities Federal National Mort 2049-07-15 4.500000 553266.00 120506.24 Agency Mortgage-Backed Securities Federal National Mort 2049-07-15 4.000000 635856.00 135706.98 Agency Mortgage-Backed Securities Federal National Mort 2048-11-15 4.500000 66060.00 26046.31 Agency Mortgage-Backed Securities Federal National Mort 2047-07-15 4.500000 230000.00 69899.78 Agency Mortgage-Backed Securities Federal National Mort 2041-11-15 4.500000 760531.00 222046.68 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 247015.00 272454.00 Agency Mortgage-Backed Securities Federal National Mort 2051-08-20 3.500000 2444784.00 2676089.09 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-08-20 2.500000 18193784.00 18933240.03 Agency Mortgage-Backed Securities Federal National Mort 549300HE1ISW43LNKM54 2038-01-15 6.150000 610000.00 952079.05 Agency Debentures and Agency Strips Federal National Mort 549300HE1ISW43LNKM54 2036-04-01 5.880000 47362000.00 72026708.74 Agency Debentures and Agency Strips Federal National Mort 549300HE1ISW43LNKM54 2030-05-01 7.125000 610000.00 909650.30 Agency Debentures and Agency Strips Federal National Mort 549300HE1ISW43LNKM54 2048-01-15 4.875000 383000.00 569601.88 Agency Debentures and Agency Strips Federal National Mort 549300HE1ISW43LNKM54 2039-09-15 5.250000 16651000.00 24672424.99 Agency Debentures and Agency Strips Federal National Mort 549300HE1ISW43LNKM54 2065-09-15 4.250000 3844000.00 5668851.44 Agency Debentures and Agency Strips Federal National Mort 254900HROIFWPRGM1V77 2026-01-15 0.625000 3028900.00 3861737.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-07-15 0.250000 9870000.00 11874752.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-07-15 0.125000 9983800.00 11902859.66 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-07-15 0.750000 15600.00 19666.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-15 0.125000 10230000.00 12493714.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-15 0.125000 13485600.00 16350749.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-01-15 0.625000 7164100.00 8944419.51 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-15 0.125000 9990800.00 11346351.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 0.875000 10967700.00 13889805.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 1.000000 315567500.00 479824056.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-02-15 1.000000 781300.00 1174167.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 0.750000 14792100.00 21704400.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 100.00 230.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-02-15 0.750000 226123200.00 340999420.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-02-15 1.000000 927300.00 1433721.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 2.125000 12902500.00 24816311.66 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-02-15 0.625000 326100.00 473630.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-02-15 0.875000 113919000.00 170651558.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-07 0.000000 300.00 299.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-09 0.000000 1000.00 999.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-02-15 4.750000 242800.00 366163.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-15 6.875000 900.00 1123.57 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 3.625000 41726200.00 55555768.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-08-15 3.875000 1855300.00 2508816.03 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-11-15 3.000000 6079700.00 7480063.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-08-15 4.500000 225437200.00 326195572.41 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2051-08-15 2.000000 64600.00 66129.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-05-15 4.250000 87300.00 123570.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-05-15 3.125000 34172000.00 43446424.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-08-15 3.750000 7302400.00 9762435.69 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-05-15 3.000000 29441000.00 36487831.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-11-15 2.750000 825100.00 979513.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 4.625000 3345600.00 4928831.16 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 130987000.00 161767811.68 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-08-15 1.375000 16573500.00 14588787.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2037-02-15 4.750000 955700.00 1387488.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 4.375000 38800000.00 56081546.15 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 25000.00 28237.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-02-15 2.000000 194900.00 199255.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2037-05-15 5.000000 79972000.00 120209025.15 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-11-15 1.625000 266900.00 250992.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-08-15 2.250000 332000.00 357550.14 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-05-15 0.000000 500000.00 291445.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-15 2.375000 6926900.00 7338583.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-01-31 0.375000 50000000.00 49308794.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-02-15 2.625000 10199900.00 11323942.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-05-15 0.250000 100.00 99.81 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-06-30 1.750000 3350300.00 3490906.63 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-05-15 1.625000 27809900.00 28859418.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-09-30 0.375000 300.00 290.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-12-31 2.250000 24999600.00 26559169.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-31 0.125000 22575700.00 22540414.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-12-15 0.125000 427200.00 425894.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-05-15 2.500000 400000.00 426184.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-05-31 1.250000 202300.00 205782.41 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-11-15 1.750000 40734700.00 42840515.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-02-15 1.125000 30054300.00 29724067.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-15 2.500000 9297200.00 9411489.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-09-30 1.500000 100.00 103.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-31 2.375000 100.00 103.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-06-30 0.125000 996600.00 996032.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-02-29 2.375000 1517900.00 1596223.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-01-31 2.250000 12401600.00 13012693.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 0.000000 42727.09 30044.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 0.000000 58905.08 36679.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2033-02-15 0.000000 20721054.36 17289668.48 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-05-15 0.000000 19407650.00 16478472.79 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-02-15 0.000000 291500.00 289243.79 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-11-15 0.000000 38623600.00 35456889.66 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-08-15 0.000000 11698320.00 9874013.79 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-02-15 0.000000 81469.71 75874.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-05-15 0.000000 41018.09 27817.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-08-15 0.000000 0.39 0.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-11-15 0.000000 26861158.30 26695532.40 U.S. Treasuries (including strips) Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 4500000000.00 4500000000.00 0.0182 N Y Y N NOMURA SECURITIES INTERNATIONAL INC (REPO) NOMURA SECURITIES INTERNATIONAL INC (REPO) 0.050 0QJ004FX7 XPSKD1VTEQPKCHBEKQ95 0000902266 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2031-07-15 0.125000 199122000.00 227233623.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-04-15 0.125000 1254100.00 1421516.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-01-15 0.125000 1523100.00 1799811.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-10-15 0.125000 48853000.00 55610052.08 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-01-15 2.375000 525300.00 878142.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-02-15 2.125000 6975800.00 13401129.38 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-02-15 1.375000 78837700.00 130199796.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-01-15 2.375000 15000000.00 24947422.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-04-15 3.375000 990200.00 2287695.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 2506500.00 5774204.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-01-15 2.500000 6099900.00 10074203.19 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-07 0.000000 9171000.00 9169917.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-02-15 2.500000 97269000.00 109193591.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 408100800.00 460956365.47 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-08-15 2.750000 3500600.00 4127986.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-31 1.250000 13313900.00 13650342.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-05-31 0.250000 23534100.00 23263891.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-09-30 1.375000 7899700.00 8133672.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-05-15 2.875000 831700.00 938912.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-30 1.750000 1300.00 1311.15 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-31 1.375000 18660000.00 19208790.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-11-30 2.125000 3460000.00 3663903.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-31 1.500000 1645300.00 1657490.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-02-15 1.500000 100.00 102.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-30 2.000000 141000.00 145020.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-15 1.625000 1665000.00 1690655.19 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-31 2.750000 870400.00 943774.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-02-15 0.000000 8604492.00 8013535.49 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-11-15 0.000000 62653170.00 58667112.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 0.000000 133493600.00 128947875.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-02-15 0.000000 0.62 0.62 U.S. Treasuries (including strips) Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating A- Standard & Poor's Short Rating A-2 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 1300000000.00 1300000000.00 0.0053 N Y Y N NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 0.060 0QP001HL0 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2025-06-30 2.750000 6607055.00 7150339.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-05-15 2.375000 6002255.00 6505884.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-08-15 0.625000 279999440.00 265518148.98 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 2.000000 6837915.00 7258074.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-15 1.500000 391951700.00 405945763.30 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 4710615.00 10770378.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-15 6.750000 8009890.00 10343398.84 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2021-09-14 2021-09-14 2021-09-14 N N N 0.0006 700000000.00 700000000.00 0.0028 N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 0.060 0QP001HN6 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2025-06-30 2.750000 4719325.00 5107385.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-05-15 2.375000 4287325.00 4647060.59 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-08-15 0.625000 199999600.00 189655820.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 2.000000 4884225.00 5184338.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-15 1.500000 279965500.00 289961259.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 3364725.00 7693127.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-15 6.750000 5721350.00 7388142.03 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2021-10-15 2021-10-15 2021-10-15 N N N 0.0006 500000000.00 500000000.00 0.0020 N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 0.060 0QP001HM8 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2025-06-30 2.750000 4719325.00 5107385.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-05-15 2.375000 4287325.00 4647060.59 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-08-15 0.625000 199999600.00 189655820.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 2.000000 4884225.00 5184338.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-15 1.500000 279965500.00 289961259.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 3364725.00 7693127.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-15 6.750000 5721350.00 7388142.03 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2021-09-17 2021-09-17 2021-09-17 N N N 0.0006 500000000.00 500000000.00 0.0020 N N Y NORINCHUKIN BANK NEW YORK BRANCH (REPO) NORINCHUKIN BANK NEW YORK BRANCH (REPO) 0.060 0QP001HK2 5493007VSMFZCPV1NB83 0001496637 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2025-06-30 2.750000 2831595.00 3064431.17 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-05-15 2.375000 2572395.00 2788236.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-08-15 0.625000 119999760.00 113793492.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-11-15 2.000000 2930535.00 3110603.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-15 1.500000 167979300.00 173976755.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 2018835.00 4615876.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-15 6.750000 3432810.00 4432885.22 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2021-09-13 2021-09-13 2021-09-13 N N N 0.0006 300000000.00 300000000.00 0.0012 N N Y RBC CAPITAL MARKETS LLC (REPO) RBC CAPITAL MARKETS LLC (REPO) 0.050 0PO003IV6 549300LCO2FLSSVFFR64 0000050916 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2029-03-01 1.200000 20000.00 20000.20 Agency Debentures and Agency Strips Federal National Mort 2035-07-30 1.650000 1000000.00 967550.00 Agency Debentures and Agency Strips Federal National Mort 2031-07-01 2.570000 784000.00 852892.95 Agency Mortgage-Backed Securities Federal National Mort 2023-10-01 5.000000 16331625.00 92685.73 Agency Mortgage-Backed Securities Federal National Mort 2024-02-01 5.000000 3035856.00 27504.34 Agency Mortgage-Backed Securities Federal National Mort 2023-08-01 5.000000 1810000.00 42751.57 Agency Mortgage-Backed Securities Federal National Mort 2025-06-01 5.000000 1625421.00 110176.75 Agency Mortgage-Backed Securities Federal National Mort 2026-06-01 5.000000 5000000.00 153043.29 Agency Mortgage-Backed Securities Federal National Mort 2024-06-01 5.000000 2199070.00 53036.07 Agency Mortgage-Backed Securities Federal National Mort 2027-01-25 0.530500 65232137.00 49823438.42 Agency Collateralized Mortgage Obligation Federal National Mort 2040-04-25 1.200000 39745235.00 35840307.05 Agency Collateralized Mortgage Obligation Federal National Mort 2039-01-25 3.070000 71516881.00 63514307.20 Agency Collateralized Mortgage Obligation Federal National Mort 2038-04-25 3.140000 50000000.00 36501874.44 Agency Collateralized Mortgage Obligation Federal National Mort 2024-11-25 0.390500 16000000.00 5233462.60 Agency Collateralized Mortgage Obligation Federal National Mort 2036-05-25 0.700000 7500000.00 428900.64 Agency Collateralized Mortgage Obligation Federal National Mort 2028-01-25 0.330500 15000000.00 4038098.58 Agency Collateralized Mortgage Obligation Federal National Mort 2025-03-25 0.310500 20060000.00 11418417.75 Agency Collateralized Mortgage Obligation Federal National Mort 2037-03-25 2.460000 15017000.00 8099197.01 Agency Collateralized Mortgage Obligation Federal National Mort 2037-03-25 2.410000 6900000.00 3185867.06 Agency Collateralized Mortgage Obligation Federal National Mort 2037-07-25 2.340000 82095000.00 64682341.70 Agency Collateralized Mortgage Obligation Federal National Mort 2038-04-25 3.000000 55500000.00 42006931.51 Agency Collateralized Mortgage Obligation Federal National Mort 2024-12-25 0.340500 15950000.00 5252171.52 Agency Collateralized Mortgage Obligation Federal National Mort 2023-01-25 0.590500 145135000.00 11993955.89 Agency Collateralized Mortgage Obligation Federal National Mort 2038-06-25 3.190000 30000000.00 26425182.27 Agency Collateralized Mortgage Obligation Federal National Mort 2037-09-25 2.620000 12090000.00 7936713.70 Agency Collateralized Mortgage Obligation Federal National Mort 2040-01-25 1.560000 14076976.00 12460177.56 Agency Collateralized Mortgage Obligation Federal National Mort 2022-07-25 0.470500 131540000.00 2184023.80 Agency Collateralized Mortgage Obligation Federal National Mort 2023-09-25 0.570500 53550000.00 2940884.14 Agency Collateralized Mortgage Obligation Federal National Mort 2036-09-25 2.030000 9500000.00 3149749.21 Agency Collateralized Mortgage Obligation Federal National Mort 2026-12-25 0.510500 5351000.00 1269538.03 Agency Collateralized Mortgage Obligation Federal National Mort 2022-06-25 2.290000 6890000.00 4734918.81 Agency Collateralized Mortgage Obligation Federal National Mort 2028-06-25 0.380500 25000000.00 14909881.10 Agency Collateralized Mortgage Obligation Federal National Mort 2037-10-25 2.790000 58012964.00 33617908.33 Agency Collateralized Mortgage Obligation Federal National Mort 2037-05-25 2.460000 20300000.00 7681266.82 Agency Collateralized Mortgage Obligation Federal National Mort 2037-11-25 2.960000 37555863.00 23808678.88 Agency Collateralized Mortgage Obligation Federal National Mort 2027-10-25 0.370500 35130671.00 32985597.43 Agency Collateralized Mortgage Obligation Federal National Mort 2024-08-25 0.450500 20000000.00 6028237.69 Agency Collateralized Mortgage Obligation Federal National Mort 2036-03-25 0.790500 23750000.00 7018631.05 Agency Collateralized Mortgage Obligation Federal National Mort 2026-07-27 0.580500 13549979.00 9646429.31 Agency Collateralized Mortgage Obligation Federal National Mort 2037-08-25 2.630000 26250000.00 15024085.69 Agency Collateralized Mortgage Obligation Federal National Mort 2038-06-25 3.090000 63990475.00 48455928.58 Agency Collateralized Mortgage Obligation Federal National Mort 2037-12-25 2.890000 49687626.00 42747012.21 Agency Collateralized Mortgage Obligation Federal National Mort S6XOOCT0IEG5ABCC6L87 2025-08-25 0.550500 2405000.00 2417380.34 Agency Collateralized Mortgage Obligation Federal National Mort 2037-09-25 2.680000 51250000.00 23316673.33 Agency Collateralized Mortgage Obligation Federal National Mort 2037-02-25 2.470000 15520000.00 9368747.96 Agency Collateralized Mortgage Obligation Federal National Mort 2035-12-25 0.790500 13001000.00 534534.29 Agency Collateralized Mortgage Obligation Federal National Mort 2025-01-25 0.320500 14486000.00 5781385.37 Agency Collateralized Mortgage Obligation Federal National Mort 2038-07-25 3.300000 78721686.00 74579988.63 Agency Collateralized Mortgage Obligation Federal National Mort 2036-05-25 0.790500 7255500.00 2464702.45 Agency Collateralized Mortgage Obligation Federal National Mort 2035-11-25 0.790500 61074000.00 23674716.28 Agency Collateralized Mortgage Obligation Federal National Mort 2023-01-25 0.740500 563049996.00 19027626.74 Agency Collateralized Mortgage Obligation Federal National Mort 2044-06-25 0.790500 46087000.00 6155235.51 Agency Collateralized Mortgage Obligation Federal National Mort 2024-07-25 0.450500 28750000.00 13380703.70 Agency Collateralized Mortgage Obligation Federal National Mort 2026-10-26 0.590500 20030000.00 16111145.43 Agency Collateralized Mortgage Obligation Federal National Mort 2025-02-25 0.280500 74049998.00 17184094.18 Agency Collateralized Mortgage Obligation Federal National Mort 2039-09-25 2.410000 20000000.00 18999011.04 Agency Collateralized Mortgage Obligation Federal National Mort 2046-01-25 0.790500 23072995.00 2426151.22 Agency Collateralized Mortgage Obligation Federal National Mort 2028-02-25 3.650000 16350000.00 18766753.45 Agency Collateralized Mortgage Obligation Federal National Mort 2040-03-25 1.170000 10000000.00 9846270.97 Agency Collateralized Mortgage Obligation Federal National Mort 2024-04-25 0.460500 82850000.00 5850950.84 Agency Collateralized Mortgage Obligation Federal National Mort 2036-09-25 2.160000 28800000.00 15289721.44 Agency Collateralized Mortgage Obligation Federal National Mort 2039-08-25 2.390000 20000000.00 19181939.67 Agency Collateralized Mortgage Obligation Federal National Mort 2027-08-25 0.380500 23000000.00 14436926.85 Agency Collateralized Mortgage Obligation Federal National Mort 2037-01-25 2.600000 19500000.00 10813895.89 Agency Collateralized Mortgage Obligation Federal National Mort 2037-10-25 2.710000 9921406.00 8244466.45 Agency Collateralized Mortgage Obligation Federal National Mort 2039-10-25 2.320000 14207873.00 12768924.01 Agency Collateralized Mortgage Obligation Federal National Mort 2024-07-25 0.480500 175747998.00 45629075.74 Agency Collateralized Mortgage Obligation Federal National Mort S6XOOCT0IEG5ABCC6L87 2026-02-25 0.580500 29378000.00 23851396.61 Agency Collateralized Mortgage Obligation Federal National Mort 2037-10-25 2.810000 26000000.00 18773782.19 Agency Collateralized Mortgage Obligation Federal National Mort 2040-04-25 1.030000 14000000.00 12811815.00 Agency Collateralized Mortgage Obligation Federal National Mort 2038-09-25 3.420000 7300000.00 4172746.02 Agency Collateralized Mortgage Obligation Federal National Mort 2039-02-25 2.550000 40437000.00 39617227.99 Agency Collateralized Mortgage Obligation Federal National Mort 2038-08-25 3.400000 51660191.00 38168087.72 Agency Collateralized Mortgage Obligation Federal National Mort 2039-11-25 2.130000 45154000.00 40988211.63 Agency Collateralized Mortgage Obligation Federal National Mort 2024-02-25 0.450500 101100000.00 16259619.10 Agency Collateralized Mortgage Obligation Federal National Mort 2039-05-25 2.130000 53271384.00 43309439.43 Agency Collateralized Mortgage Obligation Federal National Mort 2038-07-25 3.350000 113190542.00 72712074.98 Agency Collateralized Mortgage Obligation Federal National Mort 2025-11-25 0.650500 10000000.00 10037514.17 Agency Collateralized Mortgage Obligation Federal National Mort S6XOOCT0IEG5ABCC6L87 2024-05-25 0.460500 25000000.00 4092966.43 Agency Collateralized Mortgage Obligation Federal National Mort 2024-08-25 0.440500 15000000.00 3711005.37 Agency Collateralized Mortgage Obligation Federal National Mort 2038-12-25 3.130000 27500000.00 21559896.20 Agency Collateralized Mortgage Obligation Federal National Mort 2037-06-25 2.430000 13968000.00 11185861.47 Agency Collateralized Mortgage Obligation Federal National Mort 2027-06-25 0.450500 15000000.00 13535628.42 Agency Collateralized Mortgage Obligation Federal National Mort 2025-07-25 0.380500 30000000.00 4126776.60 Agency Collateralized Mortgage Obligation Federal National Mort 2027-11-25 0.320500 12447000.00 1514057.99 Agency Collateralized Mortgage Obligation Federal National Mort 2029-09-25 2.380000 1053610.00 1134814.18 Agency Collateralized Mortgage Obligation Federal National Mort 2037-07-15 5.875000 6000.00 6756.96 Agency Collateralized Mortgage Obligation Federal National Mort 2042-04-15 2.500000 1000.00 1004.05 Agency Collateralized Mortgage Obligation Federal National Mort 2042-02-15 3.000000 1000.00 1004.81 Agency Collateralized Mortgage Obligation Federal National Mort 2042-08-15 2.500000 5000.00 5108.20 Agency Collateralized Mortgage Obligation Federal National Mort S6XOOCT0IEG5ABCC6L87 2032-07-25 4.995095 64586000.00 2701410.97 Agency Collateralized Mortgage Obligation Federal National Mort 2023-02-25 2.364000 89635000.00 8786178.83 Agency Collateralized Mortgage Obligation Federal National Mort 2033-10-15 5.500000 5000.00 5569.70 Agency Collateralized Mortgage Obligation Federal National Mort 2027-02-25 3.288000 65000000.00 72250490.00 Agency Collateralized Mortgage Obligation Federal National Mort 2026-10-25 2.512000 8000000.00 8330042.67 Agency Collateralized Mortgage Obligation Federal National Mort 2025-06-25 3.111000 20218660.00 7612202.37 Agency Collateralized Mortgage Obligation Federal National Mort 2042-01-15 4.000000 9531579.00 15754201.63 Agency Collateralized Mortgage Obligation Federal National Mort 2031-06-15 8.500000 50000.00 6265.12 Agency Collateralized Mortgage Obligation Federal National Mort 2026-05-01 4.000000 1020867.00 59443.26 Agency Mortgage-Backed Securities Federal National Mort 2026-07-01 4.000000 635000.00 40628.74 Agency Mortgage-Backed Securities Federal National Mort 2026-04-01 4.000000 1850000.00 103686.66 Agency Mortgage-Backed Securities Federal National Mort 2026-06-01 4.500000 1000000.00 74485.37 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2026-07-01 4.000000 497188.00 40026.75 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2026-05-01 4.000000 3000000.00 146897.64 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2021-11-15 3.000000 20000000.00 35570.53 Agency Collateralized Mortgage Obligation Federal National Mort 2035-11-15 5.500000 5000.00 3208.59 Agency Collateralized Mortgage Obligation Federal National Mort 2035-08-15 5.000000 3000.00 938.72 Agency Collateralized Mortgage Obligation Federal National Mort 2023-11-01 3.500000 721000.00 738914.12 Agency Mortgage-Backed Securities Federal National Mort 2031-06-01 4.040000 970000.00 995060.48 Agency Mortgage-Backed Securities Federal National Mort 2023-03-01 2.700000 130000.00 133524.43 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 1.922000 301168.00 109988.24 Agency Mortgage-Backed Securities Federal National Mort 2023-04-01 2.621000 372163.00 84843.02 Agency Mortgage-Backed Securities Federal National Mort 2023-07-01 2.300000 1000000.00 903115.87 Agency Mortgage-Backed Securities Federal National Mort 2022-12-01 2.660000 800000.00 767886.55 Agency Mortgage-Backed Securities Federal National Mort 2023-05-01 2.360000 85000.00 75039.26 Agency Mortgage-Backed Securities Federal National Mort 2022-12-01 3.220000 2000000.00 36513.43 Agency Mortgage-Backed Securities Federal National Mort 2027-02-01 3.660000 1040000.00 1019603.77 Agency Mortgage-Backed Securities Federal National Mort 2024-03-01 2.780000 245496.00 257734.38 Agency Mortgage-Backed Securities Federal National Mort 2023-01-01 2.160000 1310000.00 1084418.90 Agency Mortgage-Backed Securities Federal National Mort 2023-09-01 3.460000 300000.00 270346.80 Agency Mortgage-Backed Securities Federal National Mort 2024-02-01 3.543000 488701.00 190962.09 Agency Mortgage-Backed Securities Federal National Mort 2024-12-01 3.215000 880631.00 104809.71 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2023-05-01 2.350000 50000.00 42198.64 Agency Mortgage-Backed Securities Federal National Mort 2023-04-01 2.887000 4293397.00 1053275.68 Agency Mortgage-Backed Securities Federal National Mort 2022-02-01 3.760000 1020000.00 926850.01 Agency Mortgage-Backed Securities Federal National Mort 2023-07-01 2.940000 1000000.00 882444.87 Agency Mortgage-Backed Securities Federal National Mort 2043-02-25 2.500000 1000.00 454.36 Agency Collateralized Mortgage Obligation Federal National Mort 2044-08-25 6.000000 16040580.00 553550.80 Agency Collateralized Mortgage Obligation Federal National Mort 2047-02-25 6.000000 15000000.00 1449478.04 Agency Collateralized Mortgage Obligation Federal National Mort 2022-06-25 7.500000 7000.00 4.96 Agency Collateralized Mortgage Obligation Federal National Mort 2021-09-25 8.500000 3000.00 0.01 Agency Collateralized Mortgage Obligation Federal National Mort 2043-10-25 6.500000 8479999.00 717197.22 Agency Collateralized Mortgage Obligation Federal National Mort 2022-02-25 3.000000 25000000.00 179650.24 Agency Collateralized Mortgage Obligation Federal National Mort 2051-01-25 3.000000 25129000.00 603810.48 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2022-06-25 7.000000 7500.00 0.56 Agency Collateralized Mortgage Obligation Federal National Mort 2050-03-25 3.000000 13000000.00 7018698.36 Agency Collateralized Mortgage Obligation Federal National Mort 2042-02-25 5.290990 43783866.00 1302767.62 Agency Collateralized Mortgage Obligation Federal National Mort 2037-02-25 4.250000 54350934.00 2821586.18 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2044-02-25 6.050000 4500000.00 1060779.05 Agency Collateralized Mortgage Obligation Federal National Mort 2027-03-18 6.600000 10000000.00 190629.00 Agency Collateralized Mortgage Obligation Federal National Mort 2048-10-01 4.000000 500000.00 53487.46 Agency Mortgage-Backed Securities Federal National Mort 2032-03-01 3.500000 103043.00 64789.65 Agency Mortgage-Backed Securities Federal National Mort 2025-09-01 5.000000 2000000.00 83522.08 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 4.000000 305000.00 96075.75 Agency Mortgage-Backed Securities Federal National Mort 2023-08-01 5.000000 18000000.00 50855.80 Agency Mortgage-Backed Securities Federal National Mort 2024-10-01 5.000000 15675853.00 120529.69 Agency Mortgage-Backed Securities Federal National Mort 2026-06-01 4.500000 3158932.00 184857.89 Agency Mortgage-Backed Securities Federal National Mort 2025-09-01 5.000000 1500000.00 114197.56 Agency Mortgage-Backed Securities Federal National Mort 2025-04-01 5.000000 2311941.00 113075.07 Agency Mortgage-Backed Securities Federal National Mort 2026-07-01 5.000000 1500000.00 94502.94 Agency Mortgage-Backed Securities Federal National Mort 2024-06-01 5.000000 16500000.00 133753.39 Agency Mortgage-Backed Securities Federal National Mort 2025-04-01 5.000000 3889402.00 35966.01 Agency Mortgage-Backed Securities Federal National Mort 2026-07-01 4.500000 1000000.00 65463.45 Agency Mortgage-Backed Securities Federal National Mort 2025-09-01 5.000000 1050000.00 33778.89 Agency Mortgage-Backed Securities Federal National Mort 2023-12-01 5.000000 6500000.00 85706.62 Agency Mortgage-Backed Securities Federal National Mort 2027-03-01 5.000000 3419000.00 169972.73 Agency Mortgage-Backed Securities Federal National Mort 2025-09-01 5.000000 1300710.00 29604.36 Agency Mortgage-Backed Securities Federal National Mort 2021-11-25 0.420500 20000000.00 1917188.09 Agency Collateralized Mortgage Obligation Federal National Mort 2044-01-25 4.292707 30956738.00 6247962.42 Agency Collateralized Mortgage Obligation Federal National Mort 2039-04-25 2.520000 143060000.00 124439347.14 Agency Collateralized Mortgage Obligation Federal National Mort 2035-07-25 2.500000 5000000.00 856858.77 Agency Collateralized Mortgage Obligation Federal National Mort 2035-09-25 0.790500 9620000.00 1320507.50 Agency Collateralized Mortgage Obligation Federal National Mort 2035-09-25 0.790500 10480000.00 1631938.51 Agency Collateralized Mortgage Obligation Federal National Mort 2036-03-25 0.790500 31495000.00 10136521.00 Agency Collateralized Mortgage Obligation Federal National Mort 2036-05-25 0.790500 32615000.00 7172987.41 Agency Collateralized Mortgage Obligation Federal National Mort 2036-07-25 0.790500 28250000.00 14713845.01 Agency Collateralized Mortgage Obligation Federal National Mort 2036-09-25 1.980000 16600000.00 5394029.62 Agency Collateralized Mortgage Obligation Federal National Mort 2038-01-25 2.920000 18926223.00 13526948.92 Agency Collateralized Mortgage Obligation Federal National Mort 2038-01-25 3.130000 28207161.00 20063828.78 Agency Collateralized Mortgage Obligation Federal National Mort 2038-11-25 3.170000 61185000.00 50877954.54 Agency Collateralized Mortgage Obligation Federal National Mort 2039-02-25 2.950000 21824000.00 17833559.65 Agency Collateralized Mortgage Obligation Federal National Mort 2065-08-20 0.622880 1081301.00 546339.95 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-20 3.000000 40698593.00 4114579.57 Agency Collateralized Mortgage Obligation Federal National Mort 2051-03-20 3.000000 87533450.00 1013431.62 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-20 3.000000 37849155.00 2756381.40 Agency Collateralized Mortgage Obligation Federal National Mort 2050-08-20 3.000000 107881694.00 31214008.45 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-20 3.000000 28108081.00 5025899.19 Agency Collateralized Mortgage Obligation Federal National Mort 2050-08-20 3.000000 23235382.00 5983844.61 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-20 3.000000 63789174.00 6448708.72 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 3.000000 22142383.00 9062672.84 Agency Collateralized Mortgage Obligation Federal National Mort 2050-12-20 1.000000 68859.00 61841.60 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-20 3.000000 13549000.00 4892756.63 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 3.000000 39746201.00 10669435.18 Agency Collateralized Mortgage Obligation Federal National Mort 2051-04-20 3.000000 50722647.00 2624901.47 Agency Collateralized Mortgage Obligation Federal National Mort 2050-05-20 2.000000 30000.00 21873.54 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-20 3.000000 28502922.00 10983058.28 Agency Collateralized Mortgage Obligation Federal National Mort 2051-08-20 1.500000 45000.00 44805.20 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-20 3.000000 5081116.00 809454.12 Agency Collateralized Mortgage Obligation Federal National Mort 2051-08-20 1.250000 20000.00 19201.01 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 3.000000 30947958.00 16287531.47 Agency Collateralized Mortgage Obligation Federal National Mort 2051-05-20 3.000000 31731026.00 3619998.89 Agency Collateralized Mortgage Obligation Federal National Mort 2050-11-20 1.000000 6380.00 5327.26 Agency Collateralized Mortgage Obligation Federal National Mort 2051-06-20 3.000000 32628749.00 12175965.81 Agency Collateralized Mortgage Obligation Federal National Mort 2024-06-15 4.000000 2150000.00 44813.23 Agency Mortgage-Backed Securities Federal National Mort 2024-08-15 4.500000 5360000.00 185772.34 Agency Mortgage-Backed Securities Federal National Mort 2024-07-15 4.500000 6044516.00 147257.67 Agency Mortgage-Backed Securities Federal National Mort 2023-10-15 6.000000 6504909.00 30098.24 Agency Mortgage-Backed Securities Federal National Mort 2039-08-20 5.500000 10212.00 4421.34 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2022-11-20 7.500000 25000.00 23.53 Agency Mortgage-Backed Securities Federal National Mort 2022-08-20 7.000000 25000.00 2.32 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2025-10-15 0.125000 352800.00 403364.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-04-15 3.375000 101000.00 233344.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-17 0.000000 5068900.00 5067734.15 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-03 0.000000 630100.00 629964.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-21 0.000000 41352900.00 41338633.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2031-02-15 5.375000 697900.00 959689.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-15 7.125000 24998900.00 27623180.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-11-15 3.375000 420100.00 559054.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-05-15 6.250000 598300.00 860944.96 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-11-15 3.750000 1335600.00 1818468.06 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 1.125000 5651700.00 5072636.03 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-08-15 3.625000 698500.00 926159.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-11-15 2.875000 2000.00 2419.38 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 671000.00 828679.19 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-05-15 2.250000 88789700.00 95910035.57 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-05-15 4.375000 91900.00 133716.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-11-15 3.000000 1030200.00 1259786.61 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-08-15 2.750000 958900.00 1130756.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-05-15 2.875000 25000.00 29826.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-02-15 4.375000 4202300.00 5927912.19 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-08-15 3.125000 656200.00 812689.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2051-08-15 2.000000 1180000.00 1207941.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-08-15 2.250000 45400.00 48705.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-11-15 2.750000 1487000.00 1765285.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 4.625000 420800.00 619934.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-11-15 1.625000 561900.00 528410.21 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2037-02-15 4.750000 761900.00 1106128.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-08-15 2.250000 3665900.00 3948021.29 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-08-15 5.500000 900800.00 1173362.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-11-15 7.500000 900900.00 1124700.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-02-15 2.000000 3047500.00 3115610.30 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-15 6.250000 971700.00 1088971.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2042-08-15 2.750000 813800.00 945696.35 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-02-15 3.000000 16000.00 19860.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2051-02-15 1.875000 35244200.00 35002961.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 7780600.00 8788311.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-11-15 4.375000 583300.00 839560.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-11-15 3.125000 4660800.00 5761751.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-05-15 3.375000 1870800.00 2420805.64 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2038-05-15 4.500000 1094100.00 1579357.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-15 7.250000 999800.00 1071540.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-02-15 4.750000 2113900.00 3187941.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-15 6.750000 998200.00 1291263.32 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 4.375000 988300.00 1428489.49 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-15 7.625000 997800.00 1110512.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-08-15 1.375000 4000.00 3520.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2039-05-15 4.250000 486100.00 688059.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-31 2.000000 54400.00 55451.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 1.875000 514100.00 518794.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-11-15 2.750000 47900.00 50913.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-09-15 1.500000 6300.00 6435.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 1.750000 2000.00 2034.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-31 1.625000 842400.00 867285.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-05-15 2.875000 519500.00 586467.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-03-31 2.250000 549000.00 592165.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-04-30 0.500000 789700.00 774609.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-30 2.125000 409400.00 413732.76 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-15 1.500000 196200.00 200259.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-08-15 2.375000 12300.00 13031.02 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-08-31 1.125000 2985000.00 2996175.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-12-31 2.250000 145000.00 152210.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-15 1.750000 39000.00 39663.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-31 2.125000 642000.00 686960.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-15 2.000000 11000.00 11107.21 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-31 1.625000 362100.00 364981.51 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 0.125000 143200.00 143312.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-10-31 1.625000 21000.00 21743.22 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-28 2.625000 94000.00 97511.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-31 1.625000 69000.00 70062.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-06-30 0.500000 72000.00 70424.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-12-15 0.125000 8400.00 8374.32 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 1.500000 224100.00 230258.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-04-30 2.250000 52400.00 55448.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-28 1.750000 545200.00 549822.21 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-30 1.500000 59700.00 60145.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-31 1.500000 410600.00 413642.38 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-04-30 1.625000 226700.00 233439.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-08-31 1.875000 195300.00 198788.06 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-08-15 1.625000 228000.00 236533.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 1.875000 120000.00 123234.36 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-05-15 2.125000 137600.00 146326.51 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-28 1.500000 16000.00 16322.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-15 2.000000 313200.00 316288.96 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-15 0.500000 42200.00 42521.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-15 2.125000 236500.00 241413.86 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-11-30 2.125000 10100.00 10576.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-07-31 1.750000 132000.00 137438.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-31 0.125000 92000.00 92061.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-30 2.000000 277400.00 285309.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 2.500000 468000.00 490294.03 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-28 1.125000 631100.00 634478.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-07-31 2.875000 61200.00 66740.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-10-31 0.500000 177200.00 172630.22 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-31 1.750000 110000.00 112674.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-11-30 2.875000 222100.00 244353.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-03-31 1.875000 740800.00 754411.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-09-15 0.125000 175600.00 175358.38 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 1.875000 409700.00 417202.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-31 0.125000 21400.00 21411.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-15 0.125000 45500.00 45483.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-04-30 2.875000 33300.00 36429.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-07-31 0.375000 100.00 96.96 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-15 2.250000 280000.00 286199.37 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-03-31 0.375000 5000.00 5017.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-15 2.250000 5600.00 6039.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-15 1.750000 80600.00 81960.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-28 1.875000 999700.00 1008764.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-15 2.875000 16800.00 17039.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-08-15 2.000000 400.00 422.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-15 2.750000 965400.00 978641.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-31 2.000000 149200.00 150671.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-03-15 2.375000 526300.00 538638.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 2.000000 22000.00 22630.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-30 1.750000 900.00 907.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 2.250000 39800.00 42830.30 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 2200000000.00 2200000000.00 0.0089 N Y Y N ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 0.060 OSG001KF9 ES7IP3U3RHIGC71XBU11 0001000275 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2041-10-25 5.000000 4926430.00 3023597.27 Agency Collateralized Mortgage Obligation Federal National Mort 2051-07-20 1.000000 539905.00 516013.62 Agency Collateralized Mortgage Obligation Federal National Mort 254900HROIFWPRGM1V77 2024-07-15 0.125000 180889900.00 221992352.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-11-15 3.750000 44491100.00 60369058.62 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 6.000000 40124700.00 49584246.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-11-15 3.000000 45723000.00 55733289.46 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-15 1.375000 20000000.00 20387748.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-03-31 0.125000 99757400.00 99764137.71 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-04-15 0.375000 50000000.00 50123596.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-31 2.375000 246365700.00 254662725.05 U.S. Treasuries (including strips) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2021-09-07 2021-09-07 2021-11-02 Y ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 1.0000 7 N Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ N N 0.0006 800000000.00 800000000.00 0.0032 N Y N ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) ROYAL BANK OF CANADA NEW YORK BRANCH (REPO) 0.050 OSG001KY8 ES7IP3U3RHIGC71XBU11 0001000275 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2051-06-25 2.000000 885838.00 836296.04 Agency Debentures and Agency Strips Federal National Mort 2035-10-15 5.500000 369930.00 102368.66 Agency Collateralized Mortgage Obligation Federal National Mort S6XOOCT0IEG5ABCC6L87 2023-12-15 6.500000 256296.00 2325.98 Agency Collateralized Mortgage Obligation Federal National Mort 254900HROIFWPRGM1V77 2025-04-15 0.125000 4495000.00 5099697.24 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-07-15 0.125000 24397900.00 29941678.41 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-15 0.125000 2179900.00 2647219.78 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-07-15 0.750000 1302900.00 1638340.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-01-15 0.625000 50000000.00 62398459.77 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-10-15 0.125000 45000000.00 51164500.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-15 0.125000 114939200.00 130574955.26 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2032-04-15 3.375000 58073100.00 133700980.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2029-04-15 3.875000 25000000.00 59137934.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2044-11-15 3.000000 50000000.00 60946667.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-08-15 2.875000 25125400.00 29932667.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2045-02-15 2.500000 58543000.00 65291775.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-02-15 4.625000 55000000.00 80763257.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-05-15 3.125000 54000000.00 68392360.57 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2046-05-15 2.500000 50000000.00 56259997.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2048-02-15 3.000000 50000000.00 61513167.39 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-11-15 3.750000 28538500.00 38723303.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-15 1.375000 50000000.00 50969371.31 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-11-15 2.750000 53857200.00 57244099.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 1.750000 12519500.00 12732296.25 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-15 1.500000 49603600.00 51374655.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-15 2.250000 79087000.00 85064732.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-15 1.625000 50000000.00 51139535.79 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-31 1.875000 525000.00 529755.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-09-15 0.125000 274300.00 273954.94 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-01-31 0.750000 50000000.00 49230439.67 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-12-31 2.125000 157000000.00 161712694.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-11-30 0.125000 5000000.00 5002181.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-05-15 2.500000 75000000.00 79906496.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-02-28 1.125000 1375100.00 1395202.59 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-02-15 2.000000 107192400.00 112756496.49 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-05-31 0.250000 55710300.00 55068039.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-31 0.125000 151817500.00 151812687.22 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-02-28 1.125000 34002000.00 34700911.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-10-31 0.250000 400000.00 393647.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-02-15 1.625000 50000000.00 52054876.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-11-30 0.375000 15000000.00 14830059.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-03-31 2.125000 14893700.00 15714777.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-31 1.875000 29419600.00 29949814.26 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-06-30 2.625000 50000000.00 52442577.72 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-12-31 2.625000 115000000.00 121791043.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-10-31 0.125000 63688400.00 63726090.73 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-05-15 2.375000 8536900.00 9302942.58 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-02-15 2.750000 225000000.00 238825271.74 U.S. Treasuries (including strips) Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 2450000000.00 2450000000.00 0.0099 N Y Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 0.050 0SON07MP9 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2051-06-01 2.500000 106119680.00 110879289.23 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2051-07-01 2.500000 29375344.00 30338185.45 Agency Mortgage-Backed Securities Federal National Mort 2042-01-01 4.000000 90165.00 25081.31 Agency Mortgage-Backed Securities Federal National Mort 2051-06-01 2.500000 1413578.00 1483450.90 Agency Mortgage-Backed Securities Federal National Mort S6XOOCT0IEG5ABCC6L87 2051-02-01 2.000000 23357634.00 22742226.99 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.500000 12323184.00 10190701.46 Agency Mortgage-Backed Securities Federal National Mort 2046-02-01 2.025000 5764550.00 5114543.72 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 3.500000 33566954.00 15492754.47 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.500000 1819667.00 915563.53 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 37723115.00 17535630.62 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 835736.00 322561.88 Agency Mortgage-Backed Securities Federal National Mort 2028-11-01 3.770000 2712000.00 3155877.56 Agency Mortgage-Backed Securities Federal National Mort 2029-01-01 3.695000 25425576.00 29530971.72 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.540000 9232624.00 10561752.55 Agency Mortgage-Backed Securities Federal National Mort 2029-01-01 3.780000 4699220.00 5462232.35 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.520000 10476591.00 11980540.56 Agency Mortgage-Backed Securities Federal National Mort 2023-05-25 0.784380 46184.00 17.80 Agency Collateralized Mortgage Obligation Federal National Mort 2037-03-25 1.084380 1646.00 31.36 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2039-11-25 0.784380 4643.00 147.04 Agency Collateralized Mortgage Obligation Federal National Mort 2036-07-01 2.174000 40145667.00 10935845.77 Agency Mortgage-Backed Securities Federal National Mort 2051-08-01 1.832000 19243008.00 19802010.97 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 1.532000 66487192.00 9148934.72 Agency Mortgage-Backed Securities Federal National Mort 2037-07-01 1.956000 11897000.00 2596270.09 Agency Mortgage-Backed Securities Federal National Mort 2046-04-01 1.999000 7428360.00 6656938.71 Agency Mortgage-Backed Securities Federal National Mort 2044-10-01 4.000000 852723.00 527878.96 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 3.500000 19024810.00 12370101.90 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-10-01 2.000000 10804846.00 9938577.26 Agency Mortgage-Backed Securities Federal National Mort 2050-09-01 2.500000 79680.00 77354.21 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.000000 22471929.00 15671165.26 Agency Mortgage-Backed Securities Federal National Mort 2050-12-01 2.500000 11979248.00 11753869.33 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-03-01 2.500000 11183552.00 11050661.19 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 10056000.00 7348750.84 Agency Mortgage-Backed Securities Federal National Mort 2036-11-20 0.248380 49999000.00 863537.11 Agency Collateralized Mortgage Obligation Federal National Mort 2036-11-20 0.248380 40798485.00 721141.09 Agency Collateralized Mortgage Obligation Federal National Mort 2037-03-20 0.318380 37161275.00 643999.59 Agency Collateralized Mortgage Obligation Federal National Mort 2037-01-20 0.228380 47378752.00 1100051.72 Agency Collateralized Mortgage Obligation Federal National Mort 2034-01-20 0.388380 70572000.00 1899219.37 Agency Collateralized Mortgage Obligation Federal National Mort 2035-01-20 0.338380 49998976.00 1458080.42 Agency Collateralized Mortgage Obligation Federal National Mort 2027-12-16 0.295500 38010486.00 618472.68 Agency Collateralized Mortgage Obligation Federal National Mort 2036-11-20 0.228380 28854700.00 510560.48 Agency Collateralized Mortgage Obligation Federal National Mort 2048-04-15 4.500000 715959.00 30705.68 Agency Mortgage-Backed Securities Federal National Mort 2042-07-20 4.000000 3067491.00 387726.73 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2050-10-20 3.500000 20436373.00 16275173.30 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-05-20 3.000000 26373632.00 27178374.33 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-06-20 2.500000 37662945.00 39036603.00 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2028-04-15 3.625000 11152400.00 25691697.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-09 0.000000 300.00 300.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-23 0.000000 49900.00 49891.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2049-08-15 2.250000 100.00 107.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-28 1.875000 100.00 100.91 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-31 2.750000 100.00 105.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-08-15 2.250000 100.00 107.85 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 500000000.00 500000000.00 0.0020 N Y Y N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 0.050 0SON07M53 O2RNE8IBXP4R0TD8PU41 0001238163 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2021-10-31 0.345005 32687800.00 32712520.38 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 0.159005 100.00 100.08 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-31 0.094005 100.00 100.05 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-02-15 0.875000 26656700.00 39931946.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-09 0.000000 900.00 899.99 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-07-14 0.000000 34900.00 34880.81 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-23 0.000000 80000.00 79986.96 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-14 0.000000 882700.00 882579.95 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-18 0.000000 99900.00 99888.51 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-08-15 3.875000 100.00 135.22 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-11-15 4.250000 40700.00 58124.07 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2050-11-15 1.625000 20817000.00 19576286.44 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-11-15 3.750000 100.00 136.15 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 4.375000 1187940.00 1717049.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2047-11-15 0.000000 9386200.00 5635192.89 U.S. Treasuries (including strips) Federal National Mort 2049-02-15 0.000000 2090900.00 1225957.40 U.S. Treasuries (including strips) Federal National Mort 2048-05-15 0.000000 100.00 59.55 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-15 2.875000 644400.00 653613.74 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-02-29 2.125000 92200.00 96397.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-15 2.625000 100.00 101.30 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2027-07-31 0.375000 80600.00 78147.82 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-15 1.750000 100.00 101.69 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-01-31 1.750000 28868900.00 29570679.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-31 1.625000 50000.00 50397.89 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-31 0.125000 307302000.00 306821686.97 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-03-31 0.750000 100.00 100.45 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-28 1.875000 250000.00 252266.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-05-31 0.750000 20600.00 20646.87 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-08-31 1.375000 1136800.00 1163219.23 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-30 1.875000 100.00 101.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-30 1.875000 100.00 100.92 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-09-30 1.500000 376300.00 391152.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-04-30 0.125000 63990000.00 63978980.85 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-07-31 2.875000 200.00 218.11 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2025-09-30 0.250000 1100.00 1084.04 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2030-11-15 0.000000 12.44 10.92 U.S. Treasuries (including strips) Federal National Mort 2046-02-15 0.000000 0.02 0.01 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-02-15 0.000000 3.84 3.83 U.S. Treasuries (including strips) Federal National Mort 2043-02-15 0.000000 84.76 54.84 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2034-02-15 0.000000 5998248.32 4895704.30 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2043-05-15 0.000000 31.55 20.34 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2023-05-15 0.000000 69540.93 69363.25 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2021-09-13 2021-09-13 2021-09-13 N N N 0.0005 500000000.00 500000000.00 0.0020 N N Y SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) 0.050 0QO004AZ1 5U0XI89JRFVHWIBS4F54 0001184915 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Federal National Mort 254900HROIFWPRGM1V77 2045-11-15 3.000000 715800.00 880673.33 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-08-31 0.750000 240000000.00 239755200.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2026-04-30 0.750000 78364500.00 78637740.83 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2024-12-31 1.750000 84895600.00 88727054.70 U.S. Treasuries (including strips) Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 400000000.00 400000000.00 0.0016 N Y Y N SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) SUMITOMO MITSUI BANKING CORPORATION NEW YORK BRANCH (REPO) 0.055 0QO004AY4 5U0XI89JRFVHWIBS4F54 0001184915 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 549300M8ZYFG0OCMTT87 2047-08-20 3.500000 251500000.00 77196504.20 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-04-20 4.000000 725000000.00 157116411.10 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-07-20 3.500000 410000000.00 122708350.83 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-04-20 4.500000 545000000.00 113157791.25 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2051-05-20 2.500000 1000000000.00 1025600277.89 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-03-20 3.000000 300000000.00 102698410.67 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2047-10-20 3.000000 765000000.00 247279892.72 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-01-20 3.000000 200000000.00 67484697.53 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-02-20 3.500000 1015000000.00 316556601.22 Agency Mortgage-Backed Securities Federal National Mort 2050-04-20 2.500000 230000000.00 133572489.55 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 220000000.00 66499847.87 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2040-07-20 5.000000 556415534.00 38836495.36 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2042-09-20 3.000000 500000000.00 106707472.34 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-05-20 3.500000 420000000.00 122680816.33 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2048-05-20 4.000000 500000000.00 114074904.27 Agency Mortgage-Backed Securities Federal National Mort 2049-11-20 2.500000 141000000.00 64250846.27 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2049-01-20 4.500000 400000000.00 73061234.06 Agency Mortgage-Backed Securities Federal National Mort 2050-10-20 2.000000 118651892.00 110521632.30 Agency Mortgage-Backed Securities Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2021-09-01 2021-09-01 2021-09-01 N N N 0.0006 3000000000.00 3000000000.00 0.0121 N Y Y N TD SECURITIES USA LLC (REPO) TD SECURITIES USA LLC (REPO) 0.050 0QG003BP3 0000803012 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2046-09-15 3.500000 9651584.00 2751378.20 Agency Mortgage-Backed Securities Federal National Mort 2040-09-15 4.000000 150000000.00 12216113.85 Agency Mortgage-Backed Securities Federal National Mort 2039-04-15 5.000000 10000.00 616.97 Agency Mortgage-Backed Securities Federal National Mort 2041-09-15 3.500000 615000.00 87705.06 Agency Mortgage-Backed Securities Federal National Mort 549300M8ZYFG0OCMTT87 2039-11-15 6.000000 2139946.00 81215.88 Agency Mortgage-Backed Securities Federal National Mort 2041-12-20 4.500000 250000000.00 26272511.16 Agency Mortgage-Backed Securities Federal National Mort 254900HROIFWPRGM1V77 2021-12-14 0.000000 2790000.00 2789620.56 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-21 0.000000 582000.00 581958.10 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-27 0.000000 153000.00 152970.93 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-03 0.000000 686000.00 685852.51 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-16 0.000000 3818000.00 3817935.09 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-04 0.000000 1839400.00 1839217.90 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-23 0.000000 600000.00 599933.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-30 0.000000 429000.00 428948.52 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-20 0.000000 50000.00 49991.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-07 0.000000 895000.00 894996.42 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-09-23 0.000000 45000.00 44998.88 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-16 0.000000 933700.00 933561.81 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-05-19 0.000000 4035000.00 4033386.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-07 0.000000 250000.00 249970.50 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-28 0.000000 718500.00 718427.43 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-28 0.000000 600000.00 599880.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-03-24 0.000000 4165000.00 4163858.79 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-26 0.000000 350000.00 349967.10 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-14 0.000000 387000.00 386980.65 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-13 0.000000 780000.00 779867.40 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-01-06 0.000000 67000.00 66989.28 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-02-10 0.000000 801000.00 800822.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-12 0.000000 1971600.00 1971363.41 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-09 0.000000 311000.00 310958.02 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-05 0.000000 660000.00 659973.60 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-02 0.000000 412000.00 411938.20 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-15 0.000000 288500.00 288483.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-19 0.000000 214000.00 213986.30 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-09 0.000000 130000.00 129985.70 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-16 0.000000 2625000.00 2624658.75 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-18 0.000000 578000.00 577933.53 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-06-16 0.000000 1880000.00 1879060.00 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-11-26 0.000000 241000.00 240966.26 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2022-04-21 0.000000 2156000.00 2155256.18 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-12-30 0.000000 741000.00 740874.03 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2021-10-07 0.000000 132000.00 131994.59 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2040-05-15 1.125000 134469800.00 120692243.54 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2041-05-15 2.250000 198986300.00 214943660.27 U.S. Treasuries (including strips) Federal National Mort 254900HROIFWPRGM1V77 2028-08-15 5.500000 269195400.00 350648087.67 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2021-09-01 2021-09-01 2021-09-01 N N N 0.0005 749999999.94 749999999.94 0.0030 N Y Y N US TREASURY US TREASURY 1.750 9128286Y1 254900HROIFWPRGM1V77 US9128286Y11 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-06-15 2022-06-15 2022-06-15 N N N 0.0007 253271485.00 253271485.00 0.0010 N Y Y N US TREASURY US TREASURY 0.050 912796M63 254900HROIFWPRGM1V77 US912796M630 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-11-02 2021-11-02 2021-11-02 N N N 0.0005 5499431685.00 5499431685.00 0.0223 N Y Y N US TREASURY US TREASURY 0.050 912796G78 254900HROIFWPRGM1V77 US912796G780 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-10-28 2021-10-28 2021-10-28 N N N 0.0005 5147551712.16 5147551712.16 0.0208 N Y Y N US TREASURY US TREASURY 0.050 912796H51 254900HROIFWPRGM1V77 US912796H515 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-11-12 2021-11-12 2021-11-12 N N N 0.0005 1499842500.00 1499842500.00 0.0061 N Y Y N US TREASURY US TREASURY 0.051 912796F61 254900HROIFWPRGM1V77 US912796F618 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-30 2021-09-30 2021-09-30 N N N 0.0005 4999847950.00 4999847950.00 0.0202 N Y Y N US TREASURY US TREASURY 0.037 912796F53 254900HROIFWPRGM1V77 US912796F535 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-23 2021-09-23 2021-09-23 N N N 0.0004 5099883108.00 5099883108.00 0.0207 N Y Y N US TREASURY US TREASURY 0.025 912796L23 254900HROIFWPRGM1V77 US912796L236 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-07 2021-09-07 2021-09-07 N N N 0.0003 7749960940.00 7749960940.00 0.0314 N Y Y N US TREASURY US TREASURY 0.050 912796N62 254900HROIFWPRGM1V77 US912796N620 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-11-16 2021-11-16 2021-11-16 N N N 0.0005 8249164027.50 8249164027.50 0.0334 N Y Y N US TREASURY US TREASURY 0.070 912796F38 254900HROIFWPRGM1V77 US912796F386 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-03-24 2022-03-24 2022-03-24 N N N 0.0007 1349693995.50 1349693995.50 0.0055 N Y Y N US TREASURY US TREASURY 0.055 912796H77 254900HROIFWPRGM1V77 US912796H770 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-11-26 2021-11-26 2021-11-26 N N N 0.0006 4732953470.09 4732953470.09 0.0192 N Y Y N US TREASURY US TREASURY 0.050 912796M22 254900HROIFWPRGM1V77 US912796M226 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-10-05 2021-10-05 2021-10-05 N N N 0.0005 999959580.00 999959580.00 0.0040 N Y Y N US TREASURY US TREASURY 0.050 912796D63 254900HROIFWPRGM1V77 US912796D639 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-02 2021-09-02 2021-09-02 N N N 0.0005 2549997883.50 2549997883.50 0.0103 N Y Y N US TREASURY US TREASURY 1.875 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-05-31 2022-05-31 2022-05-31 N N N 0.0007 744819144.30 744819144.30 0.0030 N Y Y N US TREASURY US TREASURY 2.125 912828XG0 254900HROIFWPRGM1V77 US912828XG01 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-06-30 2022-06-30 2022-06-30 N N N 0.0007 203390624.00 203390624.00 0.0008 N Y Y N US TREASURY US TREASURY 1.750 912828J76 254900HROIFWPRGM1V77 US912828J769 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-03-31 2022-03-31 2022-03-31 N N N 0.0007 833024412.00 833024412.00 0.0034 N Y Y N US TREASURY US TREASURY 1.750 912828WZ9 254900HROIFWPRGM1V77 US912828WZ90 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-04-30 2022-04-30 2022-04-30 N N N 0.0007 657615110.03 657615110.03 0.0027 N Y Y N US TREASURY US TREASURY 1.875 912828W55 254900HROIFWPRGM1V77 US912828W556 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-02-28 2022-02-28 2022-02-28 N N N 0.0011 504492190.00 504492190.00 0.0020 N Y Y N US TREASURY US TREASURY 1.875 912828W89 254900HROIFWPRGM1V77 US912828W895 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-03-31 2022-03-31 2022-03-31 N N N 0.0010 1343061731.64 1343061731.64 0.0054 N Y Y N US TREASURY US TREASURY 1.250 912828T67 254900HROIFWPRGM1V77 US912828T677 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-10-31 2021-10-31 2021-10-31 N N N 0.0005 50098047.00 50098047.00 0.0002 N Y Y N US TREASURY US TREASURY 1.875 912828V72 254900HROIFWPRGM1V77 US912828V723 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 1013387812.50 1013387812.50 0.0041 N Y Y N US TREASURY US TREASURY 1.750 912828J43 254900HROIFWPRGM1V77 US912828J439 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-02-28 2022-02-28 2022-02-28 N N N 0.0010 1586026406.25 1586026406.25 0.0064 N Y Y N US TREASURY US TREASURY 0.046 912796P60 254900HROIFWPRGM1V77 US912796P609 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-12-14 2021-12-14 2021-12-14 N N N 0.0005 4376856239.37 4376856239.37 0.0177 N Y Y N US TREASURY US TREASURY 0.045 912796P78 254900HROIFWPRGM1V77 US912796P781 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-12-21 2021-12-21 2021-12-21 N N N 0.0005 5403963447.53 5403963447.53 0.0219 N Y Y N US TREASURY US TREASURY 0.050 912796N70 254900HROIFWPRGM1V77 US912796N703 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-11-23 2021-11-23 2021-11-23 N N N 0.0005 2799754692.00 2799754692.00 0.0113 N Y Y N US TREASURY US TREASURY 0.052 912796K99 254900HROIFWPRGM1V77 US912796K998 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-02-03 2022-02-03 2022-02-03 N N N 0.0005 999806250.00 999806250.00 0.0040 N Y Y N US TREASURY US TREASURY 1.750 912828SV3 254900HROIFWPRGM1V77 US912828SV33 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-05-15 2022-05-15 2022-05-15 N N N 0.0006 1534895866.96 1534895866.96 0.0062 N Y Y N US TREASURY US TREASURY 1.500 912828H86 254900HROIFWPRGM1V77 US912828H862 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 1089345708.54 1089345708.54 0.0044 N Y Y N US TREASURY US TREASURY 0.053 912796L98 254900HROIFWPRGM1V77 US912796L988 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-03-03 2022-03-03 2022-03-03 N N N 0.0005 299912793.00 299912793.00 0.0012 N Y Y N US TREASURY US TREASURY 0.050 912796N88 254900HROIFWPRGM1V77 US912796N885 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-11-30 2021-11-30 2021-11-30 N N N 0.0005 499925000.00 499925000.00 0.0020 N Y Y N US TREASURY US TREASURY 0.100 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-01 2022-07-31 2022-07-31 N N N 0.0011 250117122.50 250117122.50 0.0010 N Y Y N US TREASURY US TREASURY 0.064 9127964L0 254900HROIFWPRGM1V77 US9127964L09 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-09-09 2021-09-09 2021-09-09 N N N 0.0006 1196390033.99 1196390033.99 0.0048 N Y Y N US TREASURY US TREASURY 0.125 912828ZR4 254900HROIFWPRGM1V77 US912828ZR48 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-05-31 2022-05-31 2022-05-31 N N N 0.0007 700218750.00 700218750.00 0.0028 N Y Y N US TREASURY US TREASURY 0.125 912828ZX1 254900HROIFWPRGM1V77 US912828ZX16 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-06-30 2022-06-30 2022-06-30 N N N 0.0009 300093750.00 300093750.00 0.0012 N Y Y N US TREASURY US TREASURY 0.050 912796C31 254900HROIFWPRGM1V77 US912796C318 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-01-27 2022-01-27 2022-01-27 N N N 0.0005 4249257440.00 4249257440.00 0.0172 N Y Y N US TREASURY US TREASURY 0.073 912796D30 254900HROIFWPRGM1V77 US912796D308 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-02-24 2022-02-24 2022-02-24 N N N 0.0007 3497559288.34 3497559288.34 0.0142 N Y Y N US TREASURY US TREASURY 0.050 9127964W6 254900HROIFWPRGM1V77 US9127964W63 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-11-04 2021-11-04 2021-11-04 N N N 0.0005 76993498.12 76993498.12 0.0003 N Y Y N US TREASURY US TREASURY 0.045 9127965G0 254900HROIFWPRGM1V77 US9127965G05 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-12-02 2021-12-02 2021-12-02 N N N 0.0005 3574387360.84 3574387360.84 0.0145 N Y Y N US TREASURY US TREASURY 0.125 912828ZM5 254900HROIFWPRGM1V77 US912828ZM50 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-04-30 2022-04-30 2022-04-30 N N N 0.0007 1903804753.13 1903804753.13 0.0077 N Y Y N US TREASURY US TREASURY 2.375 9128286H8 254900HROIFWPRGM1V77 US9128286H87 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-03-15 2022-03-15 2022-03-15 N N N 0.0008 101242188.00 101242188.00 0.0004 N Y Y N US TREASURY US TREASURY 2.250 9128286M7 254900HROIFWPRGM1V77 US9128286M72 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-04-15 2022-04-15 2022-04-15 N N N 0.0006 435778125.00 435778125.00 0.0018 N Y Y N US TREASURY US TREASURY 1.875 912828X47 254900HROIFWPRGM1V77 US912828X471 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-04-30 2022-04-30 2022-04-30 N N N 0.0005 2656171875.00 2656171875.00 0.0108 N Y Y N US TREASURY US TREASURY 2.875 9128285L0 254900HROIFWPRGM1V77 US9128285L09 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2021-11-15 2021-11-15 2021-11-15 N N N 0.0005 1005762220.00 1005762220.00 0.0041 N Y Y N US TREASURY US TREASURY 1.125 912828ZA1 254900HROIFWPRGM1V77 US912828ZA13 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-02-28 2022-02-28 2022-02-28 N N N 0.0010 2148018906.25 2148018906.25 0.0087 N Y Y N US TREASURY US TREASURY 0.375 912828ZG8 254900HROIFWPRGM1V77 US912828ZG82 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-03-31 2022-03-31 2022-03-31 N N N 0.0010 100171875.00 100171875.00 0.0004 N Y Y N US TREASURY US TREASURY 2.125 9128286U9 254900HROIFWPRGM1V77 US9128286U98 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-05-15 2022-05-15 2022-05-15 N N N 0.0005 1521679680.00 1521679680.00 0.0062 N Y Y N US TREASURY US TREASURY 1.375 912828Z60 254900HROIFWPRGM1V77 US912828Z609 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2022-01-31 2022-01-31 2022-01-31 N N N 0.0008 130700780.60 130700780.60 0.0005 N Y Y N JPMorgan U.S. Government Money Market Fund 2021-09-03 Timothy J. Clemens Timothy J. Clemens Treasurer