N-MFP LIVE N 2012-05-31 0000798290 s000005047 6 N N 033-07647 HSBC Global Asset Management (USA), Inc. 801-25999 KPMG LLP Columbus OH HSBC Global Asset Management (USA), Inc. Citi Fund Services Ohio, Inc. Citi Fund Services Ohio, Inc. 0001431216 085-11408 N N N Government/Agency 54 90 5435604346.66 58152657.19 26463802.02 5467293201.83 0.0019 1.0001 2012-05-31 1.0001 2012-05-31 c000013783 1000.00 678850.72 1.00 -1101640.97 11831349.97 12932990.94 0.0001 1.0001 2012-05-31 1.0001 2012-05-31 c000013784 5000000.00 2855854864.10 1.00 268019872.59 1935567386.47 1667547513.88 0.0001 1.0001 2012-05-31 1.0001 2012-05-31 c000013785 1.00 76378.93 1.00 0.56 0.56 0.00 0.0001 1.0001 2012-05-31 1.0001 2012-05-31 c000013787 1000.00 618074424.36 1.00 13756392.24 187716001.23 173959608.99 0.0001 1.0001 2012-05-31 1.0001 2012-05-31 c000013788 25000000.00 1992608683.72 1.00 -32639571.34 655815799.28 688455370.62 0.0001 1.0001 2012-05-31 1.0001 2012-05-31 FEDERAL FARM CREDIT BANK (FFCB) FEDERAL FARM CREDIT BANK, 0.2000% 31331KTM2 Government Agency Debt First Tier Security 2012-06-02 2012-08-02 N N N 30000000.00 30000000.00 0.0055 N 30004410.00 30004410.00 FEDERAL FARM CREDIT BANK (FFCB) FEDERAL FARM CREDIT BANK, 0.3000% 31331KTW0 Government Agency Debt First Tier Security 2012-06-01 2013-02-11 N N N 39000000.00 39033060.41 0.0071 N 39028743.00 39028743.00 FEDERAL FARM CREDIT BANK (FFCB) FEDERAL FARM CREDIT BANK, 0.1900% 31331KVL1 Government Agency Debt First Tier Security 2012-06-22 2012-08-22 N N N 50000000.00 49998263.66 0.0091 N 50018700.00 50018700.00 FEDERAL FARM CREDIT BANK (FFCB) FEDERAL FARM CREDIT BANK, 0.2500% 31331KX88 Government Agency Debt First Tier Security 2012-06-01 2013-03-28 N N N 40000000.00 40020000.00 0.0073 N 40016440.00 40016440.00 FEDERAL FARM CREDIT BANK (FFCB) FEDERAL FARM CREDIT BANK, 0.3300% 31331KYS3 Government Agency Debt First Tier Security 2012-06-01 2013-06-19 N N N 75000000.00 75111619.23 0.0137 N 75090150.00 75090150.00 FEDERAL FARM CREDIT BANK (FFCB) FEDERAL FARM CREDIT BANK, 0.2400% 31331KZE3 Government Agency Debt First Tier Security 2012-06-01 2012-09-20 N N N 50000000.00 49998463.89 0.0091 N 50011900.00 50011900.00 FEDERAL HOME LOAN BANK (FHLB) FEDERAL HOME LOAN BANK, 0.2500% 313374FF2 Government Agency Debt First Tier Security 2012-06-27 2012-06-27 N N N 30000000.00 30000000.00 0.0055 N 30002700.00 30002700.00 FEDERAL HOME LOAN BANK (FHLB) FEDERAL HOME LOAN BANK, 0.2500% 313374GP9 Government Agency Debt First Tier Security 2012-06-22 2012-06-22 N N N 23885000.00 23885000.00 0.0044 N 23886050.94 23886050.94 FEDERAL HOME LOAN BANK (FHLB) FEDERAL HOME LOAN BANK, 0.2500% 313376MJ1 Government Agency Debt First Tier Security 2013-01-08 2013-01-08 N N N 25000000.00 25000000.00 0.0046 N 25007450.00 25007450.00 FEDERAL HOME LOAN BANK (FHLB) FEDERAL HOME LOAN BANK, 0.3000% 313378GU9 Government Agency Debt First Tier Security 2013-03-27 2013-03-27 N N N 50000000.00 50000000.00 0.0091 N 50003600.00 50003600.00 FEDERAL HOME LOAN BANK (FHLB) FEDERAL HOME LOAN BANK, 0.2600% 313378TE1 Government Agency Debt First Tier Security 2013-04-10 2013-04-10 N N N 92400000.00 92392076.38 0.0169 N 92443520.40 92443520.40 FEDERAL HOME LOAN BANK (FHLB) FEDERAL HOME LOAN BANK, 0.3000% 313379J91 Government Agency Debt First Tier Security 2013-06-14 2013-06-14 N N N 75000000.00 75000000.00 0.0137 N 75002400.00 75002400.00 FEDERAL HOME LOAN BANK (FHLB) FEDERAL HOME LOAN BANK, 0.3000% 313379JF7 Government Agency Debt First Tier Security 2013-06-04 2013-06-04 N N N 25000000.00 25000000.00 0.0046 N 25006925.00 25006925.00 FEDERAL HOME LOAN BANK (FHLB) FEDERAL HOME LOAN BANK, 0.3000% 313379K81 Government Agency Debt First Tier Security 2013-06-14 2013-06-14 N N N 75000000.00 74995116.28 0.0137 N 75005775.00 75005775.00 FEDERAL HOME LOAN BANK (FHLB) FEDERAL HOME LOAN BANK, 0.1000% 313384XP9 Government Agency Debt First Tier Security 2012-06-01 2012-06-01 N N N 108350000.00 108350000.00 0.0198 N 108350000.00 108350000.00 FEDERAL FARM CREDIT BANK (FFCB) FEDERAL FARM CREDIT BANK, 0.1800% 3133EAHG6 Government Agency Debt First Tier Security 2012-06-01 2013-03-08 N N N 80000000.00 79993777.78 0.0146 N 79990240.00 79990240.00 FEDERAL FARM CREDIT BANK (FFCB) FEDERAL FARM CREDIT BANK, 0.2000% 3133EAJK5 Government Agency Debt First Tier Security 2012-06-01 2013-04-02 N N N 108500000.00 108500000.00 0.0198 N 108499783.00 108499783.00 FEDERAL FARM CREDIT BANK (FFCB) FEDERAL FARM CREDIT BANK, 0.1900% 3133EANK0 Government Agency Debt First Tier Security 2012-06-01 2013-05-03 N N N 150000000.00 150000000.00 0.0274 N 149979000.00 149979000.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION, 0.2500% 3135G0BE2 Government Agency Debt First Tier Security 2012-06-06 2013-03-14 N N N 82750000.00 82769221.52 0.0151 N 82838873.50 82838873.50 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION, 0.2600% 31398A3F7 Government Agency Debt First Tier Security 2012-06-23 2012-08-23 N N N 60605000.00 60612649.25 0.0111 N 60625484.49 60625484.49 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION, 0.5000% 31398A4E9 Government Agency Debt First Tier Security 2012-06-17 2012-09-17 N N N 50000000.00 50009742.27 0.0091 N 50022750.00 50022750.00 US TREASURY SECURITIES U.S. TREASURY NOTE, 4.0000% 912828AP5 Treasury Debt First Tier Security 2012-11-15 2012-11-15 N N N 75000000.00 76302569.50 0.0140 N 76318350.00 76318350.00 US TREASURY SECURITIES U.S. TREASURY NOTE, 4.1200% 912828HC7 Treasury Debt First Tier Security 2012-08-31 2012-08-31 N N N 50000000.00 50496002.91 0.0092 N 50503900.00 50503900.00 US TREASURY SECURITIES U.S. TREASURY NOTE, 3.3800% 912828HK9 Treasury Debt First Tier Security 2012-11-30 2012-11-30 N N N 10000000.00 10160416.67 0.0019 N 10162110.00 10162110.00 US TREASURY SECURITIES U.S. TREASURY NOTE, 3.1200% 912828HY9 Treasury Debt First Tier Security 2013-04-30 2013-04-30 N N N 50000000.00 51322857.18 0.0094 N 51335950.00 51335950.00 US TREASURY SECURITIES U.S. TREASURY NOTE, 1.3800% 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 50000000.00 50458893.30 0.0092 N 50474600.00 50474600.00 US TREASURY SECURITIES U.S. TREASURY NOTE, 1.7500% 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 50000000.00 50658198.05 0.0093 N 50679700.00 50679700.00 US TREASURY SECURITIES U.S. TREASURY NOTE, 1.1200% 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 49000000.00 49442385.44 0.0090 N 49468979.00 49468979.00 US TREASURY SECURITIES U.S. TREASURY NOTE, 0.6200% 912828QK9 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 100000000.00 100327974.28 0.0184 N 100343800.00 100343800.00 US TREASURY SECURITIES U.S. TREASURY NOTE, 0.7500% 912828QL7 Treasury Debt First Tier Security 2013-03-31 2013-03-31 N N N 175000000.00 175766058.66 0.0321 N 175840875.00 175840875.00 MERRILL LYNCH PIERCE FENNER & SMITH MERRILL LYNCH PIERCE FENNER & SMITH, 0.2000% BAC11261 0001085917 Government Agency Repurchase Agreement Y FNMA 2040-12-01 3.003000 Government Agency Debt FNAR XX.XXX LBAE5502 50354753.00 41393277.92 FNMA 2036-04-01 2.153000 Government Agency Debt FNAR XX.XXX WSAD0068 67727330.00 44192847.49 FNMA 2041-12-01 3.314000 Government Agency Debt FNAR XX.XXX LBAL1117 43638448.00 42171315.63 FNMA 2042-02-01 2.535000 Government Agency Debt FNAR XX.XXX LBAK0363 40569062.00 40683438.60 FNMA 2041-04-01 3.283000 Government Agency Debt FNAR XX.XXX LBAH8399 50049310.00 38628810.74 FNMA 2041-01-01 3.131000 Government Agency Debt FNAR XX.XXX LBAH3742 44996058.00 40617043.95 FNMA 2041-01-01 3.000000 Government Agency Debt FNAR XX.XXX LBAH1203 50363273.00 38689109.60 FMAC 2040-12-01 2.983000 Government Agency Debt FMAR 848362 G 63017340.00 43852672.63 FMAC 2041-09-01 3.006000 Government Agency Debt FMAR 1B8613 G 36997592.00 34845184.00 FMAC 2041-05-01 3.297000 Government Agency Debt FMAR 1B8127 G 50387418.00 42926299.45 First Tier Security 2012-06-01 2012-06-01 N N N 400000000.00 400000000.00 0.0732 N 400000000.00 400000000.00 BARCLAYS BANK PLC BARCLAYS CAPITAL GROUP, 0.1700% BCG21261 0000312069 Government Agency Repurchase Agreement Y FMAC 2017-11-17 5.125000 Government Agency Debt 5.125 FMNT GB 17 A6 1900000.00 2303375.81 FMAC 2013-10-28 0.875000 Government Agency Debt 0.875 FMNT GB 13 L1 8000000.00 8068920.67 FMAC 2012-09-21 2.125000 Government Agency Debt 2.125 FMNT GB 12 E7 150000.00 151524.29 FMAC 2015-09-10 1.750000 Government Agency Debt 1.75 FMNT GB 15 M9 531000.00 552132.47 FMAC 2016-08-25 2.000000 Government Agency Debt 2.00 FMNT GB 16 W7 16483000.00 17303249.02 FMAC 2019-05-30 1.750000 Government Agency Debt 1.75 FMNT GB 19 G1 6756000.00 6877328.38 FMAC 2016-05-27 2.500000 Government Agency Debt 2.50 FMNT GB 16 T4 17457000.00 18583112.28 FMAC 2014-04-23 2.500000 Government Agency Debt 2.50 FMNT GB 14 B3 216000.00 225345.00 FMAC 2016-04-18 5.250000 Government Agency Debt 5.25 FMNT GB 16 D1 880000.00 1037362.33 FMAC 2015-04-17 0.500000 Government Agency Debt 0.5 FMNT GB 15 D8 3828000.00 3826396.49 FMAC 2019-03-27 3.750000 Government Agency Debt 3.75 FMNT GB 19 A5 4985000.00 5771516.68 FMAC 2017-02-16 5.000000 Government Agency Debt 5.00 FMNT GB 17 M1 10000000.00 12030533.33 FMAC 2013-01-09 1.375000 Government Agency Debt 1.375 FMNT GB 13 G2 930000.00 941516.76 FNMA 2027-03-29 2.250000 Government Agency Debt FNNT AU 13-27 3000000.00 3030885.00 FNMA 2013-05-01 4.625000 Government Agency Debt 4.625 FNDS SCD 05/13 60000.00 62523.25 FNMA 2014-01-02 5.125000 Government Agency Debt 5.125 FNNS SCD 01/14 200000.00 217922.36 FMAC 2013-12-23 0.625000 Government Agency Debt 0.625 FMNT GB 13 F6 150000.00 151081.96 FMAC 2014-12-19 0.800000 Government Agency Debt 0.80 FMNT 12-14 J5 227000.00 228178.13 FMAC 2013-10-15 0.500000 Government Agency Debt 0.50 FMNT GB 13 H3 11523000.00 11562626.32 FMAC 2014-08-20 1.000000 Government Agency Debt 1.00 FMNT GB 14 A8 75000.00 76114.17 FMAC 2026-04-01 4.560000 Government Agency Debt 4.56 FMNT 13-26 E1 500000.00 516825.00 FMAC 2012-12-27 1.100000 Government Agency Debt 1.10 FMNT GB 12 D4 90000.00 90878.00 FMAC 2018-12-14 5.000000 Government Agency Debt 5.00 FMNS SB 18 Z0 656000.00 759913.32 FMAC 2015-11-17 4.750000 Government Agency Debt 4.75 FMNT GB 15 G6 40000.00 45659.09 FMAC 2013-11-15 4.875000 Government Agency Debt 4.875 FMNT GB 13 A 76000.00 81223.45 FMAC 2032-07-15 6.250000 Government Agency Debt 6.25 FMNT GB 32 A 5000.00 7551.56 FMAC 2016-06-27 5.750000 Government Agency Debt 5.75 FMNS SB 16 Y3 102000.00 119530.46 FMAC 2015-01-15 4.500000 Government Agency Debt 4.50 FMNT GB 15 X0 111000.00 124421.01 FMAC 2013-01-15 4.500000 Government Agency Debt 4.50 FMNT GB 13 A 7044000.00 7350836.64 FMAC 2016-06-01 8.250000 Government Agency Debt 8.25 MCDB 16 7160000.00 9145253.20 FHLB 2012-12-28 1.520000 Government Agency Debt 1.52 FHLB 12 RD 100000.00 101394.00 FHLB 2013-06-21 1.875000 Government Agency Debt 1.875 FHLB 13 G1926 11470000.00 11762408.53 FHLB 2015-04-20 2.600000 Government Agency Debt 2.60 FHAS 10-15 Y2 2000000.00 1021173.00 FHLB 2012-12-14 1.750000 Government Agency Debt 1.75 FHLB 12 AU 25000.00 25404.45 FHLB 2012-11-21 1.625000 Government Agency Debt 1.625 FHLB 12 G1677 835000.00 841130.06 FHLB 2029-09-28 5.000000 Government Agency Debt 5.00 FHLB 29 M 115000.00 145299.05 FHLB 2012-09-14 2.000000 Government Agency Debt 2.00 FHLB 12 S2 25000.00 25239.19 FHLB 2013-10-18 3.625000 Government Agency Debt 3.625 FHLB 13 G1423 6005000.00 6305129.07 FHLB 2013-02-27 3.375000 Government Agency Debt 3.375 FHLB 13 G1210 10000.00 10320.13 FHLB 2017-11-17 5.000000 Government Agency Debt 5.00 FHLB 17 G1069 1250000.00 1509668.06 FHLB 2012-09-14 5.000000 Government Agency Debt 5.00 FHLB 12 GM 25000.00 25606.61 FHLB 2017-05-17 4.875000 Government Agency Debt 4.875 FHLB 17 G917 35000.00 41702.35 FHLB 2016-12-16 4.750000 Government Agency Debt 4.75 FHLB 16 G775 10000.00 11925.21 FHLB 2013-12-13 4.875000 Government Agency Debt 4.875 FHLB 13 CR 75000.00 81945.75 FHLB 2016-05-18 5.375000 Government Agency Debt 5.375 FHLB 16 G656 50000.00 58953.05 FHLB 2014-06-18 5.250000 Government Agency Debt 5.25 FHLB 14 G467 30000.00 33713.13 FHLB 2013-09-16 4.500000 Government Agency Debt 4.50 FHLB 13 G432 10000.00 10637.45 FCSB 2013-05-14 0.200000 Government Agency Debt 0.20 FCSB 13/05 12548000.00 12543789.45 FHLB 2012-08-10 0.000000 Government Agency Debt FHDN 08/10/12 100000.00 99986.00 FHLB 2012-07-20 0.000000 Government Agency Debt FHDN 07/20/12 10475000.00 10474266.75 FHLB 2012-06-29 0.000000 Government Agency Debt FHDN 06/29/12 100000.00 99997.00 FHLB 2013-11-08 0.290000 Government Agency Debt 0.29 FHLB 13 G2820 705000.00 705082.64 FHLB 2013-04-29 0.230000 Government Agency Debt 0.23 FHLB 13 G2795 5000000.00 5000636.11 FHLB 2013-02-25 0.170000 Government Agency Debt 0.17 FHLB 13 G2803 4800000.00 4798704.00 FHLB 2013-08-09 0.240000 Government Agency Debt 0.24 FHLB 13 G2708 1000000.00 1000396.67 FHLB 2032-04-02 3.250000 Government Agency Debt 3.25 FHLB 32 AA 8850000.00 9225827.54 FHLB 2013-03-01 0.200000 Government Agency Debt 0.20 FHLB 13 I8 3900000.00 3901053.00 FHLB 2013-02-15 0.180000 Government Agency Debt 0.18 FHLB 13 G2720 240000.00 240043.20 FHLB 2013-02-15 0.190000 Government Agency Debt 0.19 FHLB 13 G2723 2500000.00 2500698.61 FHLB 2012-12-19 0.180000 Government Agency Debt 0.18 FHLB 12 G2652 145000.00 145098.60 FHLB 2013-08-13 0.280000 Government Agency Debt 0.28 FHLB 13 G2682 945000.00 945897.75 FHLB 2013-08-02 0.250000 Government Agency Debt 0.25 FHLB 13 G2 19000000.00 19011373.61 FHLB 2013-07-26 0.280000 Government Agency Debt 0.28 FHLB 13 E9 15000.00 15017.13 FHLB 2013-07-09 0.400000 Government Agency Debt 0.40 FHLB 13 8N 1400000.00 1403580.89 FHLB 2013-07-01 0.330000 Government Agency Debt 0.33 FHLB 13 8B 4200000.00 4203272.50 FHLB 2013-02-15 0.170000 Government Agency Debt 0.17 FHLB 13 F5 3000000.00 3000440.00 FHLB 2013-02-08 0.170000 Government Agency Debt 0.17 FHLB 13 F1 16700000.00 16702064.31 FHLB 2013-02-06 0.170000 Government Agency Debt 0.17 FHLB 13 G2668 200000.00 200026.61 FHLB 2012-06-29 0.250000 Government Agency Debt 0.25 FHLB 12 6F 16570000.00 16588621.82 FHLB 2014-05-28 1.375000 Government Agency Debt 1.375 FHLB 14 G2319 3000000.00 3065593.75 FHLB 2013-12-27 0.875000 Government Agency Debt 0.875 FHLB 13 G2195 4000000.00 4049972.22 FCSB 2013-10-07 3.875000 Government Agency Debt 3 7/8 FCDB 13 A 1123000.00 1183128.23 FCSB 2012-06-18 2.125000 Government Agency Debt 2 1/8 FCDB 12 D 4200000.00 4244274.42 FCSB 2014-04-17 2.625000 Government Agency Debt 2 5/8 FCDB 14 A 7000.00 7309.67 FAMC 2021-11-29 3.250000 Government Agency Debt 3.25 FFNT 12-21 11000000.00 11083166.11 FAMC 2012-08-03 0.000000 Government Agency Debt FFDN 08/03/12 9735000.00 9733831.80 FMAC 2013-04-11 1.720000 Government Agency Debt 1.72 FMNT GB 13 56 800000.00 812087.11 FMAC 2035-11-23 5.625000 Government Agency Debt 5.625 FMNT GB15-35Z2 230000.00 261774.50 First Tier Security 2012-06-07 2012-06-07 N N N 275000000.00 275000000.00 0.0503 N 275000000.00 275000000.00 BARCLAYS BANK PLC BARCLAYS CAPITAL GROUP, 0.2000% BCG31261 0000312069 Government Agency Repurchase Agreement Y FNMA 2040-11-01 4.500000 Government Agency Debt FNMS 04.500 CLAE8382 8512577.00 8467988.35 FNMA 2025-10-01 4.000000 Government Agency Debt FNMS 04.000 CIAE1595 8688157.00 7957731.38 FNMA 2040-08-01 4.500000 Government Agency Debt FNMS 04.500 CLAD8511 7300000.00 7324935.92 FNMA 2040-06-01 5.000000 Government Agency Debt FNMS 05.000 CLAD8842 12678547.00 8644382.38 FNMA 2022-05-01 2.500000 Government Agency Debt FNMS 02.500 CNMA1079 7383490.00 7708609.68 FNMA 2042-04-01 3.500000 Government Agency Debt FNMS 03.500 CKMA1068 8181150.00 8528814.49 FNMA 2042-01-01 4.000000 Government Agency Debt FNMS 04.000 CLMA0971 7784594.00 8099064.27 FNMA 2040-12-01 4.500000 Government Agency Debt FNMS 04.500 CLMA0615 8033286.00 7602424.22 FNMA 2031-07-01 4.000000 Government Agency Debt FNMS 04.000 CTMA0804 9500000.00 8504159.69 FNMA 2039-08-01 5.500000 Government Agency Debt FNMS 05.500 CLAC1255 10090156.00 8555663.30 FNMA 2042-03-01 4.000000 Government Agency Debt FNMS 04.000 CLAB4622 6940146.00 7380804.30 FNMA 2027-02-01 3.000000 Government Agency Debt FNMS 03.000 CIAB4332 7751346.00 8024379.68 FNMA 2041-05-01 4.000000 Government Agency Debt FNMS 04.000 CLAB2594 8053848.00 8305489.67 FNMA 2041-04-01 4.500000 Government Agency Debt FNMS 04.500 CLAB2696 3446563.00 3422802.51 FNMA 2036-01-01 4.500000 Government Agency Debt FNMS 04.500 CLAA7936 19100000.00 7734644.41 FNMA 2038-01-01 6.000000 Government Agency Debt FNMS 06.000 NP965627 25409542.00 8574252.96 FNMA 2037-12-01 6.000000 Government Agency Debt FNMS 06.000 CL955422 29100610.00 7649436.34 FNMA 2037-06-01 6.000000 Government Agency Debt FNMS 06.000 NP939843 24821980.00 7383506.29 FNMA 2037-06-01 6.000000 Government Agency Debt FNMS 06.000 NP939946 21674737.00 7420287.32 FNMA 2026-01-01 3.000000 Government Agency Debt FNMS 03.000 CI932873 8347971.00 7664707.66 FNMA 2037-06-01 5.500000 Government Agency Debt FNMS 05.500 CL916496 20000000.00 8517063.68 FNMA 2037-02-01 6.000000 Government Agency Debt FNMS 06.000 CL908887 30000000.00 8337909.59 FNMA 2036-01-01 4.500000 Government Agency Debt FNMS 04.500 CL888279 18578819.00 7813276.79 FNMA 2036-01-01 6.000000 Government Agency Debt FNMS 06.000 CL827712 11220946.00 8032619.49 FNMA 2018-06-01 5.000000 Government Agency Debt FNMS 05.000 CI709901 46165000.00 8332876.02 FNMA 2042-05-01 4.000000 Government Agency Debt FNMS 04.000 CLAO2586 7988563.00 8550169.63 FNMA 2027-05-01 3.500000 Government Agency Debt FNMS 03.500 CIAO2515 7262679.00 7751231.33 FNMA 2042-05-01 3.000000 Government Agency Debt FNMS 03.000 CLAO1547 7922898.00 8130295.70 FNMA 2027-05-01 3.000000 Government Agency Debt FNMS 03.000 CIAO1191 7577608.00 7974833.79 FNMA 2042-05-01 3.500000 Government Agency Debt FNMS 03.500 CLAO0652 7783356.00 8180132.45 FNMA 2042-04-01 4.000000 Government Agency Debt FNMS 04.000 CLAO0002 6988146.00 7453510.66 FNMA 2026-11-01 4.000000 Government Agency Debt FNMS 04.000 CIAL0952 8510292.00 8047003.86 FNMA 2042-05-01 3.500000 Government Agency Debt FNMS 03.500 CLAK8682 2319386.00 2438112.11 FNMA 2027-03-01 3.500000 Government Agency Debt FNMS 03.500 CIAK7206 7535189.00 7900457.67 FNMA 2042-04-01 3.500000 Government Agency Debt FNMS 03.500 CLAK6556 7195413.00 7552067.86 FNMA 2042-03-01 4.000000 Government Agency Debt FNMS 04.000 CLAK4713 8003653.00 8510813.80 FNMA 2032-01-01 4.000000 Government Agency Debt FNMS 04.000 CTAK2069 8009988.00 8560495.49 FNMA 2031-12-01 4.000000 Government Agency Debt FNMS 04.000 CTAJ9635 8009826.00 8319554.26 FNMA 2031-11-01 4.000000 Government Agency Debt FNMS 04.000 CTAJ5873 7724996.00 8196953.98 FNMA 2026-11-01 3.000000 Government Agency Debt FNMS 03.000 CIAJ5519 7665110.00 7696205.00 FNMA 2026-11-01 3.000000 Government Agency Debt FNMS 03.000 CIAJ3625 7521503.00 7697090.30 FNMA 2026-04-01 4.000000 Government Agency Debt FNMS 04.000 CIAI5402 8561770.00 8045694.96 FNMA 2041-06-01 5.000000 Government Agency Debt FNMS 05.000 CLAI5238 8505677.00 8654904.46 FNMA 2041-05-01 5.000000 Government Agency Debt FNMS 05.000 CLAI1866 8443831.00 7451375.93 FNMA 2041-04-01 5.000000 Government Agency Debt FNMS 05.000 CLAI1257 8895964.00 8249166.84 FNMA 2026-05-01 4.000000 Government Agency Debt FNMS 04.000 CIAH8194 8027381.00 7843285.43 FNMA 2041-04-01 5.000000 Government Agency Debt FNMS 05.000 CLAH8324 12324913.00 8220821.12 FNMA 2041-06-01 4.500000 Government Agency Debt FNMS 04.500 CLAH8091 8048886.00 8332659.70 FNMA 2041-03-01 4.500000 Government Agency Debt FNMS 04.500 CLAH7031 8155000.00 8367433.83 FNMA 2041-02-01 4.000000 Government Agency Debt FNMS 04.000 CLAH6586 7750250.00 8230384.11 FNMA 2041-01-01 4.000000 Government Agency Debt FNMS 04.000 CLAH2828 7632423.00 7678715.83 FNMA 2026-01-01 3.500000 Government Agency Debt FNMS 03.500 CIAH0633 8855721.00 8258145.33 FNMA 2035-04-01 5.500000 Government Agency Debt FNMS 05.500 CL357762 23634640.00 7478829.10 FNMA 2037-05-01 5.500000 Government Agency Debt FNMS 05.500 CL256748 26000000.00 8627934.46 FMAC 2024-05-01 5.500000 Government Agency Debt 05.500 FGPC C90832 G 32159919.00 8121200.64 FMAC 2042-03-01 4.000000 Government Agency Debt 04.000 FGPC Q07356 G 8053130.00 8556520.85 FMAC 2041-09-01 4.000000 Government Agency Debt 04.000 FGPC Q03145 G 7340834.00 7772165.41 FMAC 2041-09-01 4.000000 Government Agency Debt 04.000 FGPC Q03343 G 7289668.00 7684742.98 FMAC 2041-08-01 4.000000 Government Agency Debt 04.000 FGPC Q02595 G 7729408.00 7907931.69 FMAC 2040-11-01 4.500000 Government Agency Debt 04.500 FGPC A94972 G 10030229.00 8168413.96 FMAC 2039-12-01 4.500000 Government Agency Debt 04.500 FGPC A90257 G 10534659.00 7640496.25 FMAC 2027-02-01 3.000000 Government Agency Debt 03.000 FGPC J17967 G 7889228.00 8145844.48 FMAC 2025-10-01 4.000000 Government Agency Debt 04.000 FGPC J13243 G 9000000.00 7773049.78 FMAC 2035-01-01 5.000000 Government Agency Debt 05.000 FGPC G08035 G 25199550.00 7700342.07 FMAC 2041-10-01 4.500000 Government Agency Debt 04.500 FGPC G06802 G 10308237.00 8626611.31 FMAC 2040-10-01 4.500000 Government Agency Debt 04.500 FGPC G06062 G 8960000.00 7751311.13 FMAC 2039-03-01 5.000000 Government Agency Debt 05.000 FGPC G05335 G 14680687.00 8344519.23 FMAC 2038-06-01 6.500000 Government Agency Debt 06.500 FGPC G04971 G 35474743.00 8576700.16 FMAC 2035-10-01 4.500000 Government Agency Debt 04.500 FGPC G01890 G 27448444.00 8487332.34 FMAC 2036-07-01 5.500000 Government Agency Debt 05.500 FGPC G02253 G 31436444.00 7496570.39 FMAC 2035-03-01 5.000000 Government Agency Debt 05.000 FGPC A54467 G 14337899.00 7860138.62 First Tier Security 2012-06-01 2012-06-01 N N N 550000000.00 550000000.00 0.1006 N 550000000.00 550000000.00 BNP PARIBAS BNP PARIBAS, 0.1700% BNP312530 0000872786 Government Agency Repurchase Agreement Y GNMA 2040-02-15 5.000000 Government Agency Debt GNMI SF 729037 X 50000000.00 37279064.64 FNMA 2030-06-01 4.500000 Government Agency Debt FNMS 04.500 CTAD6931 41400000.00 35555193.46 FNMA 2026-08-01 3.500000 Government Agency Debt FNMS 03.500 CIAB3379 31282781.00 30298068.95 FNMA 2042-05-01 4.000000 Government Agency Debt FNMS 04.000 CLAO2890 34609883.00 36972711.25 FNMA 2042-05-01 4.000000 Government Agency Debt FNMS 04.000 CLAO1661 36218173.00 38690799.74 FNMA 2038-04-01 5.500000 Government Agency Debt FNMS 05.500 NP257172 77217758.00 34028700.82 FMAC 2041-10-01 4.000000 Government Agency Debt 04.000 FGPC Q03843 G 35190712.00 35966388.39 FMAC 2037-02-01 4.500000 Government Agency Debt 04.500 FGPC G05080 G 14436108.00 6209072.74 First Tier Security 2012-06-05 2012-06-05 N N N 250000000.00 250000000.00 0.0457 N 250000000.00 250000000.00 BNP PARIBAS BNP PARIBAS, 0.2100% BNP31261 0000872786 Government Agency Repurchase Agreement Y GNMA 2039-08-15 4.500000 Government Agency Debt GNMI SF 704656 X 28318047.00 19710426.14 GNMA 2038-12-15 5.000000 Government Agency Debt GNMI SP 782641 X 40410982.00 20802758.03 GNMA 2041-05-15 4.500000 Government Agency Debt GNMI SF 738326 X 24500000.00 21070230.35 GNMA 2041-10-20 4.500000 Government Agency Debt GNII SF 005204 M 20657448.00 20980938.01 GNMA 2040-09-20 4.500000 Government Agency Debt GNII SF 004854 M 21150000.00 19844008.29 GNMA 2041-07-20 5.000000 Government Agency Debt GNII SF 005116 M 21629052.00 20058845.69 GNMA 2042-01-20 5.000000 Government Agency Debt GNII SF 005307 M 18912225.00 20411919.81 GNMA 2039-04-20 5.000000 Government Agency Debt GNII SF 004424 M 33116980.00 21134903.09 FNMA 2040-11-01 4.500000 Government Agency Debt FNMS 04.500 CLAE8309 23871617.00 19863837.44 FNMA 2025-04-01 4.500000 Government Agency Debt FNMS 04.500 CIAD4307 30156473.00 19909722.63 FNMA 2025-03-01 4.500000 Government Agency Debt FNMS 04.500 CIAD2338 25231519.00 20700557.42 FNMA 2025-03-01 4.500000 Government Agency Debt FNMS 04.500 CIAD2332 25116741.00 20777778.99 FNMA 2023-06-01 5.000000 Government Agency Debt FNMS 05.000 CIAD0657 41079504.00 19901571.55 FNMA 2026-05-01 3.500000 Government Agency Debt FNMS 03.500 CIAB2634 21812178.00 21112683.27 FNMA 2037-08-01 5.500000 Government Agency Debt FNMS 05.500 CL995024 45008131.00 20011096.80 FNMA 2042-05-01 4.000000 Government Agency Debt FNMS 04.000 CLAO3765 18573147.00 19878864.00 FNMA 2027-05-01 3.500000 Government Agency Debt FNMS 03.500 CIAO2508 19028492.00 20305245.73 FNMA 2042-04-01 4.000000 Government Agency Debt FNMS 04.000 CLAK6402 18486052.00 19717791.82 FNMA 2025-12-01 4.000000 Government Agency Debt FNMS 04.000 CIAH0532 4908376.00 4152447.56 FMAC 2041-02-01 4.000000 Government Agency Debt 04.000 FGPC A97038 G 20570013.00 20987395.10 FMAC 2025-03-01 4.000000 Government Agency Debt 04.000 FGPC J11870 G 21228850.00 16666978.81 First Tier Security 2012-06-01 2012-06-01 N N N 400000000.00 400000000.00 0.0732 N 400000000.00 400000000.00 CITIGROUP INC. CITIGROUP GLOBAL MARKETS, 0.2000% CGM11261 0000831001 Government Agency Repurchase Agreement Y GNMA 2041-05-20 5.500000 Government Agency Debt GNII SP 783311 M 100000000.00 84252701.97 GNMA 2040-07-15 4.500000 Government Agency Debt GNMI SF 745239 X 92060000.00 84068983.16 GNMA 2040-11-20 5.000000 Government Agency Debt GNII SF 004855 M 27641417.00 22014707.75 GNMA 2040-07-20 5.000000 Government Agency Debt GNII SF 004747 M 3658965.00 3077815.52 GNMA 2042-04-20 4.000000 Government Agency Debt GNII SF MA0023 M 28936550.00 31637775.55 FNMA 2040-08-01 5.000000 Government Agency Debt FNMS 05.000 CLAE0611 100058907.00 80948016.37 First Tier Security 2012-06-01 2012-06-01 N N N 300000000.00 300000000.00 0.0549 N 300000000.00 300000000.00 DEUTSCHE BANK AG DEUTSCHE BANK SECURITIES INC., 0.2000% DBK11261 0001074042 Government Agency Repurchase Agreement Y GNMA 2041-09-15 4.000000 Government Agency Debt GNMI SF 738788 X 107161430.00 112452984.90 GNMA 2041-08-15 4.000000 Government Agency Debt GNMI SF 738659 X 176367062.00 182725869.48 GNMA 2041-08-20 4.500000 Government Agency Debt GNII SF 005140 M 116143423.00 112821146.43 First Tier Security 2012-06-01 2012-06-01 N N N 400000000.00 400000000.00 0.0732 N 400000000.00 400000000.00 DEUTSCHE BANK AG DEUTSCHE BANK SECURITIES INC., 0.2000% DBK21261 0001074042 Treasury Repurchase Agreement Y USTR 2015-02-15 11.250000 Treasury Debt 11 1/4 BOND 15 192460000.00 255000067.34 First Tier Security 2012-06-01 2012-06-01 N N N 250000000.00 250000000.00 0.0457 N 250000000.00 250000000.00 GOLDMAN SACHS GROUP INC. GOLDMAN SACHS & CO., 0.1900% GOL21261 0000886982 Treasury Repurchase Agreement Y USTR 2013-07-15 1.875000 Treasury Debt 1 7/8 TRIN C 13 17802000.00 23119911.49 GE CAPITAL CORP FDIC 2012-12-28 2.625000 Treasury Debt GE CAPITAL CORP FDIC 34548000.00 35399133.16 GMAC INC 2012-10-30 1.750000 Treasury Debt GMAC INC 35000000.00 35263793.06 CITIBANK NA 2012-12-28 1.750000 Treasury Debt CITIBANK NA 47435000.00 48207597.57 CITIBANK NA 2012-06-04 1.875000 Treasury Debt CITIBANK NA 24121132.00 24343498.68 BANK OF AMERICA FDIC 2012-06-22 0.489380 Treasury Debt BANK OF AMERICA FDIC 7680000.00 7689814.87 BANK OF AMERICA FDIC 2012-06-22 2.375000 Treasury Debt BANK OF AMERICA FDIC 4425000.00 4476328.15 First Tier Security 2012-06-01 2012-06-01 N N N 175000000.00 175000000.00 0.0320 N 175000000.00 175000000.00 RBS SECURITIES INC. RBS SECURITIES INC., 0.2000% GRW11261 0000808379 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE 2034-03-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1057139.00 375474.09 FEDERAL HOME LOAN MORTGAGE 2035-09-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1600000.00 613216.02 FEDERAL HOME LOAN MORTGAGE 2037-08-01 6.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1127109.00 158311.23 FEDERAL HOME LOAN MORTGAGE 2037-10-01 6.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1355613.00 202101.04 FEDERAL HOME LOAN MORTGAGE 2038-05-01 7.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1275737.00 771513.48 FEDERAL HOME LOAN MORTGAGE 2038-05-01 7.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1592878.00 902973.13 FEDERAL HOME LOAN MORTGAGE 2033-04-01 5.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1049546.00 716750.61 FEDERAL HOME LOAN MORTGAGE 2039-03-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1373200.00 581074.09 FEDERAL HOME LOAN MORTGAGE 2040-02-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1393961.00 1236984.58 FEDERAL HOME LOAN MORTGAGE 2040-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1288914.00 1337418.40 FEDERAL HOME LOAN MORTGAGE 2040-07-01 5.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1128285.00 908042.46 FEDERAL HOME LOAN MORTGAGE 2040-08-01 5.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1378160.00 939492.97 FEDERAL HOME LOAN MORTGAGE 2040-10-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1645105.00 1703456.10 FEDERAL HOME LOAN MORTGAGE 2041-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1349763.00 1325411.02 FEDERAL HOME LOAN MORTGAGE 2041-03-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1108314.00 1177784.19 FEDERAL HOME LOAN MORTGAGE 2029-11-01 7.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1224760.00 11042.34 FEDERAL HOME LOAN MORTGAGE 2030-01-01 7.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1233559.00 9269.14 FEDERAL HOME LOAN MORTGAGE 2029-12-01 6.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1107500.00 23199.06 FEDERAL HOME LOAN MORTGAGE 2031-01-01 7.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1074119.00 8735.19 FEDERAL HOME LOAN MORTGAGE 2033-06-01 5.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1220000.00 344957.27 FEDERAL HOME LOAN MORTGAGE 2022-03-01 6.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1071135.00 36397.60 FEDERAL HOME LOAN MORTGAGE 2025-08-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1563257.00 352311.33 FEDERAL HOME LOAN MORTGAGE 2031-09-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1386531.00 1404629.64 FEDERAL HOME LOAN MORTGAGE 2031-11-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1290100.00 1322666.05 FEDERAL HOME LOAN MORTGAGE 2032-02-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1306943.00 1373464.19 FEDERAL HOME LOAN MORTGAGE 2032-03-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1316183.00 1389133.92 FEDERAL HOME LOAN MORTGAGE 2032-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1142100.00 1205325.93 FEDERAL HOME LOAN MORTGAGE 2032-04-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1267774.00 1314015.53 FEDERAL HOME LOAN MORTGAGE 2032-03-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1102250.00 1144659.50 FEDERAL HOME LOAN MORTGAGE 2026-06-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1137481.00 899021.62 FEDERAL HOME LOAN MORTGAGE 2016-11-01 7.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1380799.00 23299.76 FEDERAL HOME LOAN MORTGAGE 2036-07-01 5.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1200000.00 286137.95 FEDERAL HOME LOAN MORTGAGE 2038-09-01 5.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1431000.00 426593.97 FEDERAL HOME LOAN MORTGAGE 2041-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1524441.00 1526605.37 FEDERAL HOME LOAN MORTGAGE 2039-05-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1087355.00 629383.20 FEDERAL HOME LOAN MORTGAGE 2023-11-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1245000.00 345533.77 FEDERAL HOME LOAN MORTGAGE 2023-11-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1201400.00 312593.57 FEDERAL HOME LOAN MORTGAGE 2027-03-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1481650.00 1545192.78 FEDERAL HOME LOAN MORTGAGE 2024-02-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1335000.00 364759.25 FEDERAL HOME LOAN MORTGAGE 2024-09-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1437220.00 620520.16 FEDERAL HOME LOAN MORTGAGE 2038-03-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1400000.00 350217.00 FEDERAL HOME LOAN MORTGAGE 2028-06-01 5.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1050000.00 305030.21 FEDERAL HOME LOAN MORTGAGE 2037-09-01 6.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1397500.00 197045.84 FEDERAL HOME LOAN MORTGAGE 2038-06-01 6.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1153417.00 290668.96 FEDERAL HOME LOAN MORTGAGE 2037-05-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1055920.00 789653.79 FEDERAL HOME LOAN MORTGAGE 2018-01-01 5.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1579512.00 367652.50 FEDERAL HOME LOAN MORTGAGE 2020-12-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1545952.00 575562.54 FEDERAL HOME LOAN MORTGAGE 2026-02-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1101204.00 997228.04 FEDERAL HOME LOAN MORTGAGE 2026-01-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1319360.00 746860.99 FEDERAL HOME LOAN MORTGAGE 2021-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1108079.00 974345.95 FEDERAL HOME LOAN MORTGAGE 2026-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1222000.00 1137306.37 FEDERAL HOME LOAN MORTGAGE 2024-05-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1200000.00 596813.82 FEDERAL HOME LOAN MORTGAGE 2026-05-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1120660.00 1130947.34 FEDERAL HOME LOAN MORTGAGE 2026-06-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1413220.00 1053642.48 FEDERAL HOME LOAN MORTGAGE 2026-07-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1600920.00 1593097.00 FEDERAL HOME LOAN MORTGAGE 2026-08-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1118275.00 1139630.80 FEDERAL HOME LOAN MORTGAGE 2021-08-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1140018.00 1050276.63 FEDERAL HOME LOAN MORTGAGE 2026-09-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1618210.00 1671873.85 FEDERAL HOME LOAN MORTGAGE 2026-09-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1185645.00 1214765.40 FEDERAL HOME LOAN MORTGAGE 2026-09-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1051018.00 1060794.21 FEDERAL HOME LOAN MORTGAGE 2026-10-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1128684.00 1165230.10 FEDERAL HOME LOAN MORTGAGE 2026-10-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1073775.00 1108609.48 FEDERAL HOME LOAN MORTGAGE 2026-10-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1167425.00 1200707.70 FEDERAL HOME LOAN MORTGAGE 2021-11-01 2.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1501760.00 1481770.75 FEDERAL HOME LOAN MORTGAGE 2026-11-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1201576.00 1188724.31 FEDERAL HOME LOAN MORTGAGE 2021-11-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1107022.00 790985.11 FEDERAL HOME LOAN MORTGAGE 2026-11-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1068633.00 1109920.29 FEDERAL HOME LOAN MORTGAGE 2026-12-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1523171.00 1560867.11 FEDERAL HOME LOAN MORTGAGE 2026-12-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1075296.00 1124765.39 FEDERAL HOME LOAN MORTGAGE 2026-12-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1184362.00 1234139.01 FEDERAL HOME LOAN MORTGAGE 2022-01-01 2.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1474259.00 1470457.72 FEDERAL HOME LOAN MORTGAGE 2027-01-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1082995.00 1117946.56 FEDERAL HOME LOAN MORTGAGE 2027-01-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1587564.00 1642894.77 FEDERAL HOME LOAN MORTGAGE 2027-01-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1065000.00 1100995.86 FEDERAL HOME LOAN MORTGAGE 2027-01-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1126341.00 1179431.48 FEDERAL HOME LOAN MORTGAGE 2021-06-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1084420.00 1101501.61 FEDERAL HOME LOAN MORTGAGE 2027-02-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1459150.00 1509430.15 FEDERAL HOME LOAN MORTGAGE 2027-02-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1213901.00 1270053.74 FEDERAL HOME LOAN MORTGAGE 2027-03-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1637857.00 1673807.58 FEDERAL HOME LOAN MORTGAGE 2027-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1266197.00 1357882.61 FEDERAL HOME LOAN MORTGAGE 2027-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1575338.00 1670014.62 FEDERAL HOME LOAN MORTGAGE 2027-03-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1184745.00 1237493.54 FEDERAL HOME LOAN MORTGAGE 2022-03-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1240338.00 1286165.97 FEDERAL HOME LOAN MORTGAGE 2027-03-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1208968.00 1277572.68 FEDERAL HOME LOAN MORTGAGE 2027-03-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1450728.00 1528465.51 FEDERAL HOME LOAN MORTGAGE 2027-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1261977.00 1326142.56 FEDERAL HOME LOAN MORTGAGE 2027-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1435879.00 1527313.80 FEDERAL HOME LOAN MORTGAGE 2022-03-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1130384.00 1172769.92 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1659048.00 1736065.13 FEDERAL HOME LOAN MORTGAGE 2027-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1111813.00 1168749.52 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1481024.00 1576057.96 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1563516.00 1634488.85 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1177179.00 1248845.31 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1566006.00 1666399.91 FEDERAL HOME LOAN MORTGAGE 2027-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1136850.00 1223875.20 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1382195.00 1456619.03 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1133870.00 1186315.53 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1212618.00 1272510.16 FEDERAL HOME LOAN MORTGAGE 2027-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1139560.00 1232476.18 FEDERAL HOME LOAN MORTGAGE 2027-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1250051.00 1326914.62 FEDERAL HOME LOAN MORTGAGE 2022-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1184335.00 1249665.66 FEDERAL HOME LOAN MORTGAGE 2027-05-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1117843.00 1169807.07 FEDERAL HOME LOAN MORTGAGE 2027-05-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1057400.00 1105312.96 FEDERAL HOME LOAN MORTGAGE 2027-05-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1645628.00 1731757.87 FEDERAL HOME LOAN MORTGAGE 2027-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1263883.00 1355945.86 FEDERAL HOME LOAN MORTGAGE 2027-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1242492.00 1343868.62 FEDERAL HOME LOAN MORTGAGE 2027-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1361966.00 1435167.83 FEDERAL HOME LOAN MORTGAGE 2027-05-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1182490.00 1246966.56 FEDERAL HOME LOAN MORTGAGE 2027-05-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1278972.00 1350308.09 FEDERAL HOME LOAN MORTGAGE 2027-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1564996.00 1667694.50 FEDERAL HOME LOAN MORTGAGE 2027-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1514630.00 1624436.33 FEDERAL HOME LOAN MORTGAGE 2027-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1255625.00 1323111.30 FEDERAL HOME LOAN MORTGAGE 2027-06-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1246190.00 1314139.87 FEDERAL HOME LOAN MORTGAGE 2027-06-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1420950.00 1495320.53 FEDERAL HOME LOAN MORTGAGE 2046-12-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1230087.00 741422.26 FEDERAL HOME LOAN MORTGAGE 2047-06-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1293624.00 1006547.11 FEDERAL HOME LOAN MORTGAGE 2047-06-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1165792.00 791205.83 FEDERAL HOME LOAN MORTGAGE 2047-10-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1427984.00 857538.93 FEDERAL HOME LOAN MORTGAGE 2041-04-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1094425.00 1067252.27 FEDERAL HOME LOAN MORTGAGE 2041-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1128111.00 1195303.78 FEDERAL HOME LOAN MORTGAGE 2041-07-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1073779.00 1020747.47 FEDERAL HOME LOAN MORTGAGE 2041-08-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1059979.00 1127704.58 FEDERAL HOME LOAN MORTGAGE 2041-09-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1291063.00 1372395.46 FEDERAL HOME LOAN MORTGAGE 2036-08-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1136660.00 942301.23 FEDERAL HOME LOAN MORTGAGE 2041-09-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1407248.00 1460434.19 FEDERAL HOME LOAN MORTGAGE 2041-09-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1580095.00 1688776.48 FEDERAL HOME LOAN MORTGAGE 2041-10-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1281000.00 1359587.65 FEDERAL HOME LOAN MORTGAGE 2041-10-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1408243.00 1457565.03 FEDERAL HOME LOAN MORTGAGE 2041-10-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1309709.00 1380834.41 FEDERAL HOME LOAN MORTGAGE 2041-10-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1372630.00 1473487.43 FEDERAL HOME LOAN MORTGAGE 2041-10-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1370008.00 1446867.10 FEDERAL HOME LOAN MORTGAGE 2041-10-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1100000.00 1099125.16 FEDERAL HOME LOAN MORTGAGE 2041-11-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1455790.00 1536816.51 FEDERAL HOME LOAN MORTGAGE 2041-11-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1230581.00 1283510.34 FEDERAL HOME LOAN MORTGAGE 2041-12-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1307400.00 1390933.19 FEDERAL HOME LOAN MORTGAGE 2042-01-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1299000.00 1376396.39 FEDERAL HOME LOAN MORTGAGE 2042-01-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1201828.00 1284673.76 FEDERAL HOME LOAN MORTGAGE 2042-01-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1078324.00 1161078.47 FEDERAL HOME LOAN MORTGAGE 2042-01-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1575674.00 1685258.62 FEDERAL HOME LOAN MORTGAGE 2042-01-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1192990.00 1264338.09 FEDERAL HOME LOAN MORTGAGE 2042-02-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1126283.00 1202340.39 FEDERAL HOME LOAN MORTGAGE 2042-02-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1093276.00 1160105.41 FEDERAL HOME LOAN MORTGAGE 2042-02-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1128672.00 1208360.99 FEDERAL HOME LOAN MORTGAGE 2042-02-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1386062.00 1491367.32 FEDERAL HOME LOAN MORTGAGE 2042-02-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1260567.00 1361317.89 FEDERAL HOME LOAN MORTGAGE 2042-02-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1284788.00 1362391.20 FEDERAL HOME LOAN MORTGAGE 2042-02-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1219377.00 1274494.86 FEDERAL HOME LOAN MORTGAGE 2042-02-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1163945.00 1214148.77 FEDERAL HOME LOAN MORTGAGE 2042-02-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1501208.00 1643580.67 FEDERAL HOME LOAN MORTGAGE 2042-03-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 360000.00 376826.68 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1161539.00 1242187.55 FEDERAL HOME LOAN MORTGAGE 2042-02-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1288631.00 1387053.12 FEDERAL HOME LOAN MORTGAGE 2042-03-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1064133.00 1170660.49 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1293978.00 1390283.37 FEDERAL HOME LOAN MORTGAGE 2042-03-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1599570.00 1724651.01 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1351548.00 1482102.30 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1110588.00 1190365.41 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1155329.00 1236854.36 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1137358.00 1215731.85 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1647907.00 1752501.63 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1310100.00 1404502.98 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1324117.00 1415252.04 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1212457.00 1334298.94 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1512423.00 1653744.43 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1498983.00 1636814.75 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1499183.00 1623024.81 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1382009.00 1386483.56 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1235397.00 1349973.98 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1266051.00 1390311.66 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1114950.00 1186216.17 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1056970.00 1134434.94 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1079931.00 1148948.88 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1307734.00 1409414.80 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1194887.00 1282417.67 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1461989.00 1571327.15 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1302741.00 1397507.61 FEDERAL HOME LOAN MORTGAGE 2042-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1493415.00 1565528.12 FEDERAL HOME LOAN MORTGAGE 2042-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1203719.00 1261795.67 FEDERAL HOME LOAN MORTGAGE 2042-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1118504.00 1175021.29 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1581403.00 1730239.79 FEDERAL HOME LOAN MORTGAGE 2042-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1192700.00 1250279.43 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1068622.00 1158939.49 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1126161.00 1211376.80 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1657433.00 1791825.90 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1507471.00 1605717.63 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1160597.00 1187901.15 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1550065.00 1637848.16 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1273153.00 1336501.13 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1453282.00 1529226.07 FEDERAL HOME LOAN MORTGAGE 2042-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1191358.00 1250636.26 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1317833.00 1430292.66 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1528024.00 1680110.20 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1653773.00 1788699.11 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1139402.00 1226309.20 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1098236.00 1152880.80 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1138162.00 1203685.29 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1181474.00 1240260.47 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1091887.00 1169939.94 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1578361.00 1681486.09 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1383754.00 1494704.29 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1418744.00 1511440.23 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1077636.00 1163199.60 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1121418.00 1206953.48 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1498800.00 1596726.83 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1616582.00 1770915.27 FEDERAL HOME LOAN MORTGAGE 2042-06-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1118950.00 1174625.47 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1488782.00 1562859.15 FEDERAL HOME LOAN MORTGAGE 2042-06-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1534400.00 1656230.36 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1308220.00 1401737.38 FEDERAL HOME LOAN MORTGAGE 2042-05-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1254542.00 1336509.79 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1539027.00 1621616.01 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1264728.00 1327656.93 FEDERAL HOME LOAN MORTGAGE 2026-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1196000.00 1179846.47 FEDERAL HOME LOAN MORTGAGE 2026-06-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1282000.00 635357.61 FEDERAL HOME LOAN MORTGAGE 2026-10-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1372000.00 720283.94 FEDERAL HOME LOAN MORTGAGE 2026-10-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1332569.00 1344666.10 FEDERAL HOME LOAN MORTGAGE 2026-11-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1599326.00 1630192.58 FEDERAL HOME LOAN MORTGAGE 2027-04-01 2.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1560750.00 1617402.72 FEDERAL HOME LOAN MORTGAGE 2041-06-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1342000.00 1392510.93 FEDERAL HOME LOAN MORTGAGE 2041-06-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1318588.00 1382689.71 FEDERAL HOME LOAN MORTGAGE 2041-07-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1541581.00 929694.79 FEDERAL HOME LOAN MORTGAGE 2041-08-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1463906.00 1535950.33 FEDERAL HOME LOAN MORTGAGE 2041-07-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1107950.00 1163978.12 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1567998.00 1648730.59 FEDERAL HOME LOAN MORTGAGE 2041-11-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1062474.00 1043430.90 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1056000.00 1108592.74 FEDERAL HOME LOAN MORTGAGE 2026-01-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1229053.00 1224071.95 FEDERAL HOME LOAN MORTGAGE 2026-04-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1226944.00 1200025.52 FEDERAL HOME LOAN MORTGAGE 2026-12-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1481502.00 1554509.96 FEDERAL HOME LOAN MORTGAGE 2027-01-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1417179.00 1493953.69 FEDERAL HOME LOAN MORTGAGE 2027-03-01 2.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1055354.00 1078471.97 FEDERAL HOME LOAN MORTGAGE 2027-03-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1526810.00 1623137.85 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 824325.00 878895.82 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1271983.00 1352210.23 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1129056.00 1178706.23 FEDERAL HOME LOAN MORTGAGE 2027-04-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1130652.00 1183386.60 FEDERAL HOME LOAN MORTGAGE 2031-07-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1384983.00 1470505.61 FEDERAL HOME LOAN MORTGAGE 2031-09-01 5.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1373125.00 1467300.99 FEDERAL HOME LOAN MORTGAGE 2032-04-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1510803.00 1575740.31 FEDERAL HOME LOAN MORTGAGE 2032-04-01 3.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1502867.00 1568669.46 FEDERAL HOME LOAN MORTGAGE 2032-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1269271.00 1350908.05 FEDERAL HOME LOAN MORTGAGE 2042-01-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1104984.00 1155779.81 FEDERAL HOME LOAN MORTGAGE 2042-02-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1433600.00 1575631.81 FEDERAL HOME LOAN MORTGAGE 2042-03-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1125981.00 1180396.79 FEDERAL HOME LOAN MORTGAGE 2042-03-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1189500.00 1284581.35 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1200094.00 1296641.20 FEDERAL HOME LOAN MORTGAGE 2042-04-01 4.000000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1527834.00 1629595.89 FEDERAL HOME LOAN MORTGAGE 2042-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1469167.00 1539131.09 FEDERAL HOME LOAN MORTGAGE 2042-04-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1436677.00 1510354.97 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1257668.00 1324568.90 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1170536.00 1232801.96 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1467915.00 1545999.86 FEDERAL HOME LOAN MORTGAGE 2042-05-01 3.500000 Government Agency Debt FEDERAL HOME LOAN MORTGAGE 1467529.00 1545593.33 First Tier Security 2012-06-01 2012-06-01 N N N 300000000.00 300000000.00 0.0549 N 300000000.00 300000000.00 RBS SECURITIES INC. RBS SECURITIES INC., 0.1700% GRW21261 0000808379 Treasury Repurchase Agreement Y U.S. TREASURY 2015-05-15 0.250000 Treasury Debt U.S. TREASURY 204945000.00 204003305.91 First Tier Security 2012-06-01 2012-06-01 N N N 200000000.00 200000000.00 0.0366 N 200000000.00 200000000.00