Federal Home Loan Mortgage Corp. Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index)

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Agency REMIC/CMO (Mortgage spread to 5-year U.S. Treasury index) 5493001WN8PW8ZQ6H041 Federal Home Loan Mortgage Corp. 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(GTD by Broadcom Ltd.) 11134LAD1 1688000.00000000 PA USD 1672508.97000000 0.404204874661 Long DBT CORP US N 2 2022-01-15 Fixed 0.03000000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828WZ9 13000000.00000000 PA USD 13410820.28000000 3.241070169202 Long DBT UST US N 2 2022-04-30 Fixed 0.01750000 N N N N N N U.S. Treasury Notes 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828XQ8 10000000.00000000 PA USD 10410937.50000000 2.516071221609 Long DBT UST US N 2 2022-07-31 Fixed 0.02000000 N N N N N N AT&T Inc. N/A AT&T Inc. N/A 1000000.00000000 PA USD 985097.22000000 0.238074118275 Long STIV CORP XX N 2 N N N 2020-04-30 Ivy Variable Insurance Portfolios Joseph W. Kauten Joseph W. Kauten Treasurer, Vice President XXXX