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DAIWA CAPITAL MARKETS AMERICA INC. 2.500000% M67H5PRC0NQKM73ZAS82 0000026617 1728212177791560DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2028-03-01 3.000000 248554585.98 253525677.70 U.S. Treasuries (including strips) Y 2019-06-03 2019-06-03 2019-06-03 N Y DAIWA SECURITIES CO LTD 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-2 Standard and Poor's Ratings Services A-1 N 0.0250 248553497.31 248553497.31 0.0023 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 2.500000% M67H5PRC0NQKM73ZAS82 0000026617 172821220779156CDA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2047-02-01 3.625000 471568624.00 480999996.48 U.S. Treasuries (including strips) Y 2019-06-03 2019-06-03 2019-06-03 N Y DAIWA SECURITIES CO LTD 1.0000 Fitch, Inc. 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DAIWA CAPITAL MARKETS AMERICA INC. 2.500000% M67H5PRC0NQKM73ZAS82 0000026617 1728212357791566DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2031-01-15 2.875000 177972303.00 181531749.06 U.S. Treasuries (including strips) Y 2019-06-03 2019-06-03 2019-06-03 N Y DAIWA SECURITIES CO LTD 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-2 Standard and Poor's Ratings Services A-1 N 0.0250 177971523.48 177971523.48 0.0016 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 2.500000% M67H5PRC0NQKM73ZAS82 0000026617 1728212387791567DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2046-08-01 2.125000 187553160.01 191304223.21 U.S. Treasuries (including strips) Y 2019-06-03 2019-06-03 2019-06-03 N Y DAIWA SECURITIES CO LTD 1.0000 Fitch, Inc. 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P-1 Standard and Poor's Ratings Services A-1+ 2019-06-19 2021-03-19 2021-03-19 N N N 0.0246 491817913.52 491817913.52 0.0046 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.409998% 3130AG5J0 US3130AG5J09 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-27 2019-12-27 2019-12-27 N N N 0.0243 1433016149.10 1433016149.10 0.0133 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.446999% 3130AG5N1 US3130AG5N11 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-07 2020-01-07 2020-01-07 N N N 0.0243 477733098.44 477733098.44 0.0044 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.522002% 3130AG6J9 US3130AG6J99 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-01 2021-04-01 2021-04-01 N N N 0.0246 992965000.25 992965000.25 0.0092 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.412000% 3130AG7H2 US3130AG7H25 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-21 2020-01-21 2020-01-21 N N N 0.0244 649857149.50 649857149.50 0.0060 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.421000% 3130AG7J8 US3130AG7J80 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-10 2020-01-10 2020-01-10 N N N 0.0243 1348225674.65 1348225674.65 0.0125 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.400998% 3130AGA96 US3130AGA962 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-18 2019-10-18 2019-10-18 N N N 0.0242 743916977.04 743916977.04 0.0069 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.390000% 3130AGAB1 US3130AGAB12 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-25 2019-10-25 2019-10-25 N N N 0.0242 495942295.36 495942295.36 0.0046 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.430000% 3130AGAF2 US3130AGAF26 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2019-10-09 2019-10-09 N N N 0.0246 913495264.90 913495264.90 0.0085 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.395001% 3130AGB20 US3130AGB200 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-15 2019-10-15 2019-10-15 N N N 0.0242 744718220.96 744718220.96 0.0069 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.495000% 3130AGGW9 US3130AGGW94 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-28 2020-05-28 2020-05-28 N N N 0.0238 716996489.22 716996489.22 0.0066 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384HR3 US313384HR39 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-03 2019-07-03 2019-07-03 N N N 0.0238 509504525.00 509504525.00 0.0047 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384HY8 US313384HY89 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-10 2019-07-10 2019-07-10 N N N 0.0238 1178957771.00 1178957771.00 0.0109 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384HZ5 US313384HZ54 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-11 2019-07-11 2019-07-11 N N N 0.0238 254469903.00 254469903.00 0.0024 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384JA8 US313384JA85 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-12 2019-07-12 2019-07-12 N N N 0.0238 494742640.00 494742640.00 0.0046 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384JE0 US313384JE08 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-16 2019-07-16 2019-07-16 N N N 0.0238 432188647.00 432188647.00 0.0040 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384JG5 US313384JG55 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-18 2019-07-18 2019-07-18 N N N 0.0238 231421107.50 231421107.50 0.0021 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384JH3 US313384JH39 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-19 2019-07-19 2019-07-19 N N N 0.0238 539781214.00 539781214.00 0.0050 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384JN0 US313384JN07 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-24 2019-07-24 2019-07-24 N N N 0.0238 1245856250.00 1245856250.00 0.0115 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384JQ3 US313384JQ38 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-26 2019-07-26 2019-07-26 N N N 0.0238 83411653.50 83411653.50 0.0008 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384JV2 US313384JV23 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-31 2019-07-31 2019-07-31 N N N 0.0238 1715308814.00 1715308814.00 0.0159 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384KH1 US313384KH10 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-12 2019-08-12 2019-08-12 N N N 0.0239 492738127.20 492738127.20 0.0046 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384KK4 US313384KK49 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-14 2019-08-14 2019-08-14 N N N 0.0239 1492153760.00 1492153760.00 0.0138 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384KL2 US313384KL22 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-15 2019-08-15 2019-08-15 N N N 0.0239 28264666.05 28264666.05 0.0003 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384KQ1 US313384KQ19 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-19 2019-08-19 2019-08-19 N N N 0.0239 492511936.95 492511936.95 0.0046 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384KU2 US313384KU21 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-23 2019-08-23 2019-08-23 N N N 0.0240 902303708.75 902303708.75 0.0084 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384KX6 US313384KX69 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-08-26 2019-08-26 2019-08-26 N N N 0.0240 782883522.62 782883522.62 0.0072 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384LF4 US313384LF45 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-03 2019-09-03 2019-09-03 N N N 0.0240 345910065.12 345910065.12 0.0032 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384LN7 US313384LN78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-10 2019-09-10 2019-09-10 N N N 0.0240 483852762.50 483852762.50 0.0045 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384LQ0 US313384LQ00 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-12 2019-09-12 2019-09-12 N N N 0.0240 474947858.01 474947858.01 0.0044 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384MF3 US313384MF36 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-09-27 2019-09-27 2019-09-27 N N N 0.0240 295941964.00 295941964.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.453566% 3133EH2K8 US3133EH2K86 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2020-11-12 2020-11-12 N N N 0.0250 14696074.66 14696074.66 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.520000% 3133EH2M4 US3133EH2M43 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2020-11-12 2020-11-12 N N N 0.0250 54018201.24 54018201.24 0.0005 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.398568% 3133EH4C4 US3133EH4C43 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2019-12-26 2019-12-26 N N N 0.0245 98587166.22 98587166.22 0.0009 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.451751% 3133EHA60 US3133EHA602 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-30 2019-09-30 2019-09-30 N N N 0.0227 246569692.95 246569692.95 0.0023 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.408566% 3133EHD42 US3133EHD424 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2019-07-05 2019-07-05 N N N 0.0240 118702623.27 118702623.27 0.0011 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.398568% 3133EHH63 US3133EHH631 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2019-10-18 2019-10-18 N N N 0.0239 120515687.90 120515687.90 0.0011 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.419999% 3133EHPR8 US3133EHPR84 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2019-06-27 2019-06-27 N N N 0.0245 36499036.40 36499036.40 0.0003 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.419999% 3133EHRH8 US3133EHRH84 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2019-07-17 2019-07-17 N N N 0.0245 216788977.89 216788977.89 0.0020 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.388568% 3133EHV26 US3133EHV269 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2019-11-20 2019-11-20 N N N 0.0244 198680660.53 198680660.53 0.0018 N N N N FEDERAL FARM CREDIT BANK SYSTEM FEDERAL FARM CREDIT BANK SYSTEM 2.413865% 3133EHX57 US3133EHX570 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2019-11-29 2019-11-29 N N N 0.0244 98488497.17 98488497.17 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.540002% 3133EJGC7 US3133EJGC72 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2020-03-13 2020-03-13 N N N 0.0252 24603735.02 24603735.02 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.324002% 3133EJKB4 US3133EJKB44 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-07-10 2019-07-10 2019-07-10 N N N 0.0226 24499355.90 24499355.90 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.393568% 3133EJLK3 US3133EJLK34 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2020-02-18 2020-02-18 N N N 0.0243 98693158.12 98693158.12 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.599999% 3133EJMQ9 US3133EJMQ94 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2020-01-30 2020-01-30 N N N 0.0251 88852655.74 88852655.74 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.549999% 3133EJN39 US3133EJN395 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2020-04-30 2020-04-30 N N N 0.0253 24304707.15 24304707.15 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.565000% 3133EJN47 US3133EJN478 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2020-10-30 2020-10-30 N N N 0.0249 245144270.61 245144270.61 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.620001% 3133EJNP0 US3133EJNP03 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2020-05-07 2020-05-07 N N N 0.0253 148122831.12 148122831.12 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.570000% 3133EJR35 US3133EJR354 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2020-11-06 2020-11-06 N N N 0.0249 197808335.61 197808335.61 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.499998% 3133EJS42 US3133EJS428 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2020-08-13 2020-08-13 N N N 0.0251 123392555.28 123392555.28 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.560000% 3133EKBH8 US3133EKBH87 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2021-02-26 2021-02-26 N N N 0.0252 98358218.18 98358218.18 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.549999% 3133EKCX2 US3133EKCX29 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2021-03-15 2021-03-15 N N N 0.0253 344421555.12 344421555.12 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.520000% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2021-03-18 2021-03-18 N N N 0.0254 103269403.57 103269403.57 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.438129% 3133EKFD3 US3133EKFD38 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-29 2020-06-29 2020-06-29 N N N 0.0245 282380486.16 282380486.16 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.540002% 3133EKFF8 US3133EKFF85 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2021-03-29 2021-03-29 N N N 0.0253 344338974.76 344338974.76 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.535001% 3133EKGE0 US3133EKGE02 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2021-04-08 2021-04-08 N N N 0.0254 245993872.14 245993872.14 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.509999% 3133EKHY5 US3133EKHY56 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-06-01 2021-04-23 2021-04-23 N N N 0.0256 245740194.51 245740194.51 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 2.468567% 3133EKHZ2 US3133EKHZ22 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. 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FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-12-01 4.000000 1000.00 1020.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 4.500000 1000.00 874.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 4.500000 1000.00 420.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-04-01 3.500000 3338.00 2446.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-09-01 4.500000 1000.00 882.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 6.500000 3204.00 9.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-06-20 6.500000 1435624.00 1439.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-02-29 6.500000 28000.00 79.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-05-01 6.500000 468265.00 1133.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-02-01 8.000000 1020000.00 938.00 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S6XOOCT0IEG5ABCC6L87 2024-03-01 6.500000 952758.00 3100.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-06-01 7.000000 573279.00 2380.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-09-01 8.000000 2040000.00 2979.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-07-01 8.000000 2339584.00 2603.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-04-01 9.500000 800000.00 3636.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-10-01 8.000000 25000.00 290.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-12-20 8.000000 52081.00 269.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-10-01 8.000000 75969.00 782.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-01-20 8.000000 519210.00 742.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-02-01 8.000000 304033.00 3882.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-08-01 10.000000 658156.00 3507.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 8.000000 50000.00 863.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-07-01 6.500000 181081.00 1169.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 6.500000 490000.00 3981.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-12-01 6.500000 29972.00 53.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 6.500000 15000.00 49.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 6.500000 14000.00 47.00 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2029-03-01 2.625000 100.00 104.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-03-01 2.500000 100.00 102.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-10-01 2.438567 489800.00 490806.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-04-01 2.500000 100.00 103.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-06-01 2.500000 100.00 102.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-07-01 2.500000 200.00 206.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-03-01 2.375000 200.00 204.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-07-20 2.250000 400.00 404.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-04-15 0.500000 100.00 101.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-31 2.125000 100.00 101.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-05-01 2.750000 100.00 104.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-12-01 2.250000 3000.00 3019.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-02-17 2.375000 100.00 102.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-01-01 2.000000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-02-15 1.625000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-08-01 2.125000 100.00 101.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-12-01 1.750000 900.00 901.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-01-01 2.000000 400.00 400.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-01 1.875000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-01 1.500000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-08-16 0.250000 100.00 106.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-01 1.250000 13500600.00 13455071.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-01 1.250000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-06-20 1.375000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-03-31 1.750000 200.00 199.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-03-15 1.375000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-12-01 1.375000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-07-01 2.000000 558800.00 558639.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-07-01 1.875000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-12-01 1.375000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-01-01 1.875000 1100.00 1326.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-06-01 3.625000 100.00 101.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-10-01 2.250000 10305700.00 10399794.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-04-01 1.625000 2000.00 1984.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-11-01 3.625000 100.00 102.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-09-30 1.750000 3000.00 3003.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-04-15 3.500000 3985600.00 4034725.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-07-01 1.250000 200.00 236.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-31 1.750000 1100.00 1096.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-02-28 1.500000 1000.00 985.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-02-28 1.125000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-11-15 2.625000 100.00 101.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 2000.00 2349.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 200.00 235.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-10-01 3.625000 2000.00 2071.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2034-05-01 0.125000 276800.00 293363.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-12-15 0.625000 1000.00 1134.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-07-01 1.625000 13852300.00 13634694.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-02-01 1.375000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-02-01 1.375000 92800.00 91503.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-12-15 0.875000 50500.00 50662.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-12-15 0.875000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-05-01 2.125000 100.00 101.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-04-01 2.000000 1401800.00 1401574.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-07-15 0.750000 1800.00 1801.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-07-15 0.750000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-07-15 0.125000 400.00 416.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-03-15 2.000000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-03-01 1.750000 3000.00 2978.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2031-07-01 1.250000 100.00 98.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-03-01 1.625000 2200.00 2164.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-06-01 0.125000 1200.00 1317.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-04-01 1.625000 300.00 298.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-10-31 1.250000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-10-01 2.000000 1000.00 991.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-06-15 1.000000 200.00 199.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-12-01 2.125000 800.00 803.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-12-01 1.750000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-01-15 0.125000 500.00 544.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-04-15 1.375000 200.00 200.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-06-01 2.000000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-06-01 2.000000 1000.00 1005.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-09-20 1.250000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-07-01 2.250000 100.00 102.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-01-31 2.250000 3100.00 3151.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-05-15 1.125000 200.00 198.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-06-01 1.750000 300.00 297.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-04-20 0.375000 200.00 219.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-07-01 2.500000 100.00 103.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-12-01 2.125000 200.00 201.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-01 1.375000 3800.00 3788.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-04-20 2.125000 1600.00 1614.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-11-01 1.875000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-03-01 1.625000 278900.00 278214.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-01-01 2.125000 203095000.00 204529189.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-07-31 1.625000 200.00 201.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-01-21 2.250000 200.00 202.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-12-01 1.500000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-03-01 0.125000 3300.00 3408.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-03-01 1.500000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-08-01 2.125000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-07-01 1.500000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-07-01 2.125000 400.00 405.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-12-01 1.625000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-01 0.375000 100.00 107.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-07-31 1.625000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-03-01 2.000000 6900.00 6940.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-07-01 1.750000 300.00 298.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-01-17 2.000000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-01-01 1.500000 200.00 200.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-01-01 1.750000 1272000.00 1271446.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-01 2.000000 100.00 101.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-01-15 0.750000 2900.00 3023.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-05-01 2.625000 58778200.00 59528307.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-06-20 0.00 900.00 899.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-09-01 0.00 1200.00 1192.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-20 0.00 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2052-09-01 0.00 200.00 198.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-12-01 0.00 1000.00 988.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-01-01 0.00 2000.00 1999.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-01 0.00 500.00 493.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-01 0.00 273300.00 269564.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-12-20 0.00 200.00 197.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-04-01 0.00 300.00 295.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-11-15 0.00 700.00 687.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-08-01 0.00 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-07-16 0.00 200.00 199.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-30 8.125000 3100.00 3208.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-30 8.125000 600.00 621.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-12-01 8.500000 2100.00 2242.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-04-01 8.750000 600.00 661.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-01 7.875000 2500.00 2795.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-11-01 8.125000 2200.00 2458.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-12-01 8.125000 800.00 922.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-01 8.000000 1500.00 1716.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-08-15 7.250000 3700.00 4371.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-01 7.125000 96000.00 115268.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-01 6.250000 3000.00 3559.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-03-15 6.125000 100.00 130.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-11-01 5.500000 300.00 386.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-12-01 5.250000 100.00 128.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-15 3.875000 17600.00 36107.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-01-20 6.125000 1000.00 1371.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-01-20 6.125000 180200.00 247082.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-05-15 6.250000 600.00 834.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-07-20 5.375000 100.00 133.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-01 3.375000 1100.00 2132.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-01 3.375000 1300.00 2520.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-06-15 2.375000 3500.00 5266.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 6600.00 9372.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 52600.00 74695.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-01-15 2.000000 2100.00 2982.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-15 2.375000 336700.00 488687.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-01-15 2.375000 200.00 290.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-15 4.750000 2200.00 2979.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-05-15 5.000000 100.00 138.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-12-01 4.500000 100.00 132.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-12-01 4.500000 100.00 132.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-06-01 4.250000 3200.00 4103.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-03-01 4.375000 300.00 391.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-10-01 2.125000 33462100.00 50035563.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-10-01 4.375000 600.00 783.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-10-01 3.875000 500.00 616.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-09-01 4.250000 1400.00 1801.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-01-20 4.750000 200.00 277.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-04-01 2.125000 303800.00 452026.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-03-01 4.375000 1000.00 1309.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-03-01 4.375000 1200.00 1571.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 100.00 110.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 1800.00 1845.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-02-01 0.625000 5900.00 6268.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-11-01 1.375000 1770500.00 2180279.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-06-01 3.375000 33400.00 38003.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-06-01 3.125000 400.00 440.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-03-01 3.000000 2653200.00 2836126.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-01 2.500000 100.00 98.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-08-01 3.000000 300.00 321.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-11-01 2.875000 63546800.00 66908686.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-09-01 2.500000 3932600.00 3848715.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-09-01 2.500000 1000.00 979.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-01 1.000000 50002300.00 55923845.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-05-01 2.500000 1700.00 1652.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-07-15 2.875000 3000.00 3138.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-02-15 3.000000 200.00 216.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-20 0.875000 1192900.00 1273026.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-04-15 2.750000 383000.00 393022.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 100.00 102.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-04-01 3.000000 100.00 108.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 1.000000 15519900.00 16727925.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 600.00 647.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-06-20 1.375000 300.00 293.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-01 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2.875000 500.00 531.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-01-01 2.750000 2000.00 2072.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-05-20 2.625000 1200.00 1214.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-09-01 2.750000 1200.00 1253.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-01 3.000000 200.00 212.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-10-15 2.875000 10800.00 11043.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-12-01 2.875000 2000.00 2024.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2036-05-15 3.000000 300.00 317.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-10-31 2.875000 1100.00 1141.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-07-01 2.875000 6500.00 6799.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-01 2.750000 1200.00 1210.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-03-01 2.500000 1803200.00 1831435.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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71.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-05-01 0.00 3213.00 2551.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-04-01 0.00 52.00 28.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-01-01 0.00 150.00 77.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-01 0.00 81.00 41.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-06-01 0.00 53.00 26.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-05-15 0.00 181.00 89.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-20 0.00 21.00 10.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-12-01 0.00 338600.00 334631.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-01 0.00 1363100.00 1344466.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-15 0.00 32406000.00 32025230.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-01 0.00 14100.00 13152.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-07-01 0.00 500.00 464.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 19800.00 13006.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-07-03 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. 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ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 3.500000 1999824.00 806025.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-20 4.000000 8540526.00 8276405.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 4.000000 134938.00 134246.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-03-01 3.500000 43846.00 41360.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-05-01 4.500000 1017.00 941.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-12-15 2.500000 70486.00 15630.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-02-01 3.500000 2302748.00 1272156.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-02-01 3.500000 2732422.00 1786520.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2020-12-01 4.500000 1014.00 919.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-02-01 3.500000 66775342.00 60427514.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-02-20 4.000000 1000.00 899.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-20 3.500000 1274444.00 1273340.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-02-01 3.500000 1477725.00 1479794.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-07-01 4.000000 47097.00 48231.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-10-01 5.000000 3640614.00 3775761.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-02-15 4.500000 16871978.00 17620657.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-05-20 4.500000 2328.00 385.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-03-20 4.500000 245580123.00 39537342.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2021-12-01 4.500000 116230427.00 18348423.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-06-20 4.500000 839076.00 134692.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-03-01 6.000000 1173.00 44.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-11-15 6.000000 1504.00 64.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-10-15 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FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2019-06-01 4.000000 10417.00 0.00 Agency Mortgage-Backed Securities U.S. Treasury 254900HROIFWPRGM1V77 2019-08-22 0.00 22814800.00 22693037.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-01 0.00 19337600.00 18940348.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 300.00 197.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 125000.00 76272.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-04-01 0.00 1200.00 574.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-06-20 1.375000 1904000.00 1859278.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-05-31 2.125000 200.00 200.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-01 1.500000 6783000.00 6752612.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-09-01 0.00 223878.00 202870.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-07-01 0.00 31.00 24.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-07-08 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0250 250000000.00 250000000.00 0.0023 N N Y N BNP Paribas BNP Paribas 2.480000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR02D55B7791562BN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2028-09-20 0.00 128.00 61.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-04-01 0.00 31.00 15.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-05-15 0.00 460.00 213.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-01 0.00 133.00 61.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 0.00 72.00 33.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-02-15 0.00 171.00 77.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-12-01 0.00 400.00 395.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-12-01 0.00 100.00 81.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 200.00 131.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-12-01 0.00 100.00 59.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-07-20 0.00 100.00 49.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-10-01 0.00 200.00 97.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-08-15 0.00 100.00 47.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-05-01 0.00 100.00 46.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-04-30 8.125000 21000.00 21733.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-04-01 8.750000 300.00 331.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-11-01 3.375000 1113200.00 2157737.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-06-15 2.375000 8405800.00 12647175.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 21784500.00 23998943.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-02-01 3.000000 25145200.00 26943468.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-08-15 3.000000 34825400.00 37289344.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-20 0.875000 1254700.00 1338977.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-01 0.375000 120253600.00 124511683.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-03-23 2.250000 73133000.00 74493666.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-06-01 2.625000 21146500.00 21382945.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-08-01 2.625000 154331900.00 159589770.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-08-15 0.00 107.00 76.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-07-01 0.00 46.00 30.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-05-01 0.00 528.00 340.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-08-01 0.00 37.00 28.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-09-01 0.00 393.00 266.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2035-06-01 0.00 99894.00 91006.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-11-01 0.00 284.00 247.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 274.00 235.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-08-15 0.00 153.00 124.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 24344.00 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U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-07-01 0.00 534.00 300.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-06-01 0.00 1729.00 961.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-05-01 0.00 212.00 117.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-09-01 0.00 7.00 4.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-06-01 0.00 38.00 20.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2020-04-01 0.00 466.00 242.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-08-15 0.00 707.00 365.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2030-01-01 0.00 2260.00 1157.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-01 0.00 19.00 10.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-05-15 0.00 2208.00 1114.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-06-01 0.00 2159.00 1075.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-05-15 0.00 907.00 448.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-20 0.00 3904.00 1885.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2046-02-15 0.00 1680.00 806.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-07-08 Y BANK OF MONTREAL 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-08-13 Y BANK OF MONTREAL 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0242 500000000.00 500000000.00 0.0046 N N Y N CIBC Wood Gundy Sec CIBC Wood Gundy Sec 2.409998% 254900VH02JQR2L8XD64 0000822581 TPR02E9C47791562CA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 6083675.00 4619527.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-07-01 3.500000 6877.00 6919.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-02-01 4.500000 183663264.00 178975986.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-12-15 3.000000 48108218.00 48147569.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-07-16 Y CIBC Wood Gundy Sec 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0241 225000000.00 225000000.00 0.0021 N N Y N BANK OF MONTREAL Bank of Montreal 2.409998% NQQ6HPCNCCU6TUTQYE16 0000927971 TPR02E9C67791562BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2022-12-01 0.00 2800.00 2791.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-11-15 0.00 400.00 392.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-07-01 0.00 1100.00 1076.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-02-01 7.875000 200000.00 223624.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-01 6.250000 300.00 356.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-09-01 2.875000 200.00 209.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2024-09-01 2.500000 57221200.00 56000636.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-05-01 2.500000 101879800.00 99015241.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-07-15 2.875000 105219000.00 110056023.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-08-15 3.000000 6254000.00 6741241.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-06-20 1.375000 39900000.00 38962809.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-05-15 1.625000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-09-01 2.000000 3284200.00 3300955.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-10-31 2.500000 79400.00 81860.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-04-30 2.875000 10321800.00 10796529.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2027-12-01 2.875000 612500.00 651081.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-02-15 3.125000 32568000.00 35109564.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2040-03-01 2.500000 2014500.00 2056789.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-12-01 2.375000 16065000.00 16301741.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-07-01 2.375000 124488000.00 126750032.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2041-05-01 2.750000 30000.00 31183.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2044-10-01 1.750000 100.00 99.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-05-15 2.625000 25000.00 25304.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-12-01 1.375000 100000.00 97973.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-03-01 1.750000 3148000.00 3125048.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-06-01 1.000000 669400.00 667323.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2026-07-01 1.500000 100.00 99.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-08-20 Y BANK OF MONTREAL 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0241 500000000.00 500000000.00 0.0046 N N Y N CIBC Wood Gundy Sec CIBC Wood Gundy Sec 2.409998% 254900VH02JQR2L8XD64 0000822581 TPR02E9C97791561CA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 31940194.00 24253200.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-01-01 4.500000 21360429.00 21541931.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 4.500000 2045970.00 2117530.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 910433.00 869252.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-01-01 4.000000 13465404.00 13866203.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 6744323.00 5327687.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-20 3.500000 36071905.00 35024197.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-06-07 2019-06-07 2019-07-16 Y CIBC Wood Gundy Sec 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0241 100000000.00 100000000.00 0.0009 N N Y N BANK OF MONTREAL Bank of Montreal 2.400001% NQQ6HPCNCCU6TUTQYE16 0000927971 TPR02EA267791561BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury 254900HROIFWPRGM1V77 2022-12-01 0.00 4900.00 4885.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-06-01 0.00 5300.00 5274.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2019-09-01 0.00 1000.00 993.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-08-20 0.00 1000.00 992.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2037-02-01 0.00 13100.00 12921.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-04-01 0.00 1100.00 1081.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-09-01 6.250000 900.00 1068.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 100.00 142.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-10-01 2.125000 100.00 150.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2045-10-01 3.875000 52089400.00 64226211.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-04-01 2.125000 200.00 298.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-03-01 4.375000 200.00 262.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2042-02-15 3.125000 25354900.00 27932282.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2033-02-01 0.625000 100.00 106.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2025-04-01 3.750000 1713000.00 2065471.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2021-03-01 2.500000 100.00 98.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2038-08-15 3.000000 42989600.00 46031172.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2043-08-15 2.250000 93717100.00 86987766.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-07-15 2.875000 39791000.00 41620232.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2047-11-15 2.750000 1806100.00 1840910.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2039-04-01 3.000000 37820000.00 40729215.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2048-11-15 3.375000 22500.00 25869.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2049-02-15 1.000000 100.00 106.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2032-02-01 1.250000 100.00 100.00 U.S. Treasuries (including strips) U.S. Treasury 254900HROIFWPRGM1V77 2022-07-01 2.125000 40270600.00 40534319.00 U.S. Treasuries (including strips) U.S. Treasury 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F1+ Moody's Investors Service, Inc. 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F1 Moody's Investors Service, Inc. 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F1+ Moody's Investors Service, Inc. 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Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-01-01 2.000000 1410000.00 280010.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-02-01 2.000000 1100000.00 230552.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-05-01 5.000000 4391512.00 17683.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-05-20 5.500000 1317165.00 6106.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-12-01 2.000000 270000.00 56142.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 4.000000 79999.00 45498.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-11-15 5.500000 800000.00 33810.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-08-01 5.000000 760344.00 7631.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-07-01 2.000000 1535000.00 341428.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-05-01 2.500000 634000.00 126940.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-09-01 4.500000 2075269.00 13746.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-08-01 5.500000 1166654.00 58049.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-08-01 2.500000 1400000.00 296109.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-08-01 4.500000 500000.00 55342.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-01 6.090000 497234.00 38527.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-09-15 8.500000 4000000.00 76429.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-12-01 4.500000 10335728.00 988259.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 5.000000 906441.00 26264.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-20 6.500000 49321984.00 908010.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-05-15 3.100000 39039.00 34814.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-08-01 4.500000 545477.00 34407.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-12-01 4.000000 634200.00 136995.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 6.500000 5001000.00 9808.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 5.400000 378227.00 45251.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 4.500000 131313.00 14350.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 4.500000 116830.00 12433.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-09-30 5.400000 583001.00 41879.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 7.500000 829441.00 5354.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-11-20 4.500000 1025741.00 132047.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-20 4.500000 135246.00 13083.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-11-01 6.000000 531124.00 17428.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-02-01 7.000000 10182194.00 29430.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 4.500000 899340.00 62666.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-10-15 3.500000 1000000.00 44287.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-05-15 6.500000 4920366.00 21774.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 5.950000 161654.00 46162.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-04-01 3.000000 2000000.00 86908.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-08-01 5.500000 200000.00 44555.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-02-01 7.000000 17531326.00 86887.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-11-01 7.500000 1713755.00 7244.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-03-01 4.000000 4689.00 0.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 4.000000 550000.00 52192.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-06-15 7.000000 2946628.00 15045.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-02-01 7.000000 16584679.00 22679.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 5.000000 1360000.00 146869.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 5.000000 3711676.00 367215.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-01 7.000000 48878200.00 273726.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-07-01 4.500000 910134.00 37340.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2019-12-01 4.500000 1016.00 3.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-02-01 4.000000 6700000.00 45440.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 7.000000 8338113.00 28863.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2019-05-01 7.500000 1526070.00 5164.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-06-01 3.000000 750000.00 31143.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-02-01 4.500000 2625000.00 776152.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-15 8.000000 1265206.00 7138.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 6.375000 506003.00 28536.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-01 2.000000 3000000.00 826240.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-02-01 3.000000 1057000.00 252641.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 6.500000 2089975.00 7104.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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