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1VUV7VQFKUOQSJ21A208 0001330437 ARP119O47 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SHELL INTERNATIONAL FIN BV SR GLBL NT 38 213800ITMMKU4Z7I4F78 2038-12-15 6.375000 30000.00 33370.09 Corporate Debt Securities MORGAN STANLEY FR 0.79%053025 IGJSJL3JD5P30I6NJZ34 2025-05-30 0.790000 83000.00 82878.13 Corporate Debt Securities BOEING CO CR SEN SR GLBL31 RVHJWBXLJ1RFUBSY1F30 2031-02-01 3.625000 2398000.00 2081252.51 Corporate Debt Securities JOHN DEERE CAPITAL CORPORATION VR 030323-030326 E0KSF7PFQ210NWI8Z391 2026-03-03 5.920310 63000.00 63894.84 Corporate Debt Securities MORGAN STANLEY FR 5.831%041935 IGJSJL3JD5P30I6NJZ34 2035-04-19 5.831000 3341000.00 3369838.49 Corporate Debt Securities PACCAR FINANCIAL CORP FR 3.55%081125 PH3S12DWZBHHQKVYZ297 2025-08-11 3.550000 14000.00 13795.18 Corporate Debt Securities SHINHAN BK REG S FR 4.5%041228 5493003P813VL21KG928 2028-04-12 4.500000 300000.00 291975.00 Corporate Debt Securities DATA MTG TR 2023-CNTR B 20430812 FLT 2043-08-12 5.919010 277000.00 263182.16 Private Label Collateralized Mortgage Obligations CSMC 2021-NQM1 TRUST A-1 20650525 FLT 2065-05-25 0.809000 103845.00 25323.50 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I TR 2017-ASHF A 20341115 FLT 2034-11-15 6.468000 135000.00 116692.06 Private Label Collateralized Mortgage Obligations Y 2024-05-06 2024-05-06 2024-05-06 N N N 0.0541 5999957.22 5999957.22 0.0010 N N Y N FICC - BANK OF NEW YORK FICC - BANK OF NEW YORK 5.320000% 549300H47WTHXPU08X20 ARP11A3M7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CRAQ9541 B1V7KEBTPIMZEU4LTD58 2042-11-01 4.000000 1000.00 118.11 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7844 B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 23387796.00 5440870.68 Agency Mortgage-Backed Securities FNMS 04.500 CLAU8868 B1V7KEBTPIMZEU4LTD58 2043-11-01 4.500000 2176.00 241.45 Agency Mortgage-Backed Securities FNMS 06.000 CL880212 B1V7KEBTPIMZEU4LTD58 2036-02-01 6.000000 1000.00 16.24 Agency Mortgage-Backed Securities FNMS 04.500 CLBK2042 B1V7KEBTPIMZEU4LTD58 2048-05-01 4.500000 23592158.00 5690816.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5337 B1V7KEBTPIMZEU4LTD58 2048-07-01 4.500000 27003872.00 5488257.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6949 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.500000 1000.00 303.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7935 B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 765280.00 725005.87 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1126 B1V7KEBTPIMZEU4LTD58 2051-07-01 2.500000 9646603.00 6134692.61 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4840 B1V7KEBTPIMZEU4LTD58 2053-05-01 5.500000 4238140.00 3893389.17 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 B1V7KEBTPIMZEU4LTD58 2053-11-01 5.000000 69684.00 66048.60 Agency Mortgage-Backed Securities FNMS 06.000 NP900174 B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 1001.00 3.53 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1372 B1V7KEBTPIMZEU4LTD58 2043-02-01 3.500000 1000.00 162.77 Agency Mortgage-Backed Securities 06.500 FGPC G03344 G S6XOOCT0IEG5ABCC6L87 2037-10-01 6.500000 1000.00 13.66 Agency Mortgage-Backed Securities 07.000 FGPC G03577 G S6XOOCT0IEG5ABCC6L87 2037-11-01 7.000000 1000.00 13.05 Agency Mortgage-Backed Securities 06.500 FGPC H01814 G S6XOOCT0IEG5ABCC6L87 2037-10-01 6.500000 1025.00 1.31 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5359 S6XOOCT0IEG5ABCC6L87 2048-01-01 4.500000 1000.00 320.85 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7299 S6XOOCT0IEG5ABCC6L87 2048-05-01 4.500000 1408332.00 324117.32 Agency Mortgage-Backed Securities FEPC 04.500 CLZN1509 S6XOOCT0IEG5ABCC6L87 2048-11-01 4.500000 1000.00 318.25 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4978 S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 275995.00 82000.69 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4967 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06.000 CLRA9452 S6XOOCT0IEG5ABCC6L87 2053-07-01 6.000000 1002.00 954.41 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9568 S6XOOCT0IEG5ABCC6L87 2053-08-01 6.000000 3030.00 2850.84 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9638 S6XOOCT0IEG5ABCC6L87 2053-08-01 6.000000 7196074.00 6851662.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBX5102 B1V7KEBTPIMZEU4LTD58 2053-02-01 4.500000 6214780.00 5669427.04 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7245 B1V7KEBTPIMZEU4LTD58 2053-07-01 6.500000 1000.00 939.37 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8716 B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 144867598.00 87703584.74 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9294 B1V7KEBTPIMZEU4LTD58 2051-02-01 2.500000 1166846.00 673818.57 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0147 B1V7KEBTPIMZEU4LTD58 2046-04-01 2.000000 8602000.00 5431533.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6732 B1V7KEBTPIMZEU4LTD58 2042-03-01 3.500000 987798.00 86334.17 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5064 B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 1018.00 115.04 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7143 B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 1000.00 227.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4222 B1V7KEBTPIMZEU4LTD58 2053-10-01 5.500000 1174558.00 1146330.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3675 B1V7KEBTPIMZEU4LTD58 2052-07-01 5.000000 1689092.00 1332643.19 Agency Mortgage-Backed Securities FNMS 04.500 CLBW4865 B1V7KEBTPIMZEU4LTD58 2053-04-01 4.500000 2000.00 1777.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9537 B1V7KEBTPIMZEU4LTD58 2052-10-01 5.000000 1000.00 860.00 Agency Mortgage-Backed Securities FNMS 06.000 CLBW9616 B1V7KEBTPIMZEU4LTD58 2053-06-01 6.000000 1000.00 971.38 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7957 B1V7KEBTPIMZEU4LTD58 2054-02-01 4.500000 1000.00 925.85 Agency Mortgage-Backed Securities FNMS 02.500 CTFM8855 B1V7KEBTPIMZEU4LTD58 2041-09-01 2.500000 1037.00 731.10 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9242 B1V7KEBTPIMZEU4LTD58 2051-10-01 3.000000 3144566.00 2103291.22 Agency Mortgage-Backed Securities FNMS 02.000 CLFS7080 B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 1024.00 774.02 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7090 B1V7KEBTPIMZEU4LTD58 2054-02-01 6.500000 1024.00 1011.04 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3579 S6XOOCT0IEG5ABCC6L87 2042-06-01 4.000000 1013.00 92.22 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3582 S6XOOCT0IEG5ABCC6L87 2042-06-01 4.000000 3200.00 311.77 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0792 S6XOOCT0IEG5ABCC6L87 2052-09-01 5.000000 1000.00 799.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6448 S6XOOCT0IEG5ABCC6L87 2053-07-01 6.500000 1000.00 1034.32 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8131 B1V7KEBTPIMZEU4LTD58 2053-04-01 5.500000 1000.00 946.00 Agency Mortgage-Backed Securities FNMS 04.000 CZAL0723 B1V7KEBTPIMZEU4LTD58 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2.500000 93025.00 53719.15 Agency Mortgage-Backed Securities FNMS 02.500 CICA9481 B1V7KEBTPIMZEU4LTD58 2036-03-01 2.500000 1137.00 677.90 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7240 B1V7KEBTPIMZEU4LTD58 2053-10-01 6.000000 1000.00 984.97 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7501 B1V7KEBTPIMZEU4LTD58 2053-11-01 6.000000 8886.00 8813.43 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7742 B1V7KEBTPIMZEU4LTD58 2054-01-01 5.500000 1000.00 959.33 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1598 B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 1000.00 98.81 Agency Mortgage-Backed Securities FNMS 03.500 CIFM2174 B1V7KEBTPIMZEU4LTD58 2035-01-01 3.500000 414091.00 98900.48 Agency Mortgage-Backed Securities FNMS 06.500 CL555135 B1V7KEBTPIMZEU4LTD58 2032-12-01 6.500000 629366.00 841.74 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3024 B1V7KEBTPIMZEU4LTD58 2043-01-01 3.500000 1000.00 149.98 Agency Mortgage-Backed Securities FNMS 03.500 CLAL6586 B1V7KEBTPIMZEU4LTD58 2043-10-01 3.500000 1000.00 156.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAS0212 B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 1000.00 191.14 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1336 B1V7KEBTPIMZEU4LTD58 2043-12-01 4.500000 16774.00 883.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6385 B1V7KEBTPIMZEU4LTD58 2045-12-01 4.000000 1000.00 70.83 Agency Mortgage-Backed Securities FNMS 02.000 CIAS8251 B1V7KEBTPIMZEU4LTD58 2031-11-01 2.000000 1000.00 222.57 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 1000.00 188.90 Agency Mortgage-Backed Securities FNMS 06.000 GO745324 B1V7KEBTPIMZEU4LTD58 2034-03-01 6.000000 1000.00 12.93 Agency Mortgage-Backed Securities FNMS 05.500 GO745399 B1V7KEBTPIMZEU4LTD58 2034-12-01 5.500000 1000.00 22.63 Agency Mortgage-Backed Securities FNMS 02.500 CIBA0578 B1V7KEBTPIMZEU4LTD58 2031-03-01 2.500000 1762.00 390.84 Agency Mortgage-Backed Securities FNMS 02.500 CIBA6893 B1V7KEBTPIMZEU4LTD58 2031-02-01 2.500000 2000.00 268.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBC0300 B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 2000.00 241.93 Agency Mortgage-Backed Securities FNMS 02.500 CIBC1790 B1V7KEBTPIMZEU4LTD58 2031-03-01 2.500000 1000.00 131.98 Agency Mortgage-Backed Securities FNMS 03.000 CLBD8952 B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 2000.00 377.00 Agency Mortgage-Backed Securities FNMS 02.500 CIBE1326 B1V7KEBTPIMZEU4LTD58 2031-09-01 2.500000 416000.00 75942.46 Agency Mortgage-Backed Securities FNMS 02.500 CIBE7373 B1V7KEBTPIMZEU4LTD58 2031-12-01 2.500000 2000.00 386.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAS0212 B1V7KEBTPIMZEU4LTD58 2048-04-01 4.000000 1000.00 123.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4764 B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 1000.00 93.37 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4754 B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 347640.00 70278.96 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3899 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0.125000 60327000.00 69874457.76 U.S. Treasuries (including strips) Y 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 136000000.00 136000000.00 0.0232 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.320000% 549300HN4UKV1E2R3U73 0001675365 ARP11A636 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N MLTI FMLY CONN AVE SEC 2019-01 M-10 20491025 FLT 549300HG8ZEWVWVSN227 2049-10-25 8.694500 3419384.00 3090000.53 Agency Collateralized Mortgage Obligation Y 2024-05-01 2024-05-01 2024-05-01 N N N 0.0532 3000000.00 3000000.00 0.0005 N Y Y N BOFA SECURITIES INC BOFA SECURITIES INC 5.320000% 549300HN4UKV1E2R3U73 0001675365 ARP11A651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury 254900HROIFWPRGM1V77 2026-06-30 0.875000 19950400.00 18360046.96 U.S. Treasuries (including strips) Y 2024-05-01 2024-05-01 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1000.00 313.23 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7785 B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 1000.00 461.29 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8513 B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 1000.00 650.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0840 B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 1000.00 737.66 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2587 B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 1000.00 853.74 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2009 B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 1000.00 728.08 Agency Mortgage-Backed Securities FEPC 01.500 3PRE5046 S6XOOCT0IEG5ABCC6L87 2050-10-01 1.500000 89999.00 49827.39 Agency Mortgage-Backed Securities FNMS 06.500 CLAL6324 B1V7KEBTPIMZEU4LTD58 2036-12-01 6.500000 1000.00 85.45 Agency Mortgage-Backed Securities FNMS 03.000 CLAP4781 B1V7KEBTPIMZEU4LTD58 2042-09-01 3.000000 1000.00 183.85 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6795 B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 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3.000000 1008.00 833.52 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8429 S6XOOCT0IEG5ABCC6L87 2054-04-01 4.500000 1000.00 930.83 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3830 S6XOOCT0IEG5ABCC6L87 2053-09-01 6.500000 1000.00 978.26 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3838 S6XOOCT0IEG5ABCC6L87 2053-10-01 6.000000 1000.00 995.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4017 S6XOOCT0IEG5ABCC6L87 2053-10-01 6.000000 1000.00 954.88 Agency Mortgage-Backed Securities FEPC 02.000 CLQC0333 S6XOOCT0IEG5ABCC6L87 2051-04-01 2.000000 1000.00 625.25 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1000 S6XOOCT0IEG5ABCC6L87 2052-10-01 5.000000 1000.00 902.19 Agency Mortgage-Backed Securities FEPC 03.500 CLQF5343 S6XOOCT0IEG5ABCC6L87 2052-12-01 3.500000 1000.00 773.93 Agency Mortgage-Backed Securities FEPC 05.000 CLQF6931 S6XOOCT0IEG5ABCC6L87 2053-02-01 5.000000 1000.00 886.74 Agency Mortgage-Backed Securities FEPC 04.500 CLQG8329 S6XOOCT0IEG5ABCC6L87 2053-08-01 4.500000 1000.00 907.44 Agency Mortgage-Backed Securities FEPC 05.000 CLQH2457 S6XOOCT0IEG5ABCC6L87 2053-10-01 5.000000 1000.00 882.84 Agency Mortgage-Backed Securities FEPC 05.500 CLQH2554 S6XOOCT0IEG5ABCC6L87 2053-10-01 5.500000 1000.00 979.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQH4235 S6XOOCT0IEG5ABCC6L87 2053-11-01 6.500000 1000.00 949.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5191 S6XOOCT0IEG5ABCC6L87 2053-11-01 6.000000 1000.00 975.75 Agency Mortgage-Backed Securities FEPC 06.500 CLQH6483 S6XOOCT0IEG5ABCC6L87 2053-12-01 6.500000 1000.00 1039.06 Agency Mortgage-Backed Securities FEPC 07.000 CLQH6580 S6XOOCT0IEG5ABCC6L87 2053-12-01 7.000000 1024.00 900.18 Agency Mortgage-Backed Securities FEPC 05.500 CLQH6731 S6XOOCT0IEG5ABCC6L87 2053-11-01 5.500000 1000.00 979.97 Agency Mortgage-Backed Securities FEPC 06.000 CLQH6860 S6XOOCT0IEG5ABCC6L87 2053-12-01 6.000000 1000.00 1003.41 Agency Mortgage-Backed Securities FEPC 05.500 CLQH7008 S6XOOCT0IEG5ABCC6L87 2053-12-01 5.500000 1000.00 866.86 Agency Mortgage-Backed Securities FEPC 04.500 CLQH7258 S6XOOCT0IEG5ABCC6L87 2053-12-01 4.500000 1004.00 859.59 Agency Mortgage-Backed Securities FEPC 06.500 CLQH9261 S6XOOCT0IEG5ABCC6L87 2054-02-01 6.500000 1000.00 991.95 Agency Mortgage-Backed Securities FEPC 03.500 CLRA4516 S6XOOCT0IEG5ABCC6L87 2051-02-01 3.500000 1000.00 383.73 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3208 B1V7KEBTPIMZEU4LTD58 2052-05-01 2.000000 1000.00 717.22 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3361 B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 1000.00 893.41 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5284 B1V7KEBTPIMZEU4LTD58 2050-09-01 3.500000 1000.00 829.75 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5647 B1V7KEBTPIMZEU4LTD58 2053-07-01 5.500000 1000.00 937.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7121 B1V7KEBTPIMZEU4LTD58 2052-06-01 3.000000 1008.00 842.72 Agency Mortgage-Backed Securities FNMS 02.000 CLFS7144 B1V7KEBTPIMZEU4LTD58 2052-03-01 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B1V7KEBTPIMZEU4LTD58 2054-05-01 5.500000 1000.00 984.97 Agency Mortgage-Backed Securities FNMS 04.000 CLDB3275 B1V7KEBTPIMZEU4LTD58 2054-04-01 4.000000 1000.00 907.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDB3280 B1V7KEBTPIMZEU4LTD58 2054-04-01 6.500000 1000.00 1018.59 Agency Mortgage-Backed Securities FNMS 03.500 CLBH1539 B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 2000.00 733.95 Agency Mortgage-Backed Securities FNMS 03.000 CLBJ6231 B1V7KEBTPIMZEU4LTD58 2048-04-01 3.000000 1000.00 327.74 Agency Mortgage-Backed Securities FNMS 03.000 CLBN7756 B1V7KEBTPIMZEU4LTD58 2049-09-01 3.000000 1008.00 358.97 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ1147 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 1000.00 552.30 Agency Mortgage-Backed Securities FNMS 02.000 CLBU5835 B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 2000.00 1295.82 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8482 B1V7KEBTPIMZEU4LTD58 2047-04-01 3.000000 1008.00 708.87 Agency Mortgage-Backed Securities FNMS 04.000 CLBV9904 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Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2024-005 JF 549300M8ZYFG0OCMTT87 2054-01-20 6.500000 101000.00 98915.42 Agency Collateralized Mortgage Obligation GNRA 2022-024 FB 549300M8ZYFG0OCMTT87 2052-02-20 3.000000 1323405.00 922123.20 Agency Collateralized Mortgage Obligation FEPC 03.500 CLSD7504 S6XOOCT0IEG5ABCC6L87 2049-08-01 3.500000 1000.00 204.42 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8112 S6XOOCT0IEG5ABCC6L87 2050-12-01 1.500000 1100.00 627.26 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2625 S6XOOCT0IEG5ABCC6L87 2050-05-01 2.500000 6478.00 2416.94 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4810 B1V7KEBTPIMZEU4LTD58 2048-09-01 4.000000 8897272.00 1574007.11 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3663 B1V7KEBTPIMZEU4LTD58 2047-04-01 3.000000 4506.00 983.76 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7294 B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 1000.00 577.08 Agency 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Time Deposit Y 2024-05-03 2024-05-03 2024-05-03 N N N 0.0533 29000000.00 29000000.00 0.0049 N N Y N ERSTE GROUP BANK AG (NEW YORK BRANCH) ERSTE GROUP BANK AG (NEW YORK BRANCH) 5.330000% PQOH26KWDF7CG10L6792 ATD1OAEP2 Non-Negotiable Time Deposit Y 2024-05-03 2024-05-03 2024-05-03 N N N 0.0533 36000000.00 36000000.00 0.0061 N N Y N DBS BANK LTD DBS BANK LTD 5.340000% ATUEL7OJR5057F2PV266 0001501323 ATD1OAES6 Non-Negotiable Time Deposit Y 2024-05-03 2024-05-03 2024-05-03 N N N 0.0534 7000000.00 7000000.00 0.0012 N N Y N ABN AMRO BANK NV ABN AMRO BANK NV 5.330000% BFXS5XCH7N0Y05NIXW11 0001784384 ATD1OBFB0 Non-Negotiable Time Deposit Y 2024-05-06 2024-05-06 2024-05-06 N N N 0.0533 3000000.00 3000000.00 0.0005 N N Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 5.330000% ZUHK7JXNDU6FLQ1O6482 ATD1OBFX2 Non-Negotiable Time Deposit Y 2024-05-06 2024-05-06 2024-05-06 N N N 0.0533 4000000.00 4000000.00 0.0007 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 5.340000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD1OBG60 Non-Negotiable Time Deposit Y 2024-05-06 2024-05-06 2024-05-06 N N N 0.0534 10000000.00 10000000.00 0.0017 N N Y N BANCO SANTANDER SA (NEW YORK BRANCH) BANCO SANTANDER SA (NEW YORK BRANCH) 5.330000% 5493006QMFDDMYWIAM13 0000891478 ATD1OBGE3 Non-Negotiable Time Deposit Y 2024-05-06 2024-05-06 2024-05-06 N N N 0.0533 20000000.00 20000000.00 0.0034 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 5.310000% 0000917311 ATD1OCHS9 Non-Negotiable Time Deposit Y 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 100000000.00 100000000.00 0.0171 N Y Y N NORDEA BANK ABP (NEW YORK BRANCH) NORDEA BANK ABP (NEW YORK BRANCH) 5.310000% 529900ODI3047E2LIV03 0001002614 ATD1OCHT7 Non-Negotiable Time Deposit Y 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 39000000.00 39000000.00 0.0067 N Y Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO 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Deposit Y 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 16000000.00 16000000.00 0.0027 N Y Y N DZ BANK AG (NEW YORK BRANCH) DZ BANK AG (NEW YORK BRANCH) 5.310000% 529900HNOAA1KXQJUQ27 0000800178 ATD1OCJ65 Non-Negotiable Time Deposit Y 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 30000000.00 30000000.00 0.0051 N Y Y N CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 5.340000% N4JDFKKH2FTD8RKFXO39 0001274419 ATD1OCJ81 Non-Negotiable Time Deposit Y 2024-05-07 2024-05-07 2024-05-07 N N N 0.0534 10000000.00 10000000.00 0.0017 N N Y N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 5.310000% NHBDILHZTYCNBV5UYZ31 0001448613 ATD1OCJA6 Non-Negotiable Time Deposit Y 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 53000000.00 53000000.00 0.0090 N Y Y N ING BANK NV ING BANK NV 5.330000% 3TK20IVIUJ8J3ZU0QE75 0001017255 ATD1OCJC2 Non-Negotiable Time Deposit Y 2024-05-07 2024-05-07 2024-05-07 N N N 0.0533 15000000.00 15000000.00 0.0026 N N Y N DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 5.310000% 549300GKFG0RYRRQ1414 0001498632 ATD1OCJD0 Non-Negotiable Time Deposit Y 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 98000000.00 98000000.00 0.0167 N Y Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 5.330000% ZUHK7JXNDU6FLQ1O6482 ATD1OCJF5 Non-Negotiable Time Deposit Y 2024-05-07 2024-05-07 2024-05-07 N N N 0.0533 6000000.00 6000000.00 0.0010 N N Y N DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 5.310000% 549300GKFG0RYRRQ1414 0001498632 ATD1OCJG3 Non-Negotiable Time Deposit Y 2024-05-01 2024-05-01 2024-05-01 N N N 0.0531 20000000.00 20000000.00 0.0034 N Y Y N DBS BANK LTD DBS BANK LTD 5.340000% ATUEL7OJR5057F2PV266 0001501323 ATD1OCJJ7 Non-Negotiable Time Deposit Y 2024-05-07 2024-05-07 2024-05-07 N N N 0.0534 7000000.00 7000000.00 0.0012 N N Y N The Charles Schwab Family of Funds 2024-05-07 Dana Smith Dana Smith CFO