N-MFP2 0000916620 XXXXXXXX 2019-03-31 0000916620 5493004ZY1PEJR3C0A81 S000001266 1 N N 033-73404 Northern Trust Investments, Inc. 801-33358 Deloitte & Touche LLP Chicago IL Northern Trust Investments, Inc. The Northern Trust Company 0000838981 085-05127 N N N Exempt Government N 52 100 9797394250.05 9887288366.69 9279744055.46 9919812565.08 8847138453.83 13056182639.20 13039648449.79 13051417769.10 14108983718.31 13190404010.02 0.4979 0.5026 0.4751 0.5065 0.4595 0.6635 0.6629 0.6681 0.7204 0.6850 121324250.73 19146150201.81 19144897003.42 26621768.03 36911472.21 19255931549.97 19255777332.3800 1.0000 0.0251 1.0000 1.0000 1.0000 1.0001 1.0001 C000003412 2500.00 19255931549.97 19255777332.3800 1.0000 1.0000 1.0000 1.0001 1.0001 1493607594.91 1551006904.60 1190806168.86 1168648286.50 1089539784.07 1227277502.60 1322750467.82 1257154488.90 1317129828.59 1675241498.30 5482188443.04 5667838170.30 0.0216 Y The Investment Advisor Reimbursed $309,743.72 of fees during the period FEDERAL HOME LOAN BANKS FHLB 0.875000% 3130A8Y72 2549001DPIFGXC1TOL40 US3130A8Y728 U.S. Government Agency Debt Y 2019-08-05 2019-08-05 2019-08-05 N N N 0.0247 29835870.00 29835870.00 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 1.000000% 3130A9EP2 2549001DPIFGXC1TOL40 US3130A9EP21 U.S. Government Agency Debt Y 2019-09-26 2019-09-26 2019-09-26 N N N 0.0245 22462791.00 22462791.00 0.0012 N N N N FEDERAL HOME LOAN BANKS FHLB 2.631999% 3130ABQH2 2549001DPIFGXC1TOL40 US3130ABQH21 U.S. Government Agency Debt Y 2019-04-05 2019-07-05 2019-07-05 N N N 0.0246 19283958.61 19283958.61 0.0010 N N N N FEDERAL HOME LOAN BANKS FHLB 1.500000% 3130ACM92 2549001DPIFGXC1TOL40 US3130ACM925 U.S. Government Agency Debt Y 2019-10-21 2019-10-21 2019-10-21 N N N 0.0247 57393786.10 57393786.10 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 2.394000% 3130ACMD3 2549001DPIFGXC1TOL40 US3130ACMD36 U.S. Government Agency Debt Y 2019-04-15 2019-04-15 2019-04-15 N N N 0.0246 79998320.00 79998320.00 0.0042 N N N N FEDERAL HOME LOAN BANKS FHLB 2.387998% 3130ACUJ1 2549001DPIFGXC1TOL40 US3130ACUJ14 U.S. Government Agency Debt Y 2019-04-20 2019-05-20 2019-05-20 N N N 0.0247 104988555.00 104988555.00 0.0055 N N N N FEDERAL HOME LOAN BANKS FHLB 2.376997% 3130AEAV2 2549001DPIFGXC1TOL40 US3130AEAV28 U.S. Government Agency Debt Y 2019-05-09 2019-05-09 2019-05-09 N N N 0.0235 174985125.00 174985125.00 0.0091 N N N N FEDERAL HOME LOAN BANKS FHLB 2.391998% 3130AEHS2 2549001DPIFGXC1TOL40 US3130AEHS26 U.S. Government Agency Debt Y 2019-06-25 2020-06-25 2020-06-25 N N N 0.0246 204826160.00 204826160.00 0.0106 N N N N FEDERAL HOME LOAN BANKS FHLB 2.584998% 3130AEL32 2549001DPIFGXC1TOL40 US3130AEL329 U.S. Government Agency Debt Y 2019-04-06 2020-07-06 2020-07-06 N N N 0.0246 99909700.00 99909700.00 0.0052 N N N N FEDERAL HOME LOAN BANKS FHLB 2.380996% 3130AENG1 2549001DPIFGXC1TOL40 US3130AENG14 U.S. Government Agency Debt Y 2019-04-24 2019-07-24 2019-07-24 N N N 0.0249 54983555.00 54983555.00 0.0029 N N N N FEDERAL HOME LOAN BANKS FHLB 2.380996% 3130AENL0 2549001DPIFGXC1TOL40 US3130AENL09 U.S. Government Agency Debt Y 2019-04-23 2019-07-23 2019-07-23 N N N 0.0249 49985200.00 49985200.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 2.430000% 3130AETM2 2549001DPIFGXC1TOL40 US3130AETM28 U.S. Government Agency Debt Y 2019-04-27 2020-02-27 2020-02-27 N N N 0.0250 174893950.00 174893950.00 0.0091 N N N N FEDERAL HOME LOAN BANKS FHLB 2.421000% 3130AFBW6 2549001DPIFGXC1TOL40 US3130AFBW66 U.S. Government Agency Debt Y 2019-04-24 2019-04-24 2019-04-24 N N N 0.0246 54998735.00 54998735.00 0.0029 N N N N FEDERAL HOME LOAN BANKS FHLB 2.433999% 3130AFCP0 2549001DPIFGXC1TOL40 US3130AFCP07 U.S. Government Agency Debt Y 2019-04-26 2019-04-26 2019-04-26 N N N 0.0247 54998570.00 54998570.00 0.0029 N N N N FEDERAL HOME LOAN BANKS FHLB 2.500000% 3130AFDT1 2549001DPIFGXC1TOL40 US3130AFDT10 U.S. Government Agency Debt Y 2019-05-20 2019-05-20 2019-05-20 N N N 0.0240 80008640.00 80008640.00 0.0042 N N N N FEDERAL HOME LOAN BANKS FHLB 2.445998% 3130AFGP6 2549001DPIFGXC1TOL40 US3130AFGP60 U.S. Government Agency Debt Y 2019-05-26 2019-11-26 2019-11-26 N N N 0.0240 79998400.00 79998400.00 0.0042 N N N N FEDERAL HOME LOAN BANKS FHLB 2.416996% 3130AFHE0 2549001DPIFGXC1TOL40 US3130AFHE05 U.S. Government Agency Debt Y 2019-04-05 2019-09-05 2019-09-05 N N N 0.0249 169957160.00 169957160.00 0.0088 N N N N FEDERAL HOME LOAN BANKS FHLB 2.430997% 3130AFKM8 2549001DPIFGXC1TOL40 US3130AFKM83 U.S. Government Agency Debt Y 2019-04-21 2020-01-21 2020-01-21 N N N 0.0250 169917720.00 169917720.00 0.0088 N N N N FEDERAL HOME LOAN BANKS FHLB 2.450998% 3130AFMG9 2549001DPIFGXC1TOL40 US3130AFMG97 U.S. Government Agency Debt Y 2019-04-28 2019-06-28 2019-06-28 N N N 0.0247 174989150.00 174989150.00 0.0091 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.442999% 3130AFMH7 2549001DPIFGXC1TOL40 US3130AFMH70 U.S. Government Agency Debt Y 2019-04-20 2019-06-20 2019-06-20 N N N 0.0247 94994680.00 94994680.00 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 2.450001% 3130AFQX8 2549001DPIFGXC1TOL40 US3130AFQX84 U.S. Government Agency Debt Y 2019-04-01 2019-07-17 2019-07-17 N N N 0.0248 39996280.00 39996280.00 0.0021 N N N N FEDERAL HOME LOAN BANKS FHLB 2.504998% 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y 2019-04-01 2020-07-24 2020-07-24 N N N 0.0253 24991600.00 24991600.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 2.430000% 3130AFUQ8 2549001DPIFGXC1TOL40 US3130AFUQ87 U.S. Government Agency Debt Y 2019-06-06 2019-06-06 2019-06-06 N N N 0.0241 125002125.00 125002125.00 0.0065 N N N N FEDERAL HOME LOAN BANKS FHLB 2.570000% 3130AG2J3 2549001DPIFGXC1TOL40 US3130AG2J36 U.S. Government Agency Debt Y 2020-03-12 2020-03-12 2020-03-12 N N N 0.0246 150067950.00 150067950.00 0.0078 N N N N FEDERAL HOME LOAN BANKS FHLB 2.580000% 3130AG3Z6 2549001DPIFGXC1TOL40 US3130AG3Z68 U.S. Government Agency Debt Y 2020-03-20 2020-03-20 2020-03-20 N N N 0.0252 170048790.00 170048790.00 0.0088 N N N N FEDERAL HOME LOAN BANKS FHLB 2.550000% 3130AG4E2 2549001DPIFGXC1TOL40 US3130AG4E21 U.S. Government Agency Debt Y 2019-12-19 2019-12-19 2019-12-19 N N N 0.0246 35015435.00 35015435.00 0.0018 N N N N FEDERAL HOME LOAN BANKS FHLB 2.454998% 3130AG4G7 2549001DPIFGXC1TOL40 US3130AG4G78 U.S. Government Agency Debt Y 2019-04-01 2019-09-20 2019-09-20 N N N 0.0248 124981625.00 124981625.00 0.0065 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.495001% 3130AG5G6 2549001DPIFGXC1TOL40 US3130AG5G69 U.S. Government Agency Debt Y 2019-04-01 2020-03-27 2020-03-27 N N N 0.0252 60981822.00 60981822.00 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312DY3 US313312DY31 U.S. Government Agency Debt Y 2019-04-05 2019-04-05 2019-04-05 N N N 0.0245 4998655.00 4998655.00 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EC0 US313312EC02 U.S. Government Agency Debt Y 2019-04-09 2019-04-09 2019-04-09 N N N 0.0245 15991392.00 15991392.00 0.0008 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EC0 US313312EC02 U.S. Government Agency Debt Y 2019-04-09 2019-04-09 2019-04-09 N N N 0.0245 19989240.00 19989240.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312ED8 US313312ED84 U.S. Government Agency Debt Y 2019-04-10 2019-04-10 2019-04-10 N N N 0.0246 11992740.00 11992740.00 0.0006 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EF3 US313312EF33 U.S. Government Agency Debt Y 2019-04-12 2019-04-12 2019-04-12 N N N 0.0246 2997783.00 2997783.00 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EM8 US313312EM83 U.S. Government Agency Debt Y 2019-04-18 2019-04-18 2019-04-18 N N N 0.0246 18978283.00 18978283.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EU0 US313312EU00 U.S. Government Agency Debt Y 2019-04-25 2019-04-25 2019-04-25 N N N 0.0246 25958062.00 25958062.00 0.0013 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312EZ9 US313312EZ96 U.S. Government Agency Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0246 4990255.00 4990255.00 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FB1 US313312FB10 U.S. Government Agency Debt Y 2019-05-02 2019-05-02 2019-05-02 N N N 0.0246 4989580.00 4989580.00 0.0003 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FC9 US313312FC92 U.S. Government Agency Debt Y 2019-05-03 2019-05-03 2019-05-03 N N N 0.0246 13969886.00 13969886.00 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FH8 US313312FH89 U.S. Government Agency Debt Y 2019-05-08 2019-05-08 2019-05-08 N N N 0.0246 19950260.00 19950260.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FV7 US313312FV73 U.S. Government Agency Debt Y 2019-05-20 2019-05-20 2019-05-20 N N N 0.0246 6976942.00 6976942.00 0.0004 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FW5 US313312FW56 U.S. Government Agency Debt Y 2019-05-21 2019-05-21 2019-05-21 N N N 0.0246 34882365.00 34882365.00 0.0018 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312FY1 US313312FY13 U.S. Government Agency Debt Y 2019-05-23 2019-05-23 2019-05-23 N N N 0.0246 8968536.00 8968536.00 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312GD6 US313312GD66 U.S. Government Agency Debt Y 2019-05-28 2019-05-28 2019-05-28 N N N 0.0246 19923360.00 19923360.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312GZ7 US313312GZ78 U.S. Government Agency Debt Y 2019-06-17 2019-06-17 2019-06-17 N N N 0.0247 14922360.00 14922360.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312HX1 US313312HX12 U.S. Government Agency Debt Y 2019-07-09 2019-07-09 2019-07-09 N N N 0.0247 19866900.00 19866900.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312JQ4 US313312JQ43 U.S. Government Agency Debt Y 2019-07-26 2019-07-26 2019-07-26 N N N 0.0247 13890828.00 13890828.00 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312KX7 US313312KX74 U.S. Government Agency Debt Y 2019-08-26 2019-08-26 2019-08-26 N N N 0.0247 14852385.00 14852385.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LF5 US313312LF59 U.S. Government Agency Debt Y 2019-09-03 2019-09-03 2019-09-03 N N N 0.0247 19792480.00 19792480.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LN8 US313312LN83 U.S. Government Agency Debt Y 2019-09-10 2019-09-10 2019-09-10 N N N 0.0247 24728875.00 24728875.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LU2 US313312LU27 U.S. Government Agency Debt Y 2019-09-16 2019-09-16 2019-09-16 N N N 0.0247 12853789.00 12853789.00 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LV0 US313312LV00 U.S. Government Agency Debt Y 2019-09-17 2019-09-17 2019-09-17 N N N 0.0247 24717150.00 24717150.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312LV0 US313312LV00 U.S. Government Agency Debt Y 2019-09-17 2019-09-17 2019-09-17 N N N 0.0247 15818976.00 15818976.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312MC1 US313312MC10 U.S. Government Agency Debt Y 2019-09-24 2019-09-24 2019-09-24 N N N 0.0247 10870398.00 10870398.00 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312MN7 US313312MN74 U.S. Government Agency Debt Y 2019-10-04 2019-10-04 2019-10-04 N N N 0.0246 24690000.00 24690000.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312MZ0 US313312MZ05 U.S. Government Agency Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0246 24671675.00 24671675.00 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312NN6 US313312NN65 U.S. Government Agency Debt Y 2019-10-28 2019-10-28 2019-10-28 N N N 0.0246 14790000.00 14790000.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312NR7 US313312NR79 U.S. Government Agency Debt Y 2019-10-31 2019-10-31 2019-10-31 N N N 0.0246 3943200.00 3943200.00 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312PK0 US313312PK09 U.S. Government Agency Debt Y 2019-11-18 2019-11-18 2019-11-18 N N N 0.0245 47263872.00 47263872.00 0.0025 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 313312PM6 US313312PM64 U.S. Government Agency Debt Y 2019-11-20 2019-11-20 2019-11-20 N N N 0.0245 19690620.00 19690620.00 0.0010 N N N N FEDERAL HOME LOAN BANKS FHLB 313384ED7 2549001DPIFGXC1TOL40 US313384ED79 U.S. Government Agency Debt Y 2019-04-10 2019-04-10 2019-04-10 N N N 0.0246 49969750.00 49969750.00 0.0026 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384EF2 2549001DPIFGXC1TOL40 US313384EF28 U.S. Government Agency Debt Y 2019-04-12 2019-04-12 2019-04-12 N N N 0.0246 44966745.00 44966745.00 0.0023 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384ER6 2549001DPIFGXC1TOL40 US313384ER65 U.S. Government Agency Debt Y 2019-04-22 2019-04-22 2019-04-22 N N N 0.0246 34950580.00 34950580.00 0.0018 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384ET2 2549001DPIFGXC1TOL40 US313384ET22 U.S. Government Agency Debt Y 2019-04-24 2019-04-24 2019-04-24 N N N 0.0246 29953620.00 29953620.00 0.0016 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384ET2 2549001DPIFGXC1TOL40 US313384ET22 U.S. Government Agency Debt Y 2019-04-24 2019-04-24 2019-04-24 N N N 0.0246 184713990.00 184713990.00 0.0096 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FA2 2549001DPIFGXC1TOL40 US313384FA22 U.S. Government Agency Debt Y 2019-05-01 2019-05-01 2019-05-01 N N N 0.0246 34929405.00 34929405.00 0.0018 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FB0 2549001DPIFGXC1TOL40 US313384FB05 U.S. Government Agency Debt Y 2019-05-02 2019-05-02 2019-05-02 N N N 0.0246 24947900.00 24947900.00 0.0013 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FC8 2549001DPIFGXC1TOL40 US313384FC87 U.S. Government Agency Debt Y 2019-05-03 2019-05-03 2019-05-03 N N N 0.0246 52636534.75 52636534.75 0.0027 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FK0 2549001DPIFGXC1TOL40 US313384FK04 U.S. Government Agency Debt Y 2019-05-10 2019-05-10 2019-05-10 N N N 0.0246 518636560.00 518636560.00 0.0269 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FS3 2549001DPIFGXC1TOL40 US313384FS30 U.S. Government Agency Debt Y 2019-05-17 2019-05-17 2019-05-17 N N N 0.0246 160502188.00 160502188.00 0.0083 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FV6 2549001DPIFGXC1TOL40 US313384FV68 U.S. Government Agency Debt Y 2019-05-20 2019-05-20 2019-05-20 N N N 0.0246 159472960.00 159472960.00 0.0083 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384FV6 2549001DPIFGXC1TOL40 US313384FV68 U.S. Government Agency Debt Y 2019-05-20 2019-05-20 2019-05-20 N N N 0.0246 159472960.00 159472960.00 0.0083 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384GD5 2549001DPIFGXC1TOL40 US313384GD51 U.S. Government Agency Debt Y 2019-05-28 2019-05-28 2019-05-28 N N N 0.0246 139463520.00 139463520.00 0.0072 N N Y N FEDERAL HOME LOAN BANKS FHLB 313384GL7 2549001DPIFGXC1TOL40 US313384GL77 U.S. Government Agency Debt Y 2019-06-04 2019-06-04 2019-06-04 N N N 0.0246 74677350.00 74677350.00 0.0039 N N N N FEDERAL HOME LOAN BANKS FHLB 313384GV5 2549001DPIFGXC1TOL40 US313384GV59 U.S. Government Agency Debt Y 2019-06-13 2019-06-13 2019-06-13 N N N 0.0247 29852790.00 29852790.00 0.0016 N N N N FEDERAL HOME LOAN BANKS FHLB 313384HB8 2549001DPIFGXC1TOL40 US313384HB86 U.S. Government Agency Debt Y 2019-06-19 2019-06-19 2019-06-19 N N N 0.0247 18899091.00 18899091.00 0.0010 N N N N FEDERAL HOME LOAN BANKS FHLB 313384HB8 2549001DPIFGXC1TOL40 US313384HB86 U.S. Government Agency Debt Y 2019-06-19 2019-06-19 2019-06-19 N N N 0.0247 64654785.00 64654785.00 0.0034 N N N N FEDERAL HOME LOAN BANKS FHLB 313384HD4 2549001DPIFGXC1TOL40 US313384HD43 U.S. Government Agency Debt Y 2019-06-21 2019-06-21 2019-06-21 N N N 0.0247 174047125.00 174047125.00 0.0090 N N N N FEDERAL HOME LOAN BANKS FHLB 313384JD2 2549001DPIFGXC1TOL40 US313384JD25 U.S. Government Agency Debt Y 2019-07-15 2019-07-15 2019-07-15 N N N 0.0247 49647100.00 49647100.00 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 313384JT7 2549001DPIFGXC1TOL40 US313384JT76 U.S. Government Agency Debt Y 2019-07-29 2019-07-29 2019-07-29 N N N 0.0247 24800025.00 24800025.00 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 313384JT7 2549001DPIFGXC1TOL40 US313384JT76 U.S. Government Agency Debt Y 2019-07-29 2019-07-29 2019-07-29 N N N 0.0247 59520060.00 59520060.00 0.0031 N N N N FEDERAL HOME LOAN BANKS FHLB 313384JV2 2549001DPIFGXC1TOL40 US313384JV23 U.S. Government Agency Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0247 114064590.00 114064590.00 0.0059 N N N N FEDERAL HOME LOAN BANKS FHLB 313384JV2 2549001DPIFGXC1TOL40 US313384JV23 U.S. Government Agency Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0247 59511960.00 59511960.00 0.0031 N N N N FEDERAL HOME LOAN BANKS FHLB 313384MV8 2549001DPIFGXC1TOL40 US313384MV85 U.S. Government Agency Debt Y 2019-10-11 2019-10-11 2019-10-11 N N N 0.0246 14806995.00 14806995.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.405379% 3133EH5H2 US3133EH5H21 U.S. Government Agency Debt Y 2019-04-02 2020-01-02 2020-01-02 N N N 0.0250 79947120.00 79947120.00 0.0042 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.434996% 3133EH5M1 US3133EH5M16 U.S. Government Agency Debt Y 2019-04-01 2020-01-03 2020-01-03 N N N 0.0245 54989660.00 54989660.00 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.399248% 3133EH6Z1 US3133EH6Z10 U.S. Government Agency Debt Y 2019-04-16 2019-10-16 2019-10-16 N N N 0.0249 39983920.00 39983920.00 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.449998% 3133EHLW1 US3133EHLW16 U.S. Government Agency Debt Y 2019-04-01 2019-06-06 2019-06-06 N N N 0.0243 7999792.00 7999792.00 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.418879% 3133EHR21 US3133EHR218 U.S. Government Agency Debt Y 2019-04-13 2019-11-13 2019-11-13 N N N 0.0249 79962480.00 79962480.00 0.0042 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.419246% 3133EHSX2 US3133EHSX26 U.S. Government Agency Debt Y 2019-04-01 2019-08-01 2019-08-01 N N N 0.0243 34998775.00 34998775.00 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.419999% 3133EHY64 US3133EHY644 U.S. Government Agency Debt Y 2019-04-01 2019-09-04 2019-09-04 N N N 0.0241 74994300.00 74994300.00 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.457748% 3133EJ3K3 US3133EJ3K32 U.S. Government Agency Debt Y 2019-04-20 2020-03-20 2020-03-20 N N N 0.0251 174924575.00 174924575.00 0.0091 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.450880% 3133EJ4M8 US3133EJ4M88 U.S. Government Agency Debt Y 2019-04-07 2020-01-07 2020-01-07 N N N 0.0250 79979040.00 79979040.00 0.0042 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.488629% 3133EJ4V8 US3133EJ4V87 U.S. Government Agency Debt Y 2019-04-14 2020-04-14 2020-04-14 N N N 0.0251 64987455.00 64987455.00 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.453749% 3133EJ4Z9 US3133EJ4Z91 U.S. Government Agency Debt Y 2019-04-15 2020-01-15 2020-01-15 N N N 0.0250 109969420.00 109969420.00 0.0057 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.423880% 3133EJCV9 US3133EJCV99 U.S. Government Agency Debt Y 2019-04-13 2020-02-13 2020-02-13 N N N 0.0250 49963500.00 49963500.00 0.0026 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.405379% 3133EJD71 US3133EJD719 U.S. Government Agency Debt Y 2019-04-03 2019-10-03 2019-10-03 N N N 0.0248 124952750.00 124952750.00 0.0065 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.468746% 3133EJD89 US3133EJD891 U.S. Government Agency Debt Y 2019-06-27 2020-03-27 2020-03-27 N N N 0.0250 14994375.00 14994375.00 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.656998% 3133EJD97 US3133EJD974 U.S. Government Agency Debt Y 2019-04-01 2020-10-01 2020-10-01 N N N 0.0254 74912775.00 74912775.00 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.420499% 3133EJDJ5 US3133EJDJ52 U.S. Government Agency Debt Y 2019-04-23 2019-12-23 2019-12-23 N N N 0.0250 29985480.00 29985480.00 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.430378% 3133EJDW6 US3133EJDW63 U.S. Government Agency Debt Y 2019-04-02 2020-03-02 2020-03-02 N N N 0.0251 39973680.00 39973680.00 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.554999% 3133EJJF7 US3133EJJF76 U.S. Government Agency Debt Y 2019-04-01 2020-02-03 2020-02-03 N N N 0.0255 54986140.00 54986140.00 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.452748% 3133EJLL1 US3133EJLL17 U.S. Government Agency Debt Y 2019-04-20 2020-02-20 2020-02-20 N N N 0.0251 84965745.00 84965745.00 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.300000% 3133EJRJ0 US3133EJRJ07 U.S. Government Agency Debt Y 2019-06-11 2019-06-11 2019-06-11 N N N 0.0234 34996500.00 34996500.00 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.559999% 3133EJRY7 US3133EJRY73 U.S. Government Agency Debt Y 2019-04-01 2020-06-18 2020-06-18 N N N 0.0258 19992780.00 19992780.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 2.549998% 3133EJT66 US3133EJT665 U.S. Government Agency Debt Y 2019-05-13 2020-05-13 2020-05-13 N N N 0.0251 59969160.00 59969160.00 0.0031 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FEDERAL FARM CREDIT BANKS FUNDING 2.432998% 3133EJYV5 US3133EJYV51 U.S. Government Agency Debt Y 2019-04-06 2020-07-06 2020-07-06 N N N 0.0253 54944615.00 54944615.00 0.0029 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 2.450001% 3134GS4K8 S6XOOCT0IEG5ABCC6L87 US3134GS4K84 U.S. Government Agency Debt Y 2019-04-01 2020-02-28 2020-02-28 N N N 0.0247 184964665.00 184964665.00 0.0096 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 1.000000% 3135G0R39 B1V7KEBTPIMZEU4LTD58 US3135G0R397 U.S. Government Agency Debt Y 2019-10-24 2019-10-24 2019-10-24 N N N 0.0247 39673080.00 39673080.00 0.0021 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 2.529997% 3135G0U76 B1V7KEBTPIMZEU4LTD58 US3135G0U763 U.S. Government Agency Debt Y 2019-04-01 2020-04-30 2020-04-30 N N N 0.0248 25014525.00 25014525.00 0.0013 N N N N UNITED STATES TREASURY TREASURY BILL 912796QH5 254900HROIFWPRGM1V77 US912796QH56 U.S. Treasury Debt Y 2019-05-23 2019-05-23 2019-05-23 N N N 0.0239 64779845.00 64779845.00 0.0034 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y 2019-06-20 2019-06-20 2019-06-20 N N N 0.0241 208896870.00 208896870.00 0.0108 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796QM4 254900HROIFWPRGM1V77 US912796QM42 U.S. Treasury Debt Y 2019-06-20 2019-06-20 2019-06-20 N N N 0.0241 208896870.00 208896870.00 0.0108 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0239 68750920.00 68750920.00 0.0036 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y 2020-01-02 2020-01-02 2020-01-02 N N N 0.0239 29464680.00 29464680.00 0.0015 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RW1 254900HROIFWPRGM1V77 US912796RW15 U.S. Treasury Debt Y 2019-07-05 2019-07-05 2019-07-05 N N N 0.0242 24843750.00 24843750.00 0.0013 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RW1 254900HROIFWPRGM1V77 US912796RW15 U.S. Treasury Debt Y 2019-07-05 2019-07-05 2019-07-05 N N N 0.0242 64593750.00 64593750.00 0.0034 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796RY7 254900HROIFWPRGM1V77 US912796RY70 U.S. Treasury Debt Y 2020-01-30 2020-01-30 2020-01-30 N N N 0.0240 24508650.00 24508650.00 0.0013 N Y Y N UNITED STATES TREASURY TREASURY BILL 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y 2020-03-26 2020-03-26 2020-03-26 N N N 0.0239 39072520.00 39072520.00 0.0020 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 9128282K5 254900HROIFWPRGM1V77 US9128282K52 U.S. Treasury Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0248 69742960.00 69742960.00 0.0036 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.484770% 9128282M1 254900HROIFWPRGM1V77 US9128282M19 U.S. Treasury Debt Y 2019-04-01 2019-07-31 2019-07-31 N N N 0.0246 58004698.00 58004698.00 0.0030 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.424769% 9128283T5 254900HROIFWPRGM1V77 US9128283T52 U.S. Treasury Debt Y 2019-04-01 2020-01-31 2020-01-31 N N N 0.0248 69964300.00 69964300.00 0.0036 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828D23 254900HROIFWPRGM1V77 US912828D234 U.S. Treasury Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0244 199867000.00 199867000.00 0.0104 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828F62 254900HROIFWPRGM1V77 US912828F627 U.S. Treasury Debt Y 2019-10-31 2019-10-31 2019-10-31 N N N 0.0247 178994520.00 178994520.00 0.0093 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.500000% 912828G61 254900HROIFWPRGM1V77 US912828G617 U.S. Treasury Debt Y 2019-11-30 2019-11-30 2019-11-30 N N N 0.0245 99375000.00 99375000.00 0.0052 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828G95 254900HROIFWPRGM1V77 US912828G955 U.S. Treasury Debt Y 2019-12-31 2019-12-31 2019-12-31 N N N 0.0246 233549580.00 233549580.00 0.0121 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 912828J84 254900HROIFWPRGM1V77 US912828J843 U.S. Treasury Debt Y 2020-03-31 2020-03-31 2020-03-31 N N N 0.0242 79184400.00 79184400.00 0.0041 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.125000% 912828KQ2 254900HROIFWPRGM1V77 US912828KQ20 U.S. Treasury Debt Y 2019-05-15 2019-05-15 2019-05-15 N N N 0.0245 310242730.00 310242730.00 0.0161 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.375000% 912828LY4 254900HROIFWPRGM1V77 US912828LY45 U.S. Treasury Debt Y 2019-11-15 2019-11-15 2019-11-15 N N N 0.0250 145776040.00 145776040.00 0.0076 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.625000% 912828MP2 254900HROIFWPRGM1V77 US912828MP29 U.S. Treasury Debt Y 2020-02-15 2020-02-15 2020-02-15 N N N 0.0246 520150000.00 520150000.00 0.0270 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.250000% 912828ST8 254900HROIFWPRGM1V77 US912828ST86 U.S. Treasury Debt Y 2019-04-30 2019-04-30 2019-04-30 N N N 0.0255 122870850.00 122870850.00 0.0064 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.000000% 912828T59 254900HROIFWPRGM1V77 US912828T594 U.S. Treasury Debt Y 2019-10-15 2019-10-15 2019-10-15 N N N 0.0248 74411100.00 74411100.00 0.0039 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.375000% 912828V31 254900HROIFWPRGM1V77 US912828V319 U.S. Treasury Debt Y 2020-01-15 2020-01-15 2020-01-15 N N N 0.0244 79337520.00 79337520.00 0.0041 N Y Y N UNITED STATES TREASURY TREASURY NOTE 1.625000% 912828WW6 254900HROIFWPRGM1V77 US912828WW69 U.S. Treasury Debt Y 2019-07-31 2019-07-31 2019-07-31 N N N 0.0249 224349525.00 224349525.00 0.0117 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 2.467771% 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y 2019-04-01 2020-07-31 2020-07-31 N N N 0.0254 99907400.00 99907400.00 0.0052 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC REPO JOINT ML PIERCE FENNER & SMIT 1.039996% BNT0VFKG3 8NAV47T0Y26Q87Y0QP81 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2020-01-15 1.375000 14479741.66 16993921.47 U.S. Treasuries (including strips) Y 2019-04-05 2019-04-05 2050-01-01 Y MERRILL LYNCH PIERCE FENNER & SMITH INC 1.0000 7 N N/A N/A N N 0.0104 16666666.69 16666666.69 0.0009 N N Y N ROYAL BANK OF CANADA (NEW YORK BRANCH) TRI-PARTY ROYAL BANK OF CANADA (NE 2.540000% BNT58JNZ5 ES7IP3U3RHIGC71XBU11 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2040-05-01 4.500000 1850000.00 280796.22 Agency Mortgage-Backed Securities FMAC 2040-07-01 5.000000 4418173.00 2071575.91 Agency Mortgage-Backed Securities FMAC 2033-10-01 3.999999 1208347.00 1202943.64 Agency Mortgage-Backed Securities FMAC 2046-01-01 3.999999 713040.00 553002.60 Agency Mortgage-Backed Securities FMAC 2033-08-01 3.999999 8042373.00 7746154.04 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.500000 296719.00 307590.35 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.500000 10175610.00 10533638.40 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.500000 3445452.00 3646585.62 Agency Mortgage-Backed Securities FMAC 2047-10-01 3.500000 95294471.00 87042112.00 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.000000 2059759.00 2144461.53 Agency Mortgage-Backed Securities FMAC 2036-07-01 6.500000 1005927.00 1134467.95 Agency Mortgage-Backed Securities FNMA 2046-04-01 3.500000 25837647.00 19236771.63 Agency Mortgage-Backed Securities FNMA 2045-02-01 4.000000 985099.00 731332.44 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.000000 871835.00 797668.63 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 4720109.00 3703236.60 Agency Mortgage-Backed Securities FNMA 2049-04-01 4.000000 196135.00 205373.37 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.000000 70465806.00 72322608.36 Agency Mortgage-Backed Securities GNMA 2041-12-20 3.500000 46274646.00 13329396.40 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.000000 25796863.00 26136146.64 Agency Mortgage-Backed Securities FMAC 2039-09-01 4.630000 518640.00 54980.22 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2035-01-01 4.240000 11913.00 881.75 Agency Mortgage-Backed Securities FMAC 2036-02-01 4.580000 3180000.00 136365.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2038-02-01 4.175000 2718.00 956.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2035-10-01 4.121000 32639087.00 5768233.48 Agency Mortgage-Backed Securities FMAC 2038-06-01 4.055000 16622431.00 3554768.37 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.510000 23074693.00 4808268.02 Agency Mortgage-Backed Securities FMAC 2038-06-01 4.110000 808527.00 459773.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2040-12-01 4.661000 14017.00 1009.10 Agency Mortgage-Backed Securities FMAC 2044-11-01 3.004000 3017698.00 688005.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2045-06-01 2.660000 204220.00 69072.23 Agency Mortgage-Backed Securities FMAC 2045-12-01 2.507000 8958455.00 3994499.40 Agency Mortgage-Backed Securities FMAC 2046-07-01 2.465000 3761549.00 1506307.36 Agency Mortgage-Backed Securities FMAC 2046-07-01 2.317000 5219530.00 2511253.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2046-09-01 2.410000 8200000.00 5841295.19 Agency Mortgage-Backed Securities FMAC 2047-04-01 2.582000 5740459.00 4855499.62 Agency Mortgage-Backed Securities FMAC 2047-04-01 2.906000 2169639.00 1744902.38 Agency Mortgage-Backed Securities FMAC 2048-07-01 3.665000 2607003.00 1991119.73 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.500000 19046572.00 8716995.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2042-09-01 4.000000 18256326.00 8980099.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-08-01 3.500000 10803462.00 5173233.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-09-01 3.500000 27657322.00 12151145.59 Agency Mortgage-Backed Securities FMAC 2029-02-01 3.000000 3603249.00 1670105.82 Agency Mortgage-Backed Securities FMAC 2044-05-01 4.000000 54961.00 25930.25 Agency Mortgage-Backed Securities FMAC 2047-05-01 4.000000 258477.00 231088.21 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.000000 51800439.00 50643850.78 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.500000 34961710.00 36544676.33 Agency Mortgage-Backed Securities FMAC 2044-01-01 3.999999 3949737.00 2174938.87 Agency Mortgage-Backed Securities FMAC 2046-03-01 3.500000 482956.00 344128.22 Agency Mortgage-Backed Securities FMAC 2047-02-01 3.000000 8961006.00 7738114.49 Agency Mortgage-Backed Securities FMAC 2048-03-01 4.000000 16271612.00 15702986.32 Agency Mortgage-Backed Securities FMAC 2047-04-01 3.500000 1763654.00 1475933.03 Agency Mortgage-Backed Securities FMAC 2047-09-01 3.500000 1113.00 1032.62 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.500000 3337795.00 3046610.09 Agency Mortgage-Backed Securities FMAC 2048-03-01 4.500000 2721013.00 2685074.58 Agency Mortgage-Backed Securities FMAC 2048-05-01 4.500000 3462000.00 3473952.76 Agency Mortgage-Backed Securities FMAC 2048-07-01 3.999999 12793030.00 12855868.24 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.500000 1000.00 1056.72 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.500000 125027.00 76643.47 Agency Mortgage-Backed Securities FMAC 2047-08-01 4.473000 822479.00 486760.46 Agency Mortgage-Backed Securities FNMA 2037-08-01 2.306000 77731768.00 2342892.98 Agency Mortgage-Backed Securities FNMA 2042-01-01 4.901000 18758346.00 2046850.48 Agency Mortgage-Backed Securities FNMA 2041-09-01 3.663000 38514912.00 4070265.97 Agency Mortgage-Backed Securities FNMA 2042-05-01 3.563000 34279663.00 6772711.51 Agency Mortgage-Backed Securities FNMA 2039-03-01 4.321000 9613489.00 1714832.93 Agency Mortgage-Backed Securities FNMA 2038-06-01 4.218000 1219091.00 277499.88 Agency Mortgage-Backed Securities FNMA 2040-07-01 4.496000 2388617.00 512382.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 3.091000 197621.00 60669.01 Agency Mortgage-Backed Securities FNMA 2040-05-01 4.449000 9069117.00 2492195.08 Agency Mortgage-Backed Securities FNMA 2040-03-01 4.387000 1715920.00 775836.88 Agency Mortgage-Backed Securities FNMA 2038-10-01 4.498000 7494064.00 2594479.39 Agency Mortgage-Backed Securities FNMA 2027-09-01 2.715999 19826000.00 19591883.57 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 91849346.00 41520604.52 Agency Mortgage-Backed Securities FNMA 2045-11-01 3.999999 780575.00 581063.91 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 10878858.00 8875015.67 Agency Mortgage-Backed Securities FNMA 2046-11-01 4.000000 3861717.00 3225342.19 Agency Mortgage-Backed Securities FNMA 2047-07-01 4.000000 9822860.00 9041168.58 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-02-01 3.999999 15568219.00 7353630.33 Agency Mortgage-Backed Securities FNMA 2044-04-01 2.863000 2855689.00 577254.44 Agency Mortgage-Backed Securities FNMA 2035-06-01 4.206000 345127.00 18732.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.501000 7483543.00 4396220.53 Agency Mortgage-Backed Securities FNMA 2046-06-01 3.500000 3282181.00 2468717.32 Agency Mortgage-Backed Securities FNMA 2047-01-01 3.999999 1579771.00 1268358.35 Agency Mortgage-Backed Securities FNMA 2047-06-01 3.055000 1308.00 1013.21 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 15404879.00 14190380.45 Agency Mortgage-Backed Securities FNMA 2047-10-01 2.946000 6254054.00 5708652.01 Agency Mortgage-Backed Securities FNMA 2048-08-01 3.579000 165564.00 168071.60 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.000000 43930811.00 44075243.60 Agency Mortgage-Backed Securities FNMA 2043-06-01 4.466000 20091864.00 9166105.63 Agency Mortgage-Backed Securities FNMA 2048-02-01 3.999999 36849259.00 37337362.30 Agency Mortgage-Backed Securities FNMA 2042-07-01 4.533000 3615411.00 3296393.18 Agency Mortgage-Backed Securities FNMA 2044-06-01 4.500000 2964887.00 3075661.17 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.999999 27816764.00 26451001.09 Agency Mortgage-Backed Securities FNMA 2047-08-01 3.500000 2035871.00 1856070.22 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.500000 24526036.00 22601112.40 Agency Mortgage-Backed Securities FNMA 2047-08-01 4.500000 3260898.00 3018124.32 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.500000 20855554.00 18696415.74 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 1000.00 929.70 Agency Mortgage-Backed Securities FNMA 2048-05-01 4.500000 3717048.00 3832348.07 Agency Mortgage-Backed Securities FNMA 2047-12-01 3.000000 19423015.00 18583258.26 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.000000 25445868.00 24232270.47 Agency Mortgage-Backed Securities FNMA 2047-07-01 3.500000 10556468.00 9797273.33 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.000000 5589185.00 5217956.94 Agency Mortgage-Backed Securities FNMA 2048-11-01 4.500000 5387084.00 5687649.07 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 32602207.00 33114028.54 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.000000 8444257.00 8623641.98 Agency Mortgage-Backed Securities FNMA 2036-11-01 4.375000 47699725.00 5307742.15 Agency Mortgage-Backed Securities FNMA 2042-07-01 3.500000 43418847.00 20803083.49 Agency Mortgage-Backed Securities FNMA 2038-10-01 4.150000 18050000.00 801147.76 Agency Mortgage-Backed Securities FNMA 2032-11-01 3.000000 1915940.00 834528.78 Agency Mortgage-Backed Securities FNMA 2048-12-01 3.999999 850850.00 863168.40 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.999999 1286856.00 1315345.70 Agency Mortgage-Backed Securities FNMA 2048-03-01 3.999999 5154701.00 4871237.03 Agency Mortgage-Backed Securities FNMA 2048-09-01 3.999999 47638811.00 47198840.00 Agency Mortgage-Backed Securities FNMA 2039-11-01 4.335000 16873540.00 1215715.86 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-02-01 4.945000 13452815.00 510883.20 Agency Mortgage-Backed Securities GNMA 2042-04-20 3.500000 2823086.00 1632623.59 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2045-02-20 4.500000 49202624.00 13805999.74 Agency Mortgage-Backed Securities GNMA 2047-05-20 4.000000 826111.00 688067.96 Agency Mortgage-Backed Securities GNMA 2048-12-20 6.000000 1426490.00 1534222.77 Agency Mortgage-Backed Securities GNMA 2068-10-20 4.745000 12474.00 13720.30 Agency Mortgage-Backed Securities GNMA 2049-01-15 5.000000 24554692.00 26308795.22 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-08-20 4.500000 100000000.00 15672027.64 Agency Mortgage-Backed Securities Y 2019-04-03 2019-04-03 2019-04-03 Y ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.0000 7 N N/A N/A N N 0.0254 1000000000.00 1000000000.00 0.0519 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS SA 2.480000% BNT58RP93 R0MUWSFPU8MPRO8K5P83 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2031-10-01 6.999999 2048699.00 180396.23 Agency Mortgage-Backed Securities FMAC 2036-08-01 6.999999 7950319.00 1696198.71 Agency Mortgage-Backed Securities FMAC 2029-12-01 3.500000 1421793.00 705051.45 Agency Mortgage-Backed Securities FMAC 2028-08-01 3.000000 2079133.00 924315.45 Agency Mortgage-Backed Securities FMAC 2042-09-01 3.500000 1000000.00 481772.91 Agency Mortgage-Backed Securities FMAC 2047-09-01 3.500000 623650.00 584717.09 Agency Mortgage-Backed Securities FMAC 2048-01-01 4.000000 448000.00 404707.89 Agency Mortgage-Backed Securities FMAC 2048-03-01 4.000000 1471161.00 1476664.73 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.000000 82590.00 83369.30 Agency Mortgage-Backed Securities FNMA 2044-07-01 5.000000 3000000.00 2075589.12 Agency Mortgage-Backed Securities FNMA 2045-05-01 3.500000 2900000.00 2179547.09 Agency Mortgage-Backed Securities FNMA 2045-06-01 3.500000 896791.00 755914.02 Agency Mortgage-Backed Securities FNMA 2045-10-01 3.500000 2500000.00 2172309.61 Agency Mortgage-Backed Securities FNMA 2033-06-01 5.499999 2407413.00 17567.02 Agency Mortgage-Backed Securities FNMA 2033-10-01 6.500000 582946.00 101619.46 Agency Mortgage-Backed Securities FNMA 2036-04-01 6.000000 22909830.00 1329389.67 Agency Mortgage-Backed Securities FNMA 2036-04-01 6.000000 1670.00 53.08 Agency Mortgage-Backed Securities FNMA 2036-06-01 6.000000 3991180.00 14418.54 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.500000 1090786.00 1021424.71 Agency Mortgage-Backed Securities FNMA 2047-01-01 3.500000 2900000.00 2121769.80 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.000000 1929632.00 1648697.14 Agency Mortgage-Backed Securities FNMA 2048-04-01 4.000000 1841379.00 1653021.65 Agency Mortgage-Backed Securities FNMA 2048-01-01 4.000000 267702.00 273493.97 Agency Mortgage-Backed Securities FNMA 2048-03-01 3.999999 2100000.00 2135069.12 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.500000 14137.00 14584.56 Agency Mortgage-Backed Securities FNMA 2027-12-01 2.499999 3161696.00 1156726.98 Agency Mortgage-Backed Securities GNMA 2028-01-20 2.499999 1704108.00 590175.12 Agency Mortgage-Backed Securities GNMA 2038-10-20 5.499999 72632.00 68259.77 Agency Mortgage-Backed Securities GNMA 2048-08-20 5.000000 2007719.00 2006480.05 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.500000 1191218.00 1238189.92 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.500000 1578703.00 1574676.41 Agency Mortgage-Backed Securities GNMA 2032-04-15 6.500000 8233188.00 234434.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2032-07-15 0.00 1000.00 662.86 Agency Debentures and Agency Strips GNMA 2040-10-20 3.999999 5500000.00 649210.64 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2034-01-01 5.500000 2672800.00 78491.65 Agency Mortgage-Backed Securities FNMA 2025-03-01 5.198666 83000.00 82188.75 Agency Mortgage-Backed Securities FNMA 2030-10-01 4.133000 5741.00 77.47 Agency Mortgage-Backed Securities FNMA 2042-04-01 4.052000 12392.00 726.30 Agency Mortgage-Backed Securities FNMA 2042-12-01 3.500000 15232.00 6307.93 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-06-01 3.500000 27236677.00 7115256.76 Agency Mortgage-Backed Securities FNMA 2043-10-01 4.500000 7720121.00 3231501.78 Agency Mortgage-Backed Securities FNMA 2045-06-01 2.437000 1025.00 521.30 Agency Mortgage-Backed Securities FNMA 2038-11-01 4.308999 3592000.00 1591879.25 Agency Mortgage-Backed Securities FNMA 2042-11-01 2.931000 372101.00 179502.30 Agency Mortgage-Backed Securities FNMA 2042-04-01 3.500000 1091.00 633.61 Agency Mortgage-Backed Securities FNMA 2029-01-01 3.000000 69408.00 24713.70 Agency Mortgage-Backed Securities FNMA 2029-08-01 2.499999 4687856.00 2130485.75 Agency Mortgage-Backed Securities FNMA 2045-08-01 4.000000 54019272.00 25599382.32 Agency Mortgage-Backed Securities FNMA 2028-10-01 3.500000 91852.00 41499.71 Agency Mortgage-Backed Securities FNMA 2044-06-01 5.000000 3894096.00 2610704.89 Agency Mortgage-Backed Securities FNMA 2033-12-01 4.520000 20124308.00 75668.38 Agency Mortgage-Backed Securities FNMA 2036-03-01 6.000000 22232376.00 356501.00 Agency Mortgage-Backed Securities FNMA 2036-03-01 6.000000 2913.00 9.76 Agency Mortgage-Backed Securities FNMA 2036-03-01 6.000000 16259.00 725.80 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-10-01 6.000000 3017.00 62.11 Agency Mortgage-Backed Securities FNMA 2036-04-01 6.000000 1488.00 46.89 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.500000 1625383.00 1604764.88 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 14978830.00 14708407.19 Agency Mortgage-Backed Securities FNMA 2047-10-01 4.500000 1000.00 915.23 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.500000 4028719.00 3710690.09 Agency Mortgage-Backed Securities FNMA 2048-02-01 4.000000 1376052.00 1332244.88 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 25194784.00 23533790.90 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-05-01 6.500000 10554.00 137.39 Agency Mortgage-Backed Securities FNMA 2034-07-01 4.193000 8744589.00 639845.26 Agency Mortgage-Backed Securities FNMA 2037-08-01 4.509000 2706.00 95.53 Agency Mortgage-Backed Securities FNMA 2038-09-01 3.436000 1622924.00 144185.23 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-08-01 6.000000 14345.00 272.64 Agency Mortgage-Backed Securities FNMA 2037-01-01 6.000000 5077000.00 126911.90 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-04-01 3.805000 501917.00 20337.68 Agency Mortgage-Backed Securities FNMA 2037-03-01 4.289000 2162.00 99.27 Agency Mortgage-Backed Securities FNMA 2038-05-01 4.032999 1045.00 67.30 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-09-01 6.000000 18326016.00 551993.97 Agency Mortgage-Backed Securities FNMA 2039-01-01 6.500000 3164.00 108.24 Agency Mortgage-Backed Securities FNMA 2023-12-01 5.500000 2301.00 114.58 Agency Mortgage-Backed Securities FNMA 2048-10-01 3.999999 40847433.00 40785205.84 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 1081.00 989.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.999999 285985.00 259184.28 Agency Mortgage-Backed Securities FNMA 2048-01-01 3.500000 1181986.00 1110158.95 Agency Mortgage-Backed Securities FNMA 2048-07-01 3.999999 1000.00 982.31 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 4023702.00 3880537.94 Agency Mortgage-Backed Securities FNMA 2039-04-01 6.000000 2095.00 101.91 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-12-01 3.851000 38775944.00 4029920.39 Agency Mortgage-Backed Securities GNMA 2041-08-20 4.500000 2486150.00 1424622.59 Agency Mortgage-Backed Securities GNMA 2042-10-20 4.125000 1062.00 133.22 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2042-11-20 4.125000 1985.00 312.75 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2043-01-20 3.500000 2003925.00 335507.51 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2045-03-20 3.999999 2834310.00 1130161.91 Agency Mortgage-Backed Securities GNMA 2046-02-20 3.500000 937729.00 537422.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2046-05-20 3.500000 409312.00 263479.86 Agency Mortgage-Backed Securities GNMA 2046-09-20 3.000000 2258049.00 1742398.44 Agency Mortgage-Backed Securities GNMA 2046-10-20 3.000000 669706.00 521311.16 Agency Mortgage-Backed Securities GNMA 2039-07-20 5.500000 2113037.00 1178801.28 Agency Mortgage-Backed Securities GNMA 2047-03-20 3.999999 3312907.00 2244527.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2048-03-20 3.500000 18958555.00 18157745.22 Agency Mortgage-Backed Securities GNMA 2048-04-20 5.000000 7839672.00 6730957.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2048-06-20 3.999999 33795.00 33218.33 Agency Mortgage-Backed Securities GNMA 2048-09-20 3.999999 1000.00 1015.21 Agency Mortgage-Backed Securities GNMA 2048-10-20 3.999999 49593427.00 50669945.02 Agency Mortgage-Backed Securities GNMA 2048-11-20 3.500000 416499.00 422847.82 Agency Mortgage-Backed Securities GNMA 2048-11-20 3.999999 3732600.00 3840926.28 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.000000 1016000.00 1061049.12 Agency Mortgage-Backed Securities GNMA 2049-01-20 3.999999 7871107.00 8122027.18 Agency Mortgage-Backed Securities GNMA 2047-10-20 4.000000 7560248.00 7286417.73 Agency Mortgage-Backed Securities GNMA 2048-11-20 5.000000 7532471.00 7867524.82 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.500000 1070427.00 1125918.34 Agency Mortgage-Backed Securities GNMA 2046-01-15 3.500000 5350.00 5163.28 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2039-06-20 5.000000 10934426.00 1187518.15 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-02-20 5.000000 1985308.00 100689.79 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-08-20 4.500000 5932000.00 334608.15 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-09-20 4.500000 20629341.00 1187910.89 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2041-10-20 3.999999 45322.00 9240.31 Agency Mortgage-Backed Securities GNMA 2024-09-15 3.999999 1068880.00 104359.56 Agency Mortgage-Backed Securities GNMA 2040-03-20 4.500000 2961623.00 1162609.78 Agency Mortgage-Backed Securities GNMA 2045-03-15 4.000000 1912370.00 1354921.77 Agency Mortgage-Backed Securities GNMA 2043-10-20 4.247000 1006.00 957.58 Agency Mortgage-Backed Securities GNMA 2035-07-20 6.000000 1025.00 62.39 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2026-10-15 3.000000 1359466.00 307070.99 Agency Mortgage-Backed Securities GNMA 2045-03-15 3.500000 11211189.00 8820164.66 Agency Mortgage-Backed Securities GNMA 2047-12-15 4.000000 8329.00 7636.71 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2038-04-15 5.000000 1943.00 38.57 Agency Mortgage-Backed Securities GNMA 2038-11-15 6.000000 6614800.00 550405.10 Agency Mortgage-Backed Securities FMAC 2028-04-01 7.500000 14582.00 30.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2036-03-01 5.500000 3667688.00 110445.16 Agency Mortgage-Backed Securities FMAC 2039-04-01 5.499999 429580.00 50938.13 Agency Mortgage-Backed Securities FMAC 2030-02-01 3.000000 196211.00 99604.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2043-04-01 3.000000 2002903.00 1140824.28 Agency Mortgage-Backed Securities FMAC 2044-01-01 3.500000 48625.00 21966.41 Agency Mortgage-Backed Securities FMAC 2046-09-01 3.000000 83006.00 67255.20 Agency Mortgage-Backed Securities FMAC 2030-04-01 3.000000 1500000.00 764896.06 Agency Mortgage-Backed Securities FMAC 2028-01-01 6.500000 44820.00 2802.41 Agency Mortgage-Backed Securities FMAC 2028-03-01 5.500000 2404332.00 58771.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2028-07-01 5.500000 2264412.00 54716.52 Agency Mortgage-Backed Securities FMAC 2029-01-01 4.500000 3000000.00 74558.20 Agency Mortgage-Backed Securities FMAC 2030-01-01 4.500000 500000.00 44304.79 Agency Mortgage-Backed Securities FMAC 2031-01-01 4.500000 900000.00 180700.57 Agency Mortgage-Backed Securities FMAC 2031-05-01 4.500000 381299.00 66089.17 Agency Mortgage-Backed Securities FMAC 2035-09-01 3.500000 350000.00 207137.03 Agency Mortgage-Backed Securities FMAC 2035-09-01 4.000000 320000.00 189059.92 Agency Mortgage-Backed Securities FMAC 2038-10-01 4.000000 1219676.00 1210144.12 Agency Mortgage-Backed Securities FMAC 2038-09-01 4.000000 1393676.00 1383690.77 Agency Mortgage-Backed Securities FMAC 2022-04-01 5.500000 2752298.00 48686.17 Agency Mortgage-Backed Securities FMAC 2020-02-01 4.000000 2600000.00 22488.26 Agency Mortgage-Backed Securities FMAC 2020-04-01 4.000000 2290390.00 24823.45 Agency Mortgage-Backed Securities FMAC 2021-03-01 4.000000 1058231.00 19446.72 Agency Mortgage-Backed Securities FMAC 2026-10-01 3.000000 77000.00 14953.15 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2027-03-01 3.000000 56373.00 15109.21 Agency Mortgage-Backed Securities FMAC 2027-03-01 3.000000 385005.00 86972.04 Agency Mortgage-Backed Securities FMAC 2022-07-01 3.000000 868367.00 116280.76 Agency Mortgage-Backed Securities FMAC 2036-01-01 4.947000 53727.00 564.95 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2037-08-01 4.364000 11961.00 264.82 Agency Mortgage-Backed Securities FMAC 2032-12-01 5.500000 4200000.00 46648.12 Agency Mortgage-Backed Securities FMAC 2043-01-01 3.500000 500000.00 219644.98 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2039-01-01 6.500000 1843193.00 89323.14 Agency Mortgage-Backed Securities FMAC 2039-07-01 4.000000 510000.00 156683.46 Agency Mortgage-Backed Securities FMAC 2039-08-01 4.000000 259000.00 66498.33 Agency Mortgage-Backed Securities FMAC 2039-08-01 5.000000 9091000.00 989404.18 Agency Mortgage-Backed Securities FMAC 2039-12-01 4.500000 5325000.00 1205160.78 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2040-08-01 4.000000 42718527.00 4347405.78 Agency Mortgage-Backed Securities FMAC 2041-01-01 4.000000 218080.00 76385.94 Agency Mortgage-Backed Securities FMAC 2041-02-01 5.000000 557116.00 71889.59 Agency Mortgage-Backed Securities FMAC 2041-02-01 5.000000 812435.00 100487.64 Agency Mortgage-Backed Securities FMAC 2041-03-01 4.500000 6745048.00 1941098.86 Agency Mortgage-Backed Securities FMAC 2041-03-01 4.500000 3341756.00 1261840.59 Agency Mortgage-Backed Securities FMAC 2041-04-01 5.000000 1159104.00 228152.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2025-10-01 3.500000 1019.00 70.46 Agency Mortgage-Backed Securities FMAC 2019-07-01 4.000000 7380992.00 12289.78 Agency Mortgage-Backed Securities FMAC 2033-08-01 6.000000 800000.00 63931.31 Agency Mortgage-Backed Securities FMAC 2033-09-01 6.000000 1500000.00 133046.58 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2034-04-01 6.500000 1000000.00 103781.94 Agency Mortgage-Backed Securities FMAC 2020-03-01 5.500000 5157879.00 24336.68 Agency Mortgage-Backed Securities FMAC 2034-12-01 6.000000 2525000.00 84803.98 Agency Mortgage-Backed Securities FMAC 2026-12-01 8.000000 5685732.00 120774.74 Agency Mortgage-Backed Securities FMAC 2041-03-01 3.431000 14471743.00 2357815.68 Agency Mortgage-Backed Securities FMAC 2022-11-01 3.000000 500000.00 88315.53 Agency Mortgage-Backed Securities FMAC 2028-02-01 2.500000 260000.00 92450.85 Agency Mortgage-Backed Securities FMAC 2023-02-01 3.000000 418539.00 66699.32 Agency Mortgage-Backed Securities FMAC 2028-08-01 3.000000 238000.00 99319.86 Agency Mortgage-Backed Securities FMAC 2028-09-01 2.000000 152379.00 69861.17 Agency Mortgage-Backed Securities FMAC 2028-11-01 2.500000 157000.00 91903.35 Agency Mortgage-Backed Securities FMAC 2029-01-01 3.000000 450000.00 211455.97 Agency Mortgage-Backed Securities FMAC 2030-05-01 3.000000 474468.00 272744.03 Agency Mortgage-Backed Securities FMAC 2032-03-01 3.000000 3178204.00 2850559.42 Agency Mortgage-Backed Securities FMAC 2043-06-01 4.130000 5156.00 943.76 Agency Mortgage-Backed Securities FMAC 2047-08-01 3.054000 2044466.00 1526674.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2041-06-01 4.500000 4202687.00 848022.12 Agency Mortgage-Backed Securities FMAC 2041-11-01 4.000000 1439333.00 548963.47 Agency Mortgage-Backed Securities FMAC 2042-06-01 4.000000 379000.00 141789.62 Agency Mortgage-Backed Securities FMAC 2043-02-01 3.000000 2083.00 988.56 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2043-06-01 3.500000 1689362.00 870725.40 Agency Mortgage-Backed Securities FMAC 2043-06-01 3.500000 1229597.00 683135.20 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2040-10-01 3.999999 496000.00 148688.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2040-09-01 5.000000 557536.00 91740.31 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2032-07-01 7.000000 573582.00 5551.78 Agency Mortgage-Backed Securities FMAC 2037-04-01 3.500000 3456164.00 2874279.50 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2030-09-01 4.500000 820000.00 119685.85 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2029-11-01 4.500000 565330.00 46186.12 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2034-03-01 4.000000 35145000.00 15874281.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2034-02-01 3.500000 13283962.00 6597714.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2036-08-01 6.500000 100000000.00 827046.60 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2034-03-01 5.500000 32749440.00 780845.67 Agency Mortgage-Backed Securities GNMA 2040-08-15 6.000000 1976607.00 1139294.56 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2040-11-20 4.500000 294106.00 28407.09 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2038-12-20 5.499999 7826.00 61.46 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2043-12-20 3.500000 2816486.00 983130.87 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2023-06-01 5.500000 12373310.00 534464.48 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-09-01 4.638999 4401.00 86.99 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-10-01 7.000000 10738.00 128.84 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-09-01 4.559000 7632565.00 1575512.96 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-12-01 6.500000 9596518.00 305192.96 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-04-01 5.499999 3211.00 69.54 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 2225000.00 2195391.24 Agency Mortgage-Backed Securities FNMA 2047-12-01 4.500000 767124.00 662315.55 Agency Mortgage-Backed Securities FNMA 2036-08-01 6.500000 2006.00 17.30 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2036-09-01 4.459000 2757.00 54.67 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-10-01 4.000000 1619471.00 924955.55 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-06-01 3.500000 3147472.00 1798413.86 Agency Mortgage-Backed Securities FMAC 2028-10-01 4.000000 415211.00 131696.87 Agency Mortgage-Backed Securities FMAC 2048-09-01 4.500000 4090537.00 4220805.89 Agency Mortgage-Backed Securities FMAC 2048-10-01 4.500000 350896.00 365523.92 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2034-02-01 4.000000 2783382.00 735064.23 Agency Mortgage-Backed Securities FMAC 2038-08-01 4.500000 1048748.00 984817.73 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2043-12-01 4.000000 2448000.00 847103.93 Agency Mortgage-Backed Securities FMAC 2044-03-01 5.000000 90028.00 19569.40 Agency Mortgage-Backed Securities FMAC 2045-06-01 3.500000 1493439.00 1087430.36 Agency Mortgage-Backed Securities FMAC 2049-02-01 5.500000 1178904.00 1312787.34 Agency Mortgage-Backed Securities FMAC 2046-04-01 4.000000 19404064.00 14794799.42 Agency Mortgage-Backed Securities FMAC 2046-08-01 3.000000 268811.00 219116.66 Agency Mortgage-Backed Securities FMAC 2046-11-01 3.500000 770274.00 757642.72 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.500000 1010000.00 804211.60 Agency Mortgage-Backed Securities FMAC 2047-09-01 3.500000 288356.00 236633.96 Agency Mortgage-Backed Securities FMAC 2048-04-01 3.500000 1096599.00 1000842.74 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.500000 3804864.00 3841269.06 Agency Mortgage-Backed Securities FMAC 2048-10-01 5.000000 1075506.00 996977.04 Agency Mortgage-Backed Securities FMAC 2048-10-01 5.000000 1454460.00 1378174.27 Agency Mortgage-Backed Securities FMAC 2048-09-01 5.000000 1373250.00 1463850.83 Agency Mortgage-Backed Securities FMAC 2048-10-01 5.000000 176738.00 190825.99 Agency Mortgage-Backed Securities FMAC 2048-11-01 5.000000 246700.00 267396.67 Agency Mortgage-Backed Securities FMAC 2039-02-01 6.999999 1079.00 665.46 Agency Mortgage-Backed Securities FMAC 2046-11-01 3.000000 2083.00 1725.40 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.00 57400.00 56361.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-31 1.375000 1857000.00 1844909.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 100.00 117.69 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 1.000000 111300.00 115054.16 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-07-15 1.500000 2124700.00 2108137.67 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-05-31 2.750000 48802000.00 50304632.35 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-11-30 2.875000 84894000.00 88769329.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-30 2.000000 18451900.00 18483239.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-03-31 1.750000 4800.00 4779.67 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-04-30 1.375000 100.00 99.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 1.750000 33477100.00 33244196.48 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 1.625000 16426700.00 16151410.84 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-31 1.875000 86886200.00 86917650.90 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-31 2.000000 17492700.00 17519611.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 89.40 75.57 U.S. Treasuries (including strips) Y 2019-04-25 2019-04-25 2019-04-25 N N N 0.0248 700000000.00 700000000.00 0.0364 N N N Y NATWEST MARKETS SECURITIES INC TRI-PARTY NATWEST MARKETS SECURITI 2.600000% BNT58VLS6 ZE2ZWJ5BTIQJ8M0C6K34 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.00 76000000.00 74633748.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2027-01-15 2.375000 54680100.00 78261777.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 4.250000 61369800.00 77745904.26 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 2598000.00 3047505.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 2.750000 79499200.00 79330948.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 56756700.00 67236780.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 3.000000 64951900.00 67938516.48 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 78409500.00 77443072.16 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-02-15 3.000000 33894600.00 35139469.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-07-31 1.875000 71154900.00 70549823.50 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-15 2.375000 66001300.00 66825906.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-05-15 2.875000 67379400.00 70692193.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-05-15 2.625000 71000000.00 72191937.41 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-09-30 2.750000 65975000.00 67251081.92 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-02-15 2.750000 77564300.00 79588930.50 U.S. Treasuries (including strips) US TREASURY N/B 2020-05-15 3.500000 77897900.00 79834582.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 1.250000 70186400.00 67447672.77 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-11-15 2.000000 72609500.00 71392660.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-05-15 2.375000 67786000.00 68447553.16 U.S. Treasuries (including strips) Y 2019-04-03 2019-04-03 2019-04-03 N N N 0.0260 1250000000.00 1250000000.00 0.0649 N N Y N NATWEST MARKETS SECURITIES INC TRI-PARTY NATWEST MARKETS SECURITI 2.610000% BNT58VLW7 ZE2ZWJ5BTIQJ8M0C6K34 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2020-04-15 0.125000 220325600.00 235827537.58 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-30 2.000000 19203300.00 19172506.77 U.S. Treasuries (including strips) Y 2019-04-03 2019-04-03 2019-04-03 N N N 0.0261 250000000.00 250000000.00 0.0130 N N Y N ING FINANCIAL MARKETS LLC TRI-PARTY ING FINANCIAL MARKETS LL 2.570000% BNT5907N0 KBVRJ5K57JZ3E2AVWX40 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC 2049-03-01 4.000000 47331200.00 48936679.56 Agency Mortgage-Backed Securities FMAC 2048-07-01 4.000000 325632.00 340093.39 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 5696505.00 6033060.26 Agency Mortgage-Backed Securities FNMA 2048-09-01 4.500000 1206125.00 1259599.16 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 1863168.00 1729479.84 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.500000 135808.00 142396.78 Agency Mortgage-Backed Securities FMAC 2042-09-01 4.500000 1304054.00 88887.94 Agency Mortgage-Backed Securities FMAC 2038-06-01 4.466000 1009134.00 436965.43 Agency Mortgage-Backed Securities FMAC 2038-10-01 7.000000 11908613.00 467445.22 Agency Mortgage-Backed Securities FMAC 2039-09-01 6.000000 870936.00 128717.06 Agency Mortgage-Backed Securities FMAC 2027-12-01 2.500000 892649.00 305258.83 Agency Mortgage-Backed Securities FMAC 2045-02-01 3.999999 393695.00 330253.24 Agency Mortgage-Backed Securities FMAC 2038-02-01 4.000000 1157381.00 1044695.79 Agency Mortgage-Backed Securities FMAC 2049-03-01 4.000000 1975757.00 2071992.39 Agency Mortgage-Backed Securities FMAC 2049-04-01 4.000000 146437.00 153659.58 Agency Mortgage-Backed Securities FMAC 2049-02-01 4.500000 1984194.00 2079578.63 Agency Mortgage-Backed Securities FMAC 2048-12-01 4.000000 9799700.00 9867525.72 Agency Mortgage-Backed Securities FMAC 2049-03-01 4.000000 1227855.00 1283130.71 Agency Mortgage-Backed Securities FMAC 2047-10-01 3.500000 7981462.00 7904647.40 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.000000 14600579.00 15019398.61 Agency Mortgage-Backed Securities FNMA 2042-02-01 4.471000 32113856.00 5125105.27 Agency Mortgage-Backed Securities FNMA 2046-06-01 3.500000 12288801.00 9498296.56 Agency Mortgage-Backed Securities FNMA 2042-11-01 4.000000 1001.00 528.93 Agency Mortgage-Backed Securities FNMA 2045-10-01 4.000000 6739773.00 4560382.36 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.000000 9000000.00 7964462.49 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.500000 4614200.00 4290424.25 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.000000 7855732.00 7923145.07 Agency Mortgage-Backed Securities FNMA 2039-02-01 4.000000 11008300.00 11281241.99 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 1185317.00 1100266.78 Agency Mortgage-Backed Securities FNMA 2047-10-01 3.500000 16805600.00 15619055.16 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.000000 338272.00 340395.17 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.500000 1956608.00 2051533.57 Agency Mortgage-Backed Securities FNMA 2034-03-01 3.999999 241538.00 249705.14 Agency Mortgage-Backed Securities FMAC 2033-07-01 3.999999 1614432.00 1526037.01 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2040-05-01 4.404000 4578.00 263.75 Agency Mortgage-Backed Securities FMAC 2041-06-01 4.408000 2947.00 194.28 Agency Mortgage-Backed Securities FMAC 2043-07-01 2.245000 10684100.00 4283397.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2045-02-01 2.763000 19810942.00 7531154.20 Agency Mortgage-Backed Securities FMAC 2046-10-01 2.411000 1052.00 737.63 Agency Mortgage-Backed Securities FMAC 2042-07-01 3.500000 487704.00 236680.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2043-09-01 4.000000 19495138.00 6822680.00 Agency Mortgage-Backed Securities FMAC 2034-02-01 4.000000 1782364.00 795716.45 Agency Mortgage-Backed Securities FMAC 2046-10-01 3.500000 6118711.00 5559268.76 Agency Mortgage-Backed Securities FMAC 2047-10-01 3.500000 42299.00 40482.57 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 876992.00 413900.17 Agency Mortgage-Backed Securities FNMA 2026-05-01 4.500000 1246091.00 276455.16 Agency Mortgage-Backed Securities FNMA 2042-12-01 3.500000 716702.00 385719.07 Agency Mortgage-Backed Securities FNMA 2027-07-01 2.499999 1250000.00 397531.32 Agency Mortgage-Backed Securities FNMA 2028-01-01 3.000000 936768.00 327951.39 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-12-01 4.413000 28628849.00 4634846.61 Agency Mortgage-Backed Securities FNMA 2040-12-01 4.626000 1168558.00 530198.02 Agency Mortgage-Backed Securities FNMA 2039-08-01 4.392000 1477936.00 814126.83 Agency Mortgage-Backed Securities FNMA 2043-10-01 3.999999 2186744.00 1233431.38 Agency Mortgage-Backed Securities FNMA 2024-01-01 3.471999 1600000.00 1554061.84 Agency Mortgage-Backed Securities FNMA 2024-07-01 3.033333 1000.00 977.03 Agency Mortgage-Backed Securities FNMA 2027-04-01 3.126666 885794.00 923058.34 Agency Mortgage-Backed Securities FNMA 2027-06-01 3.000000 1163488.00 399359.68 Agency Mortgage-Backed Securities FNMA 2042-07-01 3.500000 12265295.00 6251323.40 Agency Mortgage-Backed Securities FNMA 2042-06-01 3.999999 12275250.00 7071416.96 Agency Mortgage-Backed Securities FNMA 2027-10-01 2.499999 1073928.00 407504.74 Agency Mortgage-Backed Securities FNMA 2027-11-01 2.499999 3054869.00 1393602.83 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-02-01 2.499999 662682.00 271870.96 Agency Mortgage-Backed Securities FNMA 2033-05-01 3.500000 1002524.00 366609.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 18177784.00 10222723.29 Agency Mortgage-Backed Securities FNMA 2033-08-01 3.500000 15500000.00 7320547.81 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2044-07-01 3.999999 524130.00 317459.01 Agency Mortgage-Backed Securities FNMA 2045-02-01 3.500000 4859512.00 3246668.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-10-01 3.999999 936534.00 593861.25 Agency Mortgage-Backed Securities FNMA 2044-12-01 3.999999 104000.00 59988.72 Agency Mortgage-Backed Securities FNMA 2037-02-01 3.500000 5820792.00 5065598.52 Agency Mortgage-Backed Securities FNMA 2047-06-01 3.999999 49723962.00 44639085.16 Agency Mortgage-Backed Securities FNMA 2043-09-01 3.500000 5230966.00 2635236.57 Agency Mortgage-Backed Securities FNMA 2044-07-01 3.999999 7324556.00 4038156.12 Agency Mortgage-Backed Securities FNMA 2042-01-01 3.999999 12664930.00 7900527.93 Agency Mortgage-Backed Securities FNMA 2040-11-01 4.685000 1916.00 62.79 Agency Mortgage-Backed Securities FNMA 2035-06-01 4.235000 1116670.00 55494.79 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2035-07-01 4.130000 3060.00 67.47 Agency Mortgage-Backed Securities FNMA 2045-01-01 3.500000 5987250.00 4566826.00 Agency Mortgage-Backed Securities FNMA 2047-03-01 3.500000 8546356.00 7735127.97 Agency Mortgage-Backed Securities FNMA 2032-09-01 3.000000 872408.00 723888.75 Agency Mortgage-Backed Securities FNMA 2047-09-01 4.000000 5027375.00 4763089.09 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 3348555.00 2904372.93 Agency Mortgage-Backed Securities FNMA 2048-03-01 4.000000 5932169.00 5932247.75 Agency Mortgage-Backed Securities FNMA 2048-11-01 3.500000 1927354.00 1968904.71 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.000000 7079120.00 7282784.36 Agency Mortgage-Backed Securities FNMA 2048-07-01 3.999999 7865991.00 7915008.39 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 367972.00 388650.95 Agency Mortgage-Backed Securities FNMA 2048-08-01 3.999999 1613984.00 1650453.41 Agency Mortgage-Backed Securities FNMA 2049-02-01 3.500000 185999.00 187796.30 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 114346.00 117714.91 Agency Mortgage-Backed Securities FNMA 2033-11-01 3.999999 46576.00 46514.12 Agency Mortgage-Backed Securities FNMA 2033-05-01 3.500000 8038488.00 7467140.65 Agency Mortgage-Backed Securities FNMA 2048-08-01 3.999999 1678430.00 1704527.92 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.500000 22168815.00 22937220.11 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.500000 11725200.00 12434122.74 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.500000 5741673.00 6087983.79 Agency Mortgage-Backed Securities FNMA 2048-12-01 5.000000 1000.00 1068.07 Agency Mortgage-Backed Securities FNMA 2036-08-01 4.320000 1919.00 109.50 Agency Mortgage-Backed Securities FNMA 2037-09-01 3.859000 1717.00 57.89 Agency Mortgage-Backed Securities FNMA 2036-09-01 4.475000 14091841.00 242799.35 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-03-01 4.000000 1319.00 524.68 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2031-03-01 4.500000 24001581.00 4585845.49 Agency Mortgage-Backed Securities FNMA 2027-12-01 3.000000 7000000.00 5738504.89 Agency Mortgage-Backed Securities FNMA 2038-06-01 3.500000 2729266.00 2628603.37 Agency Mortgage-Backed Securities FNMA 2035-12-01 4.900000 1799.00 74.48 Agency Mortgage-Backed Securities FNMA 2030-03-01 3.999999 3707.00 694.26 Agency Mortgage-Backed Securities FMAC 2037-08-01 7.500000 587906.00 69481.06 Agency Mortgage-Backed Securities FMAC 2042-03-01 4.015000 12534016.00 1311334.05 Agency Mortgage-Backed Securities FMAC 2040-05-01 5.500000 5060749.00 910922.44 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2040-08-01 4.500000 3381008.00 635402.30 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2041-05-01 5.000000 883318.00 190206.88 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-12-01 3.500000 1033582.00 453835.81 Agency Mortgage-Backed Securities FMAC 2029-09-01 3.000000 12249843.00 6145527.80 Agency Mortgage-Backed Securities FMAC 2026-11-01 4.500000 4766486.00 876696.44 Agency Mortgage-Backed Securities FMAC 2034-05-01 3.500000 2893543.00 1302730.30 Agency Mortgage-Backed Securities FMAC 2037-10-01 3.806000 1885.00 80.66 Agency Mortgage-Backed Securities FMAC 2040-11-01 5.000000 10778790.00 3261957.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-04-01 4.000000 3627488.00 1256349.23 Agency Mortgage-Backed Securities FMAC 2042-06-01 3.500000 515563.00 268065.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2040-03-01 5.000000 2571363.00 273127.81 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2043-02-01 2.118000 2750816.00 1066067.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2044-07-01 2.819000 695633.00 186403.23 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-06-01 3.500000 341125.00 159934.64 Agency Mortgage-Backed Securities FMAC 2043-04-01 4.000000 740571.00 419221.41 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-09-01 3.500000 261288.00 129173.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-09-01 3.500000 855349.00 381174.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2043-03-01 3.000000 332221.00 193899.72 Agency Mortgage-Backed Securities FMAC 2043-05-01 3.500000 12233170.00 5851900.48 Agency Mortgage-Backed Securities FMAC 2029-11-01 3.000000 7083027.00 3557646.60 Agency Mortgage-Backed Securities FMAC 2029-11-01 3.000000 2108917.00 1029761.36 Agency Mortgage-Backed Securities FMAC 2029-11-01 3.000000 9510931.00 4586646.55 Agency Mortgage-Backed Securities FMAC 2047-06-01 4.000000 358412.00 328020.21 Agency Mortgage-Backed Securities FMAC 2048-06-01 4.500000 605272.00 611424.38 Agency Mortgage-Backed Securities FMAC 2048-11-01 4.500000 51424512.00 54533926.96 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.000000 21987.00 11791.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2044-09-01 4.000000 17200000.00 7613966.70 Agency Mortgage-Backed Securities FMAC 2045-12-01 4.000000 28802549.00 19143448.34 Agency Mortgage-Backed Securities FMAC 2047-05-01 3.500000 2496678.00 2206768.73 Agency Mortgage-Backed Securities FMAC 2047-05-01 3.500000 1039268.00 969631.30 Agency Mortgage-Backed Securities FMAC 2048-06-01 3.999999 4068638.00 3972003.63 Agency Mortgage-Backed Securities FMAC 2047-09-01 3.500000 5474048.00 5078710.74 Agency Mortgage-Backed Securities FMAC 2047-09-01 4.000000 23750000.00 22042354.73 Agency Mortgage-Backed Securities FMAC 2047-11-01 3.999999 4255585.00 4066765.32 Agency Mortgage-Backed Securities FMAC 2047-01-01 3.000000 11214000.00 9695144.52 Agency Mortgage-Backed Securities FMAC 2031-03-15 7.000000 1447610.00 528359.51 Agency Mortgage-Backed Securities FMAC 2041-02-01 4.777000 2401.00 1892.52 Agency Mortgage-Backed Securities FNMA 2025-12-01 3.999999 938597.00 146983.07 Agency Mortgage-Backed Securities FNMA 2026-01-01 3.999999 30256.00 5188.08 Agency Mortgage-Backed Securities FNMA 2042-10-01 4.630000 1001.00 193.49 Agency Mortgage-Backed Securities FNMA 2038-06-01 4.270000 1681.00 442.21 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-09-01 3.500000 5394396.00 2399666.07 Agency Mortgage-Backed Securities FNMA 2029-09-01 3.500000 1705835.00 802568.84 Agency Mortgage-Backed Securities FNMA 2046-02-01 3.500000 1293543.00 918201.95 Agency Mortgage-Backed Securities FNMA 2043-10-01 3.999999 5949617.00 3355877.18 Agency Mortgage-Backed Securities FNMA 2024-07-01 3.033333 1000.00 977.03 Agency Mortgage-Backed Securities FNMA 2042-06-01 3.999999 1088.00 448.51 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-05-01 3.000000 1562.00 300.15 Agency Mortgage-Backed Securities FNMA 2027-06-01 3.000000 1715434.00 618648.89 Agency Mortgage-Backed Securities FNMA 2042-08-01 3.500000 8080.00 3700.11 Agency Mortgage-Backed Securities FNMA 2027-09-01 3.000000 1072.00 281.04 Agency Mortgage-Backed Securities FNMA 2042-09-01 3.500000 569194.00 297203.40 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-09-01 3.500000 4267494.00 2191850.08 Agency Mortgage-Backed Securities FNMA 2042-10-01 3.500000 7033116.00 3444619.96 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 666343.00 310212.98 Agency Mortgage-Backed Securities FNMA 2032-12-01 3.500000 540283.00 259338.26 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 7011000.00 4254096.93 Agency Mortgage-Backed Securities FNMA 2043-02-01 3.500000 1000.00 544.02 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2043-08-01 3.500000 1250.00 810.27 Agency Mortgage-Backed Securities FNMA 2028-09-01 3.500000 9420271.00 4240161.60 Agency Mortgage-Backed Securities FNMA 2043-09-01 4.500000 10126034.00 2138315.81 Agency Mortgage-Backed Securities FNMA 2046-01-01 3.999999 328109.00 236981.26 Agency Mortgage-Backed Securities FNMA 2046-09-01 3.500000 10331984.00 8385124.03 Agency Mortgage-Backed Securities FNMA 2047-03-01 3.000000 192321.00 169357.83 Agency Mortgage-Backed Securities FNMA 2046-11-01 4.500000 442948.00 385857.36 Agency Mortgage-Backed Securities FNMA 2047-07-01 3.500000 1657280.00 1579641.35 Agency Mortgage-Backed Securities FNMA 2044-05-01 4.000000 1008.00 636.97 Agency Mortgage-Backed Securities FNMA 2035-06-01 4.235000 1427.00 70.92 Agency Mortgage-Backed Securities FNMA 2057-01-01 4.500000 1000.00 864.57 Agency Mortgage-Backed Securities FNMA 2047-06-01 4.000000 150460.00 129998.89 Agency Mortgage-Backed Securities FNMA 2047-09-01 3.500000 453166.00 419972.23 Agency Mortgage-Backed Securities FNMA 2048-07-01 3.999999 1924.00 1935.99 Agency Mortgage-Backed Securities FNMA 2048-02-01 3.999999 1895872.00 1960933.21 Agency Mortgage-Backed Securities FNMA 2048-08-01 3.999999 14238780.00 14259952.00 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.500000 1063680.00 1102428.91 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 2936792.00 3106223.53 Agency Mortgage-Backed Securities FNMA 2048-12-01 4.000000 2997510.00 3067270.72 Agency Mortgage-Backed Securities FNMA 2047-06-01 3.999999 10592640.00 9654731.44 Agency Mortgage-Backed Securities FNMA 2048-02-01 4.000000 1915152.00 1954865.68 Agency Mortgage-Backed Securities FNMA 2048-07-01 4.500000 353688.00 364108.50 Agency Mortgage-Backed Securities FNMA 2033-11-01 3.999999 2254648.00 2251652.23 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.500000 3123400.00 3117537.47 Agency Mortgage-Backed Securities FNMA 2048-10-01 4.500000 3137600.00 3327303.88 Agency Mortgage-Backed Securities FNMA 2023-05-01 4.500000 48596824.00 1460023.97 Agency Mortgage-Backed Securities FNMA 2037-12-01 6.999999 11450219.00 1662846.34 Agency Mortgage-Backed Securities FNMA 2039-05-01 6.000000 1797.00 102.89 Agency Mortgage-Backed Securities FNMA 2035-11-01 4.500000 1596.00 492.36 Agency Mortgage-Backed Securities Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0257 650000000.00 650000000.00 0.0338 N Y Y N BNY MELLON CAPITAL MARKETS LLC TRI-PARTY BNY MELLON CAPITAL MARKE 2.600000% BNT5907Y6 VJW2DOOHGDT6PR0ZRO63 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-26 1.000000 10910000.00 10829302.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-07-05 1.138000 1850000.00 1861119.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-10-21 1.500000 2285000.00 2287841.02 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-06-14 1.625000 675000.00 676867.44 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2019-10-24 1.000000 3715000.00 3699688.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-04-05 0.00 8900000.00 8895817.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-05-23 0.00 4365000.00 4348849.50 Agency Debentures and Agency Strips FHLB 2019-12-13 2.375000 230000.00 231545.61 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2020-07-29 1.830000 1425000.00 1420083.75 Agency Debentures and Agency Strips FHLB 2021-02-18 1.375000 150000.00 147711.90 Agency Debentures and Agency Strips FHLB 2021-07-14 1.125000 540000.00 527506.42 Agency Debentures and Agency Strips FHLB 2023-12-08 2.500000 300000.00 303841.60 Agency Debentures and Agency Strips FHLB 2021-02-12 2.300000 140000.00 140166.57 Agency Debentures and Agency Strips FHLB 2020-02-11 2.125000 3150000.00 3149591.55 Agency Debentures and Agency Strips FHLB 2019-10-11 2.064610 510000.00 512463.63 Agency Debentures and Agency Strips FMAC 2020-07-17 1.850000 9000.00 8959.68 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-01-21 1.625000 834000.00 830994.64 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-06-22 1.500000 510000.00 506909.74 Agency Debentures and Agency Strips FNMA 2021-02-26 1.375000 10000.00 9842.04 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2022-01-13 2.375000 10000.00 10087.18 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2020-05-01 1.375000 15000.00 14918.74 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2020-06-12 3.375000 24000000.00 24537390.00 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2020-03-13 1.875000 2400000.00 2389709.60 Agency Debentures and Agency Strips FHLB 2020-06-12 1.750000 1000000.00 997961.39 Agency Debentures and Agency Strips FHLB 2019-04-01 0.00 70243000.00 70228951.40 Agency Debentures and Agency Strips FHLB 2019-05-13 0.00 3500000.00 3489388.00 Agency Debentures and Agency Strips FHLB 2019-05-15 0.00 500000.00 498417.00 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2020-09-11 4.625000 20000.00 20687.25 Agency Debentures and Agency Strips FHLB 2021-03-12 0.00 35000000.00 34934551.94 Agency Debentures and Agency Strips FHLB 2022-03-11 2.500000 30755000.00 30978588.85 Agency Debentures and Agency Strips FHLB 2019-06-20 0.00 100000.00 99440.00 Agency Debentures and Agency Strips FNMA 2021-07-28 1.550000 15000.00 14662.63 Agency Debentures and Agency Strips FNMA 2020-07-27 1.375000 15000.00 14771.52 Agency Debentures and Agency Strips FNMA 2021-09-30 1.510000 20000.00 19709.96 Agency Debentures and Agency Strips FHLB 2020-12-18 0.00 2645000.00 2642534.27 Agency Debentures and Agency Strips FHLB 2021-03-12 2.500000 10000000.00 10067801.11 Agency Debentures and Agency Strips FHLB 2023-03-06 2.850000 3900000.00 3906235.45 Agency Debentures and Agency Strips FMAC 2049-03-01 3.000000 68016.00 67991.74 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.000000 19000.00 16041.39 Agency Mortgage-Backed Securities FNMA 2030-09-01 3.000000 2561000.00 1856981.16 Agency Mortgage-Backed Securities FNMA 2031-04-01 2.500000 3300000.00 2229226.33 Agency Mortgage-Backed Securities FNMA 2046-10-01 2.500000 29182.00 24371.34 Agency Mortgage-Backed Securities FNMA 2033-08-01 4.500000 500000.00 49208.17 Agency Mortgage-Backed Securities FNMA 2030-08-01 9.000000 400000.00 16262.50 Agency Mortgage-Backed Securities FNMA 2034-08-01 5.500000 330000.00 11834.68 Agency Mortgage-Backed Securities FNMA 2035-09-01 5.000000 200000.00 23007.86 Agency Mortgage-Backed Securities FNMA 2036-01-01 6.500000 370258.00 10143.10 Agency Mortgage-Backed Securities FNMA 2046-07-01 2.500000 232303.00 203382.41 Agency Mortgage-Backed Securities FNMA 2047-04-01 2.500000 48182282.00 43740066.03 Agency Mortgage-Backed Securities FNMA 2034-02-01 3.000000 29850529.00 29418889.26 Agency Mortgage-Backed Securities FNMA 2033-02-01 3.000000 33055992.00 33080857.59 Agency Mortgage-Backed Securities FNMA 2033-11-01 3.500000 28742631.00 27998752.31 Agency Mortgage-Backed Securities FNMA 2033-12-01 3.500000 8000000.00 7849440.04 Agency Mortgage-Backed Securities GNMA 2049-03-20 3.000000 1957534.00 1973788.06 Agency Mortgage-Backed Securities GNMA 2049-03-20 4.000000 13218980.00 13702135.19 Agency Mortgage-Backed Securities GNMA 2049-03-20 4.500000 228820.00 238807.99 Agency Mortgage-Backed Securities GNMA 2049-03-20 5.000000 301178.00 316926.27 Agency Mortgage-Backed Securities GNMA 2032-12-15 3.500000 543115.00 397341.94 Agency Mortgage-Backed Securities GNMA 2033-06-20 3.500000 2943308.00 2015248.09 Agency Mortgage-Backed Securities FMAC 2037-05-01 4.500000 244429.00 12938.62 Agency Mortgage-Backed Securities FMAC 2049-02-01 5.000000 44227522.00 46361996.74 Agency Mortgage-Backed Securities FMAC 2044-09-01 3.500000 14000.00 6412.56 Agency Mortgage-Backed Securities FMAC 2024-07-01 4.000000 72000.00 3682.12 Agency Mortgage-Backed Securities FMAC 2040-03-01 4.500000 39000.00 4223.87 Agency Mortgage-Backed Securities FMAC 2019-07-05 1.134000 3195000.00 3214181.54 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-03-01 4.000000 660000.00 160356.75 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 550000.00 76249.75 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 525000.00 124179.28 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-12-01 3.999999 290000.00 63347.68 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-05-01 4.500000 1215000.00 203881.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 79826.00 66896.68 Agency Mortgage-Backed Securities FNMA 2046-12-01 3.000000 33000.00 28429.56 Agency Mortgage-Backed Securities FNMA 2032-12-01 4.624000 9130.00 114.26 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2033-09-01 5.500000 400000.00 22487.05 Agency Mortgage-Backed Securities FNMA 2046-10-01 3.000000 94000.00 76807.97 Agency Mortgage-Backed Securities FNMA 2047-05-01 4.500000 307000.00 214410.75 Agency Mortgage-Backed Securities FNMA 2042-01-01 4.500000 79000.00 62945.46 Agency Mortgage-Backed Securities FNMA 2031-04-01 3.000000 45872151.00 44105263.39 Agency Mortgage-Backed Securities FNMA 2048-08-01 4.500000 101000.00 102787.39 Agency Mortgage-Backed Securities FNMA 2036-07-01 6.500000 250000.00 6761.27 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-02-01 4.500000 620298.00 75750.75 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2040-12-01 4.000000 265000.00 44045.32 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2032-08-01 3.500000 150000.00 55395.64 Agency Mortgage-Backed Securities FNMA 2048-11-01 5.000000 29382515.00 29921685.72 Agency Mortgage-Backed Securities FNMA 2048-12-01 3.999999 449542.00 456050.36 Agency Mortgage-Backed Securities FNMA 2047-07-01 3.999999 110000.00 93875.18 Agency Mortgage-Backed Securities FNMA 2047-08-01 3.999999 5000.00 4374.54 Agency Mortgage-Backed Securities FNMA 2032-12-01 3.000000 6000.00 5117.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-05-01 3.500000 371775.00 360859.10 Agency Mortgage-Backed Securities FNMA 2048-06-01 4.500000 22761.00 21563.25 Agency Mortgage-Backed Securities FNMA 2040-12-01 4.500000 350000.00 97917.94 Agency Mortgage-Backed Securities Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2041-02-01 4.000000 1230000.00 276453.41 Agency Mortgage-Backed Securities GNMA 2048-08-20 4.500000 1881940.00 1901545.90 Agency Mortgage-Backed Securities GNMA 2048-08-20 5.000000 2370250.00 2393710.19 Agency Mortgage-Backed Securities GNMA 2047-07-20 3.500000 58000.00 51375.35 Agency Mortgage-Backed Securities GNMA 2047-11-20 3.500000 49000.00 45597.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2048-03-20 3.500000 16063455.00 15384934.31 Agency Mortgage-Backed Securities FMAC 2046-03-01 3.500000 24000.00 17490.91 Agency Mortgage-Backed Securities FMAC 2048-01-01 3.500000 48000.00 44953.26 Agency Mortgage-Backed Securities FMAC 2046-04-01 4.500000 177000.00 159420.95 Agency Mortgage-Backed Securities FMAC 2044-05-01 3.500000 100000.00 59040.69 Agency Mortgage-Backed Securities FMAC 2024-07-01 4.000000 1210836.00 52817.26 Agency Mortgage-Backed Securities FMAC 2031-01-01 3.500000 125000.00 75101.73 Agency Mortgage-Backed Securities FMAC 2049-02-01 3.999999 1256343.00 1284506.07 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2042-07-01 3.500000 100000.00 40418.34 Agency Mortgage-Backed Securities FMAC 2043-11-01 4.000000 80908.00 25633.33 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2045-03-01 3.000000 6000.00 3888.29 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2045-07-01 3.500000 226000.00 135631.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2046-03-01 3.000000 107396.00 77789.11 Agency Mortgage-Backed Securities FMAC 2046-03-01 4.000000 2000.00 1213.11 Agency Mortgage-Backed Securities FMAC 2046-09-01 3.000000 96000.00 77783.53 Agency Mortgage-Backed Securities FMAC 2046-12-01 3.000000 293008.00 245001.47 Agency Mortgage-Backed Securities FMAC 2047-01-01 3.000000 37000.00 31497.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2026-08-01 3.500000 2727808.00 334872.71 Agency Mortgage-Backed Securities Federal Home Loan Mortgage - FHLMC - Freddie Mac 2030-07-01 3.000000 994349.00 542642.88 Agency Mortgage-Backed Securities FMAC 2033-04-01 3.000000 81000.00 72933.03 Agency Mortgage-Backed Securities FMAC 2033-08-01 4.500000 260000.00 5871.14 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-09-12 0.00 85469700.00 84524148.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-25 0.00 7717000.00 7703556.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-06-20 0.00 100000.00 99455.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-04 0.00 9446000.00 9442306.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-11 0.00 4861200.00 4856985.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-06-06 0.00 1412500.00 1406059.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-07-05 0.00 1645500.00 1634738.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-16 0.00 57766000.00 57696449.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-23 0.00 152500.00 152249.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-03-31 1.375000 12621000.00 12579028.24 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-08-15 0.00 1394900.00 1382096.21 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-05-02 0.00 67755900.00 67603313.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-05-09 0.00 9000.00 8975.58 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-05-16 0.00 200.00 199.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-07-25 0.00 1955000.00 1939797.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-04-09 0.00 14519900.00 14509213.35 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 25000.00 23833.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 100000.00 94774.00 U.S. Treasuries (including strips) TSY INFL IX N/B 2027-01-15 2.375000 200.00 286.10 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 4.250000 4000000.00 5076180.18 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 4.500000 1250000.00 1624338.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-02-15 2.125000 2300.00 3298.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 3.750000 2949000.00 3470580.27 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 500000.00 503636.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-02-15 1.375000 2700.00 3199.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 2.500000 1900000.00 1802019.95 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 500000.00 525497.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 3.000000 2000.00 2099.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 2.750000 618000.00 612561.98 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 2.750000 19604900.00 19565544.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 3.125000 1850000.00 1987286.06 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-02-15 3.000000 10316500.00 10745363.74 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-08-15 1.500000 222000.00 210148.60 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-08-31 1.375000 935000.00 903456.43 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-07-31 2.125000 205000.00 204600.04 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-08-31 1.875000 1664000.00 1636168.91 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-09-15 1.375000 4413000.00 4356593.47 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-09-30 1.875000 968800.00 967602.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-11-15 2.250000 10000000.00 9997817.29 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2020-12-15 1.875000 296100.00 295650.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-03-31 2.500000 9609000.00 9839641.34 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-04-15 2.375000 2349900.00 2381237.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 2.750000 1025100.00 1058558.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-06-15 2.625000 1757000.00 1785523.14 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2028-08-15 2.875000 670700.00 700523.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-08-31 2.625000 4344000.00 4369971.10 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-08-31 2.750000 1050000.00 1081610.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-11-30 2.750000 3804300.00 3866730.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-12-15 2.625000 265000.00 269968.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-15 2.500000 336600.00 340979.65 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-01-31 2.625000 350000.00 358912.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2029-02-15 2.625000 1780000.00 1822133.63 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-02-28 2.500000 1660000.00 1671055.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-02-28 2.500000 4710000.00 4781828.01 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-29 2.375000 1529400.00 1545227.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-04-15 0.125000 1000.00 1074.96 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 2.000000 25000.00 24643.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-08-31 1.375000 1000000.00 987563.56 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-30 1.625000 3000.00 2982.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-12-31 2.125000 484000.00 485176.96 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 824000.00 812459.93 U.S. Treasuries (including strips) TSY INFL IX N/B 2020-07-15 1.250000 5000.00 5865.56 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-08-15 2.625000 7980000.00 8034260.65 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 4000.00 3836.75 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-01-15 1.125000 40000.00 46680.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-30 1.625000 4000.00 3936.97 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2026-05-15 1.625000 324500.00 312062.30 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-05-15 0.875000 50000.00 50053.75 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-31 1.125000 5609200.00 5479130.56 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-07-31 1.250000 738000.00 710445.47 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-09-30 1.125000 1497900.00 1467557.32 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-10-31 1.625000 3588300.00 3521767.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 1.625000 135000.00 133143.64 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2026-11-15 2.000000 30500.00 30043.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 2.125000 326000.00 327037.04 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.750000 485000.00 482051.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-02-15 2.000000 2000000.00 1989874.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-31 1.875000 673000.00 669017.42 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2027-02-15 2.250000 2255900.00 2249099.58 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-07-31 2.000000 6115000.00 6106800.83 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-02-15 1.375000 9945000.00 9870773.54 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-02-29 2.125000 650000.00 648340.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 110000.00 110747.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-04-15 0.125000 496300.00 508187.15 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-04-30 2.000000 609000.00 607599.93 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-06-30 1.625000 500000.00 497404.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-07-31 1.625000 3700000.00 3673910.20 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-05-31 2.000000 6410200.00 6384254.47 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-07-15 2.625000 5338000.00 5413604.81 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-07-31 2.875000 1635000.00 1700125.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-02-15 0.00 101000.00 98901.22 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 30000.00 29211.18 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-09-26 0.00 100000.00 98804.70 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-05-14 0.00 53693800.00 53529819.13 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0260 1000000000.00 1000000000.00 0.0519 N Y Y N NATWEST MARKETS SECURITIES INC TRI-PARTY NATWEST MARKETS SECURITI 2.560000% BNT590882 ZE2ZWJ5BTIQJ8M0C6K34 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-08-05 0.875000 500000.00 497829.25 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2024-09-13 2.875000 360000.00 369874.72 Agency Debentures and Agency Strips FHLB 2027-03-12 3.000000 7290000.00 7454088.18 Agency Debentures and Agency Strips FHLB 2025-09-12 2.625000 1900000.00 1906343.31 Agency Debentures and Agency Strips FHLB 2021-02-18 1.375000 335000.00 330285.53 Agency Debentures and Agency Strips FHLB 2021-07-14 1.125000 725000.00 708727.92 Agency Debentures and Agency Strips FHLB 2021-11-29 1.875000 15000.00 14925.08 Agency Debentures and Agency Strips FHLB 2026-12-11 2.750000 1000000.00 1021657.00 Agency Debentures and Agency Strips FHLB 2026-12-11 3.000000 3200000.00 3305536.00 Agency Debentures and Agency Strips FHLB 2027-09-10 2.375000 8670000.00 8481006.76 Agency Debentures and Agency Strips FHLB 2020-09-28 1.375000 10000.00 9852.96 Agency Debentures and Agency Strips FHLB 2027-09-10 2.625000 11525000.00 11490833.18 Agency Debentures and Agency Strips FHLB 2021-02-08 2.375000 615000.00 617382.26 Agency Debentures and Agency Strips FHLB 2020-02-11 2.125000 30000.00 29998.30 Agency Debentures and Agency Strips FHLB 2027-03-12 3.250000 4520000.00 4731331.34 Agency Debentures and Agency Strips FHLB 2026-06-12 3.125000 2320000.00 2419618.93 Agency Debentures and Agency Strips FHLB 2025-06-13 3.125000 8130000.00 8524007.35 Agency Debentures and Agency Strips FHLB 2028-03-10 3.375000 4610000.00 4840408.95 Agency Debentures and Agency Strips FHLB 2027-06-11 3.125000 51470000.00 53559682.00 Agency Debentures and Agency Strips FHLB 2025-09-12 3.125000 1165000.00 1211194.22 Agency Debentures and Agency Strips FHLB 2020-10-01 2.625000 30000.00 30539.85 Agency Debentures and Agency Strips FHLB 2028-11-16 3.250000 235000.00 249257.20 Agency Debentures and Agency Strips FHLB 2019-05-13 2.380000 100000.00 99995.00 Agency Debentures and Agency Strips FHLB 2024-02-13 2.500000 4875000.00 4942360.58 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2020-06-12 3.375000 35200000.00 35986799.20 Agency Debentures and Agency Strips FHLB 2022-09-09 2.000000 100000.00 99241.31 Agency Debentures and Agency Strips FHLB 2028-03-10 3.000000 1170000.00 1195533.30 Agency Debentures and Agency Strips FHLB 2023-09-08 3.375000 10000.00 10453.10 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2026-06-12 5.750000 410000.00 500114.83 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2036-07-15 5.500000 4935000.00 6637804.75 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2020-03-13 4.125000 1850000.00 1885787.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2031-03-15 6.750000 2216000.00 3108618.10 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-08-06 6.210000 684000.00 990005.53 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-05-15 6.250000 2649000.00 3539145.82 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-01-15 7.125000 330000.00 467625.78 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-05-15 7.250000 962000.00 1399307.03 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 5262000.00 7382705.57 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-06-22 1.500000 166000.00 164982.37 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-11-30 1.500000 2000000.00 1980994.67 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-12-28 1.875000 37000.00 36883.36 Agency Debentures and Agency Strips FNMA 2021-02-26 1.375000 2000.00 1967.48 Agency Debentures and Agency Strips FNMA 2026-04-24 2.125000 70315000.00 69293344.53 Agency Debentures and Agency Strips FNMA 2021-05-06 1.250000 6000.00 5911.94 Agency Debentures and Agency Strips FNMA 2019-08-02 0.875000 61275000.00 61027719.64 Agency Debentures and Agency Strips FNMA 2026-09-24 1.875000 181000.00 173493.10 Agency Debentures and Agency Strips FNMA 2022-01-05 2.000000 27000.00 26950.53 Agency Debentures and Agency Strips FNMA 2020-02-28 1.500000 1045000.00 1037455.80 Agency Debentures and Agency Strips FNMA 2022-04-05 1.875000 225000.00 224479.91 Agency Debentures and Agency Strips FNMA 2020-07-30 1.500000 500000.00 495720.17 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-09-12 1.750000 1880000.00 1875242.45 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-09-06 2.625000 21000.00 21369.83 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2019-11-26 1.750000 485000.00 485638.83 Agency Debentures and Agency Strips FNMA 2028-03-23 6.120000 185000.00 236800.93 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2022-01-13 2.375000 379000.00 381962.60 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2019-08-01 1.250000 1217000.00 1214219.02 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2020-05-01 1.375000 1003000.00 997691.91 Agency Debentures and Agency Strips FMAC 2019-04-15 1.125000 20000.00 20088.06 Agency Debentures and Agency Strips FMAC 2021-08-12 1.125000 170000.00 165752.85 Agency Debentures and Agency Strips FMAC 2020-04-20 1.375000 205000.00 204185.52 Agency Debentures and Agency Strips FMAC 2020-09-29 1.625000 11000.00 10890.74 Agency Debentures and Agency Strips FMAC 2021-02-16 2.375000 235000.00 236096.00 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 225000.00 307328.28 Agency Debentures and Agency Strips FHLB 2027-06-11 2.625000 3445000.00 3459045.27 Agency Debentures and Agency Strips FHLB 2022-03-11 2.500000 10475000.00 10573328.82 Agency Debentures and Agency Strips FHLB 2019-05-31 0.00 350000.00 348551.00 Agency Debentures and Agency Strips Department of the Treasury 254900HROIFWPRGM1V77 2020-04-15 0.125000 174864700.00 187168044.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-01-15 0.125000 155361900.00 171373983.59 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0256 680000000.00 680000000.00 0.0353 N Y Y N NOMURA SECURITIES INTERNATIONAL INC TRI-PARTY NOMURA SECURITIES INTERN 2.560000% BNT5908K5 OXTKY6Q8X53C9ILVV871 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N FMAC 2029-12-17 0.00 74087000.00 54140556.99 Agency Debentures and Agency Strips FHLB 2021-02-18 1.375000 45000.00 44313.57 Agency Debentures and Agency Strips FHLB 2021-07-14 1.125000 240000.00 234447.30 Agency Debentures and Agency Strips FHLB 2024-08-23 2.000000 55000.00 53247.32 Agency Debentures and Agency Strips FHLB 2020-09-28 1.383000 1000000.00 1002673.50 Agency Debentures and Agency Strips FHLB 2021-11-29 1.875000 270000.00 268861.95 Agency Debentures and Agency Strips FHLB 2026-12-11 3.000000 60000.00 62014.02 Agency Debentures and Agency Strips FHLB 2027-03-12 2.875000 1000000.00 1015459.64 Agency Debentures and Agency Strips FHLB 2020-09-28 1.375000 525000.00 517460.05 Agency Debentures and Agency Strips FHLB 2023-10-18 3.480000 1305000.00 1325622.05 Agency Debentures and Agency Strips FHLB 2021-10-12 3.000000 2090000.00 2157458.23 Agency Debentures and Agency Strips FHLB 2020-11-02 3.050000 10555000.00 10693414.17 Agency Debentures and Agency Strips FHLB 2028-11-16 3.250000 1335000.00 1417619.07 Agency Debentures and Agency Strips FHLB 2024-02-13 2.500000 10695000.00 10840939.22 Agency Debentures and Agency Strips FHLB 2025-05-27 3.150000 240000.00 241315.20 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2020-06-12 3.375000 30000000.00 30671737.50 Agency Debentures and Agency Strips FHLB 2019-06-28 1.500000 45000.00 45044.48 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2036-03-14 5.625000 50000.00 66720.44 Agency Debentures and Agency Strips Federal Home Loan Bank System - FHLB 2036-07-15 5.500000 1035000.00 1393188.20 Agency Debentures and Agency Strips FMAC 2028-11-15 0.00 800000.00 607320.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2025-12-11 0.00 500000.00 417020.00 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2029-09-15 6.750000 3692000.00 5032997.16 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2029-09-15 0.00 30290000.00 22321912.60 Agency Debentures and Agency Strips FMAC 2029-12-14 0.00 53571000.00 39194686.44 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2031-03-15 6.750000 6972000.00 9777916.26 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE - F 2031-03-15 0.00 6714000.00 4680463.68 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-05-15 6.250000 111000.00 82289.96 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-01-15 0.00 370000.00 269448.80 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 48644000.00 35024652.88 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2028-08-07 6.160000 7962000.00 10246925.03 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2038-08-06 6.210000 616000.00 883702.82 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2029-05-15 6.250000 936000.00 1250387.32 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-01-15 7.125000 2702000.00 3831162.65 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2030-11-15 6.625000 14000.00 19656.76 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-06-22 1.500000 158000.00 157042.62 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-11-30 1.500000 5240000.00 5193192.83 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2020-12-28 1.875000 3052000.00 3042659.61 Agency Debentures and Agency Strips FNMA 2021-02-26 1.375000 990000.00 974362.37 Agency Debentures and Agency Strips FNMA 2026-04-24 2.125000 38498000.00 37985025.92 Agency Debentures and Agency Strips FNMA 2021-05-06 1.250000 613000.00 603299.45 Agency Debentures and Agency Strips FNMA 2019-08-02 0.875000 14000.00 13942.23 Agency Debentures and Agency Strips FNMA 2021-08-17 1.250000 527000.00 516559.25 Agency Debentures and Agency Strips FNMA 2021-10-07 1.375000 546000.00 538049.94 Agency Debentures and Agency Strips FNMA 2022-01-05 2.000000 100000.00 99804.67 Agency Debentures and Agency Strips FNMA 2022-04-05 1.875000 124000.00 123819.77 Agency Debentures and Agency Strips FNMA 2020-07-30 1.500000 962000.00 953869.50 Agency Debentures and Agency Strips FNMA 2023-01-19 2.375000 14673000.00 14813685.54 Agency Debentures and Agency Strips FNMA 2021-04-13 2.500000 8284000.00 8413460.51 Agency Debentures and Agency Strips FNMA 2021-06-22 2.750000 108000.00 109927.77 Agency Debentures and Agency Strips FNMA 2019-04-30 0.00 70000000.00 70276577.78 Agency Debentures and Agency Strips FNMA 2020-10-30 2.875000 500000.00 510474.72 Agency Debentures and Agency Strips FNMA 2022-01-11 2.625000 3625000.00 3684078.44 Agency Debentures and Agency Strips FNMA 2024-02-05 2.500000 55390000.00 56139962.14 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2024-09-06 2.625000 1067000.00 1086021.50 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2027-10-08 6.030000 10313000.00 8082401.23 Agency Debentures and Agency Strips FNMA 2021-09-23 1.550000 41000.00 39884.52 Agency Debentures and Agency Strips FNMA 2019-07-26 1.125000 75000.00 74810.76 Agency Debentures and Agency Strips FNMA 2021-07-28 1.625000 110000.00 108041.50 Agency Debentures and Agency Strips FNMA 2020-09-16 1.850000 300000.00 297974.42 Agency Debentures and Agency Strips FNMA 2020-01-30 2.030000 1301000.00 1307956.01 Agency Debentures and Agency Strips Federal Home Loan Mortgage - FHLMC - Freddie Mac 2022-01-13 2.375000 1261000.00 1271993.25 Agency Debentures and Agency Strips FMAC 2021-08-12 1.125000 1862000.00 1815093.89 Agency Debentures and Agency Strips FMAC 2020-04-20 1.375000 3371000.00 3356042.59 Agency Debentures and Agency Strips FMAC 2020-09-29 1.625000 313000.00 309735.41 Agency Debentures and Agency Strips FMAC 2020-11-17 1.875000 857000.00 857012.86 Agency Debentures and Agency Strips FMAC 2021-02-16 2.375000 1925000.00 1933810.35 Agency Debentures and Agency Strips FMAC 2020-04-23 2.500000 8441000.00 8539196.97 Agency Debentures and Agency Strips Federal National Mortgage Association - FNMA - Fannie Mae B1V7KEBTPIMZEU4LTD58 2037-07-15 5.625000 38000.00 51940.29 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2025-11-01 6.750000 300000.00 383406.00 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2036-04-01 5.880000 25359000.00 34704636.80 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2030-05-01 7.125000 524000.00 752526.70 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2056-04-01 5.375000 9000.00 13012.89 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2048-01-15 4.875000 47000.00 60429.35 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2038-06-15 5.500000 2061000.00 2734738.61 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2039-09-15 5.250000 17492000.00 22570831.35 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2060-09-15 4.625000 911000.00 1156304.61 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2042-12-15 3.500000 4500000.00 4606655.00 Agency Debentures and Agency Strips 4.250 TVBD 65 A 2065-09-15 4.250000 230000.00 274949.54 Agency Debentures and Agency Strips TVIN 03/15/22 2022-03-15 0.00 820000.00 755499.62 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2022-09-15 0.00 1020000.00 933034.80 Agency Debentures and Agency Strips 4.65 TVPR 35A 2023-03-15 0.00 688000.00 621773.12 Agency Debentures and Agency Strips Tennessee Valley Authority - TVA 2023-09-15 0.00 1020000.00 908840.40 Agency Debentures and Agency Strips BILL 11/08/18 2035-06-15 0.00 700000.00 402128.30 Agency Debentures and Agency Strips BILL 05/23/19 2065-09-15 0.00 14895000.00 2953380.60 Agency Debentures and Agency Strips TVIN 03/15/21 2021-03-15 0.00 387000.00 368466.57 Agency Debentures and Agency Strips TVIN 09/15/21 2021-09-15 0.00 1020000.00 958861.20 Agency Debentures and Agency Strips TVIN 03/15/27 2027-03-15 0.00 1020000.00 810889.80 Agency Debentures and Agency Strips TVIN 03/15/33 2033-03-15 0.00 3000000.00 1914930.00 Agency Debentures and Agency Strips TVIN 07/15/29 2029-07-15 0.00 999000.00 729130.14 Agency Debentures and Agency Strips 5.25 TVPR 39 C 2039-09-15 0.00 508000.00 249773.95 Agency Debentures and Agency Strips 2.875 TVPR 24 A 2024-09-15 0.00 7000.00 6064.66 Agency Debentures and Agency Strips FMAC 2019-07-30 2.000000 15000.00 15023.97 Agency Debentures and Agency Strips FMAC 2022-02-07 3.500000 232299000.00 233718475.94 Agency Debentures and Agency Strips FMAC 2022-02-15 2.875000 17585000.00 17653474.04 Agency Debentures and Agency Strips FNMA 2019-10-09 0.00 645165990.00 636685283.06 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2019-09-20 0.00 8000000.00 7992226.00 Agency Debentures and Agency Strips FHLB 2024-12-13 2.750000 2990000.00 3070691.79 Agency Debentures and Agency Strips FHLB 2020-05-04 0.00 20000000.00 20048446.67 Agency Debentures and Agency Strips FHLB 2019-07-23 2.375000 60000.00 60221.05 Agency Debentures and Agency Strips FHLB 2022-03-11 2.500000 40000000.00 40290800.00 Agency Debentures and Agency Strips FNMA 2028-08-06 0.00 3757000.00 2864411.94 Agency Mortgage-Backed Securities FNMA 2030-02-06 0.00 2255000.00 1637648.65 Agency Mortgage-Backed Securities FNMA 2028-05-15 0.00 5000000.00 3846950.00 Agency Mortgage-Backed Securities FNMA 2028-11-15 0.00 2935000.00 2220356.85 Agency Mortgage-Backed Securities FNMA 2029-05-15 0.00 1165000.00 866923.10 Agency Mortgage-Backed Securities FNMA 2030-01-15 0.00 6837000.00 4973780.76 Agency Mortgage-Backed Securities FNMA 2029-11-15 0.00 1950000.00 1430071.50 Agency Mortgage-Backed Securities FNMA 2030-05-15 0.00 1664000.00 1197381.12 Agency Mortgage-Backed Securities FNMA 2033-01-15 0.00 300000.00 194140.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2030-09-15 0.00 1429000.00 1017805.25 Agency Mortgage-Backed Securities FMAC 2031-03-15 0.00 3355000.00 2338837.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2026-07-15 0.00 20384000.00 16686546.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2027-07-15 0.00 30000000.00 23776500.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2028-07-15 0.00 5400000.00 4149144.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2030-01-15 0.00 4017000.00 2918109.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE - F 2031-07-15 0.00 3657000.00 2516710.83 Agency Mortgage-Backed Securities FMAC 2027-03-15 0.00 7368000.00 5897023.01 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-05-30 0.00 265000.00 263919.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-10-31 1.181236 553100.00 555262.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2019-04-18 0.00 170000.00 169775.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-02-29 1.375000 25000.00 24790.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.020859 100.00 100.29 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-08-15 0.00 4272872.60 3678601.48 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-11-15 0.00 4613155.89 3947708.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-05-15 0.00 3269672.26 2763723.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-11-15 0.00 2713686.15 2261643.02 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 0.00 40.97 33.87 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-05-15 0.00 3296697.21 2706489.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-08-15 0.00 370163.70 301768.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 8950896.33 7251568.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-02-15 0.00 4464157.65 3591325.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-05-15 0.00 615.63 491.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 613.11 482.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 615.63 398.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-11-15 0.00 615.63 393.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-05-15 0.00 3265442.73 2534897.88 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-11-15 0.00 615.63 471.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-05-15 0.00 12597.09 9507.91 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 1681011.49 1278678.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-05-15 0.00 2796726.85 1759420.86 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-11-15 0.00 138115.79 85533.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-05-15 0.00 615.63 376.19 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-08-15 0.00 2221184.69 1346326.68 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-02-15 0.00 2188054.00 1305642.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-11-15 0.00 615.63 370.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-05-15 0.00 12098501.86 7182445.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-02-15 0.00 10075098.72 5833381.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 63969372.81 37356194.64 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-05-15 0.00 15485332.76 8904283.13 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-08-15 0.00 5196480.41 2958314.73 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2039-11-15 0.00 141055403.83 79651165.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-05-15 0.00 615.63 341.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2040-11-15 0.00 615.63 335.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 0.00 2899654.39 1364925.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-05-15 0.00 615.63 329.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 2034367.31 1079130.14 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-11-15 0.00 14551959.00 7653602.84 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-02-15 0.00 210557.39 109748.83 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 615.95 318.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-08-15 0.00 2492231.17 1277143.86 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 1732702.91 881322.01 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-05-15 0.00 3274658.69 1636707.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-08-15 0.00 0.29 0.14 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 291314.19 143513.02 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-08-15 0.00 1513671.60 727198.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2044-11-15 0.00 2899656.13 1383135.97 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-02-15 0.00 13387.50 6348.89 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-08-15 0.00 5110400.26 2389214.33 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-11-15 0.00 16881298.19 7811651.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-02-15 0.00 2333175.57 1069761.00 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-05-15 0.00 101640.70 46318.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-08-15 0.00 5266389.17 2386727.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2046-11-15 0.00 3135145.79 1409843.71 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-02-15 0.00 1836278.47 820026.88 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-05-15 0.00 7401640.63 3272783.44 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-08-15 0.00 7434358.97 3261453.28 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2047-11-15 0.00 390.63 169.86 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 0.00 3057465.71 1311071.87 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 0.00 1061421.29 447887.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-11-15 0.00 101009.64 42577.58 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-08-15 6.750000 100.00 130.72 U.S. Treasuries (including strips) US TREASURY N/B 2029-02-15 5.250000 500.00 627.59 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 2.375000 100.00 148.78 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-01-15 1.750000 200.00 265.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2045-05-15 3.000000 14235900.00 14961873.57 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-09-15 0.875000 36427600.00 36181162.94 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-12-31 2.250000 38350300.00 38560061.31 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2021-06-15 2.625000 25601600.00 26017216.37 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-30 2.000000 300.00 300.51 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-06-15 0.875000 37706000.00 37666521.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-31 2.000000 36603100.00 36659412.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-08-15 0.00 9.60 6.98 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-08-15 0.00 50.56 35.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-02-15 0.00 0.10 0.07 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 17.55 10.80 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 2.10 1.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 0.17 0.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-11-15 0.00 28.40 27.97 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-07-18 0.00 1087200.00 1079222.13 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2019-10-10 0.00 30000000.00 29621010.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 2200.00 2143.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-02-15 0.00 2000.00 1499.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-02-15 8.500000 10935600.00 11623885.34 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 8.000000 5875700.00 6906175.92 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-01-15 2.500000 11550300.00 16082789.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 2.750000 68436500.00 68934276.85 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 3.750000 121506900.00 144462981.78 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 3.125000 28384000.00 30490339.16 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-08-31 1.625000 864500.00 849404.59 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-11-30 2.125000 46627000.00 46647474.63 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-01-31 2.500000 42625900.00 43367141.55 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-04-15 0.625000 12232400.00 12510040.36 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-06-30 2.625000 47561000.00 48681975.46 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2020-08-31 2.625000 35020700.00 35230075.25 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2023-11-30 2.875000 18568100.00 19300092.36 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-10-31 2.000000 2839000.00 2846841.44 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-11-15 2.250000 143000000.00 144187719.29 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 2.000000 50000000.00 49393522.10 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-04-30 1.375000 10326600.00 10273351.20 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 22289200.00 22179406.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2026-02-15 1.625000 41023500.00 39349222.63 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-01-31 1.875000 30261800.00 30082721.20 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-07-15 0.125000 18980100.00 19848900.45 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-04-30 2.000000 7400.00 7382.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2025-06-30 2.750000 4735300.00 4898455.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-02-15 0.00 2336.33 1673.40 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-02-15 0.00 324674.09 225645.25 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-08-15 0.00 1074249.45 712904.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-08-15 0.00 23687163.25 15233925.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-02-15 0.00 483529.89 306538.61 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2036-08-15 0.00 3896637.91 2432281.38 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2037-02-15 0.00 1342764.25 826004.11 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-11-15 0.00 615.63 457.46 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-05-15 0.00 1568973.81 1149116.42 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2031-11-15 0.00 299874.87 216407.70 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 615.63 437.45 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-11-15 0.00 615.63 430.76 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-05-15 0.00 615.63 424.08 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2033-11-15 0.00 615.63 418.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2034-05-15 0.00 747.35 499.71 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-05-15 0.00 4067151.69 4054299.49 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-08-15 0.00 254.82 252.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2019-11-15 0.00 9509381.92 9366455.91 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-02-15 0.00 277642.97 271873.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 10962776.73 10674521.48 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-08-15 0.00 9831609.46 9521127.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 3922291.98 3776959.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 0.00 1393944.60 1335552.26 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 13159521.40 12540497.51 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 10196019.83 9656956.26 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 0.00 10183128.49 9600348.05 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-02-15 0.00 8412310.86 7884606.60 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 0.00 19193729.41 17897960.74 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 4471158.27 4142796.41 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 3407150.26 3139620.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 0.04 0.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 8937692.10 8142952.52 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-05-15 0.00 47877487.52 42631551.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-08-15 0.00 1253130.41 1109120.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2024-11-15 0.00 4374610.49 3844538.94 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-02-15 0.00 2053808.59 1792666.83 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2025-05-15 0.00 4157406.47 3607049.00 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-02-15 0.00 0.15 0.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-05-15 0.00 4.43 4.31 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-08-15 0.00 0.07 0.07 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2020-11-15 0.00 0.69 0.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-02-15 0.00 4.82 4.62 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-05-15 0.00 4.40 4.19 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-08-15 0.00 32.13 30.43 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2021-11-15 0.00 0.16 0.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-02-15 0.00 18.98 17.79 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-05-15 0.00 14.97 13.96 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-08-15 0.00 0.06 0.06 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2022-11-15 0.00 4.04 3.72 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-08-15 0.00 0.90 0.82 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2023-05-15 0.00 0.58 0.53 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-02-15 0.00 438.26 362.30 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2027-11-15 0.00 9.46 7.66 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-08-15 0.00 0.45 0.36 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-05-15 0.00 1.47 1.17 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2028-11-15 0.00 0.70 0.55 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-05-15 0.00 21.94 14.21 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2035-11-15 0.00 0.24 0.15 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-08-15 0.00 2.80 2.16 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2029-05-15 0.00 0.18 0.14 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2030-02-15 0.00 13.76 10.47 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-08-15 0.00 43.48 25.59 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2038-11-15 0.00 6.91 4.04 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2041-08-15 0.00 4.84 2.57 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2042-11-15 0.00 0.45 0.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-02-15 0.00 0.46 0.23 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2043-11-15 0.00 0.06 0.03 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2045-11-15 0.00 203.11 93.99 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-05-15 0.00 0.12 0.05 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-11-15 0.00 4.59 1.93 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2049-02-15 0.00 0.67 0.28 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0256 2970000000.00 2970000000.00 0.1542 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 2.550000% BNT590965 MBNUM2BPBDO7JBLYG310 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Department of the Treasury 254900HROIFWPRGM1V77 2028-08-15 5.500000 100.00 126.68 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 1900.00 1912.92 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2024-03-31 2.125000 92300.00 92927.38 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2022-03-31 1.875000 4738200.00 4739915.13 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0255 4740000.00 4740000.00 0.0002 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 2.450000% BNT591344 ZBUT11V806EZRVTWT807 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLB 2032-04-20 3.470000 7395000.00 7444818.88 Agency Debentures and Agency Strips FMAC 2021-07-16 2.920000 3000.00 3016.24 Agency Debentures and Agency Strips FMAC 2019-07-19 0.875000 9000.00 8970.62 Agency Debentures and Agency Strips FHLB 2038-03-19 4.000000 340000.00 340381.18 Agency Debentures and Agency Strips FNMA 2021-07-16 2.910000 1000.00 1006.05 Agency Debentures and Agency Strips GNMA 2042-07-15 3.500000 120000.00 37034.83 Agency Mortgage-Backed Securities GNMA 2042-09-15 3.000000 19244.00 5632.99 Agency Mortgage-Backed Securities GNMA 2044-03-20 3.500000 3408530.00 394173.31 Agency Mortgage-Backed Securities GNMA 2046-03-20 2.000000 5000000.00 1953716.68 Agency Mortgage-Backed Securities GNMA 2045-05-20 4.500000 26784.00 7742.59 Agency Mortgage-Backed Securities GNMA 2045-10-20 3.000000 12972.00 7744.09 Agency Mortgage-Backed Securities GNMA 2047-04-20 3.000000 1856.00 1607.26 Agency Mortgage-Backed Securities GNMA 2046-04-20 4.500000 21120.00 7636.17 Agency Mortgage-Backed Securities GNMA 2045-08-15 4.500000 2359548.00 1356649.19 Agency Mortgage-Backed Securities GNMA 2047-09-15 4.500000 361393.00 301193.32 Agency Mortgage-Backed Securities GNMA 2045-04-15 3.000000 1848760.00 1072698.69 Agency Mortgage-Backed Securities GNMA 2046-05-15 4.500000 161650.00 103949.97 Agency Mortgage-Backed Securities GNMA 2046-11-15 3.500000 2950000.00 2348799.83 Agency Mortgage-Backed Securities GNMA 2030-08-15 8.500000 983807.00 8984.73 Agency Mortgage-Backed Securities GNMA 2034-11-20 4.125000 2000000.00 120916.44 Agency Mortgage-Backed Securities GNMA 2035-02-20 3.375000 999999.00 51911.37 Agency Mortgage-Backed Securities GNMA 2040-11-20 4.500000 19260.00 5421.29 Agency Mortgage-Backed Securities GNMA 2041-12-15 3.500000 17000000.00 4236996.40 Agency Mortgage-Backed Securities GNMA 2035-12-15 4.500000 325000.00 31065.31 Agency Mortgage-Backed Securities GNMA 2046-04-15 2.500000 8530.00 7615.42 Agency Mortgage-Backed Securities GNMA 2046-07-20 3.000000 6980.00 5485.27 Agency Mortgage-Backed Securities GNMA 2041-06-15 4.500000 19490.00 8097.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-06-15 3.500000 999978.00 338482.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-09-15 3.000000 250000.00 133712.93 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2042-10-20 3.500000 16171.00 5602.37 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2042-12-20 2.500000 24832.00 11433.96 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2043-12-20 3.500000 27136.00 9472.17 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2045-02-20 3.500000 14953.00 5819.18 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2045-07-20 4.500000 60416.00 19152.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2046-06-20 3.000000 8075.00 5388.52 Agency Mortgage-Backed Securities GNMA 2047-09-20 3.999999 18000.00 15400.47 Agency Mortgage-Backed Securities GNMA 2048-10-20 4.500000 1024.00 1049.95 Agency Mortgage-Backed Securities GNMA 2049-01-20 4.500000 6144.00 6387.67 Agency Mortgage-Backed Securities GNMA 2049-02-20 4.500000 1024.00 1066.69 Agency Mortgage-Backed Securities GNMA 2046-11-15 2.500000 6184.00 5705.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-10-15 5.000000 257497.00 29409.89 Agency Mortgage-Backed Securities GNMA 2040-09-20 3.750000 10000000.00 1153689.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2040-11-20 4.125000 20000000.00 2551432.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2039-06-15 5.000000 68747.00 4565.18 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2034-10-15 5.000000 92492.00 5705.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2038-09-15 6.000000 71084.00 5756.06 Agency Mortgage-Backed Securities GNMA 2042-02-15 3.500000 27230.00 7442.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2045-06-20 4.500000 5890.00 4791.55 Agency Mortgage-Backed Securities GNMA 2045-10-15 4.000000 25000.00 20581.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2046-02-20 4.500000 6904.00 5720.03 Agency Mortgage-Backed Securities Government National Mortgage Association - GNMA - Ginnie Mae 2039-01-15 5.500000 172886.00 4436.94 Agency Mortgage-Backed Securities Department of the Treasury 254900HROIFWPRGM1V77 2042-05-15 0.00 1600.00 837.09 U.S. Treasuries (including strips) Department of the Treasury 254900HROIFWPRGM1V77 2032-05-15 0.00 38341504.00 27197200.79 U.S. Treasuries (including strips) USTR 254900HROIFWPRGM1V77 2048-08-15 0.00 89.60 38.00 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0245 50000000.00 50000000.00 0.0026 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK OF 2.250000% BNT5914G6 254900Y8NKGV541U8Q32 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 254900HROIFWPRGM1V77 2026-08-15 1.500000 79244600.00 75014153.29 U.S. Treasuries (including strips) Y 2019-04-01 2019-04-01 2019-04-01 N N N 0.0225 75000000.00 75000000.00 0.0039 N Y Y N SOCIETE GENERALE (NEW YORK BRANCH) REPO JOINT SGN 1.029999% BRS9FKAT6 O2RNE8IBXP4R0TD8PU41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y Department of the Treasury 254900HROIFWPRGM1V77 2019-04-15 0.125000 15839749.99 17025789.29 U.S. Treasuries (including strips) Y 2019-04-05 2019-04-05 2050-01-01 Y SOCIETE GENERALE (NEW YORK BRANCH) 1.0000 7 N N/A N/A N N 0.0103 16666666.66 16666666.66 0.0009 N N Y N Northern Funds 2019-04-05 Peter K Ewing Peter K Ewing President