N-MFP1 0000097098 XXXXXXXX 2016-08-31 0000097098 S000001475 8 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government N 35 96 10442559233.06 10661065006.06 14406400854.80 17877412831.85 19059745767.54 18834991372.73 22369785160.52 25875131523.64 0.00 0.3466 0.3553 0.4262 0.4550 0.6326 0.6278 0.6618 0.6585 0.0000 782607229.44 40207134640.52 40200259434.35 9213624.72 476161174.75 40515919113.76 40515090450.3800 1.0000 0.0041 1.0002 1.0003 1.0002 1.0002 0.0000 C000003923 5000.00 313122878.05 313116473.8200 1.0002 1.0003 1.0002 1.0002 0.0000 15116434.43 4070870.26 9486844.80 7583907.67 14359145.81 6691449.51 16720643.94 908926.88 0.00 0.00 104644613.93 21342715.77 0.0021 Y BlackRock Advisors, LLC waived $18,588 in management fees. BlackRock Investments, LLC waived $110 in service/distribution fees. C000003924 5000.00 70961466.58 70960015.2200 1.0002 1.0003 1.0002 1.0002 0.0000 2518518.43 5134037.31 5586455.11 1735385.99 8013018.05 4399060.75 13145896.37 3592274.10 0.00 0.00 39018467.56 21377276.84 0.0007 Y BlackRock Advisors, LLC waived $4,354 in management fees. BlackRock Investments, LLC waived $12,096 in service/distribution fees. C000003926 1.00 194693.67 194689.6900 1.0002 1.0003 1.0002 1.0002 0.0000 0.00 0.01 0.00 0.00 0.00 3669.43 0.00 0.00 0.00 0.00 8.84 3669.54 0.0007 Y BlackRock Advisors, LLC waived $14 in management fees. BlackRock Investments, LLC waived $57 in service/distribution fees. C000003928 3000000.00 37622989594.15 37622220099.2200 1.0002 1.0003 1.0002 1.0002 0.0000 5653570106.79 3484531045.25 4847038794.50 4402158851.35 7200682227.14 3208913385.49 8738360074.67 4417760743.59 0.00 0.00 32034701883.15 19198671270.70 0.0031 Y BlackRock Advisors, LLC waived $2,248,886 in management fees. C000003929 1.00 3590167.16 3590093.7300 1.0002 1.0003 1.0002 1.0002 0.0000 20165.94 5377.18 952.99 19881.01 2870.52 25010.07 150.00 79067.34 0.00 0.00 46555.91 129335.60 0.0007 Y BlackRock Advisors, LLC waived $266 in management fees. BlackRock Investments, LLC waived $1,822 in service/distribution fees. C000003930 5000.00 2169149760.22 2169105395.0700 1.0002 1.0003 1.0002 1.0002 0.0000 1762905232.26 1610863337.58 1360524944.74 1560482445.26 875347418.27 986709993.25 1161598415.87 650107915.30 0.00 0.00 5876396434.61 5270763401.35 0.0007 Y BlackRock Advisors, LLC waived $132,774 in management/administration fees. C000003931 5000.00 99273269.25 99271238.8400 1.0002 1.0003 1.0002 1.0002 0.0000 283306.56 170761.73 559941.01 348240.62 82902.50 527078.10 88167676.34 75533.80 0.00 0.00 90691305.95 1365286.82 0.0007 Y BlackRock Advisors, LLC waived $2,614 in management fees. BlackRock Investments, LLC waived $4,262 in service/distribution fees. C000003932 1.00 236637284.68 236632444.7900 1.0002 1.0003 1.0002 1.0002 0.0000 8390330.42 3710858.10 4250886.10 4763708.16 7049362.10 2181390.46 43407706.94 3265605.07 0.00 0.00 70398560.49 15048979.88 0.0007 Y BlackRock Advisors, LLC waived $14,567 in management fees. BlackRock Investments, LLC waived $99,134 in service/distribution fees. FEDERAL HOME LOAN BANKS FHLB 0.459000% 3130A5VZ9 US3130A5VZ97 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-09 2017-01-09 2017-01-09 N N N 0.0042 23039560.93 23039560.93 0.0006 N N N N FEDERAL HOME LOAN BANKS FHLB 0.669000% 3130A5ZF9 US3130A5ZF97 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-17 2017-02-17 2017-02-17 N N N 0.0050 50046450.00 50046450.00 0.0012 N N N N FEDERAL HOME LOAN BANKS FHLB 0.653000% 3130A67B7 US3130A67B79 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-07 2017-02-07 2017-02-07 N N N 0.0050 204183192.00 204183192.00 0.0050 N N N N FEDERAL HOME LOAN BANKS FHLB 0.669000% 3130A6BA4 US3130A6BA40 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-17 2017-02-17 2017-02-17 N N N 0.0050 50046450.00 50046450.00 0.0012 N N N N FEDERAL HOME LOAN BANKS FHLB 0.682000% 3130A6BB2 US3130A6BB23 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-13 2017-02-13 2017-02-13 N N N 0.0052 200169200.00 200169200.00 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 0.478000% 3130A6C96 US3130A6C967 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-14 2017-02-14 2017-02-14 N N N 0.0045 14172834.00 14172834.00 0.0003 N N N N FEDERAL HOME LOAN BANKS FHLB 0.512000% 3130A6DH7 US3130A6DH74 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-20 2017-08-17 2017-08-17 N N N 0.0054 9668829.93 9668829.93 0.0002 N N N N FEDERAL HOME LOAN BANKS FHLB 0.502000% 3130A6DQ7 US3130A6DQ73 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-24 2017-02-24 2017-02-24 N N N 0.0046 190543053.00 190543053.00 0.0047 N N N N FEDERAL HOME LOAN BANKS FHLB 0.529000% 3130A6KS5 US3130A6KS56 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-25 2017-04-25 2017-04-25 N N N 0.0050 25004975.00 25004975.00 0.0006 N N N N FEDERAL HOME LOAN BANKS FHLB 0.527000% 3130A6P50 US3130A6P506 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-21 2017-04-21 2017-04-21 N N N 0.0050 8487341.86 8487341.86 0.0002 N N N N FEDERAL HOME LOAN BANKS FHLB 0.775000% 3130A6T56 US3130A6T565 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-25 2016-11-25 2016-11-25 N N N 0.0048 89564887.50 89564887.50 0.0022 N N N N FEDERAL HOME LOAN BANKS FHLB 0.613000% 3130A6YJ0 US3130A6YJ02 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-06 2017-01-06 2017-01-06 N N N 0.0049 119626311.50 119626311.50 0.0030 N N N N FEDERAL HOME LOAN BANKS FHLB 0.661000% 3130A7G90 US3130A7G909 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-08 2018-03-08 2018-03-08 N N N 0.0069 54047140.13 54047140.13 0.0013 N N N N FEDERAL HOME LOAN BANKS FHLB 0.579000% 3130A7LU7 US3130A7LU76 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-05 2017-04-05 2017-04-05 N N N 0.0053 92222275.29 92222275.29 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 0.654000% 3130A7WN1 US3130A7WN15 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-27 2017-10-27 2017-10-27 N N N 0.0062 127209042.00 127209042.00 0.0031 N N N N FEDERAL HOME LOAN BANKS FHLB 0.677000% 3130A7X34 US3130A7X342 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-30 2017-10-30 2017-10-30 N N N 0.0064 100142700.00 100142700.00 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 0.518000% 3130A7YX7 US3130A7YX78 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-15 2017-06-15 2017-06-15 N N N 0.0058 215610661.20 215610661.20 0.0053 N N N N FEDERAL HOME LOAN BANKS FHLB 0.636000% 3130A8BM4 US3130A8BM44 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-26 2017-07-26 2017-07-26 N N N 0.0060 104828854.96 104828854.96 0.0026 N N N N FEDERAL HOME LOAN BANKS FHLB 0.569000% 3130A8FX6 US3130A8FX62 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-13 2017-09-13 2017-09-13 N N N 0.0061 173239124.04 173239124.04 0.0043 N N N N FEDERAL HOME LOAN BANKS FHLB 0.532000% 3130A8G80 US3130A8G808 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-10 2017-03-10 2017-03-10 N N N 0.0048 62521937.50 62521937.50 0.0015 N N N N FEDERAL HOME LOAN BANKS FHLB 0.512000% 3130A8GT4 US3130A8GT42 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-10 2017-01-10 2017-01-10 N N N 0.0042 180730220.07 180730220.07 0.0045 N N N N FEDERAL HOME LOAN BANKS FHLB 0.508000% 3130A8H71 US3130A8H715 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-01-13 2017-01-13 2017-01-13 N N N 0.0043 200071600.00 200071600.00 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 0.502000% 3130A8K85 US3130A8K859 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-21 2016-11-21 2016-11-21 N N N 0.0040 70018550.00 70018550.00 0.0017 N N N N FEDERAL HOME LOAN BANKS FHLB 0.553000% 3130A8ND1 US3130A8ND17 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-06 2017-07-06 2017-07-06 N N N 0.0052 306709698.68 306709698.68 0.0076 N N N N FEDERAL HOME LOAN BANKS FHLB 0.553000% 3130A8NQ2 US3130A8NQ20 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-07 2017-07-07 2017-07-07 N N N 0.0052 358668853.50 358668853.50 0.0089 N N N N FEDERAL HOME LOAN BANKS FHLB 0.553000% 3130A8P31 US3130A8P312 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-06 2017-07-06 2017-07-06 N N N 0.0052 145068440.00 145068440.00 0.0036 N N N N FEDERAL HOME LOAN BANKS FHLB 0.553000% 3130A8PN7 US3130A8PN70 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-07 2017-07-07 2017-07-07 N N N 0.0052 130061230.00 130061230.00 0.0032 N N N N FEDERAL HOME LOAN BANKS FHLB 0.626000% 3130A8PR8 US3130A8PR84 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-11 2018-01-08 2018-01-08 N N N 0.0068 83843294.40 83843294.40 0.0021 N N N N FEDERAL HOME LOAN BANKS FHLB 0.430000% 3130A8Q48 US3130A8Q484 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-01-11 2017-01-11 2017-01-11 N N N 0.0048 49991050.00 49991050.00 0.0012 N N N N FEDERAL HOME LOAN BANKS FHLB 0.577000% 3130A8QU0 US3130A8QU05 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-26 2017-07-24 2017-07-24 N N N 0.0053 236040698.88 236040698.88 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 0.563000% 3130A8QV8 US3130A8QV87 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-14 2017-07-14 2017-07-14 N N N 0.0053 78681333.99 78681333.99 0.0019 N N N N FEDERAL HOME LOAN BANKS FHLB 0.656000% 3130A8VC4 US3130A8VC42 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-26 2018-01-26 2018-01-26 N N N 0.0069 95113715.00 95113715.00 0.0023 N N N N FEDERAL HOME LOAN BANKS FHLB 0.661000% 3130A8VF7 US3130A8VF72 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-26 2018-01-26 2018-01-26 N N N 0.0069 274341130.00 274341130.00 0.0068 N N N N FEDERAL HOME LOAN BANKS FHLB 0.490000% 3130A8X81 US3130A8X811 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-01 2017-02-01 2017-02-01 N N N 0.0051 127252909.83 127252909.83 0.0031 N N N N FEDERAL HOME LOAN BANKS FHLB 0.639000% 3130A8XA6 US3130A8XA67 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-02 2017-11-02 2017-11-02 N N N 0.0064 167838960.64 167838960.64 0.0041 N N N N FEDERAL HOME LOAN BANKS FHLB 0.570000% 3130A8YS6 US3130A8YS66 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-05-04 2017-05-04 2017-05-04 N N N 0.0062 101021651.85 101021651.85 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 0.613000% 3130A8Z71 US3130A8Z717 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-08 2017-11-08 2017-11-08 N N N 0.0064 473732608.00 473732608.00 0.0117 N N N N FEDERAL HOME LOAN BANKS FHLB 0.667000% 3130A92S9 US3130A92S95 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-15 2018-02-15 2018-02-15 N N N 0.0068 100014500.00 100014500.00 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 0.577000% 3130A96S5 US3130A96S59 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-12-01 2017-09-01 2017-09-01 N N N 0.0060 200370000.00 200370000.00 0.0049 N N N N FEDERAL HOME LOAN BANKS FHLB 0.577000% 3130A96X4 US3130A96X45 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-25 2017-08-25 2017-08-25 N N N 0.0062 292567352.88 292567352.88 0.0072 N N N N FEDERAL HOME LOAN BANKS FHLB 0.585000% 3130A9AA9 US3130A9AA97 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-25 2017-08-25 2017-08-25 N N N 0.0060 178540000.00 178540000.00 0.0044 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313312F70 US313312F700 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-13 2016-09-13 2016-09-13 N N N 0.0023 78288188.34 78288188.34 0.0019 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313312L57 US313312L575 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-10-21 2016-10-21 2016-10-21 N N N 0.0028 39983320.00 39983320.00 0.0010 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313312L81 US313312L815 U.S. Government Agency Debt First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-10-24 2016-10-24 2016-10-24 N N N 0.0028 49977900.00 49977900.00 0.0012 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313AY4 US313313AY41 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-01-23 2017-01-23 2017-01-23 N N N 0.0048 40380288.00 40380288.00 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313BR8 US313313BR80 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-02-09 2017-02-09 2017-02-09 N N N 0.0049 94433787.84 94433787.84 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313BS6 US313313BS63 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-02-10 2017-02-10 2017-02-10 N N N 0.0049 42261156.90 42261156.90 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313DG0 US313313DG08 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-03-20 2017-03-20 2017-03-20 N N N 0.0055 74808300.00 74808300.00 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313HF8 US313313HF88 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-06-23 2017-06-23 2017-06-23 N N N 0.0060 83683056.63 83683056.63 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.000000% 313313HZ4 US313313HZ43 U.S. Government Agency Debt First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-07-11 2017-07-11 2017-07-11 N N N 0.0061 6776842.11 6776842.11 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.593000% 31331K2G4 US31331K2G44 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-06 2016-12-06 2016-12-06 N N N 0.0040 1856079.61 1856079.61 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.557000% 31331K6S4 US31331K6S46 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-17 2017-01-17 2017-01-17 N N N 0.0042 2431443.42 2431443.42 0.0001 N N N N FEDERAL HOME LOAN BANKS FHLB 1.000000% 313379DD8 US313379DD85 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-06-21 2017-06-21 2017-06-21 N N N 0.0065 30048302.70 30048302.70 0.0007 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384E47 US313384E470 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-02 2016-09-02 2016-09-02 N N N 0.0013 600515796.36 600515796.36 0.0148 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384E88 US313384E884 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-06 2016-09-06 2016-09-06 N N N 0.0020 49998200.00 49998200.00 0.0012 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384F20 US313384F204 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-08 2016-09-08 2016-09-08 N N N 0.0021 74996175.00 74996175.00 0.0019 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384F38 US313384F386 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-09 2016-09-09 2016-09-09 N N N 0.0023 11854312.41 11854312.41 0.0003 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384F87 US313384F873 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-14 2016-09-14 2016-09-14 N N N 0.0024 13383741.81 13383741.81 0.0003 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384G52 US313384G525 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-19 2016-09-19 2016-09-19 N N N 0.0024 194974650.00 194974650.00 0.0048 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384G78 US313384G780 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-21 2016-09-21 2016-09-21 N N N 0.0024 63990784.00 63990784.00 0.0016 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384G94 US313384G947 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-23 2016-09-23 2016-09-23 N N N 0.0024 189969790.00 189969790.00 0.0047 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384J59 US313384J594 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-10-05 2016-10-05 2016-10-05 N N N 0.0028 99971700.00 99971700.00 0.0025 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384L56 US313384L566 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-10-21 2016-10-21 2016-10-21 N N N 0.0028 113952462.00 113952462.00 0.0028 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384L98 US313384L988 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-10-25 2016-10-25 2016-10-25 N N N 0.0028 499775000.00 499775000.00 0.0123 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384M97 US313384M978 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-02 2016-11-02 2016-11-02 N N N 0.0035 179903880.00 179903880.00 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384P52 US313384P526 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-14 2016-11-14 2016-11-14 N N N 0.0035 42253067.64 42253067.64 0.0010 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384P78 US313384P781 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-16 2016-11-16 2016-11-16 N N N 0.0035 139908440.00 139908440.00 0.0035 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384P94 US313384P948 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-18 2016-11-18 2016-11-18 N N N 0.0035 49966400.00 49966400.00 0.0012 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384Q85 US313384Q854 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-25 2016-11-25 2016-11-25 N N N 0.0035 281273182.24 281273182.24 0.0069 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384R50 US313384R506 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-30 2016-11-30 2016-11-30 N N N 0.0035 1602607587.18 1602607587.18 0.0396 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384S26 US313384S264 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-12-05 2016-12-05 2016-12-05 N N N 0.0041 38965017.00 38965017.00 0.0010 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384U23 US313384U237 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-12-21 2016-12-21 2016-12-21 N N N 0.0041 176559771.24 176559771.24 0.0044 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385AF3 US313385AF39 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-01-06 2017-01-06 2017-01-06 N N N 0.0044 34631066.52 34631066.52 0.0009 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385AV8 US313385AV88 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-01-20 2017-01-20 2017-01-20 N N N 0.0044 183711672.00 183711672.00 0.0045 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385BA3 US313385BA33 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-01-25 2017-01-25 2017-01-25 N N N 0.0045 400030097.04 400030097.04 0.0099 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385BS4 US313385BS41 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-02-10 2017-02-10 2017-02-10 N N N 0.0045 522203984.80 522203984.80 0.0129 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385BX3 US313385BX36 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-02-15 2017-02-15 2017-02-15 N N N 0.0045 124744875.00 124744875.00 0.0031 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385BZ8 US313385BZ83 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-02-17 2017-02-17 2017-02-17 N N N 0.0045 98930187.09 98930187.09 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385CG9 US313385CG93 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-02-24 2017-02-24 2017-02-24 N N N 0.0045 548816950.00 548816950.00 0.0135 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385CL8 US313385CL88 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0045 99780000.00 99780000.00 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385CM6 US313385CM61 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-03-01 2017-03-01 2017-03-01 N N N 0.0049 102747970.43 102747970.43 0.0025 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396F24 S6XOOCT0IEG5ABCC6L87 US313396F240 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-08 2016-09-08 2016-09-08 N N N 0.0023 128947423.35 128947423.35 0.0032 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396F32 S6XOOCT0IEG5ABCC6L87 US313396F323 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-09 2016-09-09 2016-09-09 N N N 0.0023 39997680.00 39997680.00 0.0010 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396F65 S6XOOCT0IEG5ABCC6L87 US313396F653 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-12 2016-09-12 2016-09-12 N N N 0.0024 124990125.00 124990125.00 0.0031 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396G98 S6XOOCT0IEG5ABCC6L87 US313396G982 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-09-23 2016-09-23 2016-09-23 N N N 0.0028 29995230.00 29995230.00 0.0007 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313396K93 S6XOOCT0IEG5ABCC6L87 US313396K935 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-10-17 2016-10-17 2016-10-17 N N N 0.0031 99961700.00 99961700.00 0.0025 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313397AD3 S6XOOCT0IEG5ABCC6L87 US313397AD37 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-01-04 2017-01-04 2017-01-04 N N N 0.0042 3334362.13 3334362.13 0.0001 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313397AT8 S6XOOCT0IEG5ABCC6L87 US313397AT88 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-01-18 2017-01-18 2017-01-18 N N N 0.0044 54420844.28 54420844.28 0.0013 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313397BJ9 S6XOOCT0IEG5ABCC6L87 US313397BJ97 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-02-02 2017-02-02 2017-02-02 N N N 0.0044 147062706.12 147062706.12 0.0036 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.548000% 3133ECZE7 US3133ECZE74 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-12 2016-09-12 2016-09-12 N N N 0.0033 3643247.72 3643247.72 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.514000% 3133ED3B6 US3133ED3B69 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-03 2016-10-03 2016-10-03 N N N 0.0036 3045496.34 3045496.34 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.548000% 3133EDFB3 US3133EDFB39 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-13 2017-02-13 2017-02-13 N N N 0.0044 885499.14 885499.14 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.579000% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-27 2017-02-27 2017-02-27 N N N 0.0045 1681050.00 1681050.00 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.528000% 3133EDH21 US3133EDH218 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-14 2016-09-14 2016-09-14 N N N 0.0033 5800446.60 5800446.60 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.524000% 3133EDJ37 US3133EDJ370 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-03 2017-01-03 2017-01-03 N N N 0.0041 6953488.90 6953488.90 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.533000% 3133EDJA1 US3133EDJA10 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-11 2016-10-11 2016-10-11 N N N 0.0039 2105353.64 2105353.64 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.557000% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-17 2017-04-17 2017-04-17 N N N 0.0048 3444010.13 3444010.13 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.554000% 3133EDKA9 US3133EDKA90 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-28 2016-12-28 2016-12-28 N N N 0.0035 4057741.18 4057741.18 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.518000% 3133EDLJ9 US3133EDLJ90 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-14 2016-11-14 2016-11-14 N N N 0.0039 2295681.62 2295681.62 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.527000% 3133EDMX7 US3133EDMX75 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-05 2017-06-05 2017-06-05 N N N 0.0055 17130736.59 17130736.59 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.469000% 3133EDPM8 US3133EDPM83 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-03 2016-10-03 2016-10-03 N N N 0.0036 11936468.01 11936468.01 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.483000% 3133EDRH7 US3133EDRH70 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-06 2016-09-06 2016-09-06 N N N 0.0033 5065126.63 5065126.63 0.0001 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.564000% 3133EDTT9 US3133EDTT90 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-29 2017-08-29 2017-08-29 N N N 0.0055 100010.90 100010.90 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.534000% 3133EDUD2 US3133EDUD20 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-04 2017-08-04 2017-08-04 N N N 0.0055 845081.12 845081.12 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.550000% 3133EDW81 US3133EDW811 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-26 2017-04-26 2017-04-26 N N N 0.0050 2731023.75 2731023.75 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.524000% 3133EDWK4 US3133EDWK45 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-29 2016-11-29 2016-11-29 N N N 0.0040 215067.08 215067.08 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.538000% 3133EEBR0 US3133EEBR00 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-13 2017-11-13 2017-11-13 N N N 0.0057 2264490.38 2264490.38 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.502000% 3133EEC65 US3133EEC654 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-24 2017-01-24 2017-01-24 N N N 0.0042 4321395.36 4321395.36 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.542000% 3133EECD0 US3133EECD05 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-20 2017-06-20 2017-06-20 N N N 0.0055 9805480.45 9805480.45 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.528000% 3133EEEA4 US3133EEEA48 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-08 2017-05-08 2017-05-08 N N N 0.0051 205067.24 205067.24 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.565000% 3133EEFK1 US3133EEFK11 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-16 2016-12-16 2016-12-16 N N N 0.0049 182150783.19 182150783.19 0.0045 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.494000% 3133EEFN5 US3133EEFN59 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-01 2016-12-01 2016-12-01 N N N 0.0040 8620749.14 8620749.14 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.567000% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-24 2017-05-24 2017-05-24 N N N 0.0052 440160.16 440160.16 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.526000% 3133EELD0 US3133EELD04 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-23 2017-02-23 2017-02-23 N N N 0.0045 1701671.90 1701671.90 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.508000% 3133EEMU1 US3133EEMU10 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-06 2017-02-06 2017-02-06 N N N 0.0045 7868800.30 7868800.30 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.494000% 3133EENV8 US3133EENV83 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-09 2016-09-09 2016-09-09 N N N 0.0033 80003280.00 80003280.00 0.0020 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.496000% 3133EERJ1 US3133EERJ10 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-02 2017-03-02 2017-03-02 N N N 0.0044 10849750.11 10849750.11 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.460000% 3133EETL4 US3133EETL48 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-07-13 2017-07-13 2017-07-13 N N N 0.0052 10869073.13 10869073.13 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.482000% 3133EEW22 US3133EEW223 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-20 2017-03-20 2017-03-20 N N N 0.0047 16997600.24 16997600.24 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.536000% 3133EEWS5 US3133EEWS53 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-02 2018-01-02 2018-01-02 N N N 0.0059 258904.69 258904.69 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.533000% 3133EEXN5 US3133EEXN57 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-08 2017-12-08 2017-12-08 N N N 0.0059 739678.10 739678.10 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.537000% 3133EEZ37 US3133EEZ374 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-19 2017-06-19 2017-06-19 N N N 0.0058 50059250.00 50059250.00 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.622000% 3133EF3W5 US3133EF3W51 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-21 2017-09-21 2017-09-21 N N N 0.0058 45026820.00 45026820.00 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.537000% 3133EF6H5 US3133EF6H57 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-05 2017-09-05 2017-09-05 N N N 0.0058 282535330.68 282535330.68 0.0070 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.544000% 3133EF7B7 US3133EF7B78 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-19 2017-07-19 2017-07-19 N N N 0.0054 200029200.00 200029200.00 0.0049 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.484000% 3133EFCL9 US3133EFCL95 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-04 2017-04-04 2017-04-04 N N N 0.0048 9702046.70 9702046.70 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.518000% 3133EFJT5 US3133EFJT58 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-13 2017-10-13 2017-10-13 N N N 0.0056 5773232.85 5773232.85 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.558000% 3133EFNC7 US3133EFNC77 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-06 2017-11-06 2017-11-06 N N N 0.0057 835177.02 835177.02 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.527000% 3133EFPD3 US3133EFPD33 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-16 2017-03-16 2017-03-16 N N N 0.0046 7561310.40 7561310.40 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.624000% 3133EFRR0 US3133EFRR01 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-04 2017-12-04 2017-12-04 N N N 0.0059 97075272.00 97075272.00 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.674000% 3133EFT64 US3133EFT648 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-04 2018-04-04 2018-04-04 N N N 0.0063 159153928.29 159153928.29 0.0039 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.652000% 3133EFTW7 US3133EFTW77 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-24 2017-04-24 2017-04-24 N N N 0.0050 112115696.00 112115696.00 0.0028 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.557000% 3133EGMK8 US3133EGMK85 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-20 2017-07-20 2017-07-20 N N N 0.0054 78431562.75 78431562.75 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.629000% 3133EGSY2 US3133EGSY26 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-06 2018-09-06 2018-09-06 N N N 0.0063 303366493.52 303366493.52 0.0075 N N N N FEDERAL HOME LOAN BANKS FHLB 3.750000% 3133XUKV4 US3133XUKV42 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-09 2016-09-09 2016-09-09 N N N 0.0035 1786349.46 1786349.46 0.0000 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.513000% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-13 2017-01-13 2017-01-13 N N N 0.0038 18009972.00 18009972.00 0.0004 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.517000% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-20 2017-04-20 2017-04-20 N N N 0.0057 18184961.37 18184961.37 0.0004 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.564000% 3134G75N7 S6XOOCT0IEG5ABCC6L87 US3134G75N75 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-27 2017-04-27 2017-04-27 N N N 0.0055 125008125.00 125008125.00 0.0031 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.497000% 3134G7ZE4 S6XOOCT0IEG5ABCC6L87 US3134G7ZE46 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-16 2016-09-16 2016-09-16 N N N 0.0039 50002550.00 50002550.00 0.0012 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.642000% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-21 2017-07-21 2017-07-21 N N N 0.0053 137147823.00 137147823.00 0.0034 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.681000% 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-08 2018-03-08 2018-03-08 N N N 0.0067 84241080.00 84241080.00 0.0021 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.631000% 3134G9K71 S6XOOCT0IEG5ABCC6L87 US3134G9K717 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-11 2018-01-08 2018-01-08 N N N 0.0068 113559060.16 113559060.16 0.0028 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.637000% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-12 2018-01-12 2018-01-12 N N N 0.0068 100176300.00 100176300.00 0.0025 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313588J55 B1V7KEBTPIMZEU4LTD58 US313588J558 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-10-05 2016-10-05 2016-10-05 N N N 0.0027 233783820.46 233783820.46 0.0058 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313588T54 B1V7KEBTPIMZEU4LTD58 US313588T540 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-12-16 2016-12-16 2016-12-16 N N N 0.0039 127841902.03 127841902.03 0.0032 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313589AC7 B1V7KEBTPIMZEU4LTD58 US313589AC77 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-01-03 2017-01-03 2017-01-03 N N N 0.0041 40037751.85 40037751.85 0.0010 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313589AE3 B1V7KEBTPIMZEU4LTD58 US313589AE34 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-01-05 2017-01-05 2017-01-05 N N N 0.0041 197233486.00 197233486.00 0.0049 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313589BW2 B1V7KEBTPIMZEU4LTD58 US313589BW23 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-02-14 2017-02-14 2017-02-14 N N N 0.0042 98025701.48 98025701.48 0.0024 N N N N FEDERAL NATL MTG ASSN FNMA 5.000000% 31359M4D2 B1V7KEBTPIMZEU4LTD58 US31359M4D26 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-13 2017-02-13 2017-02-13 N N N 0.0049 63509566.50 63509566.50 0.0016 N N N N FEDERAL NATL MTG ASSN FNMA 5.000000% 31359M7X5 B1V7KEBTPIMZEU4LTD58 US31359M7X52 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-05-11 2017-05-11 2017-05-11 N N N 0.0057 133685734.17 133685734.17 0.0033 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.535000% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-26 2017-01-26 2017-01-26 N N N 0.0043 13913369.41 13913369.41 0.0003 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.517000% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-16 2017-08-16 2017-08-16 N N N 0.0054 24997925.00 24997925.00 0.0006 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.507000% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-05 2017-10-05 2017-10-05 N N N 0.0057 729751.07 729751.07 0.0000 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.597000% 3135G0L27 B1V7KEBTPIMZEU4LTD58 US3135G0L275 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-09-20 2017-12-20 2017-12-20 N N N 0.0073 171866892.48 171866892.48 0.0042 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.635000% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-11 2018-01-11 2018-01-11 N N N 0.0072 42051114.00 42051114.00 0.0010 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.750000% 3135G0VM2 B1V7KEBTPIMZEU4LTD58 US3135G0VM28 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-03-14 2017-03-14 2017-03-14 N N N 0.0056 20020140.00 20020140.00 0.0005 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.587000% 3135G0ZW6 B1V7KEBTPIMZEU4LTD58 US3135G0ZW63 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-10-21 2016-10-21 2016-10-21 N N N 0.0056 50011850.00 50011850.00 0.0012 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.875000% 3137EADT3 S6XOOCT0IEG5ABCC6L87 US3137EADT30 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-22 2017-02-22 2017-02-22 N N N 0.0052 76439202.48 76439202.48 0.0019 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.500000% 3137EADU0 S6XOOCT0IEG5ABCC6L87 US3137EADU03 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-01-27 2017-01-27 2017-01-27 N N N 0.0049 149434482.90 149434482.90 0.0037 N N N N FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF FNMA BENCHMARK NOTE 5.375000% 31398ADM1 B1V7KEBTPIMZEU4LTD58 US31398ADM18 U.S. Government Agency Debt First Tier Security Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-06-12 2017-06-12 2017-06-12 N N N 0.0066 193993527.29 193993527.29 0.0048 N N N N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796HE2 US912796HE27 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-09-15 2016-09-15 2016-09-15 N N N 0.0019 299976600.00 299976600.00 0.0074 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JP5 US912796JP55 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-04-27 2017-04-27 2017-04-27 N N N 0.0046 191121832.80 191121832.80 0.0047 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828A91 US912828A917 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-01-15 2017-01-15 2017-01-15 N N N 0.0043 82541341.15 82541341.15 0.0020 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.503000% 912828M23 US912828M235 U.S. Treasury Debt First Tier Security Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-09-01 2017-10-31 2017-10-31 N N N 0.0041 32408576.26 32408576.26 0.0008 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES LLC 0.390000% ZBUT11V806EZRVTWT807 0000782124 BRSHT4649 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y GNM1 329471X 2022-09-15 9.000000 951621.00 10760.40 Agency Mortgage-Backed Securities GINNIE MAE II 2046-04-20 3.500000 1043000.00 1100631.77 Agency Mortgage-Backed Securities GINNIE MAE II 2045-10-15 5.000000 1050000.00 784162.29 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.950000 1090767.00 1181618.78 Agency Mortgage-Backed Securities GINNIE MAE 2041-07-15 4.500000 1131519.00 320280.43 Agency Mortgage-Backed Securities GINNIE MAE II 2045-10-20 3.500000 1146300.00 1068178.85 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 3.000000 1443900.00 1498169.01 Agency Mortgage-Backed Securities GINNIE MAE II 2044-01-20 4.500000 1511888.00 800053.94 Agency Mortgage-Backed Securities GINNIE MAE II 2045-07-20 4.500000 1707809.00 1184926.70 Agency Mortgage-Backed Securities G1SF 2039-08-15 5.000000 1730000.00 710555.28 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.630000 1904242.00 2050052.83 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.700000 2044670.00 2228254.07 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 4.500000 2184000.00 1787467.15 Agency Mortgage-Backed Securities GINNIE MAE 2041-03-20 5.000000 2410000.00 601600.19 Agency Mortgage-Backed Securities GINNIE MAE II 2046-02-20 3.500000 2455408.00 2259322.99 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.500000 666134.00 721367.58 Agency Mortgage-Backed Securities GINNIE MAE I 2022-07-15 9.000000 934711.00 23522.61 Agency Mortgage-Backed Securities GINNIE MAE I 2023-12-15 6.500000 935071.00 18780.08 Agency Mortgage-Backed Securities GINNIE MAE I 2023-10-15 7.500000 960880.00 37839.37 Agency Mortgage-Backed Securities GINNIE MAE I 2045-08-15 5.000000 962144.00 159351.11 Agency Mortgage-Backed Securities GINNIE MAE I 2035-09-15 5.500000 975405.00 409744.62 Agency Mortgage-Backed Securities GINNIE MAE I 2024-02-15 6.500000 980000.00 3180.58 Agency Mortgage-Backed Securities GINNIE MAE II 2045-11-20 4.500000 981375.00 536428.33 Agency Mortgage-Backed Securities GINNIE MAE I 2022-06-15 9.000000 984723.00 19590.94 Agency Mortgage-Backed Securities GINNIE MAE I 2017-12-15 5.000000 1000000.00 8223.91 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.450000 1004910.00 1088191.93 Agency Mortgage-Backed Securities GINNIE MAE I 2023-10-15 7.500000 1008048.00 34972.62 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.150000 1008593.00 1081362.74 Agency Mortgage-Backed Securities GINNIE MAE II 2033-06-20 7.000000 1010295.00 482310.38 Agency Mortgage-Backed Securities GINNIE MAE I 2024-05-15 7.000000 1020000.00 8020.54 Agency Mortgage-Backed Securities GINNIE MAE I 2024-02-15 7.000000 1034467.00 3909.11 Agency Mortgage-Backed Securities GINNIE MAE II 2046-06-20 4.500000 1036573.00 1128369.17 Agency Mortgage-Backed Securities GINNIE MAE II 2046-04-20 3.500000 1037849.00 1034997.41 Agency Mortgage-Backed Securities GINNIE MAE II 2038-11-20 6.500000 1056474.00 464421.08 Agency Mortgage-Backed Securities GINNIE MAE I 2022-08-15 9.000000 1067611.00 3824.61 Agency Mortgage-Backed Securities GINNIE MAE I 2022-12-15 9.000000 1084354.00 6662.15 Agency Mortgage-Backed Securities GINNIE MAE I 2045-01-15 3.500000 1101189.00 852531.42 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 4.000000 1101895.00 1196979.36 Agency Mortgage-Backed Securities GINNIE MAE II 2046-07-20 4.000000 1120952.00 1226381.07 Agency Mortgage-Backed Securities GINNIE MAE I 2045-03-15 3.500000 1132780.00 959318.42 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-15 3.500000 1136101.00 824199.62 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.850000 1143619.00 1249810.40 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.700000 1152476.00 1248227.61 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.300000 1159671.00 1253111.20 Agency Mortgage-Backed Securities GINNIE MAE I 2045-04-15 3.500000 1249249.00 988545.55 Agency Mortgage-Backed Securities GINNIE MAE I 2045-03-15 3.500000 1256854.00 910080.71 Agency Mortgage-Backed Securities GINNIE MAE I 2050-02-15 4.000000 1257255.00 1394493.89 Agency Mortgage-Backed Securities GINNIE MAE I 2045-03-15 3.500000 1310674.00 1064399.44 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 3.500000 1319000.00 1412822.09 Agency Mortgage-Backed Securities GINNIE MAE I 2037-01-15 3.350000 1323796.00 1436055.49 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 4.140000 1375434.00 1502753.43 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-15 3.500000 1389241.00 1027453.83 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.795000 1402453.00 1519084.56 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.750000 1408000.00 1538582.53 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 4.700000 1516697.00 1657460.62 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-15 3.500000 1520260.00 1121938.43 Agency Mortgage-Backed Securities GINNIE MAE I 2045-01-15 3.500000 1562844.00 814697.28 Agency Mortgage-Backed Securities GINNIE MAE I 2045-12-15 5.000000 1573285.00 921298.75 Agency Mortgage-Backed Securities GINNIE MAE I 2044-06-15 3.490000 1591899.00 1736763.45 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 4.000000 1603423.00 1741785.43 Agency Mortgage-Backed Securities GINNIE MAE I 2045-04-15 3.500000 1646618.00 1197742.97 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 2.900000 1660000.00 1792453.17 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 4.700000 1678613.00 1830667.35 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-15 3.500000 1744724.00 1064451.59 Agency Mortgage-Backed Securities GINNIE MAE I 2045-03-15 3.500000 1861017.00 1064466.72 Agency Mortgage-Backed Securities GINNIE MAE I 2045-01-15 3.500000 1881007.00 1210608.46 Agency Mortgage-Backed Securities GINNIE MAE I 2045-04-15 3.500000 1931757.00 1726148.48 Agency Mortgage-Backed Securities GINNIE MAE II 2045-11-20 6.000000 1964654.00 1874210.23 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.000000 2044836.00 2149736.92 Agency Mortgage-Backed Securities GINNIE MAE I 2045-03-15 3.500000 2053009.00 1593723.38 Agency Mortgage-Backed Securities GINNIE MAE I 2045-03-15 3.500000 2147605.00 1608305.79 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.890000 2164469.00 2344643.08 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 2.880000 2406600.00 2596712.50 Agency Mortgage-Backed Securities GINNIE MAE I 2046-07-15 2.880000 2515771.00 2701887.97 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.460000 2573869.00 2824369.49 Agency Mortgage-Backed Securities GINNIE MAE I 2045-04-15 3.500000 2660000.00 2457431.33 Agency Mortgage-Backed Securities FGPC G60696 3.0000 2046-09-01 3.000000 75122131.00 78217980.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.500000 145752537.00 155759718.10 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0039 310000000.00 310000000.00 0.0077 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) INC 0.290000% CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LJW3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 2025-11-15 2.250000 99487100.00 105950102.52 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-11-15 2.625000 196785000.00 210253708.30 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0028 310000000.00 310000000.00 0.0077 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) INC 0.310000% CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LNW8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y TPRN 11/15/42 2.7500 2042-11-15 0.00 130000.00 71678.10 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 296745000.00 303779731.02 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0030 295000000.00 295000000.00 0.0073 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES LLC 0.340000% VYVVCKR63DVZZN70PB21 0000276523 BRSPES958 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 225815.00 235036.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 2132000.00 2219062.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 2983934.00 3105785.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 3739306.00 3892004.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 4537426.00 4722716.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 5662400.00 5893629.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 5894308.00 6135007.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 6693630.00 6966971.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 8087100.00 8417344.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 8690684.00 9045576.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 3.000000 12247953.00 12748110.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 12702112.00 13220815.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 17212187.00 17915063.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 19783753.00 20591642.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 21669972.00 22554886.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 22532655.00 23452798.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 29781859.00 30998031.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 31927112.00 33230887.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 33460767.00 34827170.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 37118381.00 38634147.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 43325893.00 45095149.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 65426409.00 68098161.84 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0040 400000000.00 400000000.00 0.0099 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES LLC 0.525000% ZBUT11V806EZRVTWT807 0000782124 BRSS87K29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FGPC Q41883 3.0000 2046-07-01 3.000000 50000000.00 51965355.87 Agency Mortgage-Backed Securities FGPC G60698 3.5000 2046-08-01 3.500000 74935000.00 79848300.12 Agency Mortgage-Backed Securities FGPC G60693 3.5000 2046-08-01 3.500000 66577843.00 70571644.67 Agency Mortgage-Backed Securities FGPC G60459 6.0000 2040-07-01 6.000000 79014637.00 77273850.68 Agency Mortgage-Backed Securities FGPC G30674 4.0000 2033-12-01 4.000000 7199000.00 5121150.85 Agency Mortgage-Backed Securities FGPC V80453 4.0000 2043-09-01 4.000000 80646432.00 59967985.90 Agency Mortgage-Backed Securities FGPC G14487 4.0000 2026-07-01 4.000000 75468038.00 29668887.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-01-01 3.500000 43785000.00 44737171.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-03-01 4.500000 43174768.00 39599901.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-04-01 3.000000 45135407.00 36082429.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2018-06-01 4.000000 41270229.00 777041.90 Agency Mortgage-Backed Securities FGPC G60696 3.0000 2046-09-01 3.000000 18620000.00 19387346.77 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-07 2016-09-07 Y JP MORGAN SECURITIES LLC Fitch, Inc. AA- Moody's Investors Service, Inc. Aa3 Standard and Poor's Ratings Services A+ 1.0000 7 N N N 0.0052 500000000.00 500000000.00 0.0123 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.675000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT212F60 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2020-05-31 1.375000 678600.00 688579.68 U.S. Treasuries (including strips) NOTE 12/31/17 2.7500 2017-12-31 2.750000 100.00 103.09 U.S. Treasuries (including strips) GINNIE MAE II 2038-05-20 2.125000 1151.00 14.24 Agency Mortgage-Backed Securities GINNIE MAE II 2038-11-20 2.500000 1972.00 38.55 Agency Mortgage-Backed Securities GINNIE MAE II 2038-10-20 3.500000 2914.00 66.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-08-01 3.500000 19836.00 13701.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-01-01 2.904000 28229.00 10339.13 Agency Mortgage-Backed Securities GINNIE MAE II 2045-09-20 3.000000 30001.00 12422.23 Agency Mortgage-Backed Securities GINNIE MAE II 2044-04-20 3.000000 50000.00 11028.51 Agency Mortgage-Backed Securities GINNIE MAE I 2033-12-15 6.500000 63419.00 25857.54 Agency Mortgage-Backed Securities 8 3/4 BOND 17 2017-05-15 8.750000 91900.00 99472.41 U.S. Treasuries (including strips) GNMA_14-160 2044-10-20 7.227570 97753.00 84620.36 Agency Collateralized Mortgage Obligation GINNIE MAE II 2041-02-20 2.000000 100000.00 33567.46 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2034-11-01 6.150000 115110.00 117647.16 Agency Mortgage-Backed Securities GINNIE MAE II 2045-02-20 3.500000 126752.00 43151.61 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 2.410000 144153.00 65991.35 Agency Mortgage-Backed Securities GINNIE MAE II 2045-01-20 3.500000 144220.00 144970.72 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 2.500000 161216.00 76017.74 Agency Mortgage-Backed Securities GINNIE MAE II 2040-02-20 2.000000 167775.00 39463.44 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 2.500000 200000.00 192033.76 Agency Mortgage-Backed Securities GINNIE MAE II 2044-09-20 3.500000 219610.00 85361.93 Agency Mortgage-Backed Securities GINNIE MAE II 2044-03-20 3.000000 250381.00 240737.96 Agency Mortgage-Backed Securities GINNIE MAE II 2040-01-20 2.000000 265000.00 54518.57 Agency Mortgage-Backed Securities GINNIE MAE II 2045-03-20 3.000000 278910.00 70244.93 Agency Mortgage-Backed Securities GINNIE MAE II 2041-03-20 2.000000 294245.00 76693.77 Agency Mortgage-Backed Securities GINNIE MAE II 2041-01-20 2.000000 295874.00 229266.01 Agency Mortgage-Backed Securities GINNIE MAE II 2043-09-20 2.000000 300000.00 138583.19 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 4.000000 303001.00 53328.44 Agency Mortgage-Backed Securities GNAR 082602M 2040-08-20 3.000000 303349.00 57605.95 Agency Mortgage-Backed Securities FHLMC_43-84 2044-09-15 6.142350 333699.00 63596.98 Agency Collateralized Mortgage Obligation GINNIE MAE II 2021-01-07 3.500000 337163.00 325166.04 Agency Mortgage-Backed Securities GINNIE MAE II 2044-11-20 3.000000 357651.00 284043.93 Agency Mortgage-Backed Securities GINNIE MAE II 2035-07-20 1.875000 370307.00 21599.78 Agency Mortgage-Backed Securities GINNIE MAE II 2045-05-20 3.000000 400000.00 300362.95 Agency Mortgage-Backed Securities GINNIE MAE II 2040-06-20 2.125000 400000.00 114804.75 Agency Mortgage-Backed Securities GINNIE MAE II 2034-07-20 2.375000 402850.00 51813.75 Agency Mortgage-Backed Securities GINNIE MAE II 2041-03-20 2.500000 410942.00 372202.90 Agency Mortgage-Backed Securities GINNIE MAE II 2020-10-07 3.500000 425823.00 231446.15 Agency Mortgage-Backed Securities GINNIE MAE II 2045-07-20 3.500000 434325.00 346931.61 Agency Mortgage-Backed Securities GINNIE MAE II 2045-07-20 3.000000 450302.00 359354.76 Agency Mortgage-Backed Securities GINNIE MAE II 2046-03-20 3.000000 456233.00 454421.69 Agency Mortgage-Backed Securities GINNIE MAE II 2044-02-20 4.000000 490512.00 139108.12 Agency Mortgage-Backed Securities GINNIE MAE II 2043-02-20 2.500000 500000.00 180243.78 Agency Mortgage-Backed Securities GINNIE MAE II 2044-09-20 3.000000 500000.00 216520.63 Agency Mortgage-Backed Securities GINNIE MAE II 2045-05-20 2.500000 500000.00 292403.69 Agency Mortgage-Backed Securities GINNIE MAE II 2036-05-20 2.125000 500000.00 71123.46 Agency Mortgage-Backed Securities GINNIE MAE II 2035-01-20 2.500000 500000.00 31908.20 Agency Mortgage-Backed Securities GINNIE MAE II 2040-10-20 3.000000 500000.00 53334.35 Agency Mortgage-Backed Securities GINNIE MAE II 2040-11-20 2.500000 500000.00 141135.49 Agency Mortgage-Backed Securities GINNIE MAE II 2040-12-20 2.500000 500000.00 122650.11 Agency Mortgage-Backed Securities GINNIE MAE II 2040-02-20 2.000000 500000.00 117631.01 Agency Mortgage-Backed Securities GINNIE MAE II 2041-11-20 3.000000 519684.00 321596.38 Agency Mortgage-Backed Securities GINNIE MAE II 2039-08-20 2.000000 545000.00 88773.59 Agency Mortgage-Backed Securities GINNIE MAE II 2040-02-20 2.000000 558664.00 202372.85 Agency Mortgage-Backed Securities GINNIE MAE II 2041-06-20 2.500000 559068.00 450554.44 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 3.000000 565000.00 94015.84 Agency Mortgage-Backed Securities GINNIE MAE II 2041-10-20 3.000000 575000.00 166667.31 Agency Mortgage-Backed Securities FHLMC_39-90 2042-01-15 5.982350 583997.00 43959.04 Agency Collateralized Mortgage Obligation GINNIE MAE II 2034-10-20 2.500000 586143.00 42229.40 Agency Mortgage-Backed Securities GINNIE MAE II 2041-10-20 3.000000 591194.00 136807.24 Agency Mortgage-Backed Securities GINNIE MAE II 2041-08-20 1.875000 591684.00 223076.69 Agency Mortgage-Backed Securities GINNIE MAE II 2036-05-20 2.125000 603951.00 255594.80 Agency Mortgage-Backed Securities GNAR AF 082794 M 2041-04-20 2.500000 615000.00 131732.11 Agency Mortgage-Backed Securities GINNIE MAE II 2041-06-20 3.500000 653388.00 645137.00 Agency Mortgage-Backed Securities GINNIE MAE II 2040-09-20 3.000000 657495.00 216216.90 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 3.500000 658120.00 653711.58 Agency Mortgage-Backed Securities GINNIE MAE II 2040-07-20 3.000000 658792.00 142101.43 Agency Mortgage-Backed Securities GINNIE MAE II 2035-07-20 1.875000 670099.00 243935.29 Agency Mortgage-Backed Securities GINNIE MAE II 2035-11-20 2.000000 695929.00 120431.96 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 2.500000 702669.00 528817.76 Agency Mortgage-Backed Securities GINNIE MAE II 2036-02-20 2.000000 714033.00 247213.06 Agency Mortgage-Backed Securities GINNIE MAE II 2039-11-20 2.000000 750000.00 173860.84 Agency Mortgage-Backed Securities GINNIE MAE 2042-01-20 3.500000 785000.00 167716.20 Agency Mortgage-Backed Securities BOND 05/15/18 9.1250 2018-05-15 9.125000 787900.00 920724.10 U.S. Treasuries (including strips) GINNIE MAE II 2037-05-20 2.125000 788242.00 149505.13 Agency Mortgage-Backed Securities GINNIE MAE II 2044-06-20 2.000000 807080.00 374453.56 Agency Mortgage-Backed Securities GINNIE MAE II 2040-03-20 2.000000 822983.00 177331.31 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-01 2.500000 834541.00 600533.64 Agency Mortgage-Backed Securities GINNIE MAE II 2044-10-20 3.000000 865080.00 344169.57 Agency Mortgage-Backed Securities GINNIE MAE II 2044-08-20 3.000000 876830.00 268448.41 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE9147 2040-12-01 3.068000 882196.00 188745.98 Agency Mortgage-Backed Securities GINNIE MAE II 2039-08-20 1.375000 898798.00 104263.73 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 1.875000 900000.00 256038.53 Agency Mortgage-Backed Securities GINNIE MAE II 2042-02-20 2.500000 905356.00 326622.60 Agency Mortgage-Backed Securities GINNIE MAE II 2040-05-20 2.125000 916711.00 418140.20 Agency Mortgage-Backed Securities GINNIE MAE II 2035-09-20 1.875000 931360.00 210845.76 Agency Mortgage-Backed Securities GINNIE MAE 2041-03-20 2.500000 950000.00 205559.62 Agency Mortgage-Backed Securities GINNIE MAE 2040-04-20 2.125000 979447.00 277047.83 Agency Mortgage-Backed Securities GINNIE MAE II 2042-06-20 2.125000 1000000.00 367766.31 Agency Mortgage-Backed Securities GINNIE MAE II 2043-10-20 3.000000 1000000.00 339555.00 Agency Mortgage-Backed Securities GINNIE MAE II 2044-12-20 3.500000 1000000.00 297309.06 Agency Mortgage-Backed Securities GINNIE MAE II 2035-04-20 2.125000 1000000.00 190843.65 Agency Mortgage-Backed Securities GINNIE MAE II 2038-10-20 3.500000 1000000.00 22880.99 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 3.000000 1000000.00 170967.12 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 2.125000 1000000.00 256647.82 Agency Mortgage-Backed Securities GINNIE MAE II 2042-03-20 2.000000 1000000.00 243159.54 Agency Mortgage-Backed Securities GINNIE MAE II 2042-03-20 3.000000 1000862.00 284493.69 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 2.500000 1005462.00 497474.78 Agency Mortgage-Backed Securities GINNIE MAE II 2045-02-20 2.500000 1037094.00 1038652.41 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 3.500000 1042000.00 97450.80 Agency Mortgage-Backed Securities GINNIE MAE II 2040-11-20 2.000000 1050000.00 346838.76 Agency Mortgage-Backed Securities FHLMC_3996 2042-02-15 6.092350 1072190.00 44127.95 Agency Collateralized Mortgage Obligation GNAR 082645M 2040-10-20 2.000000 1075000.00 328016.99 Agency Mortgage-Backed Securities GINNIE MAE II 2041-01-20 2.000000 1100000.00 292879.11 Agency Mortgage-Backed Securities GINNIE MAE 2041-08-20 4.000000 1107432.00 413583.59 Agency Mortgage-Backed Securities GINNIE MAE II 2036-10-20 2.000000 1109570.00 88077.83 Agency Mortgage-Backed Securities GINNIE MAE II 2040-03-20 2.000000 1135811.00 228907.11 Agency Mortgage-Backed Securities GINNIE MAE II 2045-03-20 2.500000 1140546.00 227927.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-04-01 3.000000 1150474.00 687795.02 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 2.500000 1178587.00 1070407.67 Agency Mortgage-Backed Securities GINNIE MAE II 2041-01-20 2.000000 1235223.00 343266.38 Agency Mortgage-Backed Securities GINNIE MAE 2042-12-20 2.000000 1250000.00 484652.17 Agency Mortgage-Backed Securities GINNIE MAE II 2041-06-20 1.875000 1257832.00 513824.96 Agency Mortgage-Backed Securities GINNIE MAE II 2044-01-20 2.500000 1263495.00 358915.58 Agency Mortgage-Backed Securities GINNIE MAE II 2044-06-20 2.500000 1283630.00 620523.66 Agency Mortgage-Backed Securities GINNIE MAE II 2027-01-20 3.000000 1365530.00 579799.59 Agency Mortgage-Backed Securities GNAR AF 082423 M 2039-11-20 2.000000 1370000.00 246985.43 Agency Mortgage-Backed Securities GNAR AT 082857 M 2041-06-20 2.125000 1370000.00 417989.77 Agency Mortgage-Backed Securities GINNIE MAE II 2039-11-20 2.000000 1425000.00 264770.31 Agency Mortgage-Backed Securities GINNIE MAE II 2043-01-20 2.500000 1450000.00 591921.78 Agency Mortgage-Backed Securities GINNIE MAE II 2042-02-20 3.000000 1496482.00 145589.47 Agency Mortgage-Backed Securities GINNIE MAE II 2042-05-20 3.000000 1500000.00 187977.36 Agency Mortgage-Backed Securities GINNIE MAE II 2034-06-20 2.125000 1500000.00 142692.55 Agency Mortgage-Backed Securities GINNIE MAE II 2041-06-20 3.500000 1500000.00 328112.03 Agency Mortgage-Backed Securities GINNIE MAE II 2040-06-20 2.125000 1530390.00 442627.05 Agency Mortgage-Backed Securities GNAR AF 890942 C 2041-02-20 2.000000 1562960.00 597624.89 Agency Mortgage-Backed Securities GINNIE MAE II 2039-08-20 2.000000 1567000.00 399670.97 Agency Mortgage-Backed Securities FNMS 255360 5.0000 2024-08-01 5.000000 1610000.00 104324.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA II 2041-12-20 3.500000 1660000.00 353250.49 Agency Mortgage-Backed Securities GINNIE MAE II 2044-03-20 3.000000 1668791.00 631558.43 Agency Mortgage-Backed Securities GINNIE MAE II 2041-08-20 3.000000 1675000.00 224368.21 Agency Mortgage-Backed Securities GINNIE MAE II 2038-08-20 3.000000 1680103.00 233694.41 Agency Mortgage-Backed Securities GINNIE MAE II 2041-03-20 2.000000 1750000.00 579377.20 Agency Mortgage-Backed Securities GINNIE MAE II 2045-09-20 2.000000 1788820.00 1419174.87 Agency Mortgage-Backed Securities GINNIE MAE II 2041-12-20 2.000000 1792784.00 613951.56 Agency Mortgage-Backed Securities GINNIE MAE II 2030-11-20 2.000000 1800000.00 63318.93 Agency Mortgage-Backed Securities GINNIE MAE II 2041-06-20 1.875000 1800372.00 608597.23 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 2.000000 1846651.00 509128.59 Agency Mortgage-Backed Securities GINNIE MAE II 2040-11-20 2.000000 1900000.00 597237.45 Agency Mortgage-Backed Securities GINNIE MAE II 2035-12-20 2.000000 1910232.00 384390.55 Agency Mortgage-Backed Securities GINNIE MAE II 2045-05-20 2.500000 1938754.00 1954161.38 Agency Mortgage-Backed Securities GINNIE MAE II 2038-12-20 2.500000 1994278.00 73439.33 Agency Mortgage-Backed Securities GINNIE MAE II 2039-02-20 2.000000 1998797.00 159502.35 Agency Mortgage-Backed Securities GINNIE MAE II 2040-08-20 1.875000 2000000.00 532802.49 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 2.000000 2000000.00 551407.48 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 2.500000 2000000.00 575502.22 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 3.000000 2100000.00 2155670.79 Agency Mortgage-Backed Securities GINNIE MAE II 2043-06-20 2.500000 2168450.00 415516.56 Agency Mortgage-Backed Securities GINNIE MAE II 2044-02-20 3.000000 2175000.00 801388.08 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 2.125000 2205000.00 713021.30 Agency Mortgage-Backed Securities GINNIE MAE II 2039-08-20 2.500000 2259134.00 512102.14 Agency Mortgage-Backed Securities GINNIE MAE II 2042-04-20 2.500000 2350000.00 820172.01 Agency Mortgage-Backed Securities GINNIE MAE II 2035-12-20 2.000000 2382563.00 193903.93 Agency Mortgage-Backed Securities GINNIE MAE II 2035-06-20 2.125000 2396782.00 266818.61 Agency Mortgage-Backed Securities GINNIE MAE 2041-01-20 2.000000 2489000.00 813742.80 Agency Mortgage-Backed Securities GINNIE MAE II 2040-05-20 2.125000 2549663.00 694573.38 Agency Mortgage-Backed Securities GNMA_13-182 2043-12-20 5.627560 2824238.00 396037.93 Agency Collateralized Mortgage Obligation GINNIE MAE II 2038-12-20 2.000000 2873129.00 66610.04 Agency Mortgage-Backed Securities GINNIE MAE II 2036-07-20 1.875000 2980500.00 317010.69 Agency Mortgage-Backed Securities GINNIE MAE II 2035-03-20 2.000000 3000000.00 374265.73 Agency Mortgage-Backed Securities GINNIE MAE II 2038-10-20 2.000000 3000000.00 158957.62 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 2.625000 3000000.00 432536.41 Agency Mortgage-Backed Securities GINNIE MAE II 2041-08-20 3.000000 3150000.00 765968.99 Agency Mortgage-Backed Securities GINNIE MAE II 2046-02-20 3.000000 3155460.00 2972119.46 Agency Mortgage-Backed Securities GINNIE MAE II 2039-01-20 2.000000 3200000.00 121725.44 Agency Mortgage-Backed Securities GNAR 082980M 2041-11-20 3.000000 3350000.00 866908.35 Agency Mortgage-Backed Securities GINNIE MAE II 2039-09-20 1.875000 3426903.00 416831.00 Agency Mortgage-Backed Securities GINNIE MAE II 2040-11-20 3.500000 3472056.00 768448.95 Agency Mortgage-Backed Securities GINNIE MAE II 2039-10-20 2.000000 3500000.00 759347.65 Agency Mortgage-Backed Securities GNAR 083038M 2042-02-20 2.000000 3515000.00 889662.54 Agency Mortgage-Backed Securities GINNIE MAE II 2039-09-20 2.000000 3625000.00 488206.93 Agency Mortgage-Backed Securities GINNIE MAE 2042-02-20 3.000000 3655000.00 1032223.07 Agency Mortgage-Backed Securities GNAR AT 082109 M 2038-07-20 1.875000 3670686.00 196281.06 Agency Mortgage-Backed Securities GINNIE MAE II 2041-01-20 2.500000 3852633.00 1057956.56 Agency Mortgage-Backed Securities FNMA_12-84 2042-08-25 5.475610 3958472.00 206447.77 Agency Collateralized Mortgage Obligation GINNIE MAE II 2043-05-20 3.000000 3962100.00 994971.43 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 2.500000 3989728.00 3625600.08 Agency Mortgage-Backed Securities GINNIE MAE II 2040-02-20 2.000000 3999794.00 762054.61 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 2.125000 4000000.00 944021.89 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 3.000000 4583889.00 745105.49 Agency Mortgage-Backed Securities GINNIE MAE II 2040-09-20 2.500000 4710000.00 1174337.42 Agency Mortgage-Backed Securities GINNIE MAE II 2039-09-20 2.500000 4753984.00 542391.79 Agency Mortgage-Backed Securities GINNIE MAE I 2029-08-15 7.000000 4927520.00 5458840.74 Agency Mortgage-Backed Securities GINNIE MAE II 2038-08-20 1.875000 5000000.00 496677.56 Agency Mortgage-Backed Securities GINNIE MAE II 2039-07-20 2.000000 5000000.00 763831.46 Agency Mortgage-Backed Securities GINNIE MAE II 2034-07-20 1.875000 5401052.00 521642.71 Agency Mortgage-Backed Securities GINNIE MAE II 2039-08-20 2.000000 6093362.00 837685.87 Agency Mortgage-Backed Securities GINNIE MAE II 2032-03-20 2.000000 6935000.00 287806.94 Agency Mortgage-Backed Securities GINNIE MAE II 2028-06-20 2.125000 7000000.00 43063.87 Agency Mortgage-Backed Securities GINNIE MAE 2038-10-20 2.500000 7300000.00 208965.71 Agency Mortgage-Backed Securities GINNIE MAE II 2036-11-20 2.000000 9131566.00 532034.73 Agency Mortgage-Backed Securities GINNIE MAE II 2033-10-20 1.875000 9366173.00 395094.14 Agency Mortgage-Backed Securities GINNIE MAE II 2042-11-20 2.000000 10000000.00 3450769.46 Agency Mortgage-Backed Securities GINNIE MAE II 2038-11-20 2.500000 10000000.00 195486.45 Agency Mortgage-Backed Securities GINNIE MAE II 2044-02-20 3.500000 10490294.00 2797853.58 Agency Mortgage-Backed Securities GINNIE MAE II 2034-01-20 2.000000 13034899.00 272789.52 Agency Mortgage-Backed Securities GINNIE MAE II 2022-09-20 1.875000 18705836.00 108570.50 Agency Mortgage-Backed Securities GINNIE MAE II 2037-08-20 1.875000 22014490.00 524540.06 Agency Mortgage-Backed Securities GINNIE MAE II 2022-11-20 2.000000 36067819.00 235991.69 Agency Mortgage-Backed Securities GNAR AT 082238 M 2038-12-20 2.000000 49444595.00 3191345.12 Agency Mortgage-Backed Securities GINNIE MAE II 2026-07-20 1.875000 155971362.00 497257.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 322600.00 233551.80 Agency Mortgage-Backed Securities GNMA_15-10C 2039-07-20 6.398690 330211.00 296382.01 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-05-01 2.997000 1090.00 265.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 2.729000 1220.00 19.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 68288.00 72199.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-12-01 4.500000 88789.00 53107.24 Agency Mortgage-Backed Securities GINNIE MAE II 2043-08-20 3.000000 394708.00 144423.74 Agency Mortgage-Backed Securities GINNIE MAE II 2033-11-20 2.000000 470479.00 24535.83 Agency Mortgage-Backed Securities FNMA_15-2 2045-02-25 6.680700 687139.00 542357.76 Agency Collateralized Mortgage Obligation GNMA_15-113 2039-04-20 6.998190 773760.00 729428.02 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 3.076000 1220538.00 1030933.35 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-03-01 2.636000 1235854.00 1168704.63 Agency Mortgage-Backed Securities FNAR XX.XXX LBAK0023 2042-02-01 2.787000 1354021.00 471931.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 2.721000 2893274.00 2629623.16 Agency Mortgage-Backed Securities FNAR XX.XXX LBAZ4500 2045-07-01 2.662000 4620166.00 4089948.52 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-10-05 2016-10-05 Y BNP PARIBAS SA Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A 1.0000 35 N N N 0.0067 100000000.00 100000000.00 0.0025 N N N Y BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.370000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT212FV5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2038-01-20 2.000000 1088.00 38.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 2.860000 1207.00 76.14 Agency Mortgage-Backed Securities GINNIE MAE II 2038-07-20 2.500000 1212.00 43.79 Agency Mortgage-Backed Securities GNMI SF 676723 X 2038-02-15 6.000000 1376.00 43.80 Agency Mortgage-Backed Securities GNMA_08-27 2038-03-20 1.192440 1395.00 90.93 Agency Collateralized Mortgage Obligation G2 5/1 1Y CMT ARM 2041-10-20 3.000000 2014.00 464.69 Agency Mortgage-Backed Securities GINNIE MAE II 2042-01-20 3.000000 2788.00 715.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-05-01 6.000000 3408.00 94.88 Agency Mortgage-Backed Securities GINNIE MAE II 2042-03-20 2.625000 3580.00 407.72 Agency Mortgage-Backed Securities GINNIE MAE II 2038-10-20 2.000000 4374.00 150.83 Agency Mortgage-Backed Securities GINNIE MAE II 2024-08-20 1.875000 7819.00 39.75 Agency Mortgage-Backed Securities GINNIE MAE II 2036-02-20 2.000000 17918.00 1761.61 Agency Mortgage-Backed Securities UNITED STATES TREAS BDS 2021-08-15 8.125000 19300.00 25785.43 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-07-01 3.305000 27222.00 6914.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-01-01 3.500000 51170.00 51477.62 Agency Mortgage-Backed Securities GINNIE MAE II 2036-07-20 1.875000 55988.00 5954.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 4.000000 90000.00 61190.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2039-10-01 6.000000 93768.00 36126.14 Agency Mortgage-Backed Securities GINNIE MAE II 2046-03-20 3.500000 100000.00 103658.53 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-02-01 4.000000 131500.00 129345.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-06-01 4.000000 134849.00 131517.49 Agency Mortgage-Backed Securities GINNIE MAE II 2039-03-20 7.000000 177945.00 181950.32 Agency Mortgage-Backed Securities GINNIE MAE II 2033-09-20 1.875000 186980.00 9129.56 Agency Mortgage-Backed Securities GINNIE MAE II 2027-01-20 2.000000 200000.00 1213.33 Agency Mortgage-Backed Securities GINNIE MAE II 2036-03-20 2.000000 238816.00 33097.42 Agency Mortgage-Backed Securities GINNIE MAE II 2042-02-20 2.500000 247514.00 163961.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-04-01 3.016000 250788.00 24803.45 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 3.500000 253361.00 47094.02 Agency Mortgage-Backed Securities GINNIE MAE II 2046-04-20 3.000000 280656.00 288957.41 Agency Mortgage-Backed Securities G2 5/1 1Y CMT ARM 2041-10-20 3.000000 295862.00 68265.02 Agency Mortgage-Backed Securities FANNIEMAE STRIP FNSTR_417 2043-01-25 3.833520 326646.00 32715.01 Agency Collateralized Mortgage Obligation FGRA 3225EY 10/15/36 2036-10-15 5.782350 328497.00 5009.84 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 2.410000 344922.00 157900.77 Agency Mortgage-Backed Securities G2 5/1 1Y CMT ARM 2043-01-20 2.000000 367492.00 271573.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-08-01 6.500000 379754.00 50232.67 Agency Mortgage-Backed Securities GINNIE MAE II 2041-06-20 2.875000 381360.00 132136.62 Agency Mortgage-Backed Securities FNMA_11-51E 2041-06-25 0.030000 443363.00 219.43 Agency Collateralized Mortgage Obligation GINNIE MAE II 2040-09-20 4.000000 449975.00 159957.85 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-12-01 2.564000 457674.00 122620.62 Agency Mortgage-Backed Securities GINNIE MAE II 2035-04-20 2.125000 461654.00 28989.57 Agency Mortgage-Backed Securities GINNIE MAE II 2039-12-20 2.000000 500000.00 102550.24 Agency Mortgage-Backed Securities GINNIE MAE II 2027-03-20 2.000000 505000.00 2899.78 Agency Mortgage-Backed Securities GINNIE MAE II 2036-04-20 2.125000 587071.00 81335.40 Agency Mortgage-Backed Securities GINNIE MAE II 2041-10-20 3.000000 598245.00 173405.03 Agency Mortgage-Backed Securities GINNIE MAE II 2033-08-20 2.875000 698603.00 76937.35 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 3.500000 726825.00 95999.54 Agency Mortgage-Backed Securities GINNIE MAE II 2041-01-20 3.000000 750000.00 91280.27 Agency Mortgage-Backed Securities GINNIE MAE II 2042-01-20 2.500000 751162.00 233269.74 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 2.875000 752146.00 57198.73 Agency Mortgage-Backed Securities GINNIE MAE II 2042-11-20 3.000000 761892.00 279048.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-04-01 3.000000 816740.00 528002.00 Agency Mortgage-Backed Securities GINNIE MAE II 2040-09-20 1.875000 822243.00 351901.00 Agency Mortgage-Backed Securities GINNIE MAE II 2040-08-20 3.500000 885975.00 307270.07 Agency Mortgage-Backed Securities GINNIE MAE II 2039-01-20 2.000000 890165.00 70691.00 Agency Mortgage-Backed Securities GINNIE MAE II 2036-05-20 2.125000 954470.00 41769.96 Agency Mortgage-Backed Securities GINNIE MAE II 2031-03-20 2.000000 964680.00 3073.33 Agency Mortgage-Backed Securities GINNIE MAE II 2034-08-20 1.875000 977453.00 39260.90 Agency Mortgage-Backed Securities GINNIE MAE II 2044-11-20 4.000000 990383.00 596276.73 Agency Mortgage-Backed Securities GINNIE MAE II 2033-11-20 2.000000 1000000.00 71894.32 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 3.000000 1000000.00 170967.12 Agency Mortgage-Backed Securities GNAR 083038M 2042-02-20 2.000000 1000000.00 253104.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-04-01 2.500000 1050017.00 740990.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-05-01 3.000000 1073426.00 907947.53 Agency Mortgage-Backed Securities GINNIE MAE 2042-01-20 3.500000 1075000.00 229675.05 Agency Mortgage-Backed Securities GINNIE MAE II 2042-08-20 2.500000 1100000.00 414321.95 Agency Mortgage-Backed Securities GINNIE MAE II 2041-12-20 3.000000 1135000.00 266300.27 Agency Mortgage-Backed Securities GINNIE MAE II 2034-08-20 1.875000 1140180.00 61213.82 Agency Mortgage-Backed Securities GINNIE MAE II 2045-10-20 3.500000 1170000.00 1090259.95 Agency Mortgage-Backed Securities GINNIE MAE II 2035-03-20 2.000000 1185730.00 164791.81 Agency Mortgage-Backed Securities GINNIE MAE II 2035-11-20 2.000000 1216032.00 315244.35 Agency Mortgage-Backed Securities GINNIE MAE II 2036-07-20 1.875000 1380743.00 362760.80 Agency Mortgage-Backed Securities GINNIE MAE II 2035-08-20 1.875000 1392667.00 89524.11 Agency Mortgage-Backed Securities GINNIE MAE II 2040-09-20 2.500000 1400000.00 349059.96 Agency Mortgage-Backed Securities G2 5/1 1Y CMT ARM 2041-08-20 2.500000 1499129.00 303753.42 Agency Mortgage-Backed Securities GINNIE MAE II 2032-12-20 2.000000 1500000.00 42896.57 Agency Mortgage-Backed Securities GINNIE MAE II 2033-06-20 1.875000 1506297.00 32405.33 Agency Mortgage-Backed Securities GINNIE MAE II 2034-10-20 2.375000 1511602.00 89834.26 Agency Mortgage-Backed Securities GINNIE MAE II 2044-07-20 4.000000 1549573.00 843979.21 Agency Mortgage-Backed Securities GINNIE MAE II 2040-02-20 2.000000 1584350.00 372665.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-03-01 3.000000 1586747.00 1003956.37 Agency Mortgage-Backed Securities GINNIE MAE II 2027-01-20 3.000000 1616830.00 686500.76 Agency Mortgage-Backed Securities GINNIE MAE II 2045-11-20 3.000000 1692812.00 1746953.75 Agency Mortgage-Backed Securities FNMA_13-83G 2041-10-25 3.000000 1773610.00 92586.97 Agency Collateralized Mortgage Obligation GINNIE MAE 2041-10-20 4.000000 1781050.00 654836.87 Agency Mortgage-Backed Securities GINNIE MAE II 2040-04-20 2.125000 1802500.00 372685.23 Agency Mortgage-Backed Securities GINNIE MAE II 2042-09-20 1.875000 1985250.00 750609.34 Agency Mortgage-Backed Securities GINNIE MAE II 2033-10-20 2.000000 2000000.00 69428.11 Agency Mortgage-Backed Securities GINNIE MAE II 2034-06-20 2.125000 2000000.00 82031.78 Agency Mortgage-Backed Securities GINNIE MAE II 2040-11-20 2.000000 2000000.00 660645.24 Agency Mortgage-Backed Securities GINNIE MAE II 2039-05-20 2.125000 2000000.00 332729.06 Agency Mortgage-Backed Securities GINNIE MAE II 2038-11-20 2.000000 2027097.00 74087.50 Agency Mortgage-Backed Securities GINNIE MAE II 2036-01-20 2.000000 2080100.00 226115.58 Agency Mortgage-Backed Securities GNAR 082614M 2040-09-20 1.875000 2100000.00 556873.28 Agency Mortgage-Backed Securities GINNIE MAE II 2040-10-20 2.000000 2100000.00 557565.73 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 2.500000 2167019.00 2194950.22 Agency Mortgage-Backed Securities FANNIEMAE STRIP FNSTR_417 2033-02-25 3.110180 2365451.00 171415.58 Agency Collateralized Mortgage Obligation GINNIE MAE I 2044-12-20 4.000000 2428672.00 1534630.96 Agency Mortgage-Backed Securities G2 5/1 1Y CMT ARM 2041-06-20 2.125000 2431511.00 443093.38 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 1.875000 2584400.00 731866.55 Agency Mortgage-Backed Securities GINNIE MAE 2042-02-20 3.000000 2754570.00 777929.05 Agency Mortgage-Backed Securities G2 5/1 1Y CMT ARM 2041-03-20 2.000000 2989716.00 549309.04 Agency Mortgage-Backed Securities GINNIE MAE II 2033-04-20 2.125000 3000000.00 96062.75 Agency Mortgage-Backed Securities GINNIE MAE II 2041-10-20 2.500000 3000000.00 842353.65 Agency Mortgage-Backed Securities GINNIE MAE II 2034-04-20 2.125000 3009811.00 125000.81 Agency Mortgage-Backed Securities GINNIE MAE II 2035-12-20 2.500000 3079303.00 328193.67 Agency Mortgage-Backed Securities GINNIE MAE II 2040-11-20 2.000000 3086677.00 1124516.29 Agency Mortgage-Backed Securities GNAR AT MA1783 M 2044-03-20 2.500000 3195004.00 1125681.46 Agency Mortgage-Backed Securities GINNIE MAE II 2042-03-20 2.000000 3525000.00 857137.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 2.245000 3615199.00 1870788.99 Agency Mortgage-Backed Securities GINNIE MAE II 2038-09-20 2.000000 3647375.00 161915.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA II 2041-12-20 3.500000 3700000.00 787365.57 Agency Mortgage-Backed Securities GINNIE MAE I 2032-11-15 6.500000 3741907.00 115015.41 Agency Mortgage-Backed Securities GINNIE MAE II 2041-11-20 3.500000 3750000.00 896457.37 Agency Mortgage-Backed Securities GINNIE MAE II 2040-02-20 2.000000 3870704.00 849006.21 Agency Mortgage-Backed Securities GINNIE MAE II 2041-08-20 4.000000 3916374.00 702084.49 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 3.000000 4000000.00 1000297.52 Agency Mortgage-Backed Securities FHSTR_326 2044-03-15 0.00 4439646.00 3024260.81 Agency Collateralized Mortgage Obligation GINNIE MAE II 2041-07-20 3.500000 4470088.00 822875.84 Agency Mortgage-Backed Securities FHLMC_43-84 2044-09-15 6.142350 4530702.00 863469.73 Agency Collateralized Mortgage Obligation GINNIE MAE II 2041-07-20 3.000000 4670000.00 1158611.65 Agency Mortgage-Backed Securities GINNIE MAE II 2042-11-20 3.000000 4913040.00 1799433.57 Agency Mortgage-Backed Securities GINNIE MAE II 2028-02-20 2.000000 4937988.00 21425.90 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_2184 2029-09-15 7.500000 4998675.00 994697.03 Agency Collateralized Mortgage Obligation GINNIE MAE II 2040-11-20 2.500000 5000000.00 1411354.88 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 1.875000 5005104.00 1423888.28 Agency Mortgage-Backed Securities GINNIE MAE II 2033-02-20 2.000000 5006202.00 128473.74 Agency Mortgage-Backed Securities GNMA_12-101G 2042-08-20 5.607560 5031230.00 719214.83 Agency Collateralized Mortgage Obligation GINNIE MAE II 2026-11-20 2.000000 5062065.00 20869.78 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.750000 5102856.00 5558057.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-08-01 2.529000 5269184.00 2906598.60 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 3.000000 5325000.00 1002764.33 Agency Mortgage-Backed Securities GNAR AF 082538 M 2040-05-20 2.125000 5415008.00 1206538.03 Agency Mortgage-Backed Securities GINNIE MAE II 2042-01-20 3.000000 5425000.00 1326457.27 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-02-01 2.834000 5479850.00 2067855.31 Agency Mortgage-Backed Securities GINNIE MAE II 2042-05-20 3.500000 5698680.00 931461.63 Agency Mortgage-Backed Securities GINNIE MAE II 2029-05-20 2.125000 5810392.00 33847.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 2.750000 5821253.00 1803461.80 Agency Mortgage-Backed Securities GNAR AT 082997 M 2041-12-20 2.000000 5911192.00 1462016.14 Agency Mortgage-Backed Securities GINNIE MAE II 2031-09-20 1.875000 5999954.00 73583.21 Agency Mortgage-Backed Securities FHLMC_39-90 2042-01-15 5.982350 6194889.00 466306.17 Agency Collateralized Mortgage Obligation FNAR XX.XXX LBAE9147 2040-12-01 3.068000 6254431.00 1338136.52 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 3.500000 6300000.00 1159735.07 Agency Mortgage-Backed Securities GNMA_12-101G 2040-12-20 5.737560 6325999.00 707917.95 Agency Collateralized Mortgage Obligation GNMA_13-182 2043-12-20 5.627560 6442410.00 903407.85 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-39 2037-05-25 6.215610 6600000.00 260178.03 Agency Collateralized Mortgage Obligation GNMA_13-182 2043-12-20 5.637560 6854732.00 501388.19 Agency Collateralized Mortgage Obligation GINNIE MAE II 2034-01-20 2.000000 7062142.00 147197.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 4.000000 7376292.00 5385942.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-02-01 2.500000 7733410.00 4638155.09 Agency Mortgage-Backed Securities GINNIE MAE II 2032-09-20 1.875000 8000000.00 207285.13 Agency Mortgage-Backed Securities GINNIE MAE II 2029-07-20 1.875000 8016346.00 95918.71 Agency Mortgage-Backed Securities GNAR 082602M 2040-08-20 3.000000 8077273.00 1533873.43 Agency Mortgage-Backed Securities GINNIE MAE 2042-01-20 3.500000 9188888.00 1963217.04 Agency Mortgage-Backed Securities GINNIE MAE II 2029-04-20 2.125000 9300000.00 86941.88 Agency Mortgage-Backed Securities G2 5/1 1Y CMT ARM 2041-07-20 3.500000 9310775.00 1961635.68 Agency Mortgage-Backed Securities GINNIE MAE II 2026-08-20 2.000000 10097216.00 43693.81 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-11-01 3.390000 10199595.00 317037.77 Agency Mortgage-Backed Securities GNAR AR 080702 M 2033-06-20 2.125000 10499109.00 191473.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 3.500000 10575744.00 7822155.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 10925984.00 11085158.67 Agency Mortgage-Backed Securities GINNIE MAE II 2033-08-20 1.875000 11000000.00 498579.31 Agency Mortgage-Backed Securities GNMA_11-140 2039-08-16 6.193350 11121625.00 641163.47 Agency Collateralized Mortgage Obligation GINNIE MAE II 2041-05-20 2.125000 11157934.00 3129010.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2041-03-15 3.500000 1.00 0.03 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2018-04-30 0.750000 100.00 100.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-11-15 3.375000 900.00 976.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 28000.00 29350.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-31 1.625000 129500.00 132282.81 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-03-31 0.750000 1212800.00 1216033.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 2.750000 2254500.00 2519450.31 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-06-30 1.000000 10450100.00 10493831.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.750000 15200300.00 15669216.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2040-07-15 5.992350 77722100.00 5886148.57 Agency Collateralized Mortgage Obligation FNMA_97-43 2027-06-17 7.500000 1.00 0.10 Agency Collateralized Mortgage Obligation CMO 3134X8 0.6749 2021-01-25 0.730828 1.00 0.02 Agency Collateralized Mortgage Obligation FHMS_K047 2025-05-25 0.287296 1.00 0.01 Agency Collateralized Mortgage Obligation 1.00 FMNT GB 17 J5 2017-07-28 1.000000 1.00 1.00 Agency Debentures and Agency Strips FHMS_K046 2025-03-25 0.500980 2.00 0.06 Agency Collateralized Mortgage Obligation FREMF_K-033 2023-07-25 0.428191 3.00 0.06 Agency Collateralized Mortgage Obligation CMO 313PQ5 0.2835 2020-12-25 0.223520 5.00 0.02 Agency Collateralized Mortgage Obligation FHLMC_K714 2020-10-25 0.838120 5.00 0.11 Agency Collateralized Mortgage Obligation GINNIE MAE II 2040-08-20 1.875000 17.00 4.40 Agency Mortgage-Backed Securities GINNIE MAE 2025-06-20 2.125000 34.00 0.14 Agency Mortgage-Backed Securities FREMF_12-K19 2045-05-25 0.150000 40.00 0.25 Agency Collateralized Mortgage Obligation GINNIE MAE II 2042-01-20 2.000000 86.00 21.41 Agency Mortgage-Backed Securities GINNIE MAE II 2042-01-20 2.000000 188.00 46.82 Agency Mortgage-Backed Securities FHLMC_2439 2032-03-15 7.492350 447.00 0.72 Agency Collateralized Mortgage Obligation GINNIE MAE I 2042-09-15 3.000000 1045.00 660.41 Agency Mortgage-Backed Securities GINNIE MAE II 2041-08-20 1.875000 11399872.00 2830554.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-09-01 5.903000 11638833.00 476858.31 Agency Mortgage-Backed Securities NOTE 08/15/21 2.1250 2021-08-15 2.125000 12359500.00 12905850.62 U.S. Treasuries (including strips) GINNIE MAE II 2046-05-20 3.500000 13080882.00 13713148.75 Agency Mortgage-Backed Securities GNMA_09-66 2039-07-16 6.293350 13360000.00 202311.35 Agency Collateralized Mortgage Obligation GINNIE MAE II 2022-09-20 1.875000 13444794.00 75705.17 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 3.000000 13500000.00 3376004.14 Agency Mortgage-Backed Securities GNAR AR 080628 M 2032-08-20 1.875000 14200000.00 331224.83 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 3.000000 15067816.00 4044954.93 Agency Mortgage-Backed Securities GINNIE MAE II 2023-09-20 1.875000 17900000.00 73690.49 Agency Mortgage-Backed Securities FHLMC_45-81 2034-01-15 3.000000 20125255.00 2410648.70 Agency Collateralized Mortgage Obligation GINNIE MAE II 2027-04-20 6.500000 21000000.00 110812.60 Agency Mortgage-Backed Securities FNMA_03-18 2042-12-25 0.547320 21041255.00 32092.45 Agency Collateralized Mortgage Obligation FHLMC_40-77 2042-07-15 5.492350 22571428.00 3475844.05 Agency Collateralized Mortgage Obligation FNMA_12-84 2042-08-25 5.475610 22667764.00 1182200.98 Agency Collateralized Mortgage Obligation GINNIE MAE II 2041-09-20 3.500000 23683985.00 4236894.79 Agency Mortgage-Backed Securities FHLMC_4533 2045-12-15 5.000000 24649459.00 3665159.90 Agency Collateralized Mortgage Obligation GINNIE MAE II 2029-04-20 2.125000 24843483.00 232251.50 Agency Mortgage-Backed Securities GNRA 2013-099 AS 2043-06-20 5.537560 24887388.00 2895825.45 Agency Collateralized Mortgage Obligation GNMA_14-71 2039-12-20 5.587560 26843250.00 2164860.32 Agency Collateralized Mortgage Obligation GINNIE MAE II 2026-06-20 2.125000 27464000.00 185608.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-05-01 2.425000 27728337.00 1878569.39 Agency Mortgage-Backed Securities FHSTR_318 2043-11-15 0.00 28909209.00 21243144.96 Agency Collateralized Mortgage Obligation GINNIE MAE II 2032-04-20 2.125000 29795997.00 417512.76 Agency Mortgage-Backed Securities GINNIE MAE II 2024-07-20 1.875000 32846975.00 191117.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-05-01 3.422000 33216158.00 8461378.24 Agency Mortgage-Backed Securities FNMA_13-131 2044-01-25 5.575610 33545687.00 2014499.97 Agency Collateralized Mortgage Obligation GINNIE MAE 2041-05-20 3.000000 35685312.00 5177722.30 Agency Mortgage-Backed Securities FHLS_31-9 2043-11-15 0.00 35806822.00 24425797.00 Agency Collateralized Mortgage Obligation GINNIE MAE II 2044-05-20 4.500000 38451152.00 20128383.71 Agency Mortgage-Backed Securities FNMA_14-83 2044-12-25 5.575610 44298628.00 8363710.21 Agency Collateralized Mortgage Obligation FGRA 4550SD 02/15/46 2046-02-15 5.542350 50860196.00 11023459.90 Agency Collateralized Mortgage Obligation GINNIE MAE II 2025-10-20 2.000000 51567294.00 173221.50 Agency Mortgage-Backed Securities GINNIE MAE II 2044-08-20 4.000000 52700320.00 29151523.14 Agency Mortgage-Backed Securities GINNIE MAE II 2027-12-20 2.000000 52764581.00 161679.63 Agency Mortgage-Backed Securities GNAR AR 008585 M 2025-01-20 2.500000 53527552.00 378603.66 Agency Mortgage-Backed Securities GINNIE MAE 2041-10-20 4.500000 54596700.00 17748268.76 Agency Mortgage-Backed Securities FHMS_K049 2025-07-25 0.741524 59189843.00 2649161.92 Agency Collateralized Mortgage Obligation GNMA_14-57 2044-04-20 5.687560 69750000.00 10672191.63 Agency Collateralized Mortgage Obligation GINNIE MAE II 2025-03-20 2.000000 95990521.00 494444.70 Agency Mortgage-Backed Securities GNII SF MA2756 M 2045-04-20 4.500000 97696025.00 60276945.99 Agency Mortgage-Backed Securities GNMA_10-53 2040-04-20 5.167560 100000000.00 3185842.44 Agency Collateralized Mortgage Obligation FHMS_K038 2024-03-25 1.344730 110225000.00 7855272.04 Agency Collateralized Mortgage Obligation GINNIE MAE II 2024-10-20 2.000000 118255135.00 626618.77 Agency Mortgage-Backed Securities FMAC S6XOOCT0IEG5ABCC6L87 2022-03-25 1.837934 144883000.00 10402004.29 Agency Collateralized Mortgage Obligation CMO 313QJ7 1.3161 2022-08-25 1.420132 155900000.00 9568194.80 Agency Collateralized Mortgage Obligation CMO 3134Z4 0.8870 2023-01-25 0.870525 254405703.00 9336392.85 Agency Collateralized Mortgage Obligation FREMF_13-K30 2045-06-25 0.100000 467950563.00 2430237.49 Agency Collateralized Mortgage Obligation FHMS_K716 2021-06-25 0.839568 517948704.00 14740443.98 Agency Collateralized Mortgage Obligation GINNIE MAE II 2045-04-20 2.000000 157258.00 102196.38 Agency Mortgage-Backed Securities FNMA_14-72C 2044-05-25 4.000000 100000.00 5357.90 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4604 2046-08-15 1.014110 851290.00 851105.27 Agency Collateralized Mortgage Obligation GINNIE MAE II 2039-01-20 2.000000 1033.00 26.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-11-01 2.865000 1136.00 21.40 Agency Mortgage-Backed Securities GINNIE MAE II 2038-02-20 2.000000 1195.00 21.05 Agency Mortgage-Backed Securities GINNIE MAE II 2039-11-20 2.500000 1247.00 80.02 Agency Mortgage-Backed Securities GINNIE MAE II 2038-10-20 2.000000 2243.00 156.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-05-01 2.944000 2589.00 294.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-01-01 2.847000 14208.00 601.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 42501.00 44769.22 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-02-01 2.608000 319416.00 86395.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 326596.00 337916.21 Agency Mortgage-Backed Securities GINNIE MAE II 2043-08-20 2.000000 515000.00 244352.32 Agency Mortgage-Backed Securities GINNIE MAE II 2029-04-20 2.125000 662270.00 5595.40 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 2.790000 813940.00 873508.74 Agency Mortgage-Backed Securities GINNIE MAE II 2037-05-20 2.125000 823281.00 225475.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 939200.00 1014318.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 961745.00 1007387.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 4.000000 1060985.00 1143719.56 Agency Mortgage-Backed Securities GINNIE MAE II 2043-06-20 2.500000 1086054.00 477017.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.000000 1278349.00 1333940.21 Agency Mortgage-Backed Securities GINNIE MAE II 2036-02-20 2.500000 1482693.00 397673.79 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.000000 1948140.00 2111189.58 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.450000 2116273.00 2282461.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 2183706.00 2299962.88 Agency Mortgage-Backed Securities GINNIE MAE II 2050-12-31 4.720000 2434956.00 1878374.10 Agency Mortgage-Backed Securities GINNIE MAE II 2035-11-20 2.000000 2485049.00 420970.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-08-01 2.652000 4286032.00 3157711.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 4463413.00 4507820.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 4.000000 4502573.00 4810119.98 Agency Mortgage-Backed Securities FNAR XX.XXX LBAK0023 2042-02-01 2.787000 4553119.00 1586948.10 Agency Mortgage-Backed Securities GINNIE MAE II 2034-07-20 2.375000 4702887.00 167323.63 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-02-01 2.947000 7310382.00 3179707.05 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 2.264000 9532879.00 5597163.08 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-12-01 2.002000 14854591.00 6763978.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 20061440.00 20955357.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 6.105000 24934080.00 1052832.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-07-01 2.535000 26838199.00 2151078.28 Agency Mortgage-Backed Securities GINNIE MAE II 2023-10-20 2.000000 100726766.00 536442.33 Agency Mortgage-Backed Securities GINNIE MAE II 2025-11-20 2.000000 197706899.00 714993.68 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-07 2016-09-07 Y BNP PARIBAS SA Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A 1.0000 7 N N N 0.0047 540000000.00 540000000.00 0.0133 N N Y N RBC CAPITAL MARKETS LLC TRI-PARTY RBC CAPITAL MARKETS, LLC 0.550000% 549300LCO2FLSSVFFR64 0000050916 BRT3SC931 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2024-05-15 7.500000 36000.00 16858.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-02-15 0.00 3117870.00 107008.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2040-07-15 6.192350 12192395.00 804453.60 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-06-15 5.742350 15450627.00 119075.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2041-09-15 5.492350 33061118.00 2597563.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2040-05-15 6.042350 40767029.00 1521638.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-01-15 5.492350 46466757.00 731012.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-11-15 5.392350 47820417.00 773178.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-04-15 6.252350 110917209.00 1647116.85 Agency Collateralized Mortgage Obligation FHLMC_4383 2032-11-15 2.000000 1006.00 706.88 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2041-01-25 4.000000 1900.00 657.49 Agency Collateralized Mortgage Obligation FNMA_12-83 2042-08-25 2.500000 2000.00 726.84 Agency Collateralized Mortgage Obligation FNMA_04-25 2034-04-25 5.500000 3000.00 2885.82 Agency Collateralized Mortgage Obligation GNMA_12-74 2042-06-20 2.500000 5200.00 5251.86 Agency Collateralized Mortgage Obligation FNMA_12-90A 2042-03-25 1.500000 6000.00 5189.42 Agency Collateralized Mortgage Obligation FHLMC_40-68 2042-05-15 3.000000 7000.00 7032.46 Agency Collateralized Mortgage Obligation FGRM 3564NB 08/15/39 2039-08-15 5.000000 9459.00 11111.29 Agency Collateralized Mortgage Obligation FHLMC_39-75 2041-12-15 3.500000 14000.00 1414.02 Agency Collateralized Mortgage Obligation FNMA_12-38 2041-08-25 3.000000 28203.00 10614.97 Agency Collateralized Mortgage Obligation FHLMC_4126B 2042-11-15 2.500000 45318.00 45208.57 Agency Collateralized Mortgage Obligation FHLMC_1856 2026-06-15 8.000000 72000.00 9393.81 Agency Collateralized Mortgage Obligation FHLMC_42-8 2041-04-15 1.500000 94992.00 62563.38 Agency Collateralized Mortgage Obligation FNMA_14-9 2043-02-25 0.00 100000.00 70627.43 Agency Collateralized Mortgage Obligation FHLMC_4105B 2042-09-15 6.092350 100008.00 11976.53 Agency Collateralized Mortgage Obligation FNRA CL094NI R06F094 2036-10-25 5.975610 106400.00 1137.29 Agency Collateralized Mortgage Obligation FHLMC_4184A 2042-10-15 4.500000 186183.00 21484.97 Agency Collateralized Mortgage Obligation FNMA_13-7C 2043-02-25 5.575610 272618.00 38539.39 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-7 2037-02-25 6.215610 349057.00 4151.44 Agency Collateralized Mortgage Obligation FHLMC_2936 2035-02-15 5.592350 414016.00 4502.80 Agency Collateralized Mortgage Obligation FHLMC_45-73 2046-04-15 5.542350 488831.00 78075.53 Agency Collateralized Mortgage Obligation FNMA_14-88 2045-01-25 5.625610 514880.00 90478.57 Agency Collateralized Mortgage Obligation GNMA_11-56 2041-04-20 0.00 554607.00 214408.78 Agency Collateralized Mortgage Obligation FNSTR_384 2036-05-25 5.500000 638472.00 7732.74 Agency Collateralized Mortgage Obligation GNMA_14-81 2042-12-20 2.000000 716935.00 218462.53 Agency Collateralized Mortgage Obligation FNMA_12-146G 2043-01-25 5.213410 730799.00 654463.61 Agency Collateralized Mortgage Obligation FHSTR_304 2042-12-15 3.000000 894720.00 90330.11 Agency Collateralized Mortgage Obligation FNMA_13-132A 2044-01-25 0.00 915484.00 732754.49 Agency Collateralized Mortgage Obligation FNMA_16-8 2042-08-25 3.000000 935968.00 891807.36 Agency Collateralized Mortgage Obligation FNRM CL052PO R14F052 2043-06-25 0.00 1112501.00 820056.76 Agency Collateralized Mortgage Obligation FGRA 2042-09-15 5.592350 1184108.00 115691.95 Agency Collateralized Mortgage Obligation FNRA CL112SD R12F112 2042-10-25 5.475610 1246464.00 190962.91 Agency Collateralized Mortgage Obligation FHLMC_4000 2042-02-15 4.000000 1350033.00 79372.61 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2042-11-25 3.475610 1351000.00 1011169.72 Agency Collateralized Mortgage Obligation FNMS 03.500 CLAL8803 2046-07-01 3.500000 1462621.00 1538246.95 Agency Mortgage-Backed Securities FHLMC_4388 2042-08-15 5.492350 1796586.00 240775.40 Agency Collateralized Mortgage Obligation FNMA_12-35 2042-04-25 5.975610 1802041.00 219044.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP 2042-07-15 6.092350 1902156.00 206611.24 Agency Collateralized Mortgage Obligation FNMA_15-15 2043-07-25 5.213410 1932800.00 256551.89 Agency Collateralized Mortgage Obligation FNMA_12-137 2042-12-25 4.807320 2000000.00 1401728.34 Agency Collateralized Mortgage Obligation FNMA_12-126D 2042-11-25 3.475610 2106324.00 1656110.09 Agency Collateralized Mortgage Obligation FNRM 2043-09-25 0.00 2111167.00 1611240.54 Agency Collateralized Mortgage Obligation FNMA_13-53 2043-06-25 5.213410 2438000.00 1923283.17 Agency Collateralized Mortgage Obligation FNMA_15-6 2043-06-25 0.00 2531180.00 2025230.02 Agency Collateralized Mortgage Obligation FGRA 2042-12-15 3.500000 2643328.00 313291.53 Agency Collateralized Mortgage Obligation FHLMC_4223 2043-07-15 4.807320 2711608.00 2214708.62 Agency Collateralized Mortgage Obligation FNMA_13-124 2043-12-25 0.00 3031709.00 2158879.00 Agency Collateralized Mortgage Obligation FHLMC_4389 2044-09-15 5.572350 3044328.00 151405.71 Agency Collateralized Mortgage Obligation FHLMC_39-66 2041-12-15 5.392350 3071542.00 244603.71 Agency Collateralized Mortgage Obligation FNMA_13-5 2042-10-25 7.876420 3669382.00 3079179.35 Agency Collateralized Mortgage Obligation FNMA_12-61 2041-12-25 6.125610 3678020.00 379735.78 Agency Collateralized Mortgage Obligation FGRA S12276 2042-08-15 5.442350 4198687.00 605286.32 Agency Collateralized Mortgage Obligation FNMA_12-75 2041-12-25 6.125610 4274271.00 256208.25 Agency Collateralized Mortgage Obligation GNRM 2015-79 MI 2044-05-20 4.000000 4308194.00 520892.52 Agency Collateralized Mortgage Obligation FNMA_13-130 2044-01-25 5.525610 4433000.00 328360.29 Agency Collateralized Mortgage Obligation FHLMC_44-3 2044-10-15 4.000000 4457142.00 208388.83 Agency Collateralized Mortgage Obligation FHLMC_3820 2038-02-15 4.500000 4492177.00 67966.42 Agency Collateralized Mortgage Obligation FNMA_13-128 2043-12-25 0.00 4812292.00 3130572.57 Agency Collateralized Mortgage Obligation GNRM 00257SL 2032-08-16 48.953450 5221324.00 223041.64 Agency Collateralized Mortgage Obligation FHLMC_4026 2041-10-15 4.000000 5279385.00 280900.59 Agency Collateralized Mortgage Obligation FHLMC_41-57 2043-01-15 3.500000 5357233.00 519227.44 Agency Collateralized Mortgage Obligation FHLMC_4457K 2045-02-15 3.500000 5361038.00 424471.90 Agency Collateralized Mortgage Obligation FNMA_11-131A 2040-03-25 4.500000 5800000.00 256366.45 Agency Collateralized Mortgage Obligation GNMA_11-133 2035-12-20 5.587560 6000000.00 1319773.75 Agency Collateralized Mortgage Obligation GNMA_14-56 2039-12-16 5.593350 6000000.00 371430.17 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2043-03-25 4.770730 6043463.00 4192885.16 Agency Collateralized Mortgage Obligation FHLMC_35-20 2035-02-15 5.000000 6087188.00 441887.04 Agency Collateralized Mortgage Obligation FNMA_15-77A 2045-10-25 6.000000 6140804.00 982023.27 Agency Collateralized Mortgage Obligation FHLMC_3767 2040-11-15 6.042350 6142759.00 80027.15 Agency Collateralized Mortgage Obligation FNMA_13-122A 2043-07-25 4.770730 6239850.00 5451001.95 Agency Collateralized Mortgage Obligation FNMA_10-57 2040-02-25 5.500000 6271091.00 126318.54 Agency Collateralized Mortgage Obligation FNMA_13-94 2043-09-25 4.770730 6347697.00 5174946.79 Agency Collateralized Mortgage Obligation FNMA_15-89B 2044-05-25 3.500000 6428571.00 441241.94 Agency Collateralized Mortgage Obligation GNMA_11-151 2041-06-16 6.243350 6637926.00 428269.68 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2043-01-25 4.500000 6760148.00 554566.76 Agency Collateralized Mortgage Obligation FHLMC_4258 2041-12-15 5.642350 6810375.00 558939.26 Agency Collateralized Mortgage Obligation FHLMC_3835 2041-04-15 5.942350 6881784.00 486762.26 Agency Collateralized Mortgage Obligation FNMA_12-31 2041-04-25 4.500000 7122222.00 353191.77 Agency Collateralized Mortgage Obligation GNMA_15-144 2045-07-20 5.000000 7173400.00 815729.77 Agency Collateralized Mortgage Obligation FNR_13-65 2043-06-25 5.625610 7321505.00 666201.22 Agency Collateralized Mortgage Obligation FNMA_13-51 2043-04-25 4.770730 7440281.00 6870023.56 Agency Collateralized Mortgage Obligation FHLMC_41-58 2043-01-15 4.000000 7875977.00 502955.42 Agency Collateralized Mortgage Obligation GNRA 2037-10-20 5.637560 7907125.00 67222.77 Agency Collateralized Mortgage Obligation FNRA CL023SP R06F023 2036-04-25 6.175610 8158706.00 212183.97 Agency Collateralized Mortgage Obligation FNMA_14-14 2044-04-25 5.575610 8200000.00 423193.88 Agency Collateralized Mortgage Obligation FNRA 2035-04-25 6.175610 8242843.00 82648.49 Agency Collateralized Mortgage Obligation FHLMC_3772 2040-12-15 4.442350 8257758.00 301330.17 Agency Collateralized Mortgage Obligation GNMA_16-33 2032-12-20 5.477560 8682485.00 1331706.36 Agency Collateralized Mortgage Obligation FNMA_12-111 2042-10-25 5.525610 8877504.00 968955.71 Agency Collateralized Mortgage Obligation FHLMC_43-92 2040-03-15 3.500000 9126823.00 714175.72 Agency Collateralized Mortgage Obligation FNRA CL074NL R05F074 2035-07-25 5.555610 9156012.00 70318.88 Agency Collateralized Mortgage Obligation FNMA 12-56 2042-06-25 6.175610 9172000.00 695520.72 Agency Collateralized Mortgage Obligation FNMA_08-36 2036-12-25 30.278040 9353221.00 4009690.05 Agency Collateralized Mortgage Obligation FNMA_13-1F 2042-06-25 4.000000 9888000.00 903397.20 Agency Collateralized Mortgage Obligation FHLMC_4184 2042-02-15 5.000000 10000000.00 567729.66 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2042-07-25 6.025610 10024522.00 810884.88 Agency Collateralized Mortgage Obligation GNMA_14-69 2044-05-20 5.587560 10513762.00 851844.71 Agency Collateralized Mortgage Obligation GNMA_15-121 2045-08-20 5.500000 10517045.00 1579301.26 Agency Collateralized Mortgage Obligation FHLMC_4143 2042-12-15 5.612350 10520444.00 1692621.28 Agency Collateralized Mortgage Obligation FNR_14-63 2044-10-25 5.575610 10700000.00 1057984.98 Agency Collateralized Mortgage Obligation FNRA 2043-03-25 5.625610 10829539.00 1847288.19 Agency Collateralized Mortgage Obligation FHLMC_44-7 2043-12-15 1.333333 10867322.00 192306.73 Agency Collateralized Mortgage Obligation FNMA_11-137 2042-01-25 5.475610 10943387.00 572267.05 Agency Collateralized Mortgage Obligation GNMA_08-58D 2037-04-20 20.956500 11000000.00 1602682.36 Agency Collateralized Mortgage Obligation FHLMC_42-24 2032-05-15 6.500000 11026923.00 908893.40 Agency Collateralized Mortgage Obligation FNMA_14-83 2044-12-25 5.575610 11239100.00 2121974.87 Agency Collateralized Mortgage Obligation FNMA_12-67 2042-07-25 5.425610 11400000.00 1030427.62 Agency Collateralized Mortgage Obligation FHLMC_3860 2040-06-15 6.092350 11530719.00 463226.65 Agency Collateralized Mortgage Obligation FNMA_13-32 2042-09-25 4.500000 11574444.00 639982.83 Agency Collateralized Mortgage Obligation FNMA_12-79 2042-07-25 5.525610 11689330.00 1096826.50 Agency Collateralized Mortgage Obligation FNMA_12-35C 2041-09-25 6.075610 11860700.00 827638.23 Agency Collateralized Mortgage Obligation FHLMC_4351 2044-06-15 5.692350 11898519.00 1482361.97 Agency Collateralized Mortgage Obligation FNMA 12-49 2042-05-25 5.875610 12000000.00 1067687.67 Agency Collateralized Mortgage Obligation GNMA_16-20D 2046-02-20 5.587560 12018020.00 2324487.74 Agency Collateralized Mortgage Obligation FNMA_12-108 2042-10-25 5.475610 12127952.00 1494512.48 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-05-15 6.092350 12212566.00 763728.32 Agency Collateralized Mortgage Obligation GNMA_11-46 2041-03-16 6.093350 12500000.00 773978.44 Agency Collateralized Mortgage Obligation FHLMC_40-23 2042-03-15 5.742350 12500908.00 914389.29 Agency Collateralized Mortgage Obligation FHLMC_37-59 2040-11-15 5.492350 12530341.00 911888.75 Agency Collateralized Mortgage Obligation FHLMC_3982 2042-01-15 5.962350 12965960.00 1032908.14 Agency Collateralized Mortgage Obligation FNMA_10-87 2040-06-25 5.000000 13000000.00 129627.21 Agency Collateralized Mortgage Obligation FHLMC_39-5 2040-10-15 4.500000 13217102.00 247592.36 Agency Collateralized Mortgage Obligation GNMA_15-111A 2045-08-20 3.500000 13232109.00 1033462.99 Agency Collateralized Mortgage Obligation FNMA_13-130 2043-06-25 6.225610 13250000.00 1327322.27 Agency Collateralized Mortgage Obligation FNMA_11-86 2041-09-25 5.975610 13363406.00 1227958.23 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2039-11-25 9.000000 13471132.00 974105.43 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2042-12-25 5.625610 13479665.00 2489272.71 Agency Collateralized Mortgage Obligation FHLMC_4002A 2042-02-15 5.942350 13488775.00 883840.29 Agency Collateralized Mortgage Obligation GNMA_09-101 2039-11-20 0.00 13636364.00 2083354.78 Agency Collateralized Mortgage Obligation FHSTR_328 2038-02-15 2.051450 13843567.00 573721.66 Agency Collateralized Mortgage Obligation GNMA_15-167 2045-06-20 5.000000 13900676.00 1451286.47 Agency Collateralized Mortgage Obligation FNMA_15-28 2045-05-25 5.500000 13929782.00 1940270.42 Agency Collateralized Mortgage Obligation FHSTR_345 2045-08-15 3.500000 14087599.00 1674798.26 Agency Collateralized Mortgage Obligation FHLMC_42-40 2043-08-15 5.442350 14709734.00 1611671.58 Agency Collateralized Mortgage Obligation FNMA_06-130D 2029-03-25 6.000000 15018264.00 170836.30 Agency Collateralized Mortgage Obligation FNRA CL014SY R12F014 2040-11-25 6.025610 15110590.00 909743.36 Agency Collateralized Mortgage Obligation FGRA 2041-08-15 6.192350 15136800.00 2173194.59 Agency Collateralized Mortgage Obligation FHLMC_35-87 2039-04-15 5.000000 15195004.00 117490.21 Agency Collateralized Mortgage Obligation FNMA_12-2 2042-02-25 5.975610 15333333.00 1165211.45 Agency Collateralized Mortgage Obligation FNMA_13-128D 2043-12-25 5.375610 15377003.00 2890141.62 Agency Collateralized Mortgage Obligation GNMA_12-21 2042-02-20 6.137560 15971038.00 1941628.01 Agency Collateralized Mortgage Obligation FNMS_04-17 2043-01-25 4.000000 16064172.00 1713899.63 Agency Collateralized Mortgage Obligation FNMA_13-20L 2043-03-25 5.625610 16150789.00 1394211.18 Agency Collateralized Mortgage Obligation FNMA_12-94C 2039-06-25 6.125610 16338809.00 1790131.11 Agency Collateralized Mortgage Obligation FNMA_12-33D 2042-04-25 5.955610 16368449.00 1547851.19 Agency Collateralized Mortgage Obligation FNMA_12-118 2042-11-25 4.000000 16437227.00 881899.71 Agency Collateralized Mortgage Obligation FHLMC_4498E 2037-04-15 5.756100 16804282.00 1126019.75 Agency Collateralized Mortgage Obligation FNMA_13-110 2043-11-25 4.500000 16827376.00 682590.61 Agency Collateralized Mortgage Obligation FNMA_08-10 2038-03-25 6.455610 16917000.00 620396.43 Agency Collateralized Mortgage Obligation GNMA_11-61A 2041-02-20 6.087560 17000000.00 955070.89 Agency Collateralized Mortgage Obligation GNMA_13-9 2043-01-20 6.237560 17000000.00 1111185.68 Agency Collateralized Mortgage Obligation GNMA_11-133 2039-12-20 5.587560 17238000.00 1338541.62 Agency Collateralized Mortgage Obligation GNMA_13-82 2043-05-20 3.500000 17368857.00 2257611.50 Agency Collateralized Mortgage Obligation GNMA_16-37 2046-02-20 4.500000 17504190.00 3493488.41 Agency Collateralized Mortgage Obligation GNMA_13-190L 2043-12-20 6.206100 17601608.00 1901021.94 Agency Collateralized Mortgage Obligation FHLMC_4015 2041-04-15 6.042350 17612000.00 1211470.30 Agency Collateralized Mortgage Obligation GNMA_14-5 2044-01-16 5.043350 17850000.00 1031390.10 Agency Collateralized Mortgage Obligation FNMA_13-105 2041-03-25 4.500000 18075514.00 483645.59 Agency Collateralized Mortgage Obligation GNMA_15-79B 2045-05-20 5.087560 18251798.00 2441199.98 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2041-06-25 5.575610 18499124.00 950264.42 Agency Collateralized Mortgage Obligation FNMA_14-40A 2044-07-25 6.175610 18589784.00 3800216.59 Agency Collateralized Mortgage Obligation FHLMC_4305F 2044-02-15 6.092350 18650199.00 2072028.13 Agency Collateralized Mortgage Obligation FNMA_12-33 2041-05-25 5.475610 18737666.00 1344390.29 Agency Collateralized Mortgage Obligation FNMA_14-82A 2044-09-25 5.625610 18739100.00 1751452.76 Agency Collateralized Mortgage Obligation GNMA_14-102 2044-07-20 5.087560 18877727.00 1432591.40 Agency Collateralized Mortgage Obligation FNMA_10-43 2040-05-25 5.875610 18998822.00 1145685.17 Agency Collateralized Mortgage Obligation GNRA 2015-053 ES 2045-04-20 5.087560 19626700.00 1884525.13 Agency Collateralized Mortgage Obligation FNRA CL046SD R07F046 2037-05-25 5.925610 20000000.00 119770.55 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-10-25 5.500000 20000000.00 347092.69 Agency Collateralized Mortgage Obligation FNMA_10-98E 2030-09-25 6.075610 20000000.00 442723.64 Agency Collateralized Mortgage Obligation GNMA_12-61 2042-05-16 6.093350 20000000.00 3738218.18 Agency Collateralized Mortgage Obligation GNMA_11-153D 2039-05-20 5.587560 20539221.00 1839109.87 Agency Collateralized Mortgage Obligation FNMA_12-23 2040-03-25 5.475610 20710917.00 741892.24 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP 2042-08-15 6.042350 20762179.00 3028783.90 Agency Collateralized Mortgage Obligation GNMA_15-16 2045-02-20 5.087560 20791921.00 3813301.49 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-12-15 5.992350 21012367.00 684289.66 Agency Collateralized Mortgage Obligation FNMA_12-75 2042-07-25 6.025610 21333333.00 1643835.62 Agency Collateralized Mortgage Obligation GNRM 2015-79 HI 2045-05-20 4.000000 21375000.00 3153655.97 Agency Collateralized Mortgage Obligation GNMA_15-76B 2043-03-20 3.500000 21428571.00 1017892.49 Agency Collateralized Mortgage Obligation FNRA CL150PS R10F150 2039-12-25 6.075610 21481474.00 905917.41 Agency Collateralized Mortgage Obligation FNRA CL104MI R06F104 2036-11-25 6.225610 21581700.00 361076.69 Agency Collateralized Mortgage Obligation FHLMC_41-76 2028-03-15 4.000000 21694584.00 749680.51 Agency Collateralized Mortgage Obligation FNMA_10-68 2040-07-25 5.975610 21700942.00 1099865.83 Agency Collateralized Mortgage Obligation FNMA_05-90 2035-10-25 6.225610 21759249.00 595395.77 Agency Collateralized Mortgage Obligation FHLMC_39-87 2026-09-15 3.500000 21821142.00 674935.35 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 5.925610 22161582.00 1912752.10 Agency Collateralized Mortgage Obligation FHLMC_3862 2041-05-15 6.072350 22214285.00 575521.52 Agency Collateralized Mortgage Obligation FHLMC_2931 2035-02-15 5.692350 22271358.00 405002.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-10-20 4.000000 22396942.00 2866010.34 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2041-06-20 4.927560 22500000.00 554225.02 Agency Collateralized Mortgage Obligation FNMA_06-24 2036-04-25 6.675610 22643906.00 796147.73 Agency Collateralized Mortgage Obligation FHLMC_36-32 2040-02-15 4.442350 22645807.00 610703.80 Agency Collateralized Mortgage Obligation FNRA 0016H9 2039-12-25 5.665610 22650000.00 214346.74 Agency Collateralized Mortgage Obligation FGRA 3102SP 2036-01-15 6.192349 22690529.00 366613.51 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2042-01-25 6.000000 23000000.00 1120700.74 Agency Collateralized Mortgage Obligation GNMA_10-14 2040-02-16 6.043350 23068000.00 806800.54 Agency Collateralized Mortgage Obligation FHLMC_3510 2036-02-15 6.092350 23932900.00 2066267.01 Agency Collateralized Mortgage Obligation FNMA_07-119 2038-01-25 6.475610 24437000.00 953526.94 Agency Collateralized Mortgage Obligation FHLMC_4125 2042-10-15 4.500000 24575666.00 1644212.48 Agency Collateralized Mortgage Obligation FHLMC_40 19 2041-12-15 4.500000 24598448.00 1098671.07 Agency Collateralized Mortgage Obligation FGRA 3653AS 04/15/40 2040-04-15 4.492350 24642784.00 1117737.61 Agency Collateralized Mortgage Obligation GNMA_14-36C 2044-03-16 5.693350 24713912.00 2373310.97 Agency Collateralized Mortgage Obligation FNMA_13-6 2033-02-25 3.500000 24865853.00 1972970.33 Agency Collateralized Mortgage Obligation FNRA CL021SJ R10F021 2040-03-25 5.805610 25000000.00 847572.69 Agency Collateralized Mortgage Obligation FNMA_15-2 2045-02-25 5.575610 25035456.00 3342802.15 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2041-12-25 5.475610 25618069.00 2615591.99 Agency Collateralized Mortgage Obligation FHLMC_39-35 2040-12-15 6.092350 25858875.00 1453842.92 Agency Collateralized Mortgage Obligation FNMA_12-15 2038-07-25 6.095610 25878263.00 1516568.12 Agency Collateralized Mortgage Obligation FNRA CL022QM R06F022 2036-04-25 6.175610 26666665.00 1339079.19 Agency Collateralized Mortgage Obligation GNMA_13-116 2043-08-20 5.537560 27104148.00 1564640.04 Agency Collateralized Mortgage Obligation GNMA_11-13 2041-01-20 5.443350 27196000.00 1850239.53 Agency Collateralized Mortgage Obligation GNMA_13-116 2043-08-20 5.637560 27415867.00 1777931.57 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-11-25 4.500000 27833333.00 686260.48 Agency Collateralized Mortgage Obligation FGRA 3966SN 12/15/41 2041-12-15 5.392350 28324796.00 1853557.92 Agency Collateralized Mortgage Obligation GNMA_13-47A 2043-03-20 4.000000 28449250.00 3143496.49 Agency Collateralized Mortgage Obligation GNMA_15-102 2045-07-20 3.500000 28571428.00 1846441.00 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-04-15 6.042350 28598399.00 1402301.46 Agency Collateralized Mortgage Obligation GNMA_11-70 2041-05-16 5.393350 29711956.00 3034430.62 Agency Collateralized Mortgage Obligation FHLMC_39-58 2040-12-15 6.092350 29938736.00 2550566.31 Agency Collateralized Mortgage Obligation FNMA_11-117 2041-11-25 6.025610 30000000.00 2943856.71 Agency Collateralized Mortgage Obligation FHLMC_4103 2042-09-15 5.542350 30000000.00 3781157.22 Agency Collateralized Mortgage Obligation GNMA_14-160 2044-10-20 5.087560 30000000.00 3904751.32 Agency Collateralized Mortgage Obligation FNRA 000GB3 2043-01-25 5.625610 30145898.00 3471163.65 Agency Collateralized Mortgage Obligation GNMA_16-12 2046-01-20 5.127560 30193362.00 2622260.47 Agency Collateralized Mortgage Obligation GNMA_13-89 2043-04-20 5.787560 30260454.00 1394875.41 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-109 2040-09-25 5.500000 30530000.00 1146938.06 Agency Collateralized Mortgage Obligation FHLMC_41-14 2042-10-15 5.592350 30558723.00 3809521.38 Agency Collateralized Mortgage Obligation FNMA_12-32 2042-04-25 5.945610 30794997.00 1620214.57 Agency Collateralized Mortgage Obligation FHLMC_4425 2045-01-15 5.642350 31494857.00 4425875.02 Agency Collateralized Mortgage Obligation FNMS_04-17 2043-04-25 3.000000 32040437.00 3191748.17 Agency Collateralized Mortgage Obligation GNMA_16-H12 2050-12-31 1.651110 32093625.00 3469476.98 Agency Collateralized Mortgage Obligation FHLMC_40-11 2040-03-15 5.500000 32181818.00 2911650.95 Agency Collateralized Mortgage Obligation FGRM 4032AI 10/15/41 2041-10-15 4.500000 32226928.00 947115.95 Agency Collateralized Mortgage Obligation GNMA_07-17 2037-04-16 6.303350 32231753.00 802602.00 Agency Collateralized Mortgage Obligation GNMA_12-16 2042-02-16 5.593350 32671801.00 2253186.26 Agency Collateralized Mortgage Obligation GNMA_13-103 2043-07-20 5.637560 32857143.00 1927162.25 Agency Collateralized Mortgage Obligation FNMA_13-42 2043-05-25 4.500000 33008332.00 1307062.18 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3339 2037-07-15 5.632350 33126428.00 1215547.11 Agency Collateralized Mortgage Obligation GNMA_14-8D 2044-01-16 5.043350 33309159.00 2363003.80 Agency Collateralized Mortgage Obligation FNMA_13-19 2041-09-25 5.675610 33482200.00 2712086.06 Agency Collateralized Mortgage Obligation GNMA_13-122 2043-08-16 5.637560 33623182.00 1666447.73 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 5.500000 33832006.00 3632968.78 Agency Collateralized Mortgage Obligation FHLMC_42-65 2040-03-15 5.000000 33900000.00 973992.68 Agency Collateralized Mortgage Obligation GNRA 2044-12-16 5.093350 34231782.00 3608708.07 Agency Collateralized Mortgage Obligation GNMA_15-96 2040-01-16 4.500000 34954166.00 3258733.81 Agency Collateralized Mortgage Obligation FGRM 4057UI 05/15/27 2027-05-15 3.000000 35000000.00 1372884.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2043-02-20 3.500000 35430034.00 4007289.40 Agency Collateralized Mortgage Obligation FNRA CL018MS R07F018 2035-12-25 6.085610 35626536.00 372763.47 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2037-08-25 6.705610 35713249.00 627382.57 Agency Collateralized Mortgage Obligation GNMA_14-30 2044-01-20 6.237560 35894871.00 3153387.48 Agency Collateralized Mortgage Obligation GNMA_15-89 2044-12-20 5.000000 37317688.00 4932761.58 Agency Collateralized Mortgage Obligation FGRA 3560DS 2039-08-15 6.192350 39000000.00 531147.53 Agency Collateralized Mortgage Obligation FNMA_10-136 2040-12-25 5.475610 39893197.00 2633991.84 Agency Collateralized Mortgage Obligation FNRA CL045XS R06F045 2036-06-25 6.075610 40000000.00 715204.70 Agency Collateralized Mortgage Obligation FHLMC_34-16 2038-02-15 5.742350 40000000.00 1471275.27 Agency Collateralized Mortgage Obligation GNMA_08-51 2038-06-16 5.733350 40000000.00 943178.92 Agency Collateralized Mortgage Obligation GNMA_14-58 2044-04-16 5.093350 40000000.00 3310735.53 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-08-20 5.637560 40410240.00 2551835.83 Agency Collateralized Mortgage Obligation GNMA_15-63B 2044-08-20 4.000000 40606996.00 3684505.45 Agency Collateralized Mortgage Obligation FNMA_11-63 2041-07-25 5.395610 41190490.00 1359216.73 Agency Collateralized Mortgage Obligation GNRA 2012-038 SC 2040-10-20 6.187560 41640552.00 2484896.07 Agency Collateralized Mortgage Obligation GNMA_14-154 2044-10-20 5.000000 42000000.00 4333772.76 Agency Collateralized Mortgage Obligation FHLMC_41-81 2043-03-15 5.652350 42142184.00 3170466.38 Agency Collateralized Mortgage Obligation FNMA_07-14 2037-03-25 5.915610 44000000.00 570787.23 Agency Collateralized Mortgage Obligation GNMA_10-116 2039-12-20 5.537560 44126459.00 869651.97 Agency Collateralized Mortgage Obligation GNMA_13-129 2043-09-20 5.537560 44800000.00 2236214.83 Agency Collateralized Mortgage Obligation FHLMC_40-26 2042-01-15 4.500000 44938666.00 1784909.17 Agency Collateralized Mortgage Obligation GNMA_15-24 2045-02-20 3.500000 44980571.00 3919814.99 Agency Collateralized Mortgage Obligation FHLMC_41-41 2042-12-15 3.500000 45072422.00 4600049.50 Agency Collateralized Mortgage Obligation FHLMC_37-72 2038-06-15 4.500000 45641333.00 1705561.75 Agency Collateralized Mortgage Obligation GNMA_08-54 2038-06-16 5.743350 46199123.00 1977061.06 Agency Collateralized Mortgage Obligation FGRA 4060JS 06/15/42 2042-06-15 5.492350 46315721.00 4576367.66 Agency Collateralized Mortgage Obligation FHLMC_3265 2037-01-15 5.902350 46360000.00 1123547.02 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-09-15 6.192350 47439750.00 957363.42 Agency Collateralized Mortgage Obligation GNMA_31-65A 2043-03-20 5.637560 48135155.00 3646675.78 Agency Collateralized Mortgage Obligation GNMA_10-98 2040-08-20 6.087560 48618778.00 3450747.62 Agency Collateralized Mortgage Obligation FHLMC_37-92 2040-11-15 4.492350 49105786.00 2680654.78 Agency Collateralized Mortgage Obligation FHLMC_4248 2041-05-15 5.542350 50000000.00 3388735.22 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2036-03-25 6.075610 50000000.00 1204431.25 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2037-04-25 6.125610 50000000.00 796734.82 Agency Collateralized Mortgage Obligation FHLMC_3437 2038-04-15 6.292350 50000000.00 1139825.14 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-05-25 5.225610 50000000.00 825365.62 Agency Collateralized Mortgage Obligation GNMA_06-36 2036-07-20 6.097560 50000000.00 439036.47 Agency Collateralized Mortgage Obligation GNMA_09-122 2039-09-20 5.937560 50000000.00 756291.64 Agency Collateralized Mortgage Obligation GNMA_11-90 2041-06-20 5.487560 50000000.00 1884292.14 Agency Collateralized Mortgage Obligation GNMA_10-164 2040-12-20 4.887560 50000000.00 1504991.98 Agency Collateralized Mortgage Obligation FNMA_04-65 2034-08-25 6.525610 50492769.00 593005.09 Agency Collateralized Mortgage Obligation GNRA 2010-151 AS 2040-11-20 5.537560 50913135.00 1845153.08 Agency Collateralized Mortgage Obligation FHLMC_39-64 2041-11-15 5.492350 51000000.00 2688542.91 Agency Collateralized Mortgage Obligation GNMA_10-150 2040-11-20 4.887560 52625000.00 2007615.71 Agency Collateralized Mortgage Obligation GNMA_13-183 2042-12-16 4.500000 54005500.00 2544689.86 Agency Collateralized Mortgage Obligation GNMA_09-29 2039-05-16 5.843350 55081879.00 1106044.27 Agency Collateralized Mortgage Obligation GNMA_07-60 2037-10-20 5.987560 55621000.00 505097.55 Agency Collateralized Mortgage Obligation FNMA_10-134C 2040-10-25 5.545610 59113364.00 1943998.72 Agency Collateralized Mortgage Obligation FNMA_12-67 2027-07-25 4.500000 59500000.00 2384285.68 Agency Collateralized Mortgage Obligation FNMA_10-154 2041-01-25 5.955610 59546847.00 1407712.35 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3425 2035-08-15 5.542350 59900000.00 506587.81 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-10 2036-03-25 6.175610 60000000.00 1987289.07 Agency Collateralized Mortgage Obligation FNMA_11-10C 2041-02-25 6.000000 60000000.00 796143.71 Agency Collateralized Mortgage Obligation GNMA_09-87 2034-07-20 6.337560 60872706.00 2501491.72 Agency Collateralized Mortgage Obligation FNMA_06-86 2036-09-25 6.025610 61330239.00 2180078.08 Agency Collateralized Mortgage Obligation FNMA_13-105 2040-05-25 5.000000 62643330.00 2270486.20 Agency Collateralized Mortgage Obligation GNMA_14-132 2044-09-20 5.000000 62800000.00 4161319.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2035-03-20 5.687560 63350000.00 790310.12 Agency Collateralized Mortgage Obligation FHLMC_3574D 2039-09-15 6.242350 64000000.00 780637.24 Agency Collateralized Mortgage Obligation FNSTR_383 2037-09-25 5.500000 65078608.00 513436.60 Agency Collateralized Mortgage Obligation FNST 384O21 2037-09-25 6.000000 65491032.00 515965.06 Agency Collateralized Mortgage Obligation FNMA_11-62E 2032-01-25 6.075610 66176137.00 2898444.37 Agency Collateralized Mortgage Obligation FNRA CL022SE R08F022 2038-04-25 5.695610 67962510.00 1324740.38 Agency Collateralized Mortgage Obligation GNMA_14-147 2044-10-20 4.500000 68270579.00 4413618.41 Agency Collateralized Mortgage Obligation FNMA 11-87 2041-09-25 5.975610 72500000.00 4387858.45 Agency Collateralized Mortgage Obligation GNRA 2002-72 S 2032-10-20 7.087560 74480041.00 388852.57 Agency Collateralized Mortgage Obligation FNMA_09-80 2039-10-25 5.625610 74946516.00 1477476.78 Agency Collateralized Mortgage Obligation FNRA CL018IS R07F018 2036-04-25 6.095610 76036971.00 747871.36 Agency Collateralized Mortgage Obligation FNRA CL054SA R09F054 2039-07-25 5.525610 78787777.00 2421276.37 Agency Collateralized Mortgage Obligation GNMA_07-43 2037-07-16 5.593350 80600000.00 1701902.68 Agency Collateralized Mortgage Obligation FHLMC_4051 2027-05-15 3.000000 82083333.00 3849857.53 Agency Collateralized Mortgage Obligation FGRA 3502DL 01/15/39 2039-01-15 5.492350 83614393.00 1712145.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-58 2036-10-16 6.293350 85000000.00 1577391.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_01-57 2029-05-17 7.693350 86193391.00 159845.48 Agency Collateralized Mortgage Obligation FHLMC_35-10 2037-08-15 5.572350 86925664.00 1996194.84 Agency Collateralized Mortgage Obligation FHLMC_3340A 2037-07-15 6.192350 88685000.00 564129.68 Agency Collateralized Mortgage Obligation GNMA_07-36 2037-06-20 5.957560 89786800.00 1071474.17 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2037-01-25 6.175610 93666666.00 1612255.44 Agency Collateralized Mortgage Obligation GNMA_05-71 2035-09-16 5.853350 95320505.00 1857649.32 Agency Collateralized Mortgage Obligation FNMA_10-9 2040-02-25 4.425610 99000000.00 1355557.03 Agency Collateralized Mortgage Obligation FNMA_03-48 2033-06-25 7.025610 100000000.00 459007.76 Agency Collateralized Mortgage Obligation GNMA_03-82 2033-09-16 6.093350 100000000.00 989261.38 Agency Collateralized Mortgage Obligation GNMA_04-49 2034-01-20 6.637560 100000000.00 604493.29 Agency Collateralized Mortgage Obligation GNMA_05-31 2035-04-16 5.643350 100000000.00 1399104.96 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-04-20 5.147560 100000000.00 2917481.28 Agency Collateralized Mortgage Obligation FNMA_09-12G 2037-08-25 5.975610 103899520.00 3626358.50 Agency Collateralized Mortgage Obligation FNRA CL113SA R10F113 2040-10-25 6.075610 110600219.00 2281864.26 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-09-15 6.072350 130000000.00 1364173.83 Agency Collateralized Mortgage Obligation FNMA_05-83 2035-10-25 6.145610 130416021.00 1682313.71 Agency Collateralized Mortgage Obligation GNMA_08-77 2038-09-20 5.487560 135648606.00 1444739.83 Agency Collateralized Mortgage Obligation GNMA_09-117C 2039-12-16 5.293350 140504431.00 3533547.30 Agency Collateralized Mortgage Obligation FNMA_02-74G 2032-11-25 7.000000 147589139.00 512510.92 Agency Collateralized Mortgage Obligation FHLMC_3202 2036-08-15 6.032350 159000000.00 3806727.16 Agency Collateralized Mortgage Obligation FNMA_07-36 2037-04-25 6.075610 168276659.00 3449526.69 Agency Collateralized Mortgage Obligation FHLMC_3471 2036-12-15 5.572350 175000000.00 942036.09 Agency Collateralized Mortgage Obligation FGRA 3400SI 12/15/37 2037-12-15 5.422350 175020757.00 1966944.54 Agency Collateralized Mortgage Obligation FNMA_09-70 2036-09-25 5.925610 182985574.00 1120997.88 Agency Collateralized Mortgage Obligation GNMA_08-15 2038-02-20 5.957560 215378000.00 2282777.64 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2369 2031-10-15 7.392350 231287534.00 356654.32 Agency Collateralized Mortgage Obligation GNRA 2029-11-16 8.543350 272307282.00 955450.69 Agency Collateralized Mortgage Obligation FNMA_12-13B 2042-02-25 3.500000 5000.00 2910.91 Agency Collateralized Mortgage Obligation FHLMC_26-69 2032-11-15 4.500000 5000.00 2204.75 Agency Collateralized Mortgage Obligation GNMA_11-157B 2041-12-20 3.000000 5000.00 5165.60 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3540 2039-03-15 5.000000 15000.00 2804.20 Agency Collateralized Mortgage Obligation GNMA_13-8 2042-09-20 2.000000 17000.00 7967.10 Agency Collateralized Mortgage Obligation FNMA_13-11B 2042-12-25 2.500000 24000.00 18768.37 Agency Collateralized Mortgage Obligation GNMA_16-88 2042-11-16 2.000000 32000.00 31020.59 Agency Collateralized Mortgage Obligation FHLMC_2205 2029-05-15 6.000000 58000.00 1708.20 Agency Collateralized Mortgage Obligation FNMA_16-63 2046-09-25 2.500000 100000.00 99584.13 Agency Collateralized Mortgage Obligation GNMA_16-113 2050-12-31 2.400000 300000.00 302876.10 Agency Collateralized Mortgage Obligation FNMA_16-62H 2046-09-25 2.500000 500000.00 497185.67 Agency Collateralized Mortgage Obligation FNMA_14-71B 2041-08-25 6.175610 1297100.00 156233.03 Agency Collateralized Mortgage Obligation FHLMC_4604A 2044-08-15 2.500000 1505117.00 1496223.76 Agency Collateralized Mortgage Obligation GNMA_16-9 2045-01-20 3.000000 1579945.00 1197583.03 Agency Collateralized Mortgage Obligation GNMA_16-108C 2042-09-20 3.000000 2889632.00 239365.56 Agency Collateralized Mortgage Obligation FHLMC_44-72 2041-07-15 3.000000 4166666.00 319547.38 Agency Collateralized Mortgage Obligation FHLMC_45-9 2045-09-15 6.000000 6227762.00 975697.07 Agency Collateralized Mortgage Obligation FHLMC_4018A 2042-03-15 5.942350 9000000.00 793734.77 Agency Collateralized Mortgage Obligation GNMA_11-24H 2034-02-20 4.487560 9166666.00 967084.20 Agency Collateralized Mortgage Obligation FHLMC_4134 2042-11-15 3.500000 9514538.00 855529.27 Agency Collateralized Mortgage Obligation FNMA_13-6E 2043-02-25 5.625610 10400000.00 1176093.26 Agency Collateralized Mortgage Obligation GNMA_16-91 2045-04-20 3.500000 10714285.00 1810306.50 Agency Collateralized Mortgage Obligation FHLMC_29-94 2035-06-15 6.442350 11460724.00 218723.67 Agency Collateralized Mortgage Obligation FNMA_12-24D 2042-03-25 5.925610 13150872.00 1248814.36 Agency Collateralized Mortgage Obligation FNMA_12-72A 2041-09-25 5.575610 14837000.00 987466.56 Agency Collateralized Mortgage Obligation FHLMC_3585 2039-08-15 6.500000 15018154.00 326618.45 Agency Collateralized Mortgage Obligation FHLMC_3181 2036-07-15 5.962350 16862278.00 646820.87 Agency Collateralized Mortgage Obligation FHLS_28-1 2042-10-15 5.492350 18738228.00 2640583.88 Agency Collateralized Mortgage Obligation FHLMC_4585B 2046-05-15 5.492350 18813559.00 4635269.82 Agency Collateralized Mortgage Obligation FHLMC_2073 2028-07-15 6.500000 19800000.00 879858.90 Agency Collateralized Mortgage Obligation FNMA_06-124 2037-01-25 5.855610 21509000.00 380775.12 Agency Collateralized Mortgage Obligation FHSTR_329 2044-03-15 4.000000 22186648.00 2242475.17 Agency Collateralized Mortgage Obligation GNMA_15-99A 2045-07-20 5.187560 25293030.00 3907736.88 Agency Collateralized Mortgage Obligation FHLMC_3136 2036-04-15 6.192350 32000000.00 366741.59 Agency Collateralized Mortgage Obligation FNMA_08-73 2038-08-25 5.475610 32335409.00 274528.44 Agency Collateralized Mortgage Obligation FNSTR_359 2035-10-01 5.500000 37547424.00 426919.53 Agency Collateralized Mortgage Obligation FHLMC_31-14 2036-02-15 6.092350 53260900.00 1011659.50 Agency Collateralized Mortgage Obligation FNMA_05-59G 2035-07-25 6.175610 56666667.00 715547.22 Agency Collateralized Mortgage Obligation FHLMC_3147 2036-04-15 6.142349 58907356.00 1339573.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_09-50 2039-05-25 5.000000 60000000.00 898865.73 Agency Collateralized Mortgage Obligation FHLMC_41-25 2042-04-15 2.500000 13000.00 12096.32 Agency Collateralized Mortgage Obligation GNMA_15-106 2039-08-20 5.500000 477040.00 59187.51 Agency Collateralized Mortgage Obligation FNMA_12-84 2042-08-25 2.000000 645000.00 225802.39 Agency Collateralized Mortgage Obligation FNMA_10-42 2040-05-25 5.875610 1025000.00 9793.04 Agency Collateralized Mortgage Obligation GNMA_15-105 2039-10-20 5.000000 1750000.00 187913.56 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 4.500000 1926084.00 1302500.63 Agency Mortgage-Backed Securities FHLMC_44-38 2043-05-15 0.00 2015702.00 1606613.26 Agency Collateralized Mortgage Obligation FHLMC_40-49 2027-05-15 3.000000 2763749.00 62314.09 Agency Collateralized Mortgage Obligation FHLMC_41-20 2042-09-15 5.692350 3750000.00 362374.27 Agency Collateralized Mortgage Obligation FHLMC_40-20 2027-03-15 4.000000 3812489.00 203372.51 Agency Collateralized Mortgage Obligation FHLMC_3682 2036-08-15 0.00 4067750.00 1468214.51 Agency Collateralized Mortgage Obligation FHLMC_44-80 2041-01-15 4.500000 5168937.00 379650.91 Agency Collateralized Mortgage Obligation FHLMC_44-26 2037-07-15 6.000000 6420289.00 853254.62 Agency Collateralized Mortgage Obligation FHLMC_4132 2042-08-15 3.500000 10054107.00 1009386.99 Agency Collateralized Mortgage Obligation FNMA_12-68 2042-07-25 5.475610 21766666.00 2927817.80 Agency Collateralized Mortgage Obligation FHLMC_3940 2040-05-15 6.142350 24302967.00 643383.74 Agency Collateralized Mortgage Obligation FHLMC_3501 2039-01-15 5.942350 34585000.00 1413966.51 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-16 5.500000 42848054.00 2920007.93 Agency Collateralized Mortgage Obligation FHLMC_36-53 2040-04-15 4.412350 45000000.00 1851161.76 Agency Collateralized Mortgage Obligation FHLMC_35-10 2037-04-15 5.902350 95985259.00 3563663.65 Agency Collateralized Mortgage Obligation First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-10-05 2016-10-05 Y RBC CAPITAL MARKETS LLC Fitch, Inc. NR Moody's Investors Service, Inc. A2 Standard and Poor's Ratings Services AA- 1.0000 35 N N N 0.0065 525000000.00 525000000.00 0.0130 N N N Y BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.350000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT3Z81Q9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2019-11-30 1.500000 100.00 102.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 0.875000 100.00 100.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-30 1.625000 200.00 204.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 1.625000 48400.00 48818.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-09-30 1.750000 137000.00 141148.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-09-15 1.000000 267500.00 269606.13 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-05-15 3.500000 1235800.00 1357398.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.625000 10200600.00 10406203.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-03-15 5.612350 20000000.00 511883.92 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 2023-07-15 0.375000 100.00 106.24 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-03-01 2.784000 1000.00 390.72 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 2.245000 1000.00 517.48 Agency Mortgage-Backed Securities GINNIE MAE II 2044-05-20 4.500000 1000.00 523.48 Agency Mortgage-Backed Securities GINNIE MAE II 2037-05-20 2.125000 1002.00 190.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-03-01 3.000000 42588.00 30039.80 Agency Mortgage-Backed Securities GINNIE MAE II 2042-05-20 3.000000 53115.00 6656.28 Agency Mortgage-Backed Securities GINNIE MAE II 2040-02-20 2.000000 112157.00 26381.18 Agency Mortgage-Backed Securities NOTE 11/30/17 2.2500 2017-11-30 2.250000 195200.00 199964.00 U.S. Treasuries (including strips) GINNIE MAE II 2040-06-20 2.875000 489152.00 52897.95 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.030000 500000.00 540244.78 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-31 3.000000 500000.00 541124.91 Agency Mortgage-Backed Securities GINNIE MAE II 2041-10-20 3.000000 500000.00 115704.19 Agency Mortgage-Backed Securities GINNIE MAE II 2044-03-20 4.000000 509008.00 159306.35 Agency Mortgage-Backed Securities GINNIE MAE II 2040-12-20 4.000000 564034.00 259824.83 Agency Mortgage-Backed Securities GINNIE MAE II 2043-01-20 3.000000 743950.00 542117.02 Agency Mortgage-Backed Securities GINNIE MAE II 2042-11-20 2.000000 750000.00 303736.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 2.867000 774764.00 669228.44 Agency Mortgage-Backed Securities GINNIE MAE II 2036-10-20 2.000000 804525.00 112553.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 4.500000 865461.00 485404.11 Agency Mortgage-Backed Securities GINNIE MAE II 2030-02-20 2.000000 1079775.00 93994.71 Agency Mortgage-Backed Securities GINNIE MAE II 2036-03-20 2.500000 1107924.00 73595.91 Agency Mortgage-Backed Securities GNMA_14-98 2041-10-20 4.500000 1108890.00 90362.57 Agency Collateralized Mortgage Obligation GINNIE MAE II 2046-04-20 4.500000 1123316.00 1220090.60 Agency Mortgage-Backed Securities GNII SF MA2756 M 2045-04-20 4.500000 1156728.00 713683.40 Agency Mortgage-Backed Securities GINNIE MAE II 2046-03-20 4.500000 1190046.00 1302941.67 Agency Mortgage-Backed Securities GINNIE MAE II 2042-09-20 3.000000 1200000.00 346947.36 Agency Mortgage-Backed Securities FHSTR_325B 2044-03-15 5.442350 1304326.00 230147.60 Agency Collateralized Mortgage Obligation GNMA_15-40 2045-03-20 6.000000 1358530.00 181650.63 Agency Collateralized Mortgage Obligation GINNIE MAE 2041-06-20 2.500000 1513194.00 282629.73 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-05-01 3.094000 1553252.00 691709.98 Agency Mortgage-Backed Securities GINNIE MAE II 2036-04-20 2.125000 1560077.00 302115.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-04-01 2.689000 1586514.00 1352585.68 Agency Mortgage-Backed Securities FHLMC_39-90 2042-01-15 5.982350 1600517.00 120475.28 Agency Collateralized Mortgage Obligation GINNIE MAE II 2043-08-20 3.000000 1872976.00 232579.15 Agency Mortgage-Backed Securities FNMS 2043-04-01 3.500000 1896348.00 1314524.32 Agency Mortgage-Backed Securities GINNIE MAE II 2044-03-20 3.000000 2045815.00 774244.17 Agency Mortgage-Backed Securities GINNIE MAE II 2043-02-20 2.000000 2300000.00 880947.06 Agency Mortgage-Backed Securities G2 5/1 1Y CMT ARM 2042-03-20 2.500000 2379624.00 883216.50 Agency Mortgage-Backed Securities GNMA_13-182 2038-07-20 3.500000 2482357.00 77690.81 Agency Collateralized Mortgage Obligation GINNIE MAE II 2036-02-20 2.500000 2740228.00 384422.52 Agency Mortgage-Backed Securities GINNIE MAE II 2046-06-20 4.000000 2823796.00 3080630.92 Agency Mortgage-Backed Securities GINNIE MAE I 2045-11-20 5.000000 3184800.00 2467321.85 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 3.000000 3202272.00 1552021.07 Agency Mortgage-Backed Securities FHLS_30-4 2042-12-15 4.000000 3247896.00 265301.64 Agency Collateralized Mortgage Obligation GINNIE MAE II 2043-06-20 2.875000 3270436.00 1742649.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 3.000000 3532590.00 1868594.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-12-01 3.050000 3800000.00 4087663.17 Agency Mortgage-Backed Securities GNMA_14-4 2044-01-20 5.587560 4382111.00 235413.95 Agency Collateralized Mortgage Obligation GINNIE MAE II 2043-04-20 2.125000 4435176.00 1701106.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 4.000000 4449645.00 4862740.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 2.897000 5008021.00 1120711.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-09-01 3.000000 5112799.00 4965694.43 Agency Mortgage-Backed Securities GINNIE MAE II 2034-02-20 2.000000 5952588.00 164863.44 Agency Mortgage-Backed Securities GINNIE MAE II 2021-06-20 2.500000 6254206.00 27687.07 Agency Mortgage-Backed Securities GINNIE MAE II 2042-12-20 3.000000 6459503.00 2837744.36 Agency Mortgage-Backed Securities GINNIE MAE II 2046-06-20 4.000000 6527824.00 6885018.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-10-01 3.500000 6661271.00 2986683.39 Agency Mortgage-Backed Securities FHLMC_4281B 2043-12-15 10.682930 6767616.00 1104942.94 Agency Collateralized Mortgage Obligation FNMA_11-90 2041-09-25 5.875610 7078230.00 636901.77 Agency Collateralized Mortgage Obligation FNMA_07-88 2037-04-25 5.925610 7355000.00 262871.65 Agency Collateralized Mortgage Obligation GINNIE MAE II 2028-03-20 2.000000 7361659.00 47335.17 Agency Mortgage-Backed Securities FNMA_13-46 2043-05-25 13.902440 7640000.00 1795864.45 Agency Collateralized Mortgage Obligation GINNIE MAE II 2023-01-20 2.000000 7750000.00 48765.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-04-01 5.000000 8998885.00 579091.75 Agency Mortgage-Backed Securities GNMA_13-42F 2043-03-20 3.500000 9400000.00 307890.87 Agency Collateralized Mortgage Obligation GINNIE MAE II 2046-06-20 3.500000 10000000.00 10576871.48 Agency Mortgage-Backed Securities GNAR AF MA0233 M 2042-07-20 3.000000 10218490.00 2615122.64 Agency Mortgage-Backed Securities TRIN 01/15/18 1.6250 2018-01-15 1.625000 10422400.00 12329183.45 U.S. Treasuries (including strips) GNAR AF MA0233 M 2042-07-20 3.000000 10450000.00 2674370.83 Agency Mortgage-Backed Securities GNAR AR 080023 M 2026-12-20 2.000000 10484432.00 57045.30 Agency Mortgage-Backed Securities GNMA_13-170 2043-11-20 3.987560 11150014.00 366257.50 Agency Collateralized Mortgage Obligation GINNIE MAE II 2032-06-20 2.125000 12000000.00 144160.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-10-01 2.500000 12192293.00 7378328.44 Agency Mortgage-Backed Securities GINNIE MAE II 2039-09-20 2.000000 12525000.00 1686839.11 Agency Mortgage-Backed Securities FEDERAL NATL MTG ASSN GTD MTG 2027-04-01 2.500000 14548000.00 7673911.24 Agency Mortgage-Backed Securities GINNIE MAE II 2022-07-20 1.875000 15845000.00 92608.87 Agency Mortgage-Backed Securities FNMA_08-41 2036-11-25 6.275610 17500000.00 545987.80 Agency Collateralized Mortgage Obligation GINNIE MAE II 2023-06-20 2.125000 18893235.00 130152.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-10-01 4.000000 19055681.00 17803618.84 Agency Mortgage-Backed Securities GINNIE MAE II 2025-04-20 2.500000 20000000.00 84756.27 Agency Mortgage-Backed Securities FNMA_10-135 2040-01-25 5.465610 20173500.00 657908.86 Agency Collateralized Mortgage Obligation GNAR AF 082794 M 2041-04-20 2.500000 21315392.00 4565726.14 Agency Mortgage-Backed Securities GINNIE MAE II 2024-08-20 1.875000 25295740.00 128589.09 Agency Mortgage-Backed Securities GINNIE MAE II 2026-02-20 2.000000 28344154.00 152465.74 Agency Mortgage-Backed Securities FNMA_15-84A 2033-08-25 5.500000 34831245.00 5131185.02 Agency Collateralized Mortgage Obligation FHLMC_3303 2037-04-15 5.582350 36700000.00 558024.83 Agency Collateralized Mortgage Obligation GINNIE MAE II 2025-03-20 3.000000 38259718.00 239148.72 Agency Mortgage-Backed Securities GINNIE MAE II 2026-05-20 2.125000 43930832.00 179267.36 Agency Mortgage-Backed Securities GNMA_11-117 2041-08-16 5.493350 50000000.00 2909879.12 Agency Collateralized Mortgage Obligation GINNIE MAE II 2022-07-20 1.875000 50564000.00 296707.99 Agency Mortgage-Backed Securities GINNIE MAE II 2045-04-20 3.500000 52816832.00 44880428.22 Agency Mortgage-Backed Securities FEDERAL HOME LN MTG CORP 2039-10-15 6.292350 64000000.00 2472408.98 Agency Collateralized Mortgage Obligation GINNIE MAE II 2027-10-20 2.000000 68701824.00 297432.62 Agency Mortgage-Backed Securities GNAR AR 008900 M 2022-01-20 2.000000 70683000.00 553915.05 Agency Mortgage-Backed Securities GINNIE MAE II 2027-11-20 2.000000 163159536.00 708115.53 Agency Mortgage-Backed Securities GINNIE MAE I 2030-04-15 7.500000 200000000.00 1322025.51 Agency Mortgage-Backed Securities GINNIE MAE II 2045-04-20 2.000000 56210.00 36528.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 2.880000 1000.00 66.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 1000.00 1049.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-05-01 2.274000 1000.00 671.18 Agency Mortgage-Backed Securities GINNIE MAE II 2046-07-20 2.500000 200000.00 204572.52 Agency Mortgage-Backed Securities GINNIE MAE II 2043-12-20 3.000000 200000.00 196567.31 Agency Mortgage-Backed Securities GINNIE MAE II 2043-12-20 3.000000 221071.00 217276.65 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 1.875000 234597.00 90447.14 Agency Mortgage-Backed Securities GINNIE MAE II 2043-12-20 3.000000 250000.00 245709.13 Agency Mortgage-Backed Securities GINNIE MAE II 2043-12-20 3.000000 250000.00 245709.13 Agency Mortgage-Backed Securities GINNIE MAE II 2043-06-20 2.500000 392664.00 172466.07 Agency Mortgage-Backed Securities GNAR AF 083054 M 2042-03-20 2.500000 1121415.00 370599.45 Agency Mortgage-Backed Securities GINNIE MAE II 2035-12-20 2.000000 1162555.00 133427.31 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 4.000000 2000000.00 291145.52 Agency Mortgage-Backed Securities GINNIE MAE II 2033-10-20 2.500000 2003708.00 60938.10 Agency Mortgage-Backed Securities GINNIE MAE II 2043-08-20 3.000000 2605832.00 953474.44 Agency Mortgage-Backed Securities GINNIE MAE II 2031-08-20 3.000000 3531828.00 3728091.68 Agency Mortgage-Backed Securities GINNIE MAE II 2035-11-20 2.000000 4741104.00 803149.16 Agency Mortgage-Backed Securities GINNIE MAE II 2044-03-20 2.000000 4978168.00 2677635.30 Agency Mortgage-Backed Securities GINNIE MAE II 2032-05-20 2.125000 10182895.00 161217.57 Agency Mortgage-Backed Securities GINNIE MAE II 2033-10-20 2.000000 10803584.00 457835.27 Agency Mortgage-Backed Securities GINNIE MAE II 2029-06-20 2.125000 18000000.00 121546.63 Agency Mortgage-Backed Securities GINNIE MAE II 2038-04-20 2.125000 20185632.00 1010443.08 Agency Mortgage-Backed Securities GINNIE MAE II 2023-05-20 2.125000 21502984.00 89506.22 Agency Mortgage-Backed Securities GINNIE MAE II 2026-02-20 2.000000 22575707.00 125485.93 Agency Mortgage-Backed Securities GINNIE MAE II 2034-01-20 2.000000 34137677.00 1599013.29 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 3.000000 48279000.00 47351529.08 Agency Mortgage-Backed Securities GINNIE MAE II 2034-09-20 1.875000 71902208.00 4487919.05 Agency Mortgage-Backed Securities GINNIE MAE II 2027-01-20 2.000000 72840841.00 467038.11 Agency Mortgage-Backed Securities GINNIE MAE II 2027-04-20 2.125000 93386523.00 410728.10 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-06 2016-09-06 2016-09-06 Y BNP PARIBAS SA Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A 1.0000 7 N N N 0.0035 263000000.00 263000000.00 0.0065 N N Y N MIZUHO SECURITIES USA INC TRI-PARTY MIZUHO SECURITIES USA INC 0.360000% 7TK5RJIZDFROZCA6XF66 0001513005 BRT46E7G2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-11-15 0.00 2000.00 1033.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.00 60000.00 38812.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.00 126000.00 66405.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 0.00 830000.00 696046.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.00 1280000.00 693811.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-02-15 2.000000 3130000.00 3248140.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.00 3800000.00 1980598.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 4323600.00 4486122.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 2.125000 48351000.00 50930352.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 146632100.00 155917322.72 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2025-01-15 2.375000 16000.00 24250.31 U.S. Treasuries (including strips) TINY 08/15/39 2039-08-15 0.00 18000.00 10720.98 U.S. Treasuries (including strips) TINY 08/15/38 2038-08-15 0.00 32000.00 19614.72 U.S. Treasuries (including strips) TINY 02/15/39 2039-02-15 0.00 32000.00 19327.68 U.S. Treasuries (including strips) TINT 08/15/37 2037-08-15 0.00 60000.00 37651.20 U.S. Treasuries (including strips) TINT 02/15/38 2038-02-15 0.00 60000.00 37224.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 0.250000 82300.00 84467.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.00 102000.00 53439.84 U.S. Treasuries (including strips) TINT 11/15/41 2041-11-15 0.00 126000.00 70003.08 U.S. Treasuries (including strips) TINT 05/15/42 2042-05-15 0.00 126000.00 69121.08 U.S. Treasuries (including strips) TINT 11/15/42 2042-11-15 0.00 126000.00 68271.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.00 126000.00 67586.40 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 148000.00 128466.96 U.S. Treasuries (including strips) TINT 05/15/41 2041-05-15 0.00 287000.00 161979.93 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2025-02-15 7.625000 300000.00 448275.97 U.S. Treasuries (including strips) TINY 11/15/37 2037-11-15 0.00 304000.00 189641.28 U.S. Treasuries (including strips) TINY 05/15/38 2038-05-15 0.00 304000.00 187534.56 U.S. Treasuries (including strips) TINY 11/15/38 2038-11-15 0.00 304000.00 185172.48 U.S. Treasuries (including strips) TINY 05/15/39 2039-05-15 0.00 304000.00 182314.88 U.S. Treasuries (including strips) TINY 11/15/39 2039-11-15 0.00 304000.00 179819.04 U.S. Treasuries (including strips) TINY 05/15/40 2040-05-15 0.00 304000.00 177025.28 U.S. Treasuries (including strips) TINT 11/15/40 2040-11-15 0.00 304000.00 173787.68 U.S. Treasuries (including strips) TPRX 02/15/36 4.5000 2036-02-15 0.00 500000.00 346785.00 U.S. Treasuries (including strips) TINT 05/15/32 2032-05-15 0.00 501000.00 365163.87 U.S. Treasuries (including strips) TINT 05/15/35 2035-05-15 0.00 539000.00 360510.15 U.S. Treasuries (including strips) TPRX 08/15/39 4.5000 2039-08-15 0.00 550000.00 334669.50 U.S. Treasuries (including strips) TINT 05/15/31 2031-05-15 0.00 575000.00 430358.75 U.S. Treasuries (including strips) TINT 11/15/30 2030-11-15 0.00 579000.00 438824.10 U.S. Treasuries (including strips) TINT 11/15/31 2031-11-15 0.00 579000.00 427383.06 U.S. Treasuries (including strips) TINT 11/15/32 2032-11-15 0.00 579000.00 415866.75 U.S. Treasuries (including strips) TINT 11/15/33 2033-11-15 0.00 579000.00 404923.65 U.S. Treasuries (including strips) TINT 05/15/34 2034-05-15 0.00 579000.00 398583.60 U.S. Treasuries (including strips) TINT 11/15/34 2034-11-15 0.00 579000.00 392243.55 U.S. Treasuries (including strips) TINT 11/15/35 2035-11-15 0.00 579000.00 382099.47 U.S. Treasuries (including strips) TINT 05/15/36 2036-05-15 0.00 579000.00 377473.26 U.S. Treasuries (including strips) TINT 11/15/36 2036-11-15 0.00 579000.00 371758.53 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 595000.00 523219.20 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.00 634000.00 498488.84 U.S. Treasuries (including strips) UNITED STATES TREAS BD 2041-05-15 0.00 660000.00 379546.20 U.S. Treasuries (including strips) TINT 02/15/37 2037-02-15 0.00 660000.00 421344.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2024-11-15 0.00 700000.00 621005.00 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 727000.00 601679.74 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.00 755000.00 535295.00 U.S. Treasuries (including strips) TINT 02/15/33 2033-02-15 0.00 779000.00 555738.60 U.S. Treasuries (including strips) TPRX 02/15/39 3.5000 2039-02-15 0.00 800000.00 497752.00 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.00 807000.00 592273.44 U.S. Treasuries (including strips) TINT 08/15/32 2032-08-15 0.00 807000.00 583816.08 U.S. Treasuries (including strips) TINT 08/15/33 2033-08-15 0.00 807000.00 568523.43 U.S. Treasuries (including strips) TINT 02/15/34 2034-02-15 0.00 807000.00 559686.78 U.S. Treasuries (including strips) TINT 08/15/34 2034-08-15 0.00 807000.00 550995.39 U.S. Treasuries (including strips) TINT 02/15/35 2035-02-15 0.00 807000.00 543659.76 U.S. Treasuries (including strips) TINT 08/15/35 2035-08-15 0.00 807000.00 535944.84 U.S. Treasuries (including strips) TINT 08/15/31 2031-08-15 0.00 818000.00 608272.98 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 830000.00 677811.20 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 830000.00 669112.80 U.S. Treasuries (including strips) TINT 11/15/29 2029-11-15 0.00 830000.00 644030.20 U.S. Treasuries (including strips) TINT 05/15/30 2030-05-15 0.00 830000.00 637888.20 U.S. Treasuries (including strips) TINT 02/15/29 2029-02-15 0.00 893000.00 706827.36 U.S. Treasuries (including strips) TINT 08/15/29 2029-08-15 0.00 893000.00 697486.58 U.S. Treasuries (including strips) TINT 02/15/31 2031-02-15 0.00 893000.00 673973.89 U.S. Treasuries (including strips) TINT 08/15/30 2030-08-15 0.00 918000.00 699240.60 U.S. Treasuries (including strips) TINT 08/15/27 2027-08-15 0.00 926000.00 760801.60 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.00 926000.00 750717.46 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.00 1048000.00 915710.96 U.S. Treasuries (including strips) TINT 08/15/24 2024-08-15 0.00 1148000.00 1014223.56 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.00 1180000.00 941286.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2028-08-15 0.00 1200000.00 978720.00 U.S. Treasuries (including strips) TPRX 02/15/38 4.3750 2038-02-15 0.00 1280000.00 828902.40 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2028-08-15 0.00 1374000.00 1102401.42 U.S. Treasuries (including strips) TINT 02/15/30 2030-02-15 0.00 1893000.00 1462115.34 U.S. Treasuries (including strips) TPRX 02/15/25 7.6250 2025-02-15 0.00 1963000.00 1728696.32 U.S. Treasuries (including strips) 5 3/8 TPRN 31 2031-02-15 0.00 3200000.00 2491648.00 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2042-02-15 0.00 6000000.00 3384480.00 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 7026000.00 5846475.12 U.S. Treasuries (including strips) TPRX 05/15/30 6.2500 2030-05-15 0.00 7532000.00 5944103.76 U.S. Treasuries (including strips) TINT 05/15/37 2037-05-15 0.00 21279000.00 13468755.84 U.S. Treasuries (including strips) TINT 02/15/36 2036-02-15 0.00 37542000.00 24677107.44 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 94711400.00 101039315.71 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-07 2016-09-07 2016-09-15 Y MIZUHO SECURITIES USA INC Fitch, Inc. NR Moody's Investors Service, Inc. (P)A1 Standard and Poor's Ratings Services A 1.0000 7 N N N 0.0036 400000000.00 400000000.00 0.0099 N N Y N MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, FENNER & SMITH INC 0.390000% 8NAV47T0Y26Q87Y0QP81 0000728612 BRT4F0Z06 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-10-15 5.892350 95938000.00 3289249.33 Agency Collateralized Mortgage Obligation GNMA_16-107 2046-08-20 3.500000 3047100.00 3054719.78 Agency Collateralized Mortgage Obligation FNMA_16-24D 2046-02-25 4.000000 30295002.00 3347973.72 Agency Collateralized Mortgage Obligation FHLMC_45-30 2045-11-15 4.000000 44774750.00 3371859.66 Agency Collateralized Mortgage Obligation FHLMC_45-30 2044-04-15 4.000000 45967684.00 3280292.17 Agency Collateralized Mortgage Obligation FNMA_16-24G 2046-05-25 1.661050 72165021.00 3264136.81 Agency Collateralized Mortgage Obligation FHLMC_45-96 2045-11-15 3.000000 2565000.00 2648102.67 Agency Collateralized Mortgage Obligation FHLMC_44-62 2045-04-15 4.000000 17460178.00 1404047.71 Agency Collateralized Mortgage Obligation FNMA_16-19 2046-04-25 5.575610 19000000.00 3047322.03 Agency Collateralized Mortgage Obligation GNRM 2039-10-20 5.000000 20595747.00 2551535.27 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2042-10-25 4.000000 26769838.00 3119730.19 Agency Collateralized Mortgage Obligation FNMA_13-20L 2043-03-25 5.625610 29364600.00 3305966.59 Agency Collateralized Mortgage Obligation FHLMC_39-66 2041-12-15 5.392350 30000000.00 2389064.24 Agency Collateralized Mortgage Obligation FHLMC_4322 2044-03-15 5.492350 31429000.00 2505561.10 Agency Collateralized Mortgage Obligation FHSTR_304 2041-10-15 4.000000 32397229.00 2411796.71 Agency Collateralized Mortgage Obligation GNMA_12-H28 2050-12-31 3.789260 33300000.00 2818246.29 Agency Collateralized Mortgage Obligation GNMA_16-77 2045-11-20 3.000000 33318355.00 2461570.64 Agency Collateralized Mortgage Obligation GNRA 2050-12-31 2.357830 33888044.00 3235448.19 Agency Collateralized Mortgage Obligation GNMA_12-H27 2050-12-31 3.975800 34889599.00 2498185.34 Agency Collateralized Mortgage Obligation FHLMC_4403C 2032-07-15 3.500000 36552141.00 2529427.46 Agency Collateralized Mortgage Obligation FHLMC_4530 2045-11-15 4.000000 37500000.00 2948435.89 Agency Collateralized Mortgage Obligation FNMA_13-11C 2040-02-25 5.675610 38514971.00 3393149.29 Agency Collateralized Mortgage Obligation GNMA_13-147 2039-12-20 5.537560 38631422.00 2788269.56 Agency Collateralized Mortgage Obligation FNMA_12-9H 2041-06-25 6.025610 38998901.00 2432030.45 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-12-16 6.143350 40449156.00 2827701.68 Agency Collateralized Mortgage Obligation FNMA_10-136 2040-12-25 5.475610 40712377.00 2367028.45 Agency Collateralized Mortgage Obligation GNMA_15-H13 2050-12-31 1.637960 41392530.00 2717077.09 Agency Collateralized Mortgage Obligation FHLMC_39-6 2041-08-15 5.942350 41663645.00 2878068.32 Agency Collateralized Mortgage Obligation FNMA_12-83 2042-08-25 4.875610 42404350.00 3283001.04 Agency Collateralized Mortgage Obligation FNMA_14-39 2044-07-25 3.500000 43114000.00 3284224.67 Agency Collateralized Mortgage Obligation GNMA_16-H10B 2050-12-31 3.451010 45322816.00 3170926.16 Agency Collateralized Mortgage Obligation FHLMC_45-37 2044-10-15 4.000000 45618690.00 3170512.78 Agency Collateralized Mortgage Obligation GNMA_14-H13B 2050-12-31 1.585380 46127680.00 2652772.78 Agency Collateralized Mortgage Obligation FHLMC_3758 2040-11-15 5.492350 46403814.00 2690824.85 Agency Collateralized Mortgage Obligation FHLMC_44-50 2044-01-15 3.500000 48169285.00 3176946.53 Agency Collateralized Mortgage Obligation FHLMC_4248 2043-09-15 5.492350 50000000.00 2582513.54 Agency Collateralized Mortgage Obligation GNMA_15-H01B 2050-12-31 2.130650 50000000.00 2761614.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD 2050-12-31 2.203650 50411741.00 3478661.80 Agency Collateralized Mortgage Obligation GNMA_14-H23A 2050-12-31 1.550010 51705156.00 2413006.63 Agency Collateralized Mortgage Obligation GNMA_16-H06C 2050-12-31 2.032490 55385800.00 3127987.64 Agency Collateralized Mortgage Obligation GNMA_10-H06 2050-12-31 1.115020 60804603.00 3003656.87 Agency Collateralized Mortgage Obligation FNMA_15-4A 2045-02-25 2.065660 63684494.00 3094119.11 Agency Collateralized Mortgage Obligation GNMA_10-H15 2050-12-31 1.096450 64000000.00 2729768.52 Agency Collateralized Mortgage Obligation GNMA_16-H08C 2050-12-31 0.645770 67087814.00 2981508.00 Agency Collateralized Mortgage Obligation GNMA_14-H02 2050-12-31 1.361290 72020742.00 3109270.17 Agency Collateralized Mortgage Obligation GNMA_10-35 2040-03-20 5.957560 75000000.00 2890615.16 Agency Collateralized Mortgage Obligation GNMA_12-H24 2050-12-31 4.649340 75592011.00 3089939.76 Agency Collateralized Mortgage Obligation FNMA_10-135 2040-12-25 5.475610 78753231.00 3366851.85 Agency Collateralized Mortgage Obligation FGRA 3443SE 2037-03-15 5.222350 94500000.00 2954355.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS 2050-12-31 1.225480 99454136.00 2954808.98 Agency Collateralized Mortgage Obligation FNMA_06-115 2036-12-25 6.115610 100000000.00 3288661.61 Agency Collateralized Mortgage Obligation GNMA_12-055 2050-12-31 0.946430 100000000.00 2627809.59 Agency Collateralized Mortgage Obligation FNMA_13-6 2043-02-25 4.000000 114651082.00 2560491.77 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-10-25 5.455610 123000000.00 3107556.63 Agency Collateralized Mortgage Obligation GNRA 2010-117 PS 2039-10-20 5.487560 131958617.00 3136804.25 Agency Collateralized Mortgage Obligation GNMA_12-H04 2050-12-31 0.917920 186771085.00 3482341.78 Agency Collateralized Mortgage Obligation FHLMC_4215 2032-07-15 3.000000 7520541.00 486426.30 Agency Collateralized Mortgage Obligation First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0039 149500000.00 149500000.00 0.0037 N Y Y N GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.370000% FOR8UP27PHTHYVLBNG30 0000769993 BRT4F1218 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_12-82A 2042-08-25 6.660670 3000000.00 1634430.52 Agency Collateralized Mortgage Obligation FHLMC_41-56 2033-01-15 4.867320 2500000.00 1690357.08 Agency Collateralized Mortgage Obligation FNMA_34820 2035-11-25 18.735470 2932500.00 1629779.91 Agency Collateralized Mortgage Obligation FNMA_13-41 2043-05-25 5.213410 3000000.00 2714104.71 Agency Collateralized Mortgage Obligation FHLMC_3864 2041-05-15 8.212200 3000000.00 1315646.05 Agency Collateralized Mortgage Obligation FHLMC_42-86 2043-12-15 10.682933 3000000.00 1421457.76 Agency Collateralized Mortgage Obligation FHLMC_41-55 2033-01-15 4.867320 4559868.00 4068915.97 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4217B 2043-06-15 4.670820 17000000.00 15506065.02 Agency Collateralized Mortgage Obligation FGRA 2043-07-15 4.834948 20000000.00 17072667.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2043-01-15 4.790820 25000000.00 23793722.28 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-07-01 2.496774 27000000.00 28211375.39 Agency Mortgage-Backed Securities FNMA_13-9 2043-02-25 4.867320 30000000.00 22119418.40 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-11-01 3.067741 2980698.00 2963546.80 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 3.500000 28337182.00 29617830.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-08-01 1.900000 29500000.00 29616121.83 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-05-01 2.592000 38478156.00 29704946.48 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0037 203500000.00 203500000.00 0.0050 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES LLC 0.340000% VYVVCKR63DVZZN70PB21 0000276523 BRT4F13L3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 4736131.00 4929535.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 5605350.00 5834250.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 12295655.00 12797760.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 20109109.00 20930284.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 25201686.00 26230822.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 29200733.00 30393174.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 40208292.00 41850237.81 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2737 2046-09-01 3.000000 337645831.00 351433936.15 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 480000000.00 480000000.00 0.0118 N Y Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE 0.330000% O2RNE8IBXP4R0TD8PU41 0000865845 BRT4F1440 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2016-09-15 0.00 100.00 99.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-04-30 0.409283 2659200.00 2660700.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.00 100.00 53.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.00 200.00 106.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.00 200.00 105.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.00 1047960.38 677904.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-31 1.625000 3542600.00 3618301.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.125000 4918600.00 5154103.37 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2022-05-15 1.750000 5360200.00 5518384.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-31 1.875000 5764900.00 5970425.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 3.125000 14264200.00 17002693.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 2.250000 15405600.00 16406398.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-31 1.000000 22915800.00 23052187.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 2.125000 26035100.00 27423979.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 37621300.00 38625746.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 2.000000 44754100.00 46694667.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2021-05-15 3.125000 45589700.00 50018292.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 48000000.00 52707391.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 2.750000 50040600.00 55921403.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 1.000000 77893300.00 78182734.57 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 91.92 83.19 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2041-08-15 0.00 100.00 57.08 U.S. Treasuries (including strips) BOND 02/15/41 4.7500 2041-02-15 4.750000 10761900.00 16175170.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 43080600.00 46265749.94 U.S. Treasuries (including strips) TRIN 07/15/22 0.1250 2022-07-15 0.125000 45795600.00 48523261.63 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 530000000.00 530000000.00 0.0131 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) INC 0.290000% CYYGQCGNHMHPSMRL3R97 0000853784 BRT4FX7F2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS 2020-11-15 2.625000 146146700.00 156149531.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-09-30 1.750000 152365000.00 156991652.55 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-02 2016-09-02 2016-09-02 N N N 0.0029 307000000.00 307000000.00 0.0076 N N Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE 0.330000% O2RNE8IBXP4R0TD8PU41 0000865845 BRT4FX986 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2016-09-15 0.00 500.00 499.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.00 200.00 105.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-10-31 0.375000 56500.00 56570.82 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-01-15 2.375000 287600.00 347024.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 2.000000 2902200.00 3028041.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 3.125000 3342100.00 3983728.71 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-07-15 1.875000 28269600.00 34106905.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 1.625000 32992100.00 33789344.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 3.375000 55337700.00 69410901.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 3.625000 68191700.00 88618188.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 104626600.00 107021897.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 186115700.00 248942485.54 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 0.47 0.43 U.S. Treasuries (including strips) NOTE 12/31/18 1.3750 2018-12-31 1.375000 4273000.00 4334307.19 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-02 2016-09-02 2016-09-02 N N N 0.0033 582000000.00 582000000.00 0.0144 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.320000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT4H2Q34 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-02-16 0.00 448000.00 447053.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-31 0.875000 602600.00 604080.04 U.S. Treasuries (including strips) NOTY 02/15/17 4.6250 2017-02-15 4.625000 788200.00 804437.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-06-30 0.625000 13361800.00 13375869.83 U.S. Treasuries (including strips) BILL 12/29/16 2016-12-29 0.00 32370000.00 32331932.88 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-01-31 0.875000 1356500.00 1359620.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.500000 268700.00 273102.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-28 0.750000 90538100.00 90509852.11 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-03-31 3.250000 2084600.00 2145493.39 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-03-31 2.875000 3900000.00 4073621.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-04-15 0.875000 6859200.00 6895753.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 23593100.00 24731353.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.750000 297400.00 306202.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-04-30 1.625000 43539600.00 44347537.62 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2022-05-15 1.750000 3617700.00 3724461.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-15 1.125000 1188500.00 1197998.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-07-31 0.625000 22921500.00 22929900.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 2.250000 30847800.00 32851773.68 U.S. Treasuries (including strips) TRIN 01/15/21 1.1250 2021-01-15 1.125000 190052700.00 221045536.51 U.S. Treasuries (including strips) NOTE 10/31/19 1.2500 2019-10-31 1.250000 4359500.00 4415859.57 U.S. Treasuries (including strips) BILL 08/17/17 2017-08-17 0.00 1638000.00 1628565.12 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-07 2016-09-07 2016-09-26 Y BNP PARIBAS SA Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A 1.0000 7 N N N 0.0032 500000000.00 500000000.00 0.0123 N N Y N GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.370000% FOR8UP27PHTHYVLBNG30 0000769993 BRT4JFFV3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_16-38A 2046-06-25 5.475610 55000000.00 13381678.90 Agency Collateralized Mortgage Obligation FHLMC_45-82 2046-05-15 5.492350 71428571.00 15205701.78 Agency Collateralized Mortgage Obligation FHLMC_4587E 2046-06-15 5.642350 89472472.00 14705979.24 Agency Collateralized Mortgage Obligation FHLMC_4611 2041-06-15 5.588000 100271213.00 17082705.20 Agency Collateralized Mortgage Obligation FNMA_15-77C 2045-10-25 5.725610 110200841.00 15222523.90 Agency Collateralized Mortgage Obligation FNMA_16-4E 2046-02-25 5.125610 153093985.00 21538980.51 Agency Collateralized Mortgage Obligation FHLMC_4451D 2043-07-15 4.000000 9327748.00 8129798.09 Agency Collateralized Mortgage Obligation FNMA_12-17 2042-03-25 4.000000 14000000.00 18716314.26 Agency Collateralized Mortgage Obligation FHLMC_40 84 2042-07-15 4.000000 18000000.00 24206808.42 Agency Collateralized Mortgage Obligation FNMA_15-26 2045-05-25 5.575610 22853773.00 3526681.25 Agency Collateralized Mortgage Obligation FHLMC_4599 2046-07-15 5.492350 59447565.00 13961876.72 Agency Collateralized Mortgage Obligation FNMA_15-54A 2045-07-25 5.625610 74928001.00 18029354.92 Agency Collateralized Mortgage Obligation FNMA_13-136 2044-01-25 5.375610 79655048.00 13879264.08 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 5.592350 89806871.00 14118937.01 Agency Collateralized Mortgage Obligation FNMA_14-90 2045-01-25 5.625610 100000000.00 17071884.40 Agency Collateralized Mortgage Obligation FNMA_11-131 2041-12-25 6.015610 174999998.00 20205371.99 Agency Collateralized Mortgage Obligation FHLMC_43-67A 2037-03-15 1.861974 443709457.00 17506342.14 Agency Collateralized Mortgage Obligation FNMA_16-57 2046-06-25 5.525610 88135638.00 22409797.24 Agency Collateralized Mortgage Obligation First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-06 2016-09-06 2016-09-06 N N N 0.0037 269993223.00 269993223.00 0.0067 N N Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES LLC 0.340000% VYVVCKR63DVZZN70PB21 0000276523 BRT4JFGC4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.500000 1032055.00 1074162.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 2.500000 1730720.00 1801332.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.500000 1894094.00 1971364.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.500000 2258539.00 2350604.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.500000 3178324.00 3307987.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.000000 3530235.00 3673893.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-09-01 2.500000 3681635.00 3830418.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 4615125.00 4801131.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 4664505.00 4854279.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-09-01 2.500000 5378511.00 5597547.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 6151000.00 6401345.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 9386818.00 9770138.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 9545002.00 9934781.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 11878073.00 12359883.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 12745416.00 13261414.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 13708723.00 14264180.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 20452022.00 21287200.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 21892641.00 22775764.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 30504448.00 31733993.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-06-01 3.000000 41612488.00 43291122.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 4.000000 64453334.00 67050730.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 87003837.00 90556725.69 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-06 2016-09-06 2016-09-06 N N N 0.0034 364989305.50 364989305.50 0.0090 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.320000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT4JWGS2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-02-15 1.375000 18842400.00 23152854.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 3.750000 100.00 133.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-02-15 0.625000 16490000.00 16502214.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-02-15 1.625000 800.00 803.78 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-02-28 2.750000 100.00 102.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 1.000000 13731400.00 13841668.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 1.000000 8799800.00 8870465.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-31 1.875000 168609800.00 174620927.33 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-06-30 1.000000 3166500.00 3179751.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 2.250000 2381300.00 2535997.01 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-04-15 3.875000 125841700.00 267293548.80 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-11-15 5.250000 100.00 140.95 U.S. Treasuries (including strips) TRIN 07/15/22 0.1250 2022-07-15 0.125000 400.00 423.82 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 1000.00 994.05 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-07 2016-09-07 2016-09-28 Y BNP PARIBAS SA Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A 1.0000 7 N N N 0.0032 499897350.00 499897350.00 0.0123 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.320000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT4L5R15 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-11-15 0.00 100.00 52.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.00 25100.00 13605.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.00 91000.00 47822.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.00 100000.00 53574.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 2.500000 600000.00 634027.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-06-30 1.375000 5200000.00 5195796.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 0.00 6083596.44 5101764.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 2.125000 12536000.00 13197765.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-08-15 2.500000 34317100.00 36799494.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 47925900.00 48822373.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 60000000.00 62255373.91 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 0.01 0.01 U.S. Treasuries (including strips) TINT 02/15/36 2036-02-15 0.00 7.00 4.60 U.S. Treasuries (including strips) TINT 02/15/35 2035-02-15 0.00 52.98 35.69 U.S. Treasuries (including strips) TINT 05/15/37 2037-05-15 0.00 66.88 42.33 U.S. Treasuries (including strips) TINT 08/15/17 2017-08-15 0.00 69.08 68.66 U.S. Treasuries (including strips) TINT 02/15/43 2043-02-15 0.00 75.63 40.72 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.00 80.68 64.36 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-08-15 6.125000 200.00 303.34 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.00 253.47 186.03 U.S. Treasuries (including strips) TINT 02/15/31 2031-02-15 0.00 270.08 203.84 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 500.00 529.06 U.S. Treasuries (including strips) 4 3/8 TPRN 39 2039-11-15 0.00 8900.00 5359.31 U.S. Treasuries (including strips) TINT 05/15/34 2034-05-15 0.00 61705.63 42478.16 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2022-11-15 7.625000 129600.00 181181.15 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 135915.61 123003.63 U.S. Treasuries (including strips) TINT 11/15/16 2016-11-15 0.00 149000.00 148897.19 U.S. Treasuries (including strips) TINT 02/15/38 2038-02-15 0.00 281864.83 174871.76 U.S. Treasuries (including strips) TINT 11/15/17 2017-11-15 0.00 663716.59 658055.09 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 1776000.00 1879675.05 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2040-05-15 0.00 2649800.00 1569503.04 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-01-15 2.500000 2792200.00 3968749.52 U.S. Treasuries (including strips) TINT 02/15/37 2037-02-15 0.00 8030000.01 5126352.01 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 9370119.24 7941269.76 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 22944000.00 18988913.28 U.S. Treasuries (including strips) TINT 11/15/36 2036-11-15 0.00 27190000.00 17457883.30 U.S. Treasuries (including strips) TINT 08/15/27 2027-08-15 0.00 29340000.00 24105744.00 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 30189614.87 24337659.92 U.S. Treasuries (including strips) TRIN 01/15/22 0.1250 2022-01-15 0.125000 41163800.00 44229784.82 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2041-02-15 2.125000 42650800.00 63140894.05 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2027-01-15 2.375000 50000000.00 72796597.28 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-07 2016-09-07 2016-09-29 Y BNP PARIBAS SA Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A 1.0000 7 N N N 0.0032 450000000.00 450000000.00 0.0111 N N Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 0.340000% X574KRZ6V5A7UBU45C31 0001137774 BRT4L6J20 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TPRN 02/15/43 3.1250 2043-02-15 0.00 50000000.00 27348500.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 26812500.00 26812500.00 0.0007 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 0.340000% X574KRZ6V5A7UBU45C31 0001137774 BRT4L6J38 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINT 05/15/35 2035-05-15 0.00 50000000.00 33405000.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 32750000.00 32750000.00 0.0008 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 0.340000% X574KRZ6V5A7UBU45C31 0001137774 BRT4L6J79 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINT 11/15/34 2034-11-15 0.00 64000000.00 43411200.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 42560000.00 42560000.00 0.0011 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 0.340000% X574KRZ6V5A7UBU45C31 0001137774 BRT4L6JA2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-11-15 0.00 150000000.00 81472500.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 79875000.00 79875000.00 0.0020 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 0.340000% X574KRZ6V5A7UBU45C31 0001137774 BRT4L6JC8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TPRX 05/15/39 4.2500 2039-05-15 0.00 115000000.00 70673250.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 69287500.00 69287500.00 0.0017 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 0.340000% X574KRZ6V5A7UBU45C31 0001137774 BRT4L6JD6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINT 05/15/36 2036-05-15 0.00 80500000.00 52550400.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 51520000.00 51520000.00 0.0013 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 0.340000% X574KRZ6V5A7UBU45C31 0001137774 BRT4L6JG9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINT 05/15/33 2033-05-15 0.00 35000000.00 24811500.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 24325000.00 24325000.00 0.0006 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 0.340000% X574KRZ6V5A7UBU45C31 0001137774 BRT4L6JJ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINY 05/15/38 2038-05-15 0.00 110000000.00 68020700.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 66687500.00 66687500.00 0.0016 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 0.340000% X574KRZ6V5A7UBU45C31 0001137774 BRT4L6JK0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINT 11/15/35 2035-11-15 0.00 50000000.00 33022500.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 32375000.00 32375000.00 0.0008 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA PRUDENTIAL INSURANCE COMPANY OF AMERICA 0.340000% X574KRZ6V5A7UBU45C31 0001137774 BRT4L6JM6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINT 02/15/37 2037-02-15 0.00 82500000.00 52698525.00 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 51665625.00 51665625.00 0.0013 N Y Y N GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.300000% FOR8UP27PHTHYVLBNG30 0000769993 BRT4L71H4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHFR 03LI 11/17 1V 2017-11-08 0.00 13280000.00 13279734.40 Agency Debentures and Agency Strips FNFR LIBR A 03/21/18 2018-03-21 0.594400 37642000.00 37721134.36 Agency Debentures and Agency Strips First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0030 50000000.00 50000000.00 0.0012 N Y Y N RBC CAPITAL MARKETS LLC TRI-PARTY RBC CAPITAL MARKETS, LLC 0.320000% 549300LCO2FLSSVFFR64 0000050916 BRT4L71J0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-07-15 5.492350 395264.00 38718.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-01-15 5.492350 5757657.00 90579.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-06-15 5.742350 13307415.00 102557.81 Agency Collateralized Mortgage Obligation FNMA_13-51 2043-04-25 4.770730 100000.00 92335.54 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3425 2035-08-15 5.542350 100000.00 845.72 Agency Collateralized Mortgage Obligation FNMA_12-108 2042-10-25 5.475610 139858.00 17234.53 Agency Collateralized Mortgage Obligation FHLMC_36-9 2039-12-15 5.832350 200000.00 12640.31 Agency Collateralized Mortgage Obligation FHLMC_4420 2044-12-15 3.000000 233149.00 242799.86 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2041-07-25 6.025610 347000.00 9984.86 Agency Collateralized Mortgage Obligation FHLMC_4388 2042-08-15 5.492350 392096.00 52548.04 Agency Collateralized Mortgage Obligation FGRA 2041-08-15 6.192350 488200.00 70091.01 Agency Collateralized Mortgage Obligation FHLMC_2936 2035-02-15 5.592350 529728.00 5761.28 Agency Collateralized Mortgage Obligation FHLMC_4245 2043-08-15 5.492350 573652.00 86138.48 Agency Collateralized Mortgage Obligation FGRA 2042-09-15 5.592350 896751.00 87616.05 Agency Collateralized Mortgage Obligation FNRA 2042-03-25 5.925610 919296.00 89254.06 Agency Collateralized Mortgage Obligation FNMA_12-61 2041-12-25 6.125610 995780.00 102808.93 Agency Collateralized Mortgage Obligation FNMA_14-40A 2044-07-25 6.175610 1082000.00 221187.85 Agency Collateralized Mortgage Obligation FNMA_14-82A 2044-09-25 5.625610 1152900.00 107755.97 Agency Collateralized Mortgage Obligation FHLMC_4196A 2043-03-15 4.790820 1242559.00 1178861.16 Agency Collateralized Mortgage Obligation FHLMC_44-7 2043-12-15 1.333333 1336113.00 23643.68 Agency Collateralized Mortgage Obligation FNMA_13-7C 2043-02-25 5.575610 1577500.00 223007.65 Agency Collateralized Mortgage Obligation FHLMC_3510 2036-02-15 6.092350 1753400.00 151381.26 Agency Collateralized Mortgage Obligation FNRA CL023SP R06F023 2036-04-25 6.175610 1825858.00 47485.20 Agency Collateralized Mortgage Obligation FNRA CL150PS R10F150 2039-12-25 6.075610 1834769.00 77375.93 Agency Collateralized Mortgage Obligation FGRA 4060JS 06/15/42 2042-06-15 5.492350 1862850.00 184064.64 Agency Collateralized Mortgage Obligation FNMA_10-136 2040-12-25 5.475610 2890791.00 190867.63 Agency Collateralized Mortgage Obligation FNRA CL014SY R12F014 2040-11-25 6.025610 2963581.00 178424.41 Agency Collateralized Mortgage Obligation FNMA_07-36 2037-04-25 6.075610 2965120.00 60782.41 Agency Collateralized Mortgage Obligation FNMA_12-35C 2041-09-25 6.075610 3139300.00 219059.98 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 5.925610 3527365.00 304444.64 Agency Collateralized Mortgage Obligation FHLMC_3860 2040-06-15 6.092350 4364505.00 175336.42 Agency Collateralized Mortgage Obligation FNMA_13-122A 2043-07-25 4.770730 4581226.00 4002062.85 Agency Collateralized Mortgage Obligation FNMA_12-75 2041-12-25 6.125610 6640589.00 398050.02 Agency Collateralized Mortgage Obligation FNRA 2035-04-25 6.175610 7382157.00 74018.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP 2042-06-15 5.492350 8087860.00 955569.66 Agency Collateralized Mortgage Obligation FNRA CL074NL R05F074 2035-07-25 5.555610 9470063.00 72730.81 Agency Collateralized Mortgage Obligation FGRA 3400SI 12/15/37 2037-12-15 5.422350 10000000.00 112383.50 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-06-15 5.692350 14485074.00 211949.12 Agency Collateralized Mortgage Obligation FGRA 3170SA 09/15/33 2033-09-15 6.092350 15000000.00 272901.48 Agency Collateralized Mortgage Obligation FNRA 2043-03-25 5.625610 17859099.00 3046381.08 Agency Collateralized Mortgage Obligation FHLMC_39-66 2041-12-15 5.392350 28829276.00 2295833.08 Agency Collateralized Mortgage Obligation FHLMC_2931 2035-02-15 5.692350 29259096.00 532074.28 Agency Collateralized Mortgage Obligation FHLMC_3844 2041-04-15 6.042350 48482333.00 1015416.91 Agency Collateralized Mortgage Obligation FGRA 3102SP 2036-01-15 6.192349 49958416.00 807183.92 Agency Collateralized Mortgage Obligation FNMA_09-101 2039-12-25 5.635610 94328726.00 910851.90 Agency Collateralized Mortgage Obligation First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 17900000.00 17900000.00 0.0004 N Y Y N GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.310000% FOR8UP27PHTHYVLBNG30 0000769993 BRT4L71K7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_13-129E 2043-09-20 5.637560 322000.00 23219.67 Agency Collateralized Mortgage Obligation GNMA_16-83 2046-06-20 5.587560 40247348.00 9719049.56 Agency Collateralized Mortgage Obligation GNMA_16-111 2046-08-20 5.606000 40361337.00 10145952.17 Agency Collateralized Mortgage Obligation GNMA_16-16B 2046-02-16 5.593350 50777934.00 7614629.02 Agency Collateralized Mortgage Obligation GNRA 2010-117 PS 2039-10-20 5.487560 1274868.00 30305.04 Agency Collateralized Mortgage Obligation GNMA_11-24 2041-02-20 4.787560 5000000.00 181532.93 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-03-20 5.237560 9097104.00 324734.37 Agency Collateralized Mortgage Obligation GNMA_12-97 2041-07-20 6.237560 9205831.00 307995.41 Agency Collateralized Mortgage Obligation GNMA_12-97 2042-08-16 5.543350 10000000.00 1122638.96 Agency Collateralized Mortgage Obligation GNMA_14-32F 2044-02-20 5.587560 11928274.00 1699847.49 Agency Collateralized Mortgage Obligation GNMA_10-31 2040-03-20 4.487560 11948360.00 214761.75 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 5.157560 13261261.00 386568.32 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-03-20 5.537560 13701602.00 123406.27 Agency Collateralized Mortgage Obligation GNMA_11-79 2041-05-20 4.887560 14500000.00 1257254.82 Agency Collateralized Mortgage Obligation GNMA_13-147 2039-12-20 5.537560 17000000.00 1226995.54 Agency Collateralized Mortgage Obligation FHLMC_4451D 2043-07-15 4.000000 20660864.00 18007417.51 Agency Collateralized Mortgage Obligation GNRA 2043-09-20 5.587560 20708456.00 1462897.99 Agency Collateralized Mortgage Obligation GNMA_10-108 2039-09-20 5.587560 25000000.00 429498.97 Agency Collateralized Mortgage Obligation GNMA_14-131 2044-09-16 5.693350 25000000.00 5348529.59 Agency Collateralized Mortgage Obligation GNRA 2010-047 AS 2040-04-20 5.927560 26220000.00 973680.24 Agency Collateralized Mortgage Obligation GNRA 2045-03-16 5.093350 27058031.00 2602953.67 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2042-05-01 3.500000 29749846.00 20684092.58 Agency Mortgage-Backed Securities GNMA_15-161F 2045-11-20 5.687560 30063147.00 6612152.97 Agency Collateralized Mortgage Obligation GNMA_11-23 2041-02-16 6.093350 31098460.00 2612516.60 Agency Collateralized Mortgage Obligation GNRA 2041-05-16 5.543350 31200000.00 1727642.21 Agency Collateralized Mortgage Obligation FNMS 03.000 CLMA2670 2046-07-01 3.000000 31966906.00 33037432.04 Agency Mortgage-Backed Securities GNMA_12-97 2042-08-20 6.087560 33333333.00 1928209.50 Agency Collateralized Mortgage Obligation GNMA_15-161E 2045-11-16 5.693350 36000000.00 4463432.05 Agency Collateralized Mortgage Obligation GNRA 2043-11-20 6.187560 39768995.00 3441875.20 Agency Collateralized Mortgage Obligation GNMA_13-93 2043-06-16 5.693350 44000000.00 3936974.41 Agency Collateralized Mortgage Obligation GNMA_10-146 2039-04-20 6.187560 45855428.00 479865.02 Agency Collateralized Mortgage Obligation GNMA_14-5 2044-01-20 5.587560 47142857.00 6527793.74 Agency Collateralized Mortgage Obligation GNMA_05-5 2035-01-20 6.237560 50000000.00 649798.63 Agency Collateralized Mortgage Obligation GNMA_10-47 2040-04-20 5.987560 50000000.00 1904917.31 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 4.887560 50000000.00 3023482.57 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-20 5.037560 50000000.00 2649325.02 Agency Collateralized Mortgage Obligation GNMA_15-53 2045-04-20 5.087560 52238884.00 8321339.79 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-04-20 6.087560 53188911.00 1112872.02 Agency Collateralized Mortgage Obligation GNMA_14-5 2043-06-16 6.293350 54541566.00 5494183.80 Agency Collateralized Mortgage Obligation GNRA 2041-06-20 5.687560 55005715.00 2416732.64 Agency Collateralized Mortgage Obligation GNRA 2044-10-20 5.087560 57000000.00 4076918.77 Agency Collateralized Mortgage Obligation GNRA 2043-04-20 5.737560 57086707.00 3488961.60 Agency Collateralized Mortgage Obligation GNRA 2043-08-20 5.537560 66666666.00 5446591.79 Agency Collateralized Mortgage Obligation GNMA_02-76 2029-12-16 7.143350 69179302.00 323011.83 Agency Collateralized Mortgage Obligation GNMA_13-116A 2043-02-20 5.737560 80818875.00 5343557.50 Agency Collateralized Mortgage Obligation GNMA_14-10 2044-01-16 5.543350 84838708.00 6868325.81 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2037-04-16 6.043350 99485000.00 4026084.10 Agency Collateralized Mortgage Obligation GNR_02-24 2032-04-16 0.00 100000000.00 34.88 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-09-20 5.537560 100000000.00 2628822.79 Agency Collateralized Mortgage Obligation GNMA_13-148 2043-10-20 5.687560 112500000.00 8367707.34 Agency Collateralized Mortgage Obligation GNR_09-106 2036-07-20 6.097560 113054981.00 2072431.92 Agency Collateralized Mortgage Obligation GNMA_13-116 2042-07-16 5.643350 24412103.00 1830635.60 Agency Collateralized Mortgage Obligation FNMA_16-57 2046-08-25 5.475610 161331898.00 39222135.98 Agency Collateralized Mortgage Obligation First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0031 243000000.00 243000000.00 0.0060 N Y Y N MUFG SECURITIES AMERICAS INC TRI-PARTY MUFG SECURITIES AMERICAS 0.300000% K5HU16E3LMSVCCJJJ255 0000067088 BRT4L71M3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2017-06-30 0.625000 19359700.00 19380085.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-03-30 0.00 111561200.00 111253291.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-04-30 1.625000 5007100.00 5100013.68 U.S. Treasuries (including strips) FG / 12M Libor ARM 2044-05-01 3.211000 3170350.00 2095596.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-11-01 4.500000 1000.00 802.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-09-01 3.000000 1000.00 671.50 Agency Mortgage-Backed Securities GINNIE MAE I 2040-07-15 4.500000 1123.00 197.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 2.197000 1386.00 609.06 Agency Mortgage-Backed Securities 04.500 FGPC D98747 G 2031-08-01 4.500000 1485.00 694.41 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.500000 2025.00 2138.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 2282.00 1633.78 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 2.500000 2565.00 2399.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-06-01 3.500000 3008.00 3215.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-04-01 3.928000 3199.00 479.71 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-09-01 4.000000 3773.00 3519.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 3832.00 4028.44 Agency Mortgage-Backed Securities FMAR 848367 2036-10-01 3.315000 4322.00 352.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-06-01 6.283000 5795.00 1023.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-09-01 3.500000 8748.00 7155.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-04-01 3.000000 15964.00 16195.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-11-01 3.500000 17964.00 5289.24 Agency Mortgage-Backed Securities 03.500 FGPC U90636 G 2043-01-01 3.500000 31669.00 28598.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 3.055000 40303.00 8827.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 43542.00 35895.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-05-01 4.000000 74228.00 15722.29 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-07-01 4.500000 113368.00 69498.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-05-01 3.500000 200000.00 210814.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-07-01 4.000000 209999.00 175491.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 4.000000 215945.00 229812.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 4.000000 240752.00 262712.66 Agency Mortgage-Backed Securities GINNIE MAE I 2042-06-15 4.000000 241007.00 93561.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-04-01 4.000000 262360.00 282226.67 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4780 2046-01-01 4.000000 312739.00 318994.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-01-01 3.000000 324513.00 281755.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.000000 337145.00 367234.74 Agency Mortgage-Backed Securities GINNIE MAE II 2046-07-20 4.500000 351048.00 378607.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-11-01 2.500000 411836.00 197197.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-04-01 4.000000 431718.00 211187.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-08-01 3.000000 545935.00 395426.62 Agency Mortgage-Backed Securities FMAR 1B4924 G 2040-09-01 2.851000 645828.00 96514.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 682442.00 452178.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-07-01 2.500000 685624.00 347594.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-06-01 3.000000 704606.00 726924.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-07-01 4.500000 706072.00 417487.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-06-01 4.000000 732409.00 293369.57 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-08-01 4.000000 770463.00 197161.43 Agency Mortgage-Backed Securities FNMS 2043-04-01 3.500000 773892.00 536452.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 4.500000 797552.00 266753.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-01-01 4.000000 826086.00 833750.44 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-07-01 2.500000 860151.00 885827.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-07-01 3.500000 980775.00 1042623.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-11-01 3.500000 983905.00 665446.41 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-02-01 3.500000 991244.00 1051152.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-05-01 4.500000 996565.00 317343.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-08-01 4.000000 1007384.00 955119.17 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-04-01 2.000000 1010000.00 891656.11 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-04-01 3.500000 1036969.00 965354.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-07-01 2.500000 1051185.00 1088557.58 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-10-01 4.000000 1055000.00 709980.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-05-01 3.500000 1060210.00 1120183.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-04-01 3.500000 1102752.00 1157347.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-07-01 2.000000 1124100.00 1136405.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 3.500000 1125981.00 1206490.97 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-07-01 3.000000 1126349.00 1184348.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 4.000000 1135472.00 1240070.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-04-01 3.500000 1137988.00 1202983.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-12-01 3.500000 1138401.00 1182321.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-06-01 3.500000 1141773.00 1221631.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-01-01 4.000000 1160000.00 961446.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-04-01 4.000000 1183335.00 1242206.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 4.000000 1186000.00 1296734.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 3.000000 1211738.00 639307.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-01-01 4.500000 1227358.00 346161.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-12-01 2.500000 1274944.00 752422.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-06-01 4.000000 1292980.00 1413165.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-08-01 3.500000 1362870.00 644158.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-03-01 3.000000 1366792.00 1404277.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-05-01 3.500000 1375202.00 1443591.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-03-01 4.000000 1412093.00 1524250.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-10-01 3.500000 1422830.00 596046.23 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-03-01 3.000000 1429312.00 1475210.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 4.000000 1445608.00 938005.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-06-01 4.000000 1452213.00 507340.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-04-01 3.500000 1452346.00 1544073.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 3.500000 1476376.00 1566859.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 3.500000 1479543.00 1565640.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 3.000000 1484105.00 1542463.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-12-01 3.000000 1491116.00 1509065.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-04-01 4.000000 1504124.00 1462107.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-06-01 4.500000 1506719.00 1618211.11 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.500000 1508134.00 1658057.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-06-01 2.500000 1509873.00 1543681.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-10-01 3.500000 1544088.00 1528807.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-08-01 3.000000 1591801.00 851006.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.000000 1606377.00 1744999.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 4.000000 1632011.00 1755581.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-07-01 2.500000 1633761.00 1689979.39 Agency Mortgage-Backed Securities FGPC J15786 4.5000 2026-06-01 4.500000 1650000.00 418881.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 3.500000 1652189.00 1749058.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-02-01 3.500000 1654125.00 1745644.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 4.000000 1675195.00 1091096.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-12-01 2.615000 1750000.00 225614.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-04-01 4.500000 1771980.00 466542.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-12-01 3.500000 1792169.00 1473615.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 4.000000 1828206.00 1967902.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-06-01 3.500000 1859975.00 1973469.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 1876209.00 1549761.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 4.000000 1895534.00 535600.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-11-01 2.500000 1929468.00 1180494.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.500000 1944572.00 2157827.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 3.500000 1969996.00 962744.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 4.000000 2037470.00 2212400.60 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-03-01 3.500000 2051355.00 2170568.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 3.500000 2066882.00 2190719.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-11-01 4.000000 2171184.00 811576.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-01-01 3.500000 2222306.00 1726220.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 2228288.00 2412671.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 3.500000 2238731.00 1099101.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-06-01 3.000000 2248016.00 2276589.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-07-01 2.500000 2270506.00 1322107.71 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-05-01 2.500000 2275762.00 1235263.60 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-09-01 3.000000 2279432.00 2241496.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 2329796.00 1546721.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-01-01 4.000000 2374988.00 1504085.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-10-01 3.000000 2397690.00 2231489.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 2.222000 2428612.00 1455539.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-11-01 3.500000 2435072.00 1028811.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-03-01 4.000000 2452680.00 2642198.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-10-01 2.611000 2614262.00 412047.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.500000 2666911.00 1323912.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-03-01 3.000000 2707071.00 1242495.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-07-01 3.500000 2750310.00 2169223.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-09-01 3.000000 2881458.00 1872328.16 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-03-01 2.336000 2948451.00 2058317.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2022-12-01 2.000000 3000000.00 1463293.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-10-01 4.000000 3073621.00 2464752.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-10-01 4.000000 3116284.00 937384.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-12-01 4.000000 3322776.00 2493512.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 3.500000 3372802.00 373260.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-09-01 2.500000 3699990.00 2147832.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-10-01 4.000000 3800000.00 1119050.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-04-01 2.500000 3820000.00 2486981.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-03-01 4.000000 3985622.00 2809363.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 5.000000 4138072.00 2240702.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-08-01 4.500000 4394197.00 1820164.85 Agency Mortgage-Backed Securities FMAR 781926 G 2034-09-01 2.530000 5000000.00 229920.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-01-01 3.310000 5000000.00 5073687.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-05-01 4.500000 5035796.00 1305706.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 2.715000 5119763.00 5015703.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 5194874.00 4433193.54 Agency Mortgage-Backed Securities FMAR 1Q0551 G 2035-05-01 3.055000 5289127.00 665784.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 4.000000 5408464.00 5521088.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.385000 5570700.00 5731235.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 2.862000 5876949.00 5664225.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-02-01 2.830000 6157952.00 1831914.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-06-01 2.856000 6683191.00 4584126.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-07-01 3.500000 7847439.00 3899100.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-09-01 4.000000 8847285.00 1593638.06 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-01-01 5.821000 10000000.00 221280.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-10-01 3.500000 10015475.00 848864.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-12-01 2.882000 10190419.00 9063175.58 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-05-01 6.000000 10433007.00 1648611.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-09-01 2.883000 10534200.00 1234800.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-10-01 3.500000 13225548.00 9437021.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-09-01 3.436000 13499387.00 11899017.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-01-01 2.797000 13560800.00 12668291.70 Agency Mortgage-Backed Securities GINNIE MAE 2041-08-20 4.500000 13901206.00 4414398.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.500000 14786830.00 7491748.01 Agency Mortgage-Backed Securities GINNIE MAE II 2031-06-20 3.000000 16449760.00 17134237.67 Agency Mortgage-Backed Securities GINNIE MAE II 2042-05-20 4.000000 18875136.00 7456638.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 21793639.00 14798868.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-12-01 5.500000 24742520.00 1237131.81 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 3.000000 25939126.00 26914039.12 Agency Mortgage-Backed Securities GINNIE MAE 2040-09-15 5.000000 41473218.00 6672677.34 Agency Mortgage-Backed Securities GINNIE MAE II 2046-04-20 3.000000 94104915.00 96527412.51 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 4.500000 98183186.00 31053526.04 Agency Mortgage-Backed Securities GINNIE MAE II 2042-05-20 4.000000 133074952.00 53441985.42 Agency Mortgage-Backed Securities GINNIE MAE II 2042-10-20 4.000000 4159.00 2013.64 Agency Mortgage-Backed Securities GINNIE MAE I 2040-05-15 5.000000 5647.00 973.79 Agency Mortgage-Backed Securities GINNIE MAE II 2045-07-20 2.000000 14261.00 11269.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-12-01 4.000000 30164.00 16042.12 Agency Mortgage-Backed Securities GINNIE MAE II 2044-08-20 2.000000 184114.00 86843.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-07-01 4.000000 583977.00 525007.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-05-01 3.500000 641134.00 466836.98 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 2.796000 12325824.00 567080.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-01-01 2.036000 14659344.00 1057964.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 2.415000 19804340.00 20449812.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 3.608000 27341600.00 7387627.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-07-01 2.948000 28557218.00 3871210.45 Agency Mortgage-Backed Securities GINNIE MAE I 2039-08-15 4.500000 37146944.00 7196947.19 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 4.500000 279096824.00 88150785.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-02-01 4.000000 1000.00 402.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.500000 1000.00 1070.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-05-01 2.623000 2000.00 844.13 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-03-01 2.810000 2916.00 579.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 4.500000 3016.00 3316.46 Agency Mortgage-Backed Securities GINNIE MAE I 2040-10-15 4.500000 4125.00 852.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-12-01 2.688000 4679.00 343.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.500000 5391.00 5545.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.500000 8038.00 8495.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-07-01 3.881000 8336.00 583.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-07-01 3.000000 11043.00 11662.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-10-01 2.528000 11566.00 789.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 3.438000 22198.00 16764.62 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-05-01 4.000000 59344.00 64525.44 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 2.650000 76016.00 44180.82 Agency Mortgage-Backed Securities GINNIE MAE II 2045-06-20 3.000000 107942.00 87161.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-03-01 3.354000 128653.00 7338.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-06-01 4.000000 185000.00 151301.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-05-01 2.537000 237072.00 243166.76 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 2.500000 237675.00 242915.58 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 3.500000 260958.00 277220.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 4.000000 342804.00 279604.14 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 2.500000 359555.00 369424.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 4.500000 378241.00 405923.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-02-01 2.700000 443527.00 465726.86 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-06-01 2.691000 464386.00 226926.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 4.000000 478744.00 524286.59 Agency Mortgage-Backed Securities GINNIE MAE I 2039-06-15 5.000000 598176.00 96845.80 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-08-01 2.500000 695830.00 721944.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.000000 721940.00 786976.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-07-01 3.000000 726833.00 488525.40 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-08-01 2.500000 795060.00 819074.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-08-01 2.394000 811218.00 357244.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 850000.00 806182.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-04-01 3.005000 857731.00 209128.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.500000 919053.00 982658.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-08-01 2.820000 925113.00 968336.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 3.500000 984595.00 1051238.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-06-01 4.500000 1005110.00 973155.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.500000 1005951.00 1106935.34 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-06-01 4.000000 1012011.00 1084709.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-02-01 3.000000 1054843.00 1080994.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-03-01 3.770000 1085000.00 1177373.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 3.500000 1130097.00 1212840.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 2.399000 1153547.00 572039.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.000000 1162695.00 1263041.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 1205863.00 1315185.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 3.000000 1226082.00 1288466.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.543000 1239270.00 1272868.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.500000 1242016.00 1366615.89 Agency Mortgage-Backed Securities GINNIE MAE II 2043-06-20 3.500000 1292575.00 852903.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 1295545.00 1409574.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-05-01 2.360000 1306934.00 1035047.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-08-01 2.690000 1320100.00 1346869.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-08-01 3.500000 1351379.00 1451513.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-05-01 3.500000 1412763.00 1504313.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.000000 1418611.00 1545060.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-11-01 2.500000 1423870.00 640911.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 1433825.00 1569000.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-02-01 3.500000 1442200.00 1491311.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-08-01 2.115000 1450000.00 220665.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 1458931.00 1587339.29 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-01-01 2.450000 1477488.00 235962.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 4.000000 1479272.00 1616809.29 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.500000 1502436.00 1594999.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-07-01 3.500000 1506931.00 1612578.42 Agency Mortgage-Backed Securities GINNIE MAE II 2044-05-20 3.000000 1515036.00 612324.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-07-01 4.000000 1522480.00 1657736.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-08-01 3.500000 1548485.00 1667038.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-06-01 3.000000 1584497.00 1655322.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 2.573000 1585610.00 698552.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.000000 1604211.00 1669824.84 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-06-01 4.000000 1642499.00 1792443.28 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-02-01 2.318000 1762180.00 1356154.68 Agency Mortgage-Backed Securities GINNIE MAE II 2043-11-20 2.500000 1902974.00 767196.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-03-01 3.090000 1907212.00 329515.18 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-07-01 2.500000 1955053.00 2013613.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 3.037000 1959072.00 1569657.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 4.040000 2000000.00 220437.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-04-01 3.500000 2024225.00 2131027.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-12-01 2.585000 2092056.00 157167.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 3.047000 2105731.00 1764157.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 3.060000 2201904.00 243477.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-01-01 3.576000 2366372.00 336501.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-09-01 4.000000 2445849.00 2652932.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-11-01 2.705000 2498532.00 125306.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-01-01 2.693000 2500000.00 390612.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-02-01 4.000000 2693327.00 2154443.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 2.772000 2911829.00 3008929.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-06-01 2.990000 3143244.00 583251.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 2.761000 3153880.00 2082155.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 1.940000 3248996.00 851325.99 Agency Mortgage-Backed Securities GINNIE MAE II 2034-02-20 4.950000 3347287.00 1574760.49 Agency Mortgage-Backed Securities GINNIE MAE I 2041-05-15 4.500000 3370814.00 1655185.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 3644581.00 3861228.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 2.947000 3815074.00 2827325.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-10-01 2.500000 3836330.00 1997017.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-03-01 4.000000 3875000.00 3468355.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-03-01 4.000000 3907650.00 1603782.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-02-01 2.603000 4090052.00 380564.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-05-01 2.398000 4098000.00 3834132.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-06-01 3.041000 4287943.00 1901467.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-03-01 2.847000 4320000.00 634420.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 3.083000 4552608.00 1159236.38 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 2.332000 5004376.00 1605951.88 Agency Mortgage-Backed Securities GINNIE MAE II 2021-01-07 2.500000 5055000.00 4489002.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.600000 5145404.00 4505616.64 Agency Mortgage-Backed Securities GINNIE MAE I 2033-08-15 3.000000 5176605.00 4952837.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-05-01 3.500000 5196869.00 5481309.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 2.818000 5897611.00 4228590.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 3.167000 6303384.00 1961995.26 Agency Mortgage-Backed Securities GINNIE MAE II 2031-07-20 3.000000 6355360.00 6674983.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-08-01 2.500000 7024635.00 7286845.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-05-01 2.480000 7067640.00 1094330.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-07-01 2.490000 7251836.00 7286742.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-06-01 3.000000 7550000.00 7071133.15 Agency Mortgage-Backed Securities GINNIE MAE II 2031-04-20 3.000000 7572796.00 7722456.65 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-10-01 2.546000 9928370.00 352337.56 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-01-01 2.669000 10804928.00 196321.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 3.564000 10885403.00 1911589.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 3.075000 12628320.00 1343213.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-04-01 5.500000 14847199.00 1129318.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 2.601000 15001520.00 523512.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-05-01 2.541000 16516160.00 1843358.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-11-01 5.400000 16778449.00 792417.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 2.500000 17460423.00 17746563.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 2.750000 18212560.00 483191.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-11-01 3.250000 18340000.00 19416534.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-02-01 2.621000 22900000.00 2883337.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-06-01 3.030000 28542379.00 4129139.27 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-10-01 3.055000 30014185.00 10240244.07 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 2.879000 35299702.00 22338615.40 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-05-01 2.754000 36522432.00 517401.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-10-01 2.649000 50000000.00 19187182.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-12-01 2.610000 50377134.00 4255276.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-10-01 3.485000 56260442.00 11985297.71 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.500000 62095574.00 66304639.69 Agency Mortgage-Backed Securities GINNIE MAE II 2046-07-20 3.500000 74358325.00 79221234.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-11-01 7.462000 75701760.00 306789.14 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 4.500000 93791001.00 29535293.55 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.000000 95603460.00 100507917.50 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-03-01 2.757000 100553088.00 590791.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.680000 176612355.00 19226161.98 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 4.500000 179230768.00 55993789.29 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0030 1374000000.00 1374000000.00 0.0339 N Y Y N RBC CAPITAL MARKETS LLC TRI-PARTY RBC CAPITAL MARKETS, LLC 0.320000% 549300LCO2FLSSVFFR64 0000050916 BRT4L71N1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_12-30 2042-04-25 5.925610 154843.00 13364.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP 2042-08-15 6.042350 260360.00 37981.28 Agency Collateralized Mortgage Obligation FNMA_10-136 2040-12-25 5.475610 322797.00 21313.03 Agency Collateralized Mortgage Obligation G2SF 2043-10-20 4.000000 366155.00 182126.97 Agency Mortgage-Backed Securities FNRA CL150PS R10F150 2039-12-25 6.075610 2329694.00 98247.93 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-06-25 5.975610 33263660.00 1759779.28 Agency Collateralized Mortgage Obligation FNRA CL018MS R07F018 2035-12-25 6.085610 37439191.00 391729.42 Agency Collateralized Mortgage Obligation FNRA CL002SJ R10F002 2039-10-25 5.925610 46500000.00 1042247.02 Agency Collateralized Mortgage Obligation FNRA CL042SD R07F042 2037-05-25 6.235610 48300000.00 550999.46 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-05-25 5.225610 50000000.00 825365.62 Agency Collateralized Mortgage Obligation FNRA CL075SL R06F075 2036-08-25 6.675610 60500000.00 1008929.53 Agency Collateralized Mortgage Obligation FNRA CL094NI R06F094 2036-10-25 5.975610 60849705.00 650415.24 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-7 2037-02-25 6.215610 75552754.00 898573.37 Agency Collateralized Mortgage Obligation First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 7000000.00 7000000.00 0.0002 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) INC 0.310000% CYYGQCGNHMHPSMRL3R97 0000853784 BRT4L71P6 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 2019-08-05 0.875000 3945000.00 3926308.23 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 2.213000 155000.00 157832.74 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0031 4000000.00 4000000.00 0.0001 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA TRI-PARTY CREDIT AGRICOLE CORPORATE 0.330000% 1VUV7VQFKUOQSJ21A208 0001330437 BRT4L71Q4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2016-10-20 0.00 400.00 399.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-26 0.00 400.00 399.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-15 0.750000 400.00 400.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-05-15 4.500000 400.00 416.28 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-02-28 3.000000 700.00 708.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-31 3.250000 800.00 811.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-10-15 0.625000 900.00 902.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-30 0.500000 136500.00 136806.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 0.607283 178000.00 178490.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-11-17 0.00 200000.00 199885.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-04-30 0.409283 214400.00 214521.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-30 1.000000 226100.00 227151.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-08 0.00 259000.00 258984.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-03-30 0.00 500000.00 498620.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-10-31 3.125000 500000.00 507487.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 0.509283 500000.00 500205.23 U.S. Treasuries (including strips) NOTE 10/31/16 1.0000 2016-10-31 1.000000 650000.00 652782.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-31 0.419283 937600.00 938127.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-07-31 0.412283 1060500.00 1061012.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-15 0.00 1245800.00 1245684.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-31 0.875000 1361400.00 1365321.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-02-02 0.00 1500000.00 1497159.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-05-15 0.875000 1799400.00 1807889.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-03-15 0.750000 2000000.00 2009228.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-06-22 0.00 2946000.00 2934413.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.525283 4362500.00 4368442.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-31 0.875000 4950700.00 4962859.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-19 0.00 5963500.00 5954626.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-10-31 0.503283 8371000.00 8382244.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-22 0.00 8488600.00 8487403.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-04-27 0.00 8700000.00 8673430.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-31 0.500000 9500000.00 9505483.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-10-31 0.388283 14373600.00 14379151.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-06-30 0.625000 31900000.00 31933590.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.625000 100.00 102.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2023-02-15 2.000000 200.00 207.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 1.000000 300.00 301.21 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-11-30 1.375000 300.00 304.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-05-31 2.375000 400.00 413.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-06-30 1.000000 400.00 401.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-11-15 0.625000 600.00 601.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.500000 700.00 710.86 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-11-15 3.375000 700.00 759.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-15 0.875000 800.00 802.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-01-31 2.625000 800.00 822.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 1.000000 900.00 907.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-09-15 1.000000 900.00 907.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 3.375000 16300.00 20445.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 1.375000 115100.00 116912.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 0.875000 185000.00 185445.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-09-30 0.625000 325000.00 325646.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-05-31 1.875000 500000.00 517825.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 2.375000 500100.00 527887.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.750000 604900.00 606232.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-31 2.125000 814000.00 846275.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 0.625000 957100.00 1006836.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-15 0.875000 1075200.00 1077745.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.250000 1114200.00 1128426.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.625000 1141500.00 1140939.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-07-15 0.750000 1988600.00 1981098.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-11-15 2.750000 2050000.00 2290917.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-11-30 1.000000 2221000.00 2227970.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-31 0.875000 2335900.00 2347728.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.875000 2400400.00 2479538.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.875000 2923000.00 2931731.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 1.250000 3425000.00 3467122.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-02-15 1.000000 3643800.00 3657339.57 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-07-31 2.250000 3750000.00 3859647.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.500000 3778400.00 3844473.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-03-31 1.250000 3850000.00 3883354.13 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-02-28 1.375000 3860300.00 3907349.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-10-31 0.375000 4280600.00 4285965.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 1.375000 4454700.00 4500041.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-15 0.625000 4672900.00 4681964.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 1.875000 5605300.00 5810341.78 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-07-15 1.875000 5899800.00 7118032.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-07-15 1.250000 5901800.00 6920252.43 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-03-31 2.875000 6063000.00 6332915.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-31 1.625000 6327000.00 6462960.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.500000 7966700.00 8097223.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-11-15 0.875000 8000300.00 8035564.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-30 1.000000 8000300.00 8044992.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-09-15 1.000000 8200600.00 8265166.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-30 1.875000 8487000.00 8794875.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-02-15 0.625000 9000400.00 9007066.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-02-28 2.000000 9229200.00 9563758.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-08-15 2.625000 9300300.00 9857307.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.500000 9437400.00 9558449.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-15 1.000000 9900000.00 9976402.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-15 1.250000 9999800.00 10114395.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 1.375000 10000100.00 10117184.06 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-04-30 1.250000 10000400.00 10139065.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-11-30 1.500000 10000800.00 10201020.93 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-05-31 2.750000 13976500.00 14293676.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-30 1.625000 14129800.00 14448819.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-07-31 0.625000 14189900.00 14195100.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 15486000.00 18414227.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 1.375000 18842200.00 19090649.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 2.000000 19739400.00 20534055.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-30 1.750000 20000000.00 20626711.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 26447600.00 27053085.32 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2021-11-15 2.000000 26575800.00 27736699.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 1.000000 27454100.00 30980948.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-12-31 2.125000 30000000.00 31436404.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-03-31 1.750000 31800000.00 32797838.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-05-31 1.500000 40000300.00 40801125.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.750000 2310000.00 2304169.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-06-15 0.875000 14735000.00 14748318.19 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 148000.00 147119.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 300000.00 299288.31 U.S. Treasuries (including strips) BILL 08/17/17 2017-08-17 0.00 2969000.00 2951898.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-15 0.750000 7651000.00 7616999.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 0.750000 9830000.00 9825889.03 U.S. Treasuries (including strips) BOND 08/15/17 8.8750 2017-08-15 8.875000 100.00 108.19 U.S. Treasuries (including strips) NOTY 05/15/19 3.1250 2019-05-15 3.125000 100.00 106.86 U.S. Treasuries (including strips) NOTE 08/31/19 1.0000 2019-08-31 1.000000 100.00 100.17 U.S. Treasuries (including strips) NOTE 12/31/19 1.1250 2019-12-31 1.125000 100.00 100.63 U.S. Treasuries (including strips) NOTE 01/31/19 1.2500 2019-01-31 1.250000 300.00 303.04 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2021-08-15 8.125000 500.00 668.02 U.S. Treasuries (including strips) BOND 11/15/27 6.1250 2027-11-15 6.125000 700.00 1034.55 U.S. Treasuries (including strips) NOTE 07/31/19 0.8750 2019-07-31 0.875000 700.00 699.65 U.S. Treasuries (including strips) BOND 11/15/16 7.5000 2016-11-15 7.500000 800.00 828.86 U.S. Treasuries (including strips) NOTY 11/30/16 2.7500 2016-11-30 2.750000 800.00 810.15 U.S. Treasuries (including strips) TRIN 01/15/18 1.6250 2018-01-15 1.625000 221700.00 262260.13 U.S. Treasuries (including strips) BOND 05/15/18 9.1250 2018-05-15 9.125000 250000.00 292144.97 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2042-08-15 2.750000 507000.00 563693.08 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2020-05-15 8.750000 660000.00 861335.87 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-02-15 6.000000 676500.00 945059.47 U.S. Treasuries (including strips) 2 1/2 BOND 46 2046-05-15 2.500000 932000.00 986172.50 U.S. Treasuries (including strips) BOND 02/15/39 3.5000 2039-02-15 3.500000 935500.00 1179861.71 U.S. Treasuries (including strips) BOND 11/15/21 8.0000 2021-11-15 8.000000 1007700.00 1375236.67 U.S. Treasuries (including strips) 1 1/2 NOTE J 19 2019-03-31 1.500000 2040300.00 2085611.98 U.S. Treasuries (including strips) 3 5/8 NOTE E 19 2019-08-15 3.625000 2684000.00 2897917.72 U.S. Treasuries (including strips) TRIN 01/15/20 1.3750 2020-01-15 1.375000 2841200.00 3342451.85 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2040-05-15 4.375000 3058800.00 4386960.55 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-05-15 4.250000 3163000.00 4448376.23 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2040-08-15 3.875000 3170100.00 4215645.84 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2042-02-15 0.750000 3323300.00 3653839.88 U.S. Treasuries (including strips) TRIN 07/15/18 1.3750 2018-07-15 1.375000 3534900.00 4100057.15 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2037-02-15 4.750000 3773700.00 5576227.49 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-08-15 4.500000 4992300.00 7206482.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-11-15 6.500000 4995000.00 7419983.02 U.S. Treasuries (including strips) TRIN 01/15/19 2.1250 2019-01-15 2.125000 6256200.00 7451157.55 U.S. Treasuries (including strips) 1 1/8 NOTE L 19 2019-05-31 1.125000 6688200.00 6748914.60 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2030-05-15 6.250000 8000900.00 12589995.35 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-11-15 4.375000 8277900.00 11851847.52 U.S. Treasuries (including strips) BOND 08/15/41 3.7500 2041-08-15 3.750000 8645900.00 11326392.14 U.S. Treasuries (including strips) BOND 08/15/27 6.3750 2027-08-15 6.375000 8820000.00 13060494.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2025-01-15 2.375000 9003700.00 13646404.81 U.S. Treasuries (including strips) NOTY 08/15/18 4.0000 2018-08-15 4.000000 9588000.00 10208421.55 U.S. Treasuries (including strips) TRIN 01/15/21 1.1250 2021-01-15 1.125000 9715100.00 11299389.54 U.S. Treasuries (including strips) BOND 02/15/41 4.7500 2041-02-15 4.750000 9800000.00 14729431.53 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-08-15 6.750000 9999700.00 14860152.01 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2036-02-15 4.500000 11021500.00 15767650.20 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-02-15 5.250000 11520000.00 16148892.77 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2040-02-15 2.125000 11541500.00 17157369.20 U.S. Treasuries (including strips) NOTE 11/30/17 2.2500 2017-11-30 2.250000 11650000.00 11934326.84 U.S. Treasuries (including strips) NOTE 08/15/21 2.1250 2021-08-15 2.125000 11711700.00 12229414.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 11995500.00 12882383.33 U.S. Treasuries (including strips) TINY 11/15/39 2039-11-15 0.00 16000000.00 9464160.00 U.S. Treasuries (including strips) NOTE 01/31/20 1.3750 2020-01-31 1.375000 16513000.00 16733387.25 U.S. Treasuries (including strips) BOND 05/15/37 5.0000 2037-05-15 5.000000 19681000.00 30273981.64 U.S. Treasuries (including strips) NOTY 11/15/17 4.2500 2017-11-15 4.250000 21166300.00 22319944.34 U.S. Treasuries (including strips) NOTE 02/15/22 2.0000 2022-02-15 2.000000 22609900.00 23495090.36 U.S. Treasuries (including strips) NOTE 09/30/17 1.8750 2017-09-30 1.875000 25000000.00 25516277.87 U.S. Treasuries (including strips) NOTE 08/15/22 1.6250 2022-08-15 1.625000 25188600.00 25631453.92 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2041-11-15 3.125000 26963900.00 32223780.21 U.S. Treasuries (including strips) 2 1/8 NOTE T 22 2022-12-31 2.125000 29950000.00 31400303.68 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2041-08-15 0.00 49552000.00 28285768.16 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 1175000000.00 1175000000.00 0.0290 N Y Y N MIZUHO SECURITIES USA INC TRI-PARTY MIZUHO SECURITIES USA INC 0.340000% 7TK5RJIZDFROZCA6XF66 0001513005 BRT4L71R2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-03-31 0.500000 3594000.00 3600685.43 U.S. Treasuries (including strips) TRIN 04/15/17 0.1250 2017-04-15 0.125000 12763200.00 13535408.33 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 16800000.00 16800000.00 0.0004 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, FENNER & SMITH INC 0.340000% 8NAV47T0Y26Q87Y0QP81 0000728612 BRT4L71S0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2016-15O AI 2050-12-31 2.653000 4532760.00 4440000.84 Agency Collateralized Mortgage Obligation First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 4000000.00 4000000.00 0.0001 N Y Y N MORGAN STANLEY & CO LLC TRI-PARTY MORGAN STANLEY & CO LLC 0.290000% 9R7GPTSO7KV3UQJZQ078 0001359291 BRT4L71T8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N TENNESSEE VALLEY AUTH 2038-06-15 5.500000 6375000.00 9180198.33 Agency Debentures and Agency Strips First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0029 9000000.00 9000000.00 0.0002 N Y Y N TD SECURITIES (USA) LLC TRI-PARTY TD SECURITIES (USA) LLC 0.340000% SUVUFHICNZMP2WKHG940 0000803012 BRT4L71V3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 3.000000 11306711.00 8807257.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-03-01 3.500000 64692.00 51210.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-03-01 3.000000 20344391.00 11226532.62 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 19500000.00 19500000.00 0.0005 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, FENNER & SMITH INC 0.320000% 8NAV47T0Y26Q87Y0QP81 0000728612 BRT4L71X9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-02-15 3.625000 784900.00 1020012.94 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 1000000.00 1000000.00 0.0000 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, FENNER & SMITH INC 0.320000% 8NAV47T0Y26Q87Y0QP81 0000728612 BRT4L71Y7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TRIN 04/15/17 0.1250 2017-04-15 0.125000 48090400.00 51000000.08 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 50000000.00 50000000.00 0.0012 N Y Y N MUFG SECURITIES AMERICAS INC TRI-PARTY MUFG SECURITIES AMERICAS 0.290000% K5HU16E3LMSVCCJJJ255 0000067088 BRT4L71Z4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2044-02-15 3.625000 16186900.00 21035606.37 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANKS FUNDING CORP 2023-09-05 5.240000 1500000.00 1885436.67 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2019-11-29 1.240000 5000000.00 4992294.44 Agency Debentures and Agency Strips FEDERAL HOME LN BKS 2017-06-09 5.625000 1130000.00 1187203.43 Agency Debentures and Agency Strips FEDERAL HOME LN BKS 2016-12-16 4.750000 2000000.00 2045191.67 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-29 1.125000 2000000.00 2008285.00 Agency Debentures and Agency Strips UNITED STATES TREAS BDS 2031-02-15 5.375000 4062000.00 5978561.10 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2041-11-15 3.125000 11410500.00 13636359.88 U.S. Treasuries (including strips) FEDERAL NATL MTG ASSN FOR FUTURE ISSUES SEE 3135 2019-10-09 0.00 50000000.00 47899000.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-09-25 1.700000 1300000.00 1332144.67 Agency Debentures and Agency Strips First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0029 100000000.00 100000000.00 0.0025 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA TRI-PARTY CREDIT AGRICOLE CORPORATE 0.320000% 1VUV7VQFKUOQSJ21A208 0001330437 BRT4L7226 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS 2017-08-31 0.625000 84375000.00 84335428.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 65574250.00 80575247.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 76732775.00 90069264.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 81895975.00 84082504.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.00 139500000.00 73310040.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 63593250.00 66027811.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-01-15 0.250000 80480525.00 82599707.57 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 550000000.00 550000000.00 0.0136 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.330000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT4L7234 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2019-06-30 1.625000 6968700.00 7126037.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.750000 99462500.00 102530837.04 U.S. Treasuries (including strips) FNMA_03-18 2042-12-25 0.547320 328.00 0.50 Agency Collateralized Mortgage Obligation FHLMC_2439 2032-03-15 7.492350 332.00 0.54 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2184 2029-09-15 7.500000 534.00 106.26 Agency Collateralized Mortgage Obligation G2 5/1 1Y CMT ARM 2041-03-20 2.000000 1104.00 202.84 Agency Mortgage-Backed Securities GINNIE MAE II 2042-01-20 3.000000 1187.00 304.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-11-01 4.000000 29432.00 25280.31 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 2.125000 35767.00 10030.11 Agency Mortgage-Backed Securities GINNIE MAE II 2027-12-20 2.000000 43308.00 132.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-07-01 4.573000 44632.00 6431.39 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 2.000000 50000.00 16783.74 Agency Mortgage-Backed Securities GINNIE MAE II 2046-03-20 3.000000 52840.00 52630.22 Agency Mortgage-Backed Securities GINNIE MAE I 2044-10-20 4.000000 85600.00 49098.39 Agency Mortgage-Backed Securities FNMA_11-51E 2041-06-25 0.030000 215264.00 106.53 Agency Collateralized Mortgage Obligation GINNIE MAE II 2043-09-20 2.000000 250000.00 115486.00 Agency Mortgage-Backed Securities FHLMC_3996 2042-02-15 6.092350 440373.00 18124.36 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-04-01 2.689000 495568.00 422497.49 Agency Mortgage-Backed Securities GNMA_13-182 2043-12-20 5.627560 610209.00 85568.53 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-12-01 2.594000 617399.00 169921.43 Agency Mortgage-Backed Securities GNMA2 30YR 2045-01-20 4.500000 684810.00 361723.79 Agency Mortgage-Backed Securities FNMA_11-90 2041-09-25 5.875610 728990.00 65594.79 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-09-01 5.903000 989652.00 40547.34 Agency Mortgage-Backed Securities GNMA_10-2 2039-09-16 5.993350 1292330.00 15532.75 Agency Collateralized Mortgage Obligation FNMA_13-131 2044-01-25 5.575610 1547072.00 92905.43 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-12-01 2.564000 1638338.00 438945.67 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 2.500000 1904104.00 1828261.17 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 2.125000 2000000.00 472010.94 Agency Mortgage-Backed Securities GINNIE MAE II 2043-05-20 2.500000 2000001.00 785882.55 Agency Mortgage-Backed Securities GNAR AF 082538 M 2040-05-20 2.125000 2250000.00 501330.85 Agency Mortgage-Backed Securities GNAR AR 080709 M 2033-07-20 2.375000 2300000.00 72013.31 Agency Mortgage-Backed Securities GINNIE MAE 2025-06-20 2.125000 2395000.00 11620.02 Agency Mortgage-Backed Securities GINNIE MAE II 2043-02-20 2.000000 3725000.00 1426751.21 Agency Mortgage-Backed Securities GNAR 082614M 2040-09-20 1.875000 4005947.00 1062288.03 Agency Mortgage-Backed Securities GINNIE MAE II 2046-02-20 3.000000 4075235.00 3838453.11 Agency Mortgage-Backed Securities GNMA 2042-08-20 3.000000 4085000.00 1109863.85 Agency Mortgage-Backed Securities GINNIE MAE II 2041-09-20 2.500000 4454114.00 1281676.26 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-05-01 2.798000 4837715.00 661287.39 Agency Mortgage-Backed Securities GINNIE MAE II 2035-12-20 2.000000 4879367.00 1095580.51 Agency Mortgage-Backed Securities GINNIE MAE II 2030-01-20 2.000000 5730000.00 125963.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 3.055000 6000000.00 1314185.34 Agency Mortgage-Backed Securities FNMA_12-84 2042-08-25 5.475610 6098360.00 318050.21 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-05-01 2.425000 7649872.00 518271.81 Agency Mortgage-Backed Securities GNAR 082650M 2040-10-20 2.000000 7925000.00 2301477.25 Agency Mortgage-Backed Securities GINNIE MAE 2041-06-20 2.500000 8367838.00 1562919.09 Agency Mortgage-Backed Securities FHLMC_39-84 2042-01-15 5.442350 11002440.00 643569.34 Agency Collateralized Mortgage Obligation FHLMC_3211D 2036-09-15 6.072350 11396854.00 238953.10 Agency Collateralized Mortgage Obligation GNMA_14-98 2041-10-20 4.500000 12961055.00 1056186.07 Agency Collateralized Mortgage Obligation FHSTR_325B 2044-03-15 5.442350 14062843.00 2481380.82 Agency Collateralized Mortgage Obligation FNAR XX.XXX WS836592 2035-10-01 4.102000 14067450.00 813258.03 Agency Mortgage-Backed Securities GINNIE MAE II 2045-10-20 3.500000 19080139.00 17779753.40 Agency Mortgage-Backed Securities GINNIE MAE II 2046-04-20 3.500000 19944992.00 20622723.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-11-01 3.911000 20107871.00 3526889.60 Agency Mortgage-Backed Securities GINNIE MAE II 2032-09-20 1.875000 21000000.00 368435.96 Agency Mortgage-Backed Securities GNMA_10-9 2040-01-16 6.093350 24274348.00 859840.75 Agency Collateralized Mortgage Obligation FNMA_13-66 2041-10-25 3.000000 25408000.00 1219764.12 Agency Collateralized Mortgage Obligation FHLS_30-4 2042-06-15 5.000000 29088304.00 2679611.17 Agency Collateralized Mortgage Obligation FHLS_30-4 2042-10-15 5.000000 33649131.00 2394252.15 Agency Collateralized Mortgage Obligation FHLS_30-4 2042-09-15 5.000000 37219768.00 4432657.56 Agency Collateralized Mortgage Obligation GNAR AR 008445 M 2024-06-20 2.125000 46000000.00 355808.78 Agency Mortgage-Backed Securities Fannie Mae REMIC Trust 2036-03-25 6.055610 49744714.00 869987.21 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-11-01 2.389000 51757822.00 1750314.45 Agency Mortgage-Backed Securities FHLMC_42-90 2035-07-15 5.592350 63130677.00 5808929.97 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-10-01 2.387000 70005647.00 5219020.82 Agency Mortgage-Backed Securities GINNIE MAE II 2030-05-20 2.125000 72221222.00 708511.98 Agency Mortgage-Backed Securities FHLS_30-4 2042-12-15 4.000000 93495738.00 7637120.36 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-08-15 3.500000 136168155.00 7055383.32 Agency Collateralized Mortgage Obligation GINNIE MAE II 2041-11-20 3.500000 1011.00 137.67 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-06-01 2.947000 14016.00 12083.38 Agency Mortgage-Backed Securities GINNIE MAE II 2039-10-20 5.000000 140036.00 134624.18 Agency Mortgage-Backed Securities GINNIE MAE I 2033-09-15 4.500000 654816.00 67418.93 Agency Mortgage-Backed Securities GINNIE MAE II 2034-08-20 1.875000 27335912.00 1834584.02 Agency Mortgage-Backed Securities GINNIE MAE II 2044-10-20 4.500000 81987456.00 42644150.81 Agency Mortgage-Backed Securities GINNIE MAE II 2041-10-20 3.000000 1322.00 328.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 4.000000 23021.00 25119.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 2.125000 33757.00 24188.82 Agency Mortgage-Backed Securities GINNIE MAE II 2040-02-20 2.000000 87047.00 23120.32 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 4.000000 100000.00 68452.60 Agency Mortgage-Backed Securities GINNIE MAE II 2045-04-20 2.000000 153660.00 149828.82 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-04-01 3.052000 291891.00 181358.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-01-01 6.500000 299607.00 32616.72 Agency Mortgage-Backed Securities GINNIE MAE II 2044-09-20 2.000000 336380.00 183832.03 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 2.125000 357922.00 127773.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-05-01 2.997000 418536.00 101930.15 Agency Mortgage-Backed Securities GINNIE MAE II 2045-02-20 3.000000 454851.00 119987.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 2.831000 500862.00 464685.20 Agency Mortgage-Backed Securities GINNIE MAE II 2043-02-20 3.000000 510000.00 150545.56 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 2.000000 714846.00 123329.69 Agency Mortgage-Backed Securities GINNIE MAE II 2039-08-20 2.500000 748954.00 73448.13 Agency Mortgage-Backed Securities GINNIE MAE II 2042-06-20 3.000000 750000.00 198636.23 Agency Mortgage-Backed Securities GINNIE MAE II 2039-09-20 2.375000 789770.00 101724.09 Agency Mortgage-Backed Securities GNAR AF 083054 M 2042-03-20 2.500000 814508.00 269174.41 Agency Mortgage-Backed Securities GINNIE MAE II 2037-03-20 2.000000 824811.00 185629.52 Agency Mortgage-Backed Securities GINNIE MAE II 2042-05-20 2.500000 900485.00 410113.78 Agency Mortgage-Backed Securities GINNIE MAE II 2035-04-20 2.625000 963948.00 55076.82 Agency Mortgage-Backed Securities GINNIE MAE II 2040-06-20 3.500000 1000000.00 207210.95 Agency Mortgage-Backed Securities GINNIE MAE II 2043-02-20 2.500000 1005501.00 360978.97 Agency Mortgage-Backed Securities GINNIE MAE II 2034-05-20 2.125000 1155000.00 45189.74 Agency Mortgage-Backed Securities GINNIE MAE II 2023-03-20 2.000000 1198832.00 9014.91 Agency Mortgage-Backed Securities GINNIE MAE II 2033-11-20 2.000000 1317153.00 68690.50 Agency Mortgage-Backed Securities GINNIE MAE II 2040-03-20 2.000000 1417478.00 320407.50 Agency Mortgage-Backed Securities GINNIE MAE II 2043-05-20 2.125000 1687093.00 691063.53 Agency Mortgage-Backed Securities GNAR AR 080712 M 2033-07-20 1.875000 1926576.00 41429.71 Agency Mortgage-Backed Securities GINNIE MAE II 2046-06-20 4.000000 2321160.00 2534282.28 Agency Mortgage-Backed Securities GINNIE MAE II 2035-05-20 2.125000 2500000.00 142429.58 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 2.625000 2996493.00 1397384.10 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 2.625000 3000000.00 906421.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-11-01 3.000000 3200297.00 2953485.62 Agency Mortgage-Backed Securities GINNIE MAE II 2044-03-20 2.000000 3418439.00 1838695.07 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 2.125000 3432647.00 831035.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 2.635000 3995876.00 3422318.22 Agency Mortgage-Backed Securities GINNIE MAE II 2030-01-20 2.000000 4750000.00 27741.51 Agency Mortgage-Backed Securities GINNIE MAE II 2038-01-20 2.000000 5000000.00 361552.58 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-04-01 2.548000 6054337.00 4848625.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-09-01 4.000000 6377702.00 4973375.55 Agency Mortgage-Backed Securities GINNIE MAE II 2046-02-20 2.000000 6396164.00 5976966.97 Agency Mortgage-Backed Securities GINNIE MAE II 2039-11-20 2.000000 7000000.00 1442633.84 Agency Mortgage-Backed Securities GINNIE MAE II 2033-05-20 2.125000 9830350.00 204415.34 Agency Mortgage-Backed Securities GINNIE MAE II 2042-07-20 3.000000 11126924.00 2824116.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 3.512000 14151870.00 3154329.35 Agency Mortgage-Backed Securities GINNIE MAE II 2038-10-20 2.000000 21793574.00 1521990.53 Agency Mortgage-Backed Securities GINNIE MAE II 2024-05-20 2.125000 27780436.00 159623.33 Agency Mortgage-Backed Securities GINNIE MAE II 2029-12-20 2.000000 28235541.00 284764.80 Agency Mortgage-Backed Securities GINNIE MAE II 2034-02-20 2.000000 29000000.00 949320.63 Agency Mortgage-Backed Securities GINNIE MAE II 2027-01-20 2.000000 29186617.00 142629.65 Agency Mortgage-Backed Securities GINNIE MAE II 2033-10-20 2.000000 47051231.00 1993941.36 Agency Mortgage-Backed Securities GINNIE MAE II 2028-02-20 2.000000 50000000.00 593990.19 Agency Mortgage-Backed Securities GINNIE MAE II 2021-08-20 5.500000 55857914.00 386086.67 Agency Mortgage-Backed Securities GINNIE MAE II 2023-12-20 2.000000 60463867.00 254750.20 Agency Mortgage-Backed Securities GINNIE MAE II 2025-03-20 2.500000 66775000.00 291910.85 Agency Mortgage-Backed Securities GINNIE MAE II 2023-05-20 2.125000 69491024.00 385806.97 Agency Mortgage-Backed Securities GINNIE MAE II 2034-09-20 1.875000 71409233.00 4457149.04 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 310000000.00 310000000.00 0.0077 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, FENNER & SMITH INC 0.320000% 8NAV47T0Y26Q87Y0QP81 0000728612 BRT4L7259 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-02-15 2.750000 17157000.00 18748460.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-04-30 1.750000 151796400.00 156289449.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-30 2.000000 154926600.00 161515213.46 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2024-11-15 7.500000 103041180.00 153770812.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-04-15 0.125000 117189660.00 121676070.52 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 600000000.00 600000000.00 0.0148 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES LLC 0.330000% ZBUT11V806EZRVTWT807 0000782124 BRT4L7275 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINT 08/15/46 2046-08-15 0.00 1457100.00 728812.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-05-15 0.00 1116000.00 559595.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 0.00 1889400.00 963065.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-11-15 0.00 122700.00 63395.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 0.00 13128800.00 6827895.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2036-08-15 0.00 43518200.00 28230692.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 0.00 1212000.00 1016395.31 U.S. Treasuries (including strips) 3 7/8 TPRN 40 2040-08-15 0.00 670100.00 393938.36 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2040-02-15 0.00 825000.00 493209.75 U.S. Treasuries (including strips) 4 3/8 TPRN 39 2039-11-15 0.00 4357900.00 2624196.60 U.S. Treasuries (including strips) TPRX 08/15/39 4.5000 2039-08-15 0.00 5795000.00 3526199.49 U.S. Treasuries (including strips) TPRX 05/15/39 4.2500 2039-05-15 0.00 1847000.00 1131564.51 U.S. Treasuries (including strips) TPRX 02/15/39 3.5000 2039-02-15 0.00 129000.00 80275.41 U.S. Treasuries (including strips) TPRX 05/15/38 4.5000 2038-05-15 0.00 12000.00 7723.92 U.S. Treasuries (including strips) TPRX 02/15/38 4.3750 2038-02-15 0.00 805300.00 521496.20 U.S. Treasuries (including strips) TPRX 05/15/37 5.0000 2037-05-15 0.00 1078000.00 718174.38 U.S. Treasuries (including strips) TPRX 02/15/36 4.5000 2036-02-15 0.00 945000.00 655423.67 U.S. Treasuries (including strips) TPRX 05/15/30 6.2500 2030-05-15 0.00 140000.00 110734.40 U.S. Treasuries (including strips) TPRX 02/15/29 5.2500 2029-02-15 0.00 1692000.00 1363921.22 U.S. Treasuries (including strips) TPRX 11/15/28 5.2500 2028-11-15 0.00 53090000.00 43077757.42 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2028-08-15 0.00 118000.00 96240.80 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2027-11-15 0.00 2612000.00 2166183.88 U.S. Treasuries (including strips) TPRX 02/15/27 6.6250 2027-02-15 0.00 35000.00 29604.75 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2026-11-15 0.00 15305000.00 13022717.90 U.S. Treasuries (including strips) TPRX 08/15/26 6.7500 2026-08-15 0.00 26370000.00 22605155.30 U.S. Treasuries (including strips) TPRX 08/15/25 6.8750 2025-08-15 0.00 294000.00 256803.13 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2022-11-15 0.00 55733000.00 51264886.74 U.S. Treasuries (including strips) TPRX 08/15/22 7.2500 2022-08-15 0.00 994000.00 919032.50 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2021-11-15 0.00 1685000.00 1579047.13 U.S. Treasuries (including strips) TPRX 08/15/21 8.1250 2021-08-15 0.00 243000.00 228801.51 U.S. Treasuries (including strips) 8 1/8 TPRN 21 2021-05-15 0.00 41000.00 38779.85 U.S. Treasuries (including strips) TPRX 02/15/21 7.8750 2021-02-15 0.00 36000.00 34185.24 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2020-08-15 0.00 9000.00 8625.15 U.S. Treasuries (including strips) TPRX 08/15/19 8.1250 2019-08-15 0.00 33000.00 32130.12 U.S. Treasuries (including strips) 8 7/8 TPRN 19 2019-02-15 0.00 55000.00 53955.55 U.S. Treasuries (including strips) 9 TPRN 18 2018-11-15 0.00 341000.00 335359.86 U.S. Treasuries (including strips) TPRX 05/15/18 9.1250 2018-05-15 0.00 15400000.00 15188249.74 U.S. Treasuries (including strips) TPRX 08/15/17 8.8750 2017-08-15 0.00 10820000.00 10757893.34 U.S. Treasuries (including strips) TPRX 11/15/16 7.5000 2016-11-15 0.00 25000.00 24985.25 U.S. Treasuries (including strips) TINY 02/15/40 2040-02-15 0.00 123900.00 72776.38 U.S. Treasuries (including strips) TINY 02/15/39 2039-02-15 0.00 123900.00 74834.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.00 37767200.00 19786991.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.00 336100.00 176593.67 U.S. Treasuries (including strips) TINT 02/15/43 2043-02-15 0.00 23897100.00 12884360.75 U.S. Treasuries (including strips) TINT 02/15/42 2042-02-15 0.00 123900.00 68795.47 U.S. Treasuries (including strips) TINT 08/15/41 2041-08-15 0.00 123900.00 69802.78 U.S. Treasuries (including strips) TINT 08/15/40 2040-08-15 0.00 123900.00 71762.88 U.S. Treasuries (including strips) TINT 08/15/37 2037-08-15 0.00 123900.00 77819.11 U.S. Treasuries (including strips) TINT 05/15/37 2037-05-15 0.00 10141400.00 6432182.80 U.S. Treasuries (including strips) TINT 02/15/37 2037-02-15 0.00 123900.00 79133.69 U.S. Treasuries (including strips) TINT 11/15/36 2036-11-15 0.00 25676600.00 16500810.09 U.S. Treasuries (including strips) TINT 02/15/36 2036-02-15 0.00 17976402.00 11828293.44 U.S. Treasuries (including strips) TINT 08/15/35 2035-08-15 0.00 123900.00 82284.47 U.S. Treasuries (including strips) TINT 08/15/34 2034-08-15 0.00 123900.00 84595.20 U.S. Treasuries (including strips) TINT 02/15/34 2034-02-15 0.00 20848100.00 14458990.80 U.S. Treasuries (including strips) TINT 11/15/33 2033-11-15 0.00 382600.00 267571.31 U.S. Treasuries (including strips) TINT 08/15/33 2033-08-15 0.00 3943700.00 2778967.87 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.00 934899.00 662843.38 U.S. Treasuries (including strips) TINT 02/15/33 2033-02-15 0.00 3943700.00 2813435.37 U.S. Treasuries (including strips) TINT 11/15/32 2032-11-15 0.00 1212000.00 870518.97 U.S. Treasuries (including strips) TINT 08/15/32 2032-08-15 0.00 3943700.00 2853030.29 U.S. Treasuries (including strips) TINT 05/15/32 2032-05-15 0.00 1212000.00 883390.48 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.00 3943700.00 2898106.88 U.S. Treasuries (including strips) TINT 11/15/31 2031-11-15 0.00 17782700.00 13126123.01 U.S. Treasuries (including strips) TINT 08/15/31 2031-08-15 0.00 2527204.00 1879380.46 U.S. Treasuries (including strips) TINT 05/15/31 2031-05-15 0.00 1212000.00 908357.63 U.S. Treasuries (including strips) TINT 02/15/31 2031-02-15 0.00 3157034.00 2386780.69 U.S. Treasuries (including strips) TINT 11/15/30 2030-11-15 0.00 1212000.00 918574.80 U.S. Treasuries (including strips) TINT 08/15/30 2030-08-15 0.00 123900.00 94476.23 U.S. Treasuries (including strips) TINT 05/15/30 2030-05-15 0.00 1212000.00 931470.44 U.S. Treasuries (including strips) TINT 02/15/30 2030-02-15 0.00 3908900.00 3019156.16 U.S. Treasuries (including strips) TINT 11/15/29 2029-11-15 0.00 152812.50 118573.33 U.S. Treasuries (including strips) TINT 08/15/29 2029-08-15 0.00 3943700.00 3080266.48 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.00 1878512.50 1476999.25 U.S. Treasuries (including strips) TINT 02/15/29 2029-02-15 0.00 3943700.00 3121517.42 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.00 1212000.00 966812.39 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2028-08-15 0.00 9883400.00 7929748.49 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 1212000.00 977065.89 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.00 3943700.00 3197197.08 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 1212000.00 989767.70 U.S. Treasuries (including strips) TINT 08/15/27 2027-08-15 0.00 3943700.00 3240144.00 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 1212000.00 1003075.48 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 3943700.00 3281631.65 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.00 3943700.00 3329784.27 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 2814400.00 2386104.56 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.00 3943700.00 3358021.19 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2025-11-15 0.00 3448600.00 2960071.41 U.S. Treasuries (including strips) TINT 08/15/25 2025-08-15 0.00 3943700.00 3412049.68 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 11237400.00 9754287.93 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.00 5651100.00 4937761.64 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 3448600.00 3032560.76 U.S. Treasuries (including strips) TINT 08/15/24 2024-08-15 0.00 3943700.00 3484140.63 U.S. Treasuries (including strips) TINT 05/15/24 2024-05-15 0.00 3448600.00 3064046.48 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.00 3943700.00 3516242.46 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.00 187000.00 167591.27 U.S. Treasuries (including strips) TINT 08/15/23 2023-08-15 0.00 3943700.00 3554062.66 U.S. Treasuries (including strips) TINT 02/15/23 2023-02-15 0.00 3943700.00 3591724.66 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 3448600.00 3159883.11 U.S. Treasuries (including strips) TINT 08/15/22 2022-08-15 0.00 49567300.00 45657430.78 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2022-05-15 0.00 4448600.00 4117224.00 U.S. Treasuries (including strips) TINT 02/15/22 2022-02-15 0.00 3943700.00 3666536.70 U.S. Treasuries (including strips) TINT 11/15/21 2021-11-15 0.00 3286600.00 3071623.43 U.S. Treasuries (including strips) TINT 08/15/21 2021-08-15 0.00 3819800.00 3586562.97 U.S. Treasuries (including strips) TINT 05/15/21 2021-05-15 0.00 3448600.00 3255892.40 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2020-08-15 0.00 3943700.00 3777197.00 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2020-02-15 0.00 4832100.00 4662010.37 U.S. Treasuries (including strips) TINT 08/15/19 2019-08-15 0.00 4962100.00 4819588.38 U.S. Treasuries (including strips) TINT 02/15/19 2019-02-15 0.00 4832800.00 4731407.85 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2018-08-15 0.00 6023700.00 5930935.07 U.S. Treasuries (including strips) TINT 08/15/17 2017-08-15 0.00 3943700.00 3919880.14 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2017-02-15 0.00 3943700.00 3934984.34 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0033 500000000.00 500000000.00 0.0123 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.320000% MBNUM2BPBDO7JBLYG310 0000315030 BRT4L72C4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-11-15 2.250000 46834659.00 49800382.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-28 1.500000 51883459.00 52199637.14 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 100000000.00 100000000.00 0.0025 N Y Y N BANK OF NOVA SCOTIA TRI-PARTY THE BANK OF NOVA SCOTIA 0.320000% L3I9ZG2KFGXZ61BMYR72 0001041839 BRT4L72M2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2028-04-15 3.625000 7395000.00 15300146.47 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 15000000.00 15000000.00 0.0004 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.310000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT4L72N0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2017-04-27 0.00 100.00 99.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-11-15 4.625000 100.00 102.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-08 0.00 25400.00 25377.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-02-02 0.00 48500.00 48408.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-30 0.500000 61300.00 61437.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-11-03 0.00 541000.00 540726.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-10-06 0.00 1400000.00 1399640.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-11-25 0.00 1718000.00 1716671.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-10-27 0.00 1944800.00 1944016.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-03-30 0.00 2307700.00 2301330.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-22 0.00 4928600.00 4927905.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-31 0.875000 8893400.00 8915243.01 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-02-28 3.000000 9926300.00 10048830.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-15 0.750000 14000000.00 14028726.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-31 0.500000 28071000.00 28087202.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 30.10 30.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 34.45 34.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 2.125000 100.00 105.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-10-31 1.500000 100.00 102.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-02-15 2.750000 100.00 104.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 1.875000 100.00 103.66 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-05-31 2.750000 100.00 102.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.625000 100.00 99.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 2.375000 2300.00 2427.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-15 0.625000 3800.00 3807.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.750000 15400.00 15428.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-10-13 0.00 107100.00 107065.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-10-13 0.00 184600.00 184541.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-09-30 1.750000 207300.00 213795.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 275400.00 281704.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-07-20 0.00 387600.00 385652.70 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-04-30 2.625000 1000000.00 1039086.78 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-11-15 2.625000 1358600.00 1451431.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-04-30 1.625000 2617500.00 2666071.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 0.625000 3700000.00 3692611.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 1.250000 4000000.00 4049193.91 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-02-28 2.750000 4104700.00 4224635.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.375000 4630000.00 4696133.94 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-03-31 3.250000 4727100.00 4865183.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.625000 4759500.00 4855432.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-31 1.375000 4810600.00 4859456.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-08-15 2.000000 5490900.00 5697300.55 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-08-15 2.625000 5823000.00 6171747.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-08-31 1.625000 8188500.00 8353547.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 9542000.00 10146230.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-11-15 1.250000 9999900.00 10122883.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 1.750000 10051000.00 10333115.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 2.125000 11811900.00 12320285.14 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2021-05-15 3.125000 12597200.00 13820894.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-10-31 2.000000 14100000.00 14727376.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-15 0.125000 15662400.00 16099297.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-07-31 1.625000 15719100.00 16056885.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-02-28 1.500000 16392000.00 16491892.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 0.875000 17708300.00 17750984.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-02-15 0.625000 21715000.00 21731085.16 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-11-15 2.625000 24919000.00 26621685.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 3.000000 25037900.00 29358298.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 31134800.00 31966063.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.750000 36812000.00 37947620.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 2.000000 38000000.00 39500915.74 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-06-30 2.375000 38210000.00 39449507.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 1.625000 41457300.00 42459103.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-05-15 1.625000 53229400.00 53689249.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-29 1.375000 54999800.00 55652922.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-31 1.750000 70848800.00 72503061.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-07-31 2.000000 75226000.00 78197260.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 1.750000 100376000.00 103193390.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 12422000.00 12392531.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 1.125000 14272000.00 14229626.43 U.S. Treasuries (including strips) TINT 11/15/29 2029-11-15 0.00 0.02 0.02 U.S. Treasuries (including strips) TINT 02/15/31 2031-02-15 0.00 0.20 0.15 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.00 5.28 4.21 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 9.38 7.66 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2028-08-15 0.00 11.72 9.40 U.S. Treasuries (including strips) TINT 08/15/17 2017-08-15 0.00 12.82 12.74 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.00 16.71 13.14 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 17.76 15.05 U.S. Treasuries (including strips) TINT 02/15/35 2035-02-15 0.00 17.85 12.03 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 21.49 18.90 U.S. Treasuries (including strips) TINT 02/15/37 2037-02-15 0.00 30.55 19.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2036-02-15 4.500000 41.00 58.66 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2036-02-15 4.500000 61.00 87.27 U.S. Treasuries (including strips) TINT 02/15/43 2043-02-15 0.00 99.27 53.45 U.S. Treasuries (including strips) 8 3/4 BOND 17 2017-05-15 8.750000 100.00 108.24 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2025-08-15 6.875000 100.00 145.61 U.S. Treasuries (including strips) NOTE 10/31/19 1.2500 2019-10-31 1.250000 54700.00 55407.17 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2025-02-15 7.625000 60000.00 89655.19 U.S. Treasuries (including strips) 8 1/8 BOND 19 2019-08-15 8.125000 166000.00 201394.62 U.S. Treasuries (including strips) BOND 02/15/19 8.8750 2019-02-15 8.875000 213000.00 255556.69 U.S. Treasuries (including strips) BOND 02/15/39 3.5000 2039-02-15 3.500000 262000.00 330436.96 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2024-11-15 7.500000 400000.00 596929.55 U.S. Treasuries (including strips) BOND 02/15/19 8.8750 2019-02-15 8.875000 1606400.00 1927353.41 U.S. Treasuries (including strips) NOTE 2022-08-31 1.875000 2708400.00 2790499.73 U.S. Treasuries (including strips) NOTE 08/15/21 2.1250 2021-08-15 2.125000 7536800.00 7869963.59 U.S. Treasuries (including strips) TRIN 01/15/18 1.6250 2018-01-15 1.625000 11701800.00 13842650.33 U.S. Treasuries (including strips) NOTE 08/31/18 1.5000 2018-08-31 1.500000 23884300.00 24203394.25 U.S. Treasuries (including strips) NOTE 11/30/17 2.2500 2017-11-30 2.250000 58838400.00 60274394.56 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0031 1020650000.00 1020650000.00 0.0252 N Y Y N WELLS FARGO BANK NA TRI-PARTY WELLS FARGO BANK NA 0.320000% KB1H1DSPRFMYMCUFXT09 0000740906 BRT4L72P5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2020-02-29 1.375000 121971589.00 123420001.27 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 121000000.00 121000000.00 0.0030 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES LLC 0.340000% VYVVCKR63DVZZN70PB21 0000276523 BRT4L72R1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 03.000 FGPC G08721 G 2046-09-01 3.000000 438842480.00 456791137.43 Agency Mortgage-Backed Securities 03.000 FGPC Q42649 G 2046-08-01 3.000000 26928421.00 28029793.42 Agency Mortgage-Backed Securities 03.000 FGPC Q42794 G 2046-09-01 3.000000 32271127.00 33591048.37 Agency Mortgage-Backed Securities 03.000 FGPC Q42918 G 2046-09-01 3.000000 27452321.00 28575148.38 Agency Mortgage-Backed Securities 03.000 FGPC Q42726 G 2046-09-01 3.000000 9911100.00 10316473.90 Agency Mortgage-Backed Securities 03.000 FGPC Q42765 G 2046-09-01 3.000000 4836501.00 5034318.73 Agency Mortgage-Backed Securities 03.000 FGPC G18605 G 2031-06-01 3.000000 70496352.00 73378755.62 Agency Mortgage-Backed Securities 03.000 FGPC Q42905 G 2046-09-01 3.000000 27429493.00 28551386.69 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2737 2046-08-01 3.000000 153465040.00 159731938.37 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 800000000.00 800000000.00 0.0197 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES LLC 0.320000% VYVVCKR63DVZZN70PB21 0000276523 BRT4L72T7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2016-10-31 3.125000 298381.00 302849.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-09-30 3.000000 2898164.00 2940396.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-31 3.250000 7162536.00 7267785.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.375000 5819.00 5904.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 205957.00 209809.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-10-31 1.250000 835126.00 845789.08 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-01-31 3.125000 1054857.00 1069006.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.500000 1428298.00 1451698.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.375000 2193719.00 2225053.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-04-30 1.625000 2661255.00 2710638.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-12-31 1.500000 4259140.00 4333620.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-03-31 1.375000 5237855.00 5329344.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.500000 6269529.00 6366768.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-31 1.625000 6712240.00 6826709.02 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-04-30 1.250000 7842405.00 7951147.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.500000 10423740.00 10625914.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.500000 18110021.00 18342311.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 1.375000 18945488.00 19243840.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-30 1.375000 20461041.00 20730835.46 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-11-30 1.375000 27799881.00 28221752.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-06-30 1.375000 36189710.00 36645214.12 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-07-31 2.375000 37815731.00 38482258.96 U.S. Treasuries (including strips) NOTE 12/31/18 1.3750 2018-12-31 1.375000 408757.00 414621.82 U.S. Treasuries (including strips) NOTY 11/30/16 2.7500 2016-11-30 2.750000 2849476.00 2885646.22 U.S. Treasuries (including strips) NOTE 10/31/19 1.2500 2019-10-31 1.250000 4641619.00 4701625.85 U.S. Treasuries (including strips) NOTE 08/15/22 1.6250 2022-08-15 1.625000 5048055.00 5136807.25 U.S. Treasuries (including strips) NOTE 2020-04-30 1.375000 6466850.00 6571346.47 U.S. Treasuries (including strips) NOTE 01/31/20 1.3750 2020-01-31 1.375000 12026238.00 12186743.75 U.S. Treasuries (including strips) NOTE 08/31/18 1.5000 2018-08-31 1.500000 16465274.00 16685249.89 U.S. Treasuries (including strips) NOTE 09/30/18 1.3750 2018-09-30 1.375000 26137738.00 26580980.61 U.S. Treasuries (including strips) NOTE 10/31/17 1.8750 2017-10-31 1.875000 33552474.00 34208357.08 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0032 325000000.00 325000000.00 0.0080 N Y Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE 0.310000% O2RNE8IBXP4R0TD8PU41 0000865845 BRT4L72U4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-08-15 1.000000 6225200.00 6250255.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-31 1.250000 899500.00 889765.60 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0031 7000000.00 7000000.00 0.0002 N Y Y N BANK OF MONTREAL TRI-PARTY BANK OF MONTREAL 0.300000% NQQ6HPCNCCU6TUTQYE16 0000009622 BRT4L72V2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS 2017-07-31 0.500000 3600.00 3596.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-08-15 1.000000 27000.00 27108.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 2.000000 46500.00 48371.97 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2023-01-15 0.125000 60000.00 63008.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 3.000000 5029900.00 5897831.12 U.S. Treasuries (including strips) 0 3/8 TRIN D 25 2025-07-15 0.375000 4300.00 4468.67 U.S. Treasuries (including strips) NOTE 02/15/22 2.0000 2022-02-15 2.000000 30000.00 31174.52 U.S. Treasuries (including strips) TRIN 07/15/22 0.1250 2022-07-15 0.125000 42000.00 44501.59 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0030 6000000.00 6000000.00 0.0001 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA TRI-PARTY CREDIT AGRICOLE CORPORATE 0.340000% 1VUV7VQFKUOQSJ21A208 0001330437 BRT4L7SM4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2043-08-15 3.625000 115095900.00 149536286.36 U.S. Treasuries (including strips) GINNIE MAE II 2042-10-20 3.000000 234504027.00 156463714.13 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-07 2016-09-07 2016-09-07 N N N 0.0034 300000000.00 300000000.00 0.0074 N N Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE 0.330000% O2RNE8IBXP4R0TD8PU41 0000865845 BRT4L7UN9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-05-15 0.00 8265500.00 4388319.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-31 1.500000 8861900.00 8975567.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.875000 118658400.00 122570444.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 115916100.00 123256285.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-11-15 2.250000 166367100.00 177174849.32 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-02-15 6.000000 8320000.00 11622904.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-07-15 0.375000 41086200.00 43651717.95 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-07 2016-09-07 2016-09-07 N N N 0.0033 482000000.00 482000000.00 0.0119 N N Y N PNC BANK NATIONAL ASSOCIATION TRI-PARTY PNC 0.340000% AD6GFRVSDT01YPT1CS68 0001008932 BRT4L8QU6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATL MTG ASSN POOL AY0014 03.500% DUE 01/01/2045 2045-01-01 3.500000 146090000.00 113301151.43 Agency Mortgage-Backed Securities First Tier Security Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-09-01 2016-09-01 2016-09-01 N N N 0.0034 110000000.00 110000000.00 0.0027 N Y Y N FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK OF NEW YORK 0.250000% 0001457970 BRT4LW6F8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS NTS 2019-11-15 3.375000 48874300.00 53046889.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-08-15 3.625000 142947000.00 185721329.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-08-31 2.125000 307838500.00 320044296.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-05-31 1.375000 346813400.00 351913736.41 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-05-15 3.500000 546535600.00 600312920.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 2.375000 547373800.00 577788274.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 2.000000 813430900.00 846177449.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 901216200.00 1071625995.76 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-08-15 6.125000 57847200.00 87738354.78 U.S. Treasuries (including strips) 1 1/2 NOTE J 23 2023-03-31 1.500000 328772400.00 332683309.39 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-11-15 4.375000 609734200.00 872984303.09 U.S. Treasuries (including strips) First Tier Security Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-09-01 2016-09-01 2016-09-01 N N N 0.0025 5300000000.00 5300000000.00 0.1308 N Y Y N BlackRock Liquidity Funds 2016-09-08 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer