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Agency Standard and Poor's Ratings Services A-1+ 2016-11-25 2016-11-25 2016-11-25 N N N 0.0020 281457476.72 281457476.72 0.0032 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384R50 US313384R506 U.S. Government Agency Debt Y 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 0.0020 1753717430.60 1753717430.60 0.0199 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384R76 US313384R761 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-12-02 2016-12-02 2016-12-02 N N N 0.0021 285453380.70 285453380.70 0.0032 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384S26 US313384S264 U.S. Government Agency Debt Y 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 0.0059 38992266.30 38992266.30 0.0004 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384T33 US313384T338 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-12-14 2016-12-14 2016-12-14 N N N 0.0021 93976424.80 93976424.80 0.0011 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313384U23 US313384U237 U.S. Government Agency Debt Y 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 0.0021 176693443.48 176693443.48 0.0020 N N Y N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385AD8 US313385AD80 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-01-04 2017-01-04 2017-01-04 N N N 0.0032 549687105.00 549687105.00 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385AF3 US313385AF39 U.S. Government Agency Debt Y 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 0.0032 724254830.24 724254830.24 0.0082 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385AL0 US313385AL07 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-01-11 2017-01-11 2017-01-11 N N N 0.0032 1813632693.60 1813632693.60 0.0205 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385AN6 US313385AN62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-01-13 2017-01-13 2017-01-13 N N N 0.0032 436156794.08 436156794.08 0.0049 N N N N FHDN 01/18/13 FHLB 0.000000% 313385AT3 US313385AT33 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-01-18 2017-01-18 2017-01-18 N N N 0.0032 208855163.00 208855163.00 0.0024 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385AV8 US313385AV88 U.S. Government Agency Debt Y 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 0.0032 295389798.84 295389798.84 0.0033 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385BA3 US313385BA33 U.S. Government Agency Debt Y 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 0.0032 1531375564.56 1531375564.56 0.0173 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385BC9 US313385BC98 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-01-27 2017-01-27 2017-01-27 N N N 0.0032 1298995100.00 1298995100.00 0.0147 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385BH8 US313385BH85 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-02-01 2017-02-01 2017-02-01 N N N 0.0037 124885000.00 124885000.00 0.0014 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385BS4 US313385BS41 U.S. Government Agency Debt Y 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 0.0037 522711527.60 522711527.60 0.0059 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385BX3 US313385BX36 U.S. Government Agency Debt Y 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 0.0037 224761500.00 224761500.00 0.0025 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385BZ8 US313385BZ83 U.S. Government Agency Debt Y 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 0.0037 99027934.20 99027934.20 0.0011 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385CD6 US313385CD62 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-02-21 2017-02-21 2017-02-21 N N N 0.0037 143838720.00 143838720.00 0.0016 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385CG9 US313385CG93 U.S. Government Agency Debt Y 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 0.0037 549367500.00 549367500.00 0.0062 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385CL8 US313385CL88 U.S. Government Agency Debt Y 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 0.0037 99881000.00 99881000.00 0.0011 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385CM6 US313385CM61 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. 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Agency Standard and Poor's Ratings Services Agency 2017-03-17 2017-03-17 2017-03-17 N N N 0.0041 419365338.00 419365338.00 0.0048 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385DT0 US313385DT06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-03-31 2017-03-31 2017-03-31 N N N 0.0041 149749995.00 149749995.00 0.0017 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385DY9 US313385DY90 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-04-05 2017-04-05 2017-04-05 N N N 0.0046 864322125.00 864322125.00 0.0098 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385EA0 US313385EA06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-04-07 2017-04-07 2017-04-07 N N N 0.0046 249509375.00 249509375.00 0.0028 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385EL6 US313385EL60 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-04-17 2017-04-17 2017-04-17 N N N 0.0046 510931200.00 510931200.00 0.0058 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385FC5 US313385FC52 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-05-03 2017-05-03 2017-05-03 N N N 0.0048 39904432.00 39904432.00 0.0005 N N N N FEDERAL HOME LOAN BANKS FHLB 0.000000% 313385MU7 US313385MU77 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-10-10 2017-10-10 2017-10-10 N N N 0.0067 328918572.70 328918572.70 0.0037 N N N N FMAC1 FHLMC 0.000000% 313396N82 S6XOOCT0IEG5ABCC6L87 US313396N822 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2016-11-09 2016-11-09 2016-11-09 N N N 0.0020 99995560.00 99995560.00 0.0011 N N Y N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313397AD3 S6XOOCT0IEG5ABCC6L87 US313397AD37 U.S. Government Agency Debt Y 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 0.0032 3337100.44 3337100.44 0.0000 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313397AT8 S6XOOCT0IEG5ABCC6L87 US313397AT88 U.S. Government Agency Debt Y 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 0.0032 54467211.68 54467211.68 0.0006 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313397BJ9 S6XOOCT0IEG5ABCC6L87 US313397BJ97 U.S. Government Agency Debt Y 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 0.0037 147202973.80 147202973.80 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.000000% 313397FA4 S6XOOCT0IEG5ABCC6L87 US313397FA43 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services Agency 2017-05-01 2017-05-01 2017-05-01 N N N 0.0048 23594112.69 23594112.69 0.0003 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.571000% 3133EDFB3 US3133EDFB39 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-14 2017-02-13 2017-02-13 N N N 0.0041 885595.07 885595.07 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.591000% 3133EDFW7 US3133EDFW75 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-27 2017-02-27 2017-02-27 N N N 0.0033 1681399.27 1681399.27 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.557000% 3133EDJ37 US3133EDJ370 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-03 2017-01-03 2017-01-03 N N N 0.0034 6952733.44 6952733.44 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.585000% 3133EDJX1 US3133EDJX13 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-17 2017-04-17 2017-04-17 N N N 0.0036 3445592.42 3445592.42 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.565000% 3133EDKA9 US3133EDKA90 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-28 2016-12-28 2016-12-28 N N N 0.0037 4056235.56 4056235.56 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.545000% 3133EDLJ9 US3133EDLJ90 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-14 2016-11-14 2016-11-14 N N N 0.0032 2295185.90 2295185.90 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.558000% 3133EDMX7 US3133EDMX75 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-05 2017-06-05 2017-06-05 N N N 0.0038 17148890.96 17148890.96 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.574000% 3133EDTT9 US3133EDTT90 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-29 2017-08-29 2017-08-29 N N N 0.0041 100139.36 100139.36 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.571000% 3133EDUD2 US3133EDUD20 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-04 2017-08-04 2017-08-04 N N N 0.0039 846185.62 846185.62 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.564000% 3133EDW81 US3133EDW811 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. 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Agency Standard and Poor's Ratings Services AA+ 2016-11-24 2017-01-24 2017-01-24 N N N 0.0034 4321731.46 4321731.46 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.556000% 3133EECD0 US3133EECD05 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-20 2017-06-20 2017-06-20 N N N 0.0038 9816518.91 9816518.91 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.560000% 3133EEEA4 US3133EEEA48 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-08 2017-05-08 2017-05-08 N N N 0.0036 205218.18 205218.18 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.764000% 3133EEFK1 US3133EEFK11 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-12-16 2016-12-16 2016-12-16 N N N 0.0039 182105880.09 182105880.09 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.527000% 3133EEFN5 US3133EEFN59 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-01 2016-12-01 2016-12-01 N N N 0.0034 8619359.06 8619359.06 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.569000% 3133EEGF1 US3133EEGF17 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-24 2017-05-24 2017-05-24 N N N 0.0036 440542.92 440542.92 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.529000% 3133EELD0 US3133EELD04 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-23 2017-02-23 2017-02-23 N N N 0.0034 1702040.33 1702040.33 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.537000% 3133EEMU1 US3133EEMU10 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-07 2017-02-06 2017-02-06 N N N 0.0042 7870351.47 7870351.47 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.527000% 3133EERJ1 US3133EERJ10 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-02 2017-03-02 2017-03-02 N N N 0.0035 10851530.86 10851530.86 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.460000% 3133EETL4 US3133EETL48 U.S. Government Agency Debt Y 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 0.0054 10869203.63 10869203.63 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.496000% 3133EEW22 US3133EEW223 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-20 2017-03-20 2017-03-20 N N N 0.0036 17004246.98 17004246.98 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.567000% 3133EEWS5 US3133EEWS53 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-02 2018-01-02 2018-01-02 N N N 0.0048 259290.16 259290.16 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.565000% 3133EEXN5 US3133EEXN57 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-08 2017-12-08 2017-12-08 N N N 0.0045 740948.31 740948.31 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.747000% 3133EEZ37 US3133EEZ374 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-12-19 2017-06-19 2017-06-19 N N N 0.0046 50099790.00 50099790.00 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.635000% 3133EF3W5 US3133EF3W51 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-21 2017-09-21 2017-09-21 N N N 0.0045 45077161.50 45077161.50 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.568000% 3133EF6H5 US3133EF6H57 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-05 2017-09-05 2017-09-05 N N N 0.0044 282885117.89 282885117.89 0.0032 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.558000% 3133EF7B7 US3133EF7B78 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-19 2017-07-19 2017-07-19 N N N 0.0038 200259000.00 200259000.00 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.521000% 3133EFCL9 US3133EFCL95 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-04 2017-04-04 2017-04-04 N N N 0.0037 9706504.82 9706504.82 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.541000% 3133EFJT5 US3133EFJT58 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-13 2017-10-13 2017-10-13 N N N 0.0044 5780948.25 5780948.25 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.587000% 3133EFNC7 US3133EFNC77 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-06 2017-11-06 2017-11-06 N N N 0.0045 836257.34 836257.34 0.0000 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.555000% 3133EFPD3 US3133EFPD33 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-16 2017-03-16 2017-03-16 N N N 0.0036 7563507.51 7563507.51 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.661000% 3133EFRR0 US3133EFRR01 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-04 2017-12-04 2017-12-04 N N N 0.0045 97224312.50 97224312.50 0.0011 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.711000% 3133EFT64 US3133EFT648 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-04 2018-04-04 2018-04-04 N N N 0.0049 159466256.65 159466256.65 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.654000% 3133EFTW7 US3133EFTW77 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-24 2017-04-24 2017-04-24 N N N 0.0037 112157382.40 112157382.40 0.0013 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.571000% 3133EGMK8 US3133EGMK85 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-20 2017-07-20 2017-07-20 N N N 0.0038 78520322.87 78520322.87 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.632000% 3133EGSY2 US3133EGSY26 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-06 2018-09-06 2018-09-06 N N N 0.0056 303803640.96 303803640.96 0.0034 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.618000% 3133EGYX7 US3133EGYX78 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-19 2018-10-19 2018-10-19 N N N 0.0062 149970750.00 149970750.00 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.536000% 3134G5Z32 S6XOOCT0IEG5ABCC6L87 US3134G5Z325 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-13 2017-01-13 2017-01-13 N N N 0.0032 18007844.40 18007844.40 0.0002 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.531000% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-20 2017-04-20 2017-04-20 N N N 0.0031 18209692.49 18209692.49 0.0002 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.576000% 3134G75N7 S6XOOCT0IEG5ABCC6L87 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-27 2017-04-27 2017-04-27 N N N 0.0032 125153500.00 125153500.00 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.655000% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-21 2017-07-21 2017-07-21 N N N 0.0036 137296399.50 137296399.50 0.0016 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.861000% 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-12-08 2018-03-08 2018-03-08 N N N 0.0056 84384577.20 84384577.20 0.0010 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FREDDIE MAC MTN 0.842000% 3134G9K71 S6XOOCT0IEG5ABCC6L87 US3134G9K717 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-01-09 2018-01-08 2018-01-08 N N N 0.0054 113778071.68 113778071.68 0.0013 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FREDDIE MAC MTN 0.844000% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-01-12 2018-01-12 2018-01-12 N N N 0.0054 100370510.00 100370510.00 0.0011 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313588T54 B1V7KEBTPIMZEU4LTD58 US313588T540 U.S. Government Agency Debt Y 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 0.0021 127936407.88 127936407.88 0.0014 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313589AC7 B1V7KEBTPIMZEU4LTD58 US313589AC77 U.S. Government Agency Debt Y 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 0.0032 40070547.92 40070547.92 0.0005 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313589AE3 B1V7KEBTPIMZEU4LTD58 US313589AE34 U.S. Government Agency Debt Y 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 0.0032 197395878.72 197395878.72 0.0022 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313589BW2 B1V7KEBTPIMZEU4LTD58 US313589BW23 U.S. Government Agency Debt Y 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 0.0037 98121863.75 98121863.75 0.0011 N N N N FEDERAL NATL MTG ASSN FNMA 5.000000% 31359M4D2 B1V7KEBTPIMZEU4LTD58 US31359M4D26 U.S. Government Agency Debt Y 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 0.0047 63046432.73 63046432.73 0.0007 N N N N FEDERAL NATL MTG ASSN FNMA 5.000000% 31359M7X5 B1V7KEBTPIMZEU4LTD58 US31359M7X52 U.S. Government Agency Debt Y 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 0.0052 132770130.17 132770130.17 0.0015 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.549000% 3135G0B44 B1V7KEBTPIMZEU4LTD58 US3135G0B441 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-26 2017-01-26 2017-01-26 N N N 0.0032 13914491.70 13914491.70 0.0002 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.545000% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-16 2017-08-16 2017-08-16 N N N 0.0044 25019752.50 25019752.50 0.0003 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.538000% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-11-05 2017-10-05 2017-10-05 N N N 0.0045 730632.76 730632.76 0.0000 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.807000% 3135G0L27 B1V7KEBTPIMZEU4LTD58 US3135G0L275 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2016-12-20 2017-12-20 2017-12-20 N N N 0.0052 171809069.31 171809069.31 0.0019 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.846000% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-01-11 2018-01-11 2018-01-11 N N N 0.0057 42140196.00 42140196.00 0.0005 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.750000% 3135G0VM2 B1V7KEBTPIMZEU4LTD58 US3135G0VM28 U.S. Government Agency Debt Y 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 0.0046 20021386.00 20021386.00 0.0002 N N N N FANNIE MAE FNMA 0.750000% 3135G0ZB2 B1V7KEBTPIMZEU4LTD58 US3135G0ZB27 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-04-20 2017-04-20 2017-04-20 N N N 0.0052 32033824.00 32033824.00 0.0004 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.875000% 3137EADT3 S6XOOCT0IEG5ABCC6L87 US3137EADT30 U.S. Government Agency Debt Y 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 0.0066 76418163.54 76418163.54 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FREDDIE MAC 0.500000% 3137EADU0 S6XOOCT0IEG5ABCC6L87 US3137EADU03 U.S. Government Agency Debt Y 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 0.0039 149468403.51 149468403.51 0.0017 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 Y 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 0.0058 192634149.60 192634149.60 0.0022 N N N N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796HQ5 US912796HQ56 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-11-10 2016-11-10 2016-11-10 N N N 0.0013 1212727040.46 1212727040.46 0.0137 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796HU6 US912796HU68 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-12-08 2016-12-08 2016-12-08 N N N 0.0017 749869800.00 749869800.00 0.0085 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JP5 US912796JP55 U.S. Treasury Debt Y 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 0.0050 191236431.06 191236431.06 0.0022 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JU4 US912796JU41 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-11-17 2016-11-17 2016-11-17 N N N 0.0018 3199997180.25 3199997180.25 0.0362 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JV2 US912796JV24 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-11-25 2016-11-25 2016-11-25 N N N 0.0017 1516455587.56 1516455587.56 0.0172 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JY6 US912796JY62 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2016-12-15 2016-12-15 2016-12-15 N N N 0.0018 599867640.00 599867640.00 0.0068 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KN8 US912796KN88 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-03-16 2017-03-16 2017-03-16 N N N 0.0038 359091849.24 359091849.24 0.0041 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KP3 US912796KP37 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-03-23 2017-03-23 2017-03-23 N N N 0.0038 379445048.00 379445048.00 0.0043 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KQ1 US912796KQ10 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-04-06 2017-04-06 2017-04-06 N N N 0.0043 274492735.00 274492735.00 0.0031 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KR9 US912796KR92 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-10-12 2017-10-12 2017-10-12 N N N 0.0065 414416600.82 414416600.82 0.0047 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KS7 US912796KS75 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-04-13 2017-04-13 2017-04-13 N N N 0.0045 2295363200.00 2295363200.00 0.0260 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KT5 US912796KT58 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-04-20 2017-04-20 2017-04-20 N N N 0.0047 1156467353.20 1156467353.20 0.0131 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.750000% 912828A91 US912828A917 U.S. Treasury Debt Y 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 0.0028 82507072.92 82507072.92 0.0009 N Y Y N UNITED STATES TREASURY TREASURY FLOATING RATE NOTE 0.508000% 912828M23 US912828M235 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2016-11-01 2017-10-31 2017-10-31 N N N 0.0037 32407417.65 32407417.65 0.0004 N Y Y N UNITED STATES TREAS NTS TREASURY NOTE 3.000000% 912828MS6 US912828MS67 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0033 110729537.54 110729537.54 0.0013 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.625000% 912828SY7 US912828SY71 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-05-31 2017-05-31 2017-05-31 N N N 0.0059 1671326346.30 1671326346.30 0.0189 N Y Y N UNITED STATES TREAS NTS TREASURY NOTE 0.750000% 912828TW0 US912828TW07 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. 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Obligation FHLMC_3820 2038-02-15 4.500000 4492177.00 63720.69 Agency Collateralized Mortgage Obligation FNMA_12-61 2041-12-25 6.116000 4673800.00 459473.18 Agency Collateralized Mortgage Obligation GNMA_15-158A 2045-11-20 5.674330 4778071.00 516581.24 Agency Collateralized Mortgage Obligation FNMA_13-124 2043-12-25 0.00 4884080.00 3371658.15 Agency Collateralized Mortgage Obligation FHLMC_4267 2043-11-15 0.00 5080521.00 3392462.75 Agency Collateralized Mortgage Obligation FHLMC_44-80 2041-01-15 4.500000 5168942.00 408275.74 Agency Collateralized Mortgage Obligation FHLMC_41-57 2043-01-15 3.500000 5357233.00 524766.60 Agency Collateralized Mortgage Obligation FNMA_11-131A 2040-03-25 4.500000 5800000.00 263484.29 Agency Collateralized Mortgage Obligation FNMA_12-46 2041-01-25 11.173500 5984958.00 7909130.98 Agency Collateralized Mortgage Obligation GNMA_11-133 2035-12-20 5.574330 6000000.00 1296853.55 Agency Collateralized Mortgage Obligation FNMA_15-77A 2045-10-25 6.000000 6140804.00 1014798.63 Agency Collateralized Mortgage Obligation FHLMC_3767 2040-11-15 6.015440 6142759.00 78675.00 Agency Collateralized Mortgage Obligation FHLMC_45-9 2045-09-15 6.000000 6227762.00 1004925.63 Agency Collateralized Mortgage Obligation FHLMC_41-97 2043-04-15 4.000000 6250000.00 584329.27 Agency Collateralized Mortgage Obligation FHLMC_44-26 2037-07-15 6.000000 6420289.00 803346.17 Agency Collateralized Mortgage Obligation FNMA_15-89B 2044-05-25 3.500000 6428571.00 457355.87 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2043-01-25 4.500000 6760148.00 605004.02 Agency Collateralized Mortgage Obligation FHLMC_4258 2041-12-15 5.615440 6810375.00 592544.70 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2039-06-16 0.00 7000000.00 2181504.13 Agency Collateralized Mortgage Obligation GNMA_15-144 2045-07-20 5.000000 7173400.00 789143.63 Agency Collateralized Mortgage Obligation GNMA_11-151 2041-06-16 6.215440 7183333.00 473462.20 Agency Collateralized Mortgage Obligation FNR_13-65 2043-06-25 5.616000 7321505.00 698150.43 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 5.565440 7516667.00 1176929.30 Agency Collateralized Mortgage Obligation FNMA_14-14 2044-04-25 5.566000 8200000.00 392992.11 Agency Collateralized Mortgage Obligation FNRA 2035-04-25 6.166000 8242843.00 77557.85 Agency Collateralized Mortgage Obligation FHLMC_3772 2040-12-15 4.415440 8257758.00 291949.18 Agency Collateralized Mortgage Obligation FHLMC_4090 2042-07-15 6.165440 8444825.00 382899.64 Agency Collateralized Mortgage Obligation GNMA_16-33 2032-12-20 5.464330 8682485.00 1264632.84 Agency Collateralized Mortgage Obligation FHLMC_43-40 2044-02-15 4.000000 9081557.00 276700.37 Agency Collateralized Mortgage Obligation FHLMC_43-92 2040-03-15 3.500000 9126823.00 714761.28 Agency Collateralized Mortgage Obligation GNMA_11-24H 2034-02-20 4.474330 9166666.00 1020453.87 Agency Collateralized Mortgage Obligation FNRM 2043-09-25 0.00 9168899.00 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Obligation FNMA_13-6E 2043-02-25 5.616000 10400000.00 1126713.57 Agency Collateralized Mortgage Obligation GNMA_15-121 2045-08-20 5.500000 10517045.00 1647980.35 Agency Collateralized Mortgage Obligation FNMA_11-111B 2040-03-25 6.066000 10547052.00 597509.24 Agency Collateralized Mortgage Obligation FNR_14-63 2044-10-25 5.566000 10800000.00 1055227.88 Agency Collateralized Mortgage Obligation FNMA_11-137 2042-01-25 5.466000 10943387.00 547141.79 Agency Collateralized Mortgage Obligation FHLMC_42-24 2032-05-15 6.500000 11026923.00 886709.78 Agency Collateralized Mortgage Obligation FNMA_12-15 2038-07-25 6.086000 11386989.00 666415.15 Agency Collateralized Mortgage Obligation FNMA_12-67 2042-07-25 5.416000 11400000.00 1036000.63 Agency Collateralized Mortgage Obligation FHLMC_29-94 2035-06-15 6.415440 11460724.00 205718.03 Agency Collateralized Mortgage Obligation FNMA_13-32 2042-09-25 4.500000 11574444.00 756090.43 Agency Collateralized Mortgage Obligation FNMA_12-79 2042-07-25 5.516000 11689330.00 1033367.95 Agency Collateralized Mortgage Obligation FNMA_12-110 2042-10-25 5.506000 11714285.00 1377881.33 Agency Collateralized Mortgage Obligation FNMA_13-132A 2044-01-25 0.00 11728389.00 8393258.82 Agency Collateralized Mortgage Obligation FNMA 12-49 2042-05-25 5.866000 12000000.00 1033016.57 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2041-05-15 6.065440 12212566.00 713763.81 Agency Collateralized Mortgage Obligation GNMA_15-106 2039-08-20 5.500000 12400000.00 1629954.68 Agency Collateralized Mortgage Obligation GNMA_11-46 2041-03-16 6.035440 12500000.00 778172.31 Agency Collateralized Mortgage Obligation FNRM CL052PO R14F052 2043-06-25 0.00 12839702.00 8490299.61 Agency Collateralized Mortgage Obligation FNMA_12-24D 2042-03-25 5.916000 13150872.00 1199119.83 Agency Collateralized Mortgage Obligation FHLMC_39-5 2040-10-15 4.500000 13217102.00 277124.61 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2039-11-25 9.000000 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Collateralized Mortgage Obligation FGRA 2041-08-15 6.165440 15625000.00 2240685.53 Agency Collateralized Mortgage Obligation FHLMC_4184A 2042-10-15 4.500000 15702898.00 1908966.53 Agency Collateralized Mortgage Obligation GNMA_13-81 2043-05-20 5.674330 15853103.00 2245815.23 Agency Collateralized Mortgage Obligation FHLMC_3860 2040-06-15 6.065440 15895224.00 657464.95 Agency Collateralized Mortgage Obligation GNMA_12-21 2042-02-20 6.124330 15971038.00 1892758.30 Agency Collateralized Mortgage Obligation FNMA_12-149 2041-05-25 4.000000 16000000.00 1155314.13 Agency Collateralized Mortgage Obligation FNMA_13-20L 2043-03-25 5.616000 16150789.00 1366661.81 Agency Collateralized Mortgage Obligation GNMA_15-50 2045-04-20 5.074330 16204422.00 2527763.89 Agency Collateralized Mortgage Obligation FGRM 4240CO 08/15/43 2043-08-15 0.00 16425008.00 8351882.38 Agency Collateralized Mortgage Obligation FHLMC_4498E 2037-04-15 5.722780 16804282.00 1103314.07 Agency Collateralized Mortgage Obligation FHLMC_3181 2036-07-15 5.935440 16862278.00 607803.04 Agency Collateralized Mortgage Obligation FNMA_08-10 2038-03-25 6.446000 16917000.00 629110.04 Agency Collateralized Mortgage Obligation GNMA_13-9 2043-01-20 6.224330 17000000.00 1184389.61 Agency Collateralized Mortgage Obligation FHLMC_40-23 2042-03-15 5.715440 17142857.00 1091057.18 Agency Collateralized Mortgage Obligation GNMA_11-133 2039-12-20 5.574330 17238000.00 1313652.86 Agency Collateralized Mortgage Obligation GNMA_13-82 2043-05-20 3.500000 17368857.00 2320497.98 Agency Collateralized Mortgage Obligation GNMA_13-190L 2043-12-20 6.172780 17601608.00 1746042.41 Agency Collateralized Mortgage Obligation FHLMC_4026 2041-10-15 4.000000 17676500.00 1012931.12 Agency Collateralized Mortgage Obligation GNMA_14-5 2044-01-16 5.015440 17850000.00 1005498.82 Agency Collateralized Mortgage Obligation GNMA_15-79B 2045-05-20 5.074330 18251798.00 2233227.66 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2041-06-25 5.566000 18499124.00 1003855.81 Agency Collateralized Mortgage Obligation FHLS_28-1 2042-10-15 5.465440 18738228.00 2581945.71 Agency Collateralized Mortgage Obligation FNMA_14-82A 2044-09-25 5.616000 18739100.00 1904511.65 Agency Collateralized Mortgage Obligation GNRA 2015-053 ES 2045-04-20 5.074330 19626700.00 2066357.92 Agency Collateralized Mortgage Obligation FHLMC_3835 2041-04-15 5.915440 20000000.00 1407930.46 Agency Collateralized Mortgage Obligation FNMA_10-98E 2030-09-25 6.066000 20000000.00 448962.18 Agency Collateralized Mortgage Obligation GNMA_12-61 2042-05-16 6.065440 20000000.00 3561224.59 Agency Collateralized Mortgage Obligation GNMA_15-39A 2045-03-20 5.074330 20000000.00 1274314.50 Agency Collateralized Mortgage Obligation GNMA_11-153D 2039-05-20 5.574330 20539221.00 1718284.37 Agency Collateralized Mortgage Obligation GNMA_15-16 2045-02-20 5.074330 20791921.00 3756891.29 Agency Collateralized Mortgage Obligation FHLMC_4351 2044-06-15 5.665440 21282637.00 2537170.85 Agency Collateralized Mortgage Obligation FNMA_12-75 2042-07-25 6.016000 21333333.00 1673251.97 Agency Collateralized Mortgage Obligation GNRM 2015-79 HI 2045-05-20 4.000000 21375000.00 3147259.00 Agency Collateralized Mortgage Obligation GNMA_15-76B 2043-03-20 3.500000 21428571.00 908350.36 Agency Collateralized Mortgage Obligation FNMA_06-124 2037-01-25 5.846000 21509000.00 360947.30 Agency Collateralized Mortgage Obligation GNMA_13-98 2042-09-16 5.635440 21568611.00 1371588.97 Agency Collateralized Mortgage Obligation FNRA CL104MI R06F104 2036-11-25 6.216000 21700000.00 340559.05 Agency Collateralized Mortgage Obligation FNMA_05-90 2035-10-25 6.216000 21759249.00 562856.37 Agency Collateralized Mortgage Obligation FNMA_12-68 2042-07-25 5.466000 21766666.00 2926481.36 Agency Collateralized Mortgage Obligation FHLMC_39-87 2026-09-15 3.500000 21821142.00 665237.80 Agency Collateralized Mortgage Obligation FHLMC_3862 2041-05-15 6.045440 22214285.00 552757.26 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2041-06-20 4.914330 22500000.00 566874.75 Agency Collateralized Mortgage Obligation FNRA CL104SA R11F104 2039-03-25 6.096000 22510643.00 767107.06 Agency Collateralized Mortgage Obligation FHLMC_36-32 2040-02-15 4.415440 22645807.00 581459.43 Agency Collateralized Mortgage Obligation FNRA 0016H9 2039-12-25 5.656000 22650000.00 214720.46 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2042-01-25 6.000000 23000000.00 1100207.14 Agency Collateralized Mortgage Obligation GNMA_10-14 2040-02-16 6.015440 23068000.00 798281.78 Agency Collateralized Mortgage Obligation FHLMC_4389 2044-09-15 5.545440 24044328.00 1231999.70 Agency Collateralized Mortgage Obligation FHLMC_3940 2040-05-15 6.115440 24302967.00 710258.89 Agency Collateralized Mortgage Obligation FNMA_07-119 2038-01-25 6.466000 24437000.00 906517.53 Agency Collateralized Mortgage Obligation FHLMC_4125 2042-10-15 4.500000 24575666.00 1836656.90 Agency Collateralized Mortgage Obligation FGRA 3653AS 04/15/40 2040-04-15 4.465440 24642784.00 1073318.14 Agency Collateralized Mortgage Obligation GNMA_14-36C 2044-03-16 5.665440 24713912.00 2382897.92 Agency Collateralized Mortgage Obligation FNMA_13-6 2033-02-25 3.500000 24865853.00 2034990.64 Agency Collateralized Mortgage Obligation FGRA S12276 2042-08-15 5.415440 24989087.00 3571420.30 Agency Collateralized Mortgage Obligation FNMA_12-35 2042-04-25 5.966000 25000000.00 3091212.80 Agency Collateralized Mortgage Obligation FNMA_14-83 2044-12-25 5.566000 25000000.00 4527067.94 Agency Collateralized Mortgage Obligation FHLMC_3578 2036-04-15 6.115440 25000000.00 817707.96 Agency Collateralized Mortgage Obligation FNRA CL021SJ R10F021 2040-03-25 5.796000 25000000.00 841254.45 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 5.916000 25091675.00 2246224.86 Agency Collateralized Mortgage Obligation GNMA_15-99A 2045-07-20 5.174330 25293030.00 3903013.19 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2041-12-25 5.466000 25787797.00 2410155.44 Agency Collateralized Mortgage Obligation FNMA_11-104 2039-03-25 6.116000 25871323.00 802262.59 Agency Collateralized Mortgage Obligation GNMA_15-144 2045-10-20 5.724330 25989915.00 5408621.05 Agency Collateralized Mortgage Obligation FHLMC_4132 2042-08-15 3.500000 26573983.00 2648938.83 Agency Collateralized Mortgage Obligation GNMA_11-13 2041-01-20 5.415440 27196000.00 1847759.93 Agency Collateralized Mortgage Obligation GNMA_15-102 2045-07-20 3.500000 27649851.00 1941443.71 Agency Collateralized Mortgage Obligation FNMA_00-8B 2027-10-25 0.00 27738195.00 827037.19 Agency Collateralized Mortgage Obligation FNMA_14-88 2045-01-25 5.616000 28092880.00 4842936.90 Agency Collateralized Mortgage Obligation FGRA 3966SN 12/15/41 2041-12-15 5.365440 28324796.00 1774238.27 Agency Collateralized Mortgage Obligation GNMA_13-47A 2043-03-20 4.000000 28449250.00 3217161.65 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-04-15 6.015440 28598399.00 1543317.30 Agency Collateralized Mortgage Obligation GOLD ADJUSTABLE RATE REMIC 2040-12-15 5.965440 29250000.00 892086.54 Agency Collateralized Mortgage Obligation FHLMC_41-22 2042-10-15 3.500000 29553453.00 1951287.47 Agency Collateralized Mortgage Obligation FHLMC_39-58 2040-12-15 6.065440 29938736.00 2422681.87 Agency Collateralized Mortgage Obligation FNMA_11-117 2041-11-25 6.016000 30000000.00 2802385.23 Agency Collateralized Mortgage Obligation FNMA_16-1 2046-02-25 5.616000 30000000.00 4596615.68 Agency Collateralized Mortgage Obligation FHLMC_4103 2042-09-15 5.515440 30000000.00 4210332.87 Agency Collateralized Mortgage Obligation GNMA_11-70 2041-05-16 5.365440 30000000.00 3273552.73 Agency Collateralized Mortgage Obligation GNMA_14-160 2044-10-20 5.074330 30000000.00 3982147.51 Agency Collateralized Mortgage Obligation FNRA 000GB3 2043-01-25 5.616000 30145898.00 3392903.00 Agency Collateralized Mortgage Obligation GNMA_16-12 2046-01-20 5.114330 30193362.00 2668458.87 Agency Collateralized Mortgage Obligation FHLMC_3510 2036-02-15 6.065440 30319000.00 2508828.25 Agency Collateralized Mortgage Obligation FNRA CL023SP R06F023 2036-04-25 6.166000 30339284.00 752306.67 Agency Collateralized Mortgage Obligation FNRA CL014SY R12F014 2040-11-25 6.016000 30414000.00 1865227.65 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-109 2040-09-25 5.500000 30530000.00 1019523.00 Agency Collateralized Mortgage Obligation FNMA_12-32 2042-04-25 5.936000 30794997.00 1653854.49 Agency Collateralized Mortgage Obligation GNMA_15-96 2040-01-16 4.500000 31226891.00 3261934.64 Agency Collateralized Mortgage Obligation GNMA_13-89 2043-04-20 5.774330 31250000.00 1420418.17 Agency Collateralized Mortgage Obligation FHLMC_41-58 2043-01-15 4.000000 31514375.00 2128310.92 Agency Collateralized Mortgage Obligation FHLMC_4425 2045-01-15 5.615440 31594857.00 4497314.74 Agency Collateralized Mortgage Obligation FHLMC_3136 2036-04-15 6.165440 32000000.00 336713.22 Agency Collateralized Mortgage Obligation FHLMC_4000 2042-02-15 4.000000 32090424.00 2066683.83 Agency Collateralized Mortgage Obligation FHLMC_40-11 2040-03-15 5.500000 32181818.00 2842910.68 Agency Collateralized Mortgage Obligation FNMA_15-35 2045-06-25 5.000000 32200000.00 4261296.11 Agency Collateralized Mortgage Obligation FNMA_08-73 2038-08-25 5.466000 32335409.00 258992.64 Agency Collateralized Mortgage Obligation GNMA_07-17 2037-04-16 6.275440 32500000.00 780505.37 Agency Collateralized Mortgage Obligation GNMA_12-16 2042-02-16 5.565440 32671801.00 2323722.48 Agency Collateralized Mortgage Obligation GNMA_13-103 2043-07-20 5.624330 32857143.00 1935969.50 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3339 2037-07-15 5.605440 33126428.00 1129783.97 Agency Collateralized Mortgage Obligation FNRA 2043-03-25 5.616000 33267940.00 5534988.64 Agency Collateralized Mortgage Obligation FNMA_13-19 2041-09-25 5.666000 33482200.00 2653226.04 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-11-25 4.500000 33547624.00 930638.94 Agency Collateralized Mortgage Obligation FGRM 4032AI 10/15/41 2041-10-15 4.500000 33810482.00 1089648.00 Agency Collateralized Mortgage Obligation GNMA_16-17M 2046-02-20 5.574330 34187896.00 6909952.69 Agency Collateralized Mortgage Obligation GNRA 2044-12-16 5.065440 34231782.00 4021720.57 Agency Collateralized Mortgage Obligation FNMA_13-110 2043-11-25 4.500000 34500000.00 1575489.49 Agency Collateralized Mortgage Obligation FHLMC_3501 2039-01-15 5.915440 34585000.00 1293965.31 Agency Collateralized Mortgage Obligation FHLMC_41-14 2042-10-15 5.565440 34593359.00 4373319.72 Agency Collateralized Mortgage Obligation FNMA_14-52 2044-09-25 5.566000 35000000.00 3730373.21 Agency Collateralized Mortgage Obligation FGRM 4057UI 05/15/27 2027-05-15 3.000000 35000000.00 1414804.03 Agency Collateralized Mortgage Obligation GNMA_13-113 2043-08-20 6.124330 37819634.00 3588861.85 Agency 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5.465440 51000000.00 2629184.59 Agency Collateralized Mortgage Obligation FHLMC_2931 2035-02-15 5.665440 51530454.00 875751.84 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-05-25 5.216000 51911146.00 901001.92 Agency Collateralized Mortgage Obligation FNMA_13-7C 2043-02-25 5.566000 52093052.00 7128659.08 Agency Collateralized Mortgage Obligation GNMA_10-150 2040-11-20 4.874330 52625000.00 1971016.06 Agency Collateralized Mortgage Obligation FHLMC_31-14 2036-02-15 6.065440 53260900.00 922430.41 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-14 2042-03-25 5.966000 54000000.00 4263900.16 Agency Collateralized Mortgage Obligation FNMA_14-86A 2045-01-25 5.616000 100000.00 9604.90 Agency Collateralized Mortgage Obligation FHLMC_3122 2036-03-15 6.165440 309805.00 6426.93 Agency Collateralized Mortgage Obligation FHLMC_4438H 2043-05-15 0.00 1945938.00 1470582.32 Agency Collateralized Mortgage Obligation FNMA_14-79C 2043-01-25 0.00 1961576.00 1164147.34 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Obligation GNMA_13-147 2043-07-20 5.674330 17272370.00 1437713.34 Agency Collateralized Mortgage Obligation FNMA_15-34 2045-06-25 5.500000 18941795.00 2294402.93 Agency Collateralized Mortgage Obligation GNMA_11-158 2026-11-20 4.000000 31200000.00 544152.35 Agency Collateralized Mortgage Obligation GNMA_13-114 2043-08-16 5.615440 45798206.00 3166060.46 Agency Collateralized Mortgage Obligation FNMA_15-73 2045-10-25 3.500000 69213120.00 8136832.88 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-30 2037-04-25 5.906000 233333333.00 4522416.20 Agency Collateralized Mortgage Obligation Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-11-01 2016-12-05 2016-12-05 Y RBC CAPITAL MARKETS LLC 1.0000 35 N Fitch, Inc. NR Moody's Investors Service, Inc. A2 Standard and Poor's Ratings Services AA- N N 0.0066 825000000.00 825000000.00 0.0093 N N N Y BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.480000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT5BLUX4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_05-3 2035-01-20 5.574330 3538605.00 49092.91 Agency Collateralized Mortgage Obligation FREMF_13-K31 2046-07-25 0.100000 2.00 0.01 Agency Collateralized Mortgage Obligation FHMS_K716 2021-06-25 0.706132 2.00 0.05 Agency Collateralized Mortgage Obligation FHLMC_2178 2029-08-15 7.000000 173.00 14.45 Agency Collateralized Mortgage Obligation FNMA_16-41E 2046-07-25 2.000000 1060.00 970.46 Agency Collateralized Mortgage Obligation FNMA_03-18 2042-12-25 0.539890 3759.00 5.63 Agency Collateralized Mortgage Obligation FNMA_03-49E 2023-06-25 6.566000 25570.00 158.90 Agency Collateralized Mortgage Obligation FHLMC_4500A 2045-08-15 4.000000 424000.00 47857.14 Agency Collateralized 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B1V7KEBTPIMZEU4LTD58 2040-07-01 5.000000 226247.00 131622.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-02-01 6.500000 391917.00 45601.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-01-01 3.500000 519417.00 451192.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-12-01 7.000000 687222.00 197555.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-11-01 4.000000 934342.00 757278.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 3.500000 950000.00 961762.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 4.500000 1265750.00 1090021.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 1848794.00 1531863.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2017-06-01 5.559000 3052705.00 459446.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-04-01 3.500000 3056944.00 1767997.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-01-01 4.000000 4082889.00 2038048.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 5895836.00 6125747.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-07-01 5.500000 7073196.00 513649.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-11-01 4.500000 10445761.00 886141.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-04-01 3.500000 16033472.00 11229358.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.500000 24415171.00 26187942.84 Agency Mortgage-Backed Securities NOTE 09/30/17 1.8750 2017-09-30 1.875000 28900.00 29253.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 11231800.00 11431801.13 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-11-07 2016-11-07 2016-11-18 Y BNP PARIBAS SA 1.0000 7 N Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A N N 0.0033 500000000.00 500000000.00 0.0057 N N Y N GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.370000% FOR8UP27PHTHYVLBNG30 0000769993 BRT638K45 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LN MTG CORP S6XOOCT0IEG5ABCC6L87 2042-04-15 6.115440 7504149.00 736099.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-02-15 5.415440 16666666.00 912191.55 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP S6XOOCT0IEG5ABCC6L87 2040-11-15 4.472780 18000000.00 1949789.05 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP S6XOOCT0IEG5ABCC6L87 2031-04-15 6.115440 22528822.00 1126059.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-10-15 5.815440 24749000.00 208716.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-10-15 5.615440 48643496.00 439947.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-06-15 5.465440 53767245.00 1415707.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-05-15 6.215440 74117533.00 486550.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-07-15 6.215440 92000000.00 1892201.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-07-15 6.085440 115201279.00 1668590.08 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-05-25 6.166000 125000000.00 1217359.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-07-15 5.495440 125000000.00 482784.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2033-01-15 0.00 165000000.00 4.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-04-15 6.065440 176618154.00 1409294.64 Agency Collateralized Mortgage Obligation FHLMC_2448 2032-05-15 6.000000 27000.00 6150.00 Agency Collateralized Mortgage Obligation FHLMC_2502 2032-09-15 6.000000 29000.00 8247.47 Agency Collateralized Mortgage Obligation FHLMC_3059 2035-02-15 5.000000 30000.00 55971.69 Agency Collateralized Mortgage Obligation FHLMC_23-3 2031-04-15 6.000000 37000.00 3458.65 Agency Collateralized Mortgage Obligation FNMA_01-60J 2031-11-25 6.000000 64000.00 8240.57 Agency Collateralized Mortgage Obligation FHLMC_2533 2032-12-15 5.500000 105000.00 54201.88 Agency Collateralized Mortgage Obligation FHLMC_3894 2041-07-15 4.500000 200000.00 264772.59 Agency Collateralized Mortgage Obligation FHLMC_42-6 2043-05-15 3.000000 200000.00 219866.63 Agency Collateralized Mortgage Obligation FHLMC_35-42 2039-06-15 5.000000 250000.00 417258.92 Agency Collateralized Mortgage Obligation FHLMC_1058 2021-04-15 8.000000 284948.00 989.83 Agency Collateralized Mortgage Obligation FHLMC_3820 2041-03-15 5.000000 300000.00 457868.90 Agency Collateralized Mortgage Obligation FHLMC_3860 2041-05-15 5.000000 300000.00 453051.86 Agency Collateralized Mortgage Obligation FNMA_12-72 2042-07-25 3.500000 311255.00 382915.17 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2042-05-25 4.500000 361052.00 133.02 Agency Collateralized Mortgage Obligation FHLMC_2480 2032-08-15 6.000000 400000.00 120269.59 Agency Collateralized Mortgage Obligation FNMA_04-92B 2034-12-25 6.000000 400000.00 911037.79 Agency Collateralized Mortgage Obligation FHLMC_43-81 2044-08-15 4.000000 472000.00 549407.12 Agency Collateralized Mortgage Obligation FHLMC_3841 2041-04-15 5.000000 500000.00 771390.40 Agency Collateralized Mortgage Obligation FNMA_10-21 2040-03-25 5.000000 500000.00 780310.63 Agency Collateralized Mortgage Obligation FNMA_15-43B 2045-06-25 4.000000 618369.00 689425.50 Agency Collateralized Mortgage Obligation FHLMC_42-10 2043-05-15 3.000000 700000.00 732192.26 Agency Collateralized Mortgage Obligation FHLMC_39-57 2041-11-15 4.000000 850000.00 1123064.70 Agency Collateralized Mortgage Obligation FNMA_13-74D 2043-07-25 4.000000 868421.00 1068813.02 Agency Collateralized Mortgage Obligation FNMA_13-101 2043-10-25 5.366000 891000.00 173545.02 Agency Collateralized Mortgage Obligation FNMA_13-103A 2043-10-25 5.386000 952000.00 198286.92 Agency Collateralized Mortgage Obligation FNMA_11-141 2042-01-25 4.000000 1000000.00 1272917.35 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4179 2041-01-15 4.000000 1000000.00 1265882.95 Agency Collateralized Mortgage Obligation FHLMC_34-17 2038-02-15 5.000000 1013421.00 1232684.72 Agency Collateralized Mortgage Obligation FNMA_12-34 2042-04-25 4.500000 1018847.00 1488089.16 Agency Collateralized Mortgage Obligation FNMA_12-68 2042-07-25 5.466000 1154000.00 133016.66 Agency Collateralized Mortgage Obligation FHLMC_2963 2034-11-15 5.000000 1400000.00 2718501.64 Agency Collateralized Mortgage Obligation FNMA_16-72A 2046-10-25 3.000000 1475530.00 1266116.65 Agency Collateralized Mortgage Obligation FHLMC_3871 2041-06-15 5.500000 1500000.00 2058788.09 Agency Collateralized Mortgage Obligation FHR_3203 2036-07-15 5.000000 1500000.00 1046519.29 Agency Collateralized Mortgage Obligation FNMA_10-150 2041-01-25 4.000000 1500000.00 1961824.77 Agency Collateralized Mortgage Obligation FHLMC_40-93 2042-08-15 3.500000 1700000.00 1980133.67 Agency Collateralized Mortgage Obligation FNMA_06-118 2036-12-25 0.585280 1900000.00 169561.69 Agency Collateralized Mortgage Obligation FHLMC_4093E 2039-07-15 6.115440 2078000.00 227862.35 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3139 2036-04-15 5.500000 2200000.00 1526332.81 Agency Collateralized Mortgage Obligation FNMA_14-2 2042-04-25 5.516000 2316014.00 27237.36 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2039-04-25 5.566000 2483000.00 133747.85 Agency Collateralized Mortgage Obligation FNMA_09-111 2040-01-25 5.000000 2500000.00 808176.38 Agency Collateralized Mortgage Obligation FHLMC_3244 2036-11-15 6.125440 4000000.00 163662.02 Agency Collateralized Mortgage Obligation FNMA_09-41 2039-06-25 4.500000 4000000.00 2251242.22 Agency Collateralized Mortgage Obligation FNMA_16-72A 2046-10-25 3.000000 4088964.00 3649444.18 Agency Collateralized Mortgage Obligation FNMA_12-11 2040-05-25 5.466000 5742379.00 260958.01 Agency Collateralized Mortgage Obligation FHLMC_32-1 2036-08-15 5.500000 6400000.00 4814292.70 Agency Collateralized Mortgage Obligation FHLMC_40-30 2042-04-15 5.915440 6541185.00 434203.80 Agency Collateralized Mortgage Obligation FNMA_09-62 2039-08-25 6.000000 7000000.00 824413.69 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2042-01-25 6.016000 7178754.00 136383.11 Agency Collateralized Mortgage Obligation FHLMC_4302 2043-12-15 5.565440 7600000.00 807061.52 Agency Collateralized Mortgage Obligation FHLMC_42-46 2043-09-15 6.015440 7655991.00 318869.05 Agency Collateralized Mortgage Obligation FNMA_07-68 2037-07-25 6.166000 7845000.00 106746.56 Agency Collateralized Mortgage Obligation FNMA_07-39 2037-05-25 6.216000 8375000.00 275637.13 Agency Collateralized Mortgage Obligation FHLMC_4525C 2045-11-15 5.615440 8524857.00 1250581.06 Agency Collateralized Mortgage Obligation FNMA_13-129 2043-03-25 5.516000 9784427.00 357127.90 Agency Collateralized Mortgage Obligation FHLMC_4281B 2043-12-15 5.465440 10000000.00 646538.06 Agency Collateralized Mortgage Obligation FNMA_14-14 2044-04-25 5.566000 10250000.00 491240.13 Agency Collateralized Mortgage Obligation FHLMC_4126 2042-11-15 5.565440 10734000.00 1472268.93 Agency Collateralized Mortgage Obligation FNMA_16-59B 2046-09-25 3.500000 11163908.00 10170057.78 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2032-11-25 5.666000 11635433.00 1170663.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 4.072780 14455528.00 3685117.82 Agency Collateralized Mortgage Obligation FHLMC_4281B 2043-12-15 5.465440 14600000.00 1383559.36 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2040-12-25 6.016000 14753094.00 597755.16 Agency Collateralized Mortgage Obligation FHLMC_3691 2040-07-15 4.215440 15135603.00 552335.56 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2042-04-25 6.116000 15333333.00 1181587.29 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2032-03-25 6.116000 17703801.00 1289357.10 Agency Collateralized Mortgage Obligation FHLMC_4347 2044-06-15 5.515440 18118013.00 996852.52 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2042-10-25 5.516000 19854550.00 1992551.01 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2042-09-25 4.356000 20000000.00 1923077.98 Agency Collateralized Mortgage Obligation FNMA_12-14 2040-12-25 6.016000 21807600.00 853160.77 Agency Collateralized Mortgage Obligation FHLMC_43-84 2044-09-15 6.115440 22000000.00 4030176.41 Agency Collateralized Mortgage Obligation FNRA 000EY3 2037-01-25 6.066000 25020000.00 482280.40 Agency Collateralized Mortgage Obligation FNMA_12-33 2042-04-25 5.946000 25062679.00 1912633.42 Agency Collateralized Mortgage Obligation FHLMC_4058A 2041-12-15 5.615440 25105200.00 1232942.88 Agency Collateralized Mortgage Obligation FHLMC_3339 2037-07-15 5.945440 25800000.00 223044.17 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-07-25 6.016000 25827731.00 1580963.01 Agency Collateralized Mortgage Obligation FHLMC_44-27 2045-01-15 5.065440 26044000.00 3034711.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-04-15 5.915440 27228515.00 1289599.92 Agency Collateralized Mortgage Obligation FNMA_12-17 2039-07-25 6.016000 29470779.00 743533.11 Agency Collateralized Mortgage Obligation FHLMC_4451D 2043-07-15 4.000000 29988612.00 23790105.35 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2037-02-25 5.866000 30894779.00 111493.90 Agency Collateralized Mortgage Obligation FHLMC_39-60 2041-11-15 5.465440 30953107.00 2885132.15 Agency Collateralized Mortgage Obligation FNMA_12-19 2039-04-25 5.966000 31879200.00 1395889.37 Agency Collateralized Mortgage Obligation FHLMC_37-92 2025-07-15 6.065440 32214285.00 510776.86 Agency Collateralized Mortgage Obligation FHLMC_4175 2038-06-15 5.615440 33343500.00 2613703.87 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2037-03-25 5.866000 35000000.00 182670.23 Agency Collateralized Mortgage Obligation FNMA_10-118 2040-10-25 6.066000 36168810.00 3123736.47 Agency Collateralized Mortgage Obligation FHLMC_4314 2044-03-15 5.465440 38514685.00 2677717.35 Agency Collateralized Mortgage Obligation FNMA_12-6 2042-02-25 5.466000 39204778.00 1914609.79 Agency Collateralized Mortgage Obligation FHLMC_43-83 2044-09-15 5.565440 40958642.00 7015920.89 Agency Collateralized Mortgage Obligation FHLMC_42-39 2043-07-15 3.208333 41536521.00 7393412.06 Agency Collateralized Mortgage Obligation FNMA_12-5 2038-09-25 6.066000 41657367.00 1250654.50 Agency Collateralized Mortgage Obligation FNMA_07-W6 2037-06-25 6.066000 41715000.00 319620.27 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 5.616000 43313000.00 5849806.55 Agency Collateralized Mortgage Obligation FHLMC_3922C 2041-03-15 6.115440 45000000.00 1184394.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-36 2032-12-25 7.216000 45000000.00 710023.68 Agency Collateralized Mortgage Obligation FNMA_10-136 2038-06-25 5.466000 45000000.00 1103365.20 Agency Collateralized Mortgage Obligation FHLMC_38-56 2040-03-15 6.065440 47207414.00 1309502.21 Agency Collateralized Mortgage Obligation FHLMC_39-98 2040-09-15 6.065440 47372800.00 3531065.79 Agency Collateralized Mortgage Obligation FNMA_16-72B 2046-10-25 5.466000 48702395.00 12731804.05 Agency Collateralized Mortgage Obligation FNMA_14-73 2044-11-25 5.516000 49710295.00 10325296.32 Agency Collateralized Mortgage Obligation FNMA_13-93 2043-09-25 4.642780 49800000.00 8915874.46 Agency Collateralized Mortgage Obligation FNMA_12-130 2042-12-25 4.502780 50000000.00 6361783.91 Agency Collateralized Mortgage Obligation FHLMC_3740 2040-10-15 5.485440 50000000.00 3018777.04 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-8 2036-03-25 6.066000 50000000.00 928835.09 Agency Collateralized Mortgage Obligation FNMA_10-133 2040-11-25 5.466000 50000000.00 2445558.94 Agency Collateralized Mortgage Obligation FNMA_10-134 2040-12-25 5.516000 50000000.00 1766333.28 Agency Collateralized Mortgage Obligation FHLMC_4245 2043-08-15 5.465440 50550000.00 7773607.08 Agency Collateralized Mortgage Obligation FNMA_12-96 2041-07-25 6.166000 52281200.00 3715277.01 Agency Collateralized Mortgage Obligation FNMA_3153 2036-05-15 6.035440 54413477.00 2607226.17 Agency Collateralized Mortgage Obligation Freddie Mac Giant Ioette Strips 2043-01-15 5.565440 54528222.00 8573113.77 Agency Collateralized Mortgage Obligation FNMA_15-77C 2045-10-25 5.716000 55200841.00 8188130.38 Agency Collateralized Mortgage Obligation FNMA_13-128 2043-12-25 5.466000 57572518.00 9397284.19 Agency Collateralized Mortgage Obligation FNMA_11-94 2037-11-25 6.116000 58666666.00 322286.17 Agency Collateralized Mortgage Obligation FHLMC_39-19 2041-09-15 5.915440 60527299.00 5369051.61 Agency Collateralized Mortgage Obligation FHLMC_4248 2041-05-15 5.515440 65725659.00 4449908.71 Agency Collateralized Mortgage Obligation FHLMC_45-82 2046-05-15 5.465440 71428571.00 15689893.35 Agency Collateralized Mortgage Obligation FNW_04-W2 2034-03-01 7.116000 74850418.00 621703.62 Agency Collateralized Mortgage Obligation FNMA_11-68 2031-07-25 6.196000 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89806871.00 14061596.43 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2037-01-25 6.066000 91402000.00 3421167.77 Agency Collateralized Mortgage Obligation FNMA_10-134 2039-03-25 5.516000 93341198.00 3962338.17 Agency Collateralized Mortgage Obligation FNMA_11-131 2041-12-25 6.006000 100000000.00 11199310.28 Agency Collateralized Mortgage Obligation FNMA_11-125 2041-12-25 5.866000 100000000.00 5850830.32 Agency Collateralized Mortgage Obligation FNMA_14-90 2045-01-25 5.616000 100000000.00 15193271.12 Agency Collateralized Mortgage Obligation FNR_11-59 2040-11-25 6.166000 100000000.00 2099086.28 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-01-25 5.716000 100000000.00 2623165.17 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2041-12-25 5.416000 107252046.00 8762547.19 Agency Collateralized Mortgage Obligation FHLMC_41-12 2042-01-15 5.615440 111094232.00 10446857.14 Agency Collateralized Mortgage Obligation FHLMC_3862 2041-05-15 6.045440 113500000.00 2824216.42 Agency Collateralized Mortgage Obligation FNMA_11-120 2041-11-25 6.066000 114130434.00 2491198.48 Agency Collateralized Mortgage Obligation FNMA_07-57 2037-05-25 3.846000 125000000.00 93907.09 Agency Collateralized Mortgage Obligation FNMA_16-4E 2046-02-25 5.116000 129074902.00 17479700.48 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2038-06-25 5.496000 136000000.00 651530.40 Agency Collateralized Mortgage Obligation FNRA CL094SE R09F094 2039-11-25 5.666000 150000000.00 1911624.68 Agency Collateralized Mortgage Obligation FHLMC_4611 2041-06-15 5.565440 175271213.00 29233777.06 Agency Collateralized Mortgage Obligation FNMA_04-W13 2034-12-25 4.696000 238122000.00 3941662.99 Agency Collateralized Mortgage Obligation FHLMC_43-67A 2037-03-15 1.852320 443709457.00 18490014.07 Agency Collateralized Mortgage Obligation FNMA_09-51C 2039-07-25 4.500000 600000.00 124110.84 Agency Collateralized Mortgage Obligation FNMA_16-60D 2046-09-25 5.566000 12000000.00 2364516.67 Agency Collateralized Mortgage Obligation FHLMC_4604 2046-08-15 5.565440 21114324.00 3477131.12 Agency Collateralized Mortgage Obligation FHLMC_4216F 2043-06-15 6.165440 26482266.00 2991217.12 Agency Collateralized Mortgage Obligation FNMA_15-27 2045-05-25 5.066000 33600000.00 5179059.00 Agency Collateralized Mortgage Obligation FNMA_15-34 2045-06-25 5.616000 46126138.00 6751324.16 Agency Collateralized Mortgage Obligation Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0037 505000000.00 505000000.00 0.0057 N Y Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 0.320000% VYVVCKR63DVZZN70PB21 0000276523 BRT638KZ6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 1162122.00 1199162.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 1316150.00 1358100.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 1524890.00 1573493.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 1680234.00 1733788.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 2417300.00 2494347.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 3051300.00 3148555.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 3599362.00 3714085.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 5695177.00 5876701.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 5948640.00 6138242.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 5965081.00 6155208.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 6205448.00 6403236.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 7140424.00 7368013.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 8738834.00 9017369.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 11001004.00 11351642.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 11057701.00 11410146.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 11705850.00 12078954.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 12842685.00 13252024.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 13384222.00 13810821.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 13715208.00 14152357.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 13896471.00 14339397.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 14170691.00 14622358.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 14390580.00 14849255.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 15274411.00 15761257.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 22483242.00 23199857.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 120021163.00 123846637.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 187673213.00 193654983.90 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0032 517000000.00 517000000.00 0.0059 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.300000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT638M19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS 2042-02-15 3.125000 200.00 222.80 U.S. Treasuries (including strips) NOTY 11/15/18 3.7500 2018-11-15 3.750000 200.00 214.94 U.S. Treasuries (including strips) BOND 02/15/20 8.5000 2020-02-15 8.500000 5801600.00 7296065.05 U.S. Treasuries (including strips) NOTE 12/31/17 0.7500 2017-12-31 0.750000 8441500.00 8462661.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 95692000.00 104639888.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-08-15 2.875000 168443600.00 178524212.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-02-16 0.00 15522000.00 15507098.88 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0030 308265000.00 308265000.00 0.0035 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 0.290000% MBNUM2BPBDO7JBLYG310 0000315030 BRT638M76 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2018-07-15 0.875000 100.00 100.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 2.375000 38245600.00 40294155.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-31 1.500000 76905600.00 78158392.22 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0029 116130000.00 116130000.00 0.0013 N Y Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.330000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT639MV1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 NOTE AS 19 2019-10-15 1.000000 5287900.00 5288283.99 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.00 0.32 0.26 U.S. Treasuries (including strips) TINT 02/15/22 2022-02-15 0.00 0.69 0.64 U.S. Treasuries (including strips) TINT 05/15/36 2036-05-15 0.00 1.00 0.61 U.S. Treasuries (including strips) TINT 02/15/19 2019-02-15 0.00 1.45 1.42 U.S. Treasuries (including strips) TINT 08/15/24 2024-08-15 0.00 1.54 1.34 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2018-05-15 0.00 1.61 1.59 U.S. Treasuries (including strips) TINT 11/15/21 2021-11-15 0.00 2.17 2.02 U.S. Treasuries (including strips) TINT 08/15/32 2032-08-15 0.00 9.18 6.33 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.00 14.73 13.04 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2025-11-15 0.00 15.19 12.76 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 15.29 13.71 U.S. Treasuries (including strips) TINT 05/15/32 2032-05-15 0.00 18.10 12.56 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2020-08-15 0.00 20.51 19.59 U.S. Treasuries (including strips) TINT 08/15/23 2023-08-15 0.00 32.27 28.77 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.00 35.51 23.94 U.S. Treasuries (including strips) TINT 05/15/34 2034-05-15 0.00 58.78 38.26 U.S. Treasuries (including strips) TINT 11/15/17 2017-11-15 0.00 59.38 58.89 U.S. Treasuries (including strips) TINT 08/15/17 2017-08-15 0.00 61.07 60.74 U.S. Treasuries (including strips) TINT 08/15/30 2030-08-15 0.00 71.29 52.18 U.S. Treasuries (including strips) UNITED STATES TREAS SEC STRIPPED INT PMT 2028-08-15 0.00 79.86 62.02 U.S. Treasuries (including strips) TINT 02/15/35 2035-02-15 0.00 81.29 51.59 U.S. Treasuries (including strips) BILL 12/29/16 2016-12-29 0.00 100.00 99.96 U.S. Treasuries (including strips) TPRN 11/15/42 2.7500 2042-11-15 0.00 100.00 49.67 U.S. Treasuries (including strips) 8 3/4 BOND 20/08 2020-08-15 8.750000 100.00 129.92 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2031-02-15 5.375000 100.00 142.89 U.S. Treasuries (including strips) BOND 05/15/37 5.0000 2037-05-15 5.000000 100.00 146.49 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 106.04 82.86 U.S. Treasuries (including strips) TINT 11/15/22 2022-11-15 0.00 106.31 96.48 U.S. Treasuries (including strips) TINT 11/15/16 2016-11-15 0.00 112.90 112.89 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 120.78 99.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.00 145.37 68.62 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 170.78 135.30 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 177.35 143.78 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.00 186.77 143.98 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.00 187.98 131.71 U.S. Treasuries (including strips) BOND 08/15/17 8.8750 2017-08-15 8.875000 200.00 216.43 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2037-02-15 4.750000 200.00 281.44 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.00 207.10 162.99 U.S. Treasuries (including strips) TINT 02/15/31 2031-02-15 0.00 233.33 169.03 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.00 378.59 287.55 U.S. Treasuries (including strips) NOTE 10/31/17 1.8750 2017-10-31 1.875000 400.00 404.56 U.S. Treasuries (including strips) TINT 02/15/38 2038-02-15 0.00 406.81 233.29 U.S. Treasuries (including strips) TINT 02/15/29 2029-02-15 0.00 457.38 350.03 U.S. Treasuries (including strips) 2 7/8 TPRN 45 2045-08-15 0.00 600.00 273.75 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-04-15 3.875000 3000.00 6252.71 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2027-01-15 2.375000 3900.00 5684.70 U.S. Treasuries (including strips) 1 1/2 NOTE J 19 2019-03-31 1.500000 89000.00 90281.83 U.S. Treasuries (including strips) NOTE 10/31/18 1.7500 2018-10-31 1.750000 167800.00 170650.92 U.S. Treasuries (including strips) BOND 08/15/17 8.8750 2017-08-15 8.875000 1037800.00 1123069.77 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-01-15 2.000000 15944100.00 22627955.35 U.S. Treasuries (including strips) BOND 02/15/19 8.8750 2019-02-15 8.875000 124983100.00 150005963.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-15 0.750000 195700.00 195204.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-08-15 3.125000 699700.00 778779.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-11-30 2.000000 8921000.00 9234668.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-31 1.750000 16421300.00 16677882.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-06-30 1.625000 29428500.00 30075673.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2017-01-15 2.375000 95760300.00 115918108.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-01-31 1.750000 97291500.00 98811679.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-08-31 1.125000 111463100.00 110646824.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-10-31 1.875000 205304700.00 209419006.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.375000 750000000.00 754335750.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 0.00 54.48 44.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-05-15 0.00 100.00 47.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-01-15 1.125000 100.00 100.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 100.00 101.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.00 200.00 92.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2046-02-15 2.500000 200.00 196.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-11-30 1.625000 200.00 204.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-03-31 1.625000 81000.00 82403.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 2.250000 92400.00 96760.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-02-02 0.00 100.00 99.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-03-02 0.00 100.00 99.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-11-17 0.00 100.00 99.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-10-31 0.508292 100.00 100.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 0.612292 100.00 100.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 0.514292 200.00 200.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 0.612292 300.00 301.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-31 3.250000 160400.00 162894.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-01-26 0.00 204300.00 204158.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-11-25 0.00 8000100.00 7999043.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-02-09 0.00 26660800.00 26636805.28 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-11-07 2016-11-07 2016-11-08 Y BNP PARIBAS SA 1.0000 7 N Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A N N 0.0033 1530000000.00 1530000000.00 0.0173 N N Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA TRI-PARTY CREDIT AGRICOLE CORPORAT 0.340000% 1VUV7VQFKUOQSJ21A208 0001330437 BRT64D243 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2046-05-20 3.500000 301287954.00 306000000.90 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-11-02 2016-11-02 2016-11-02 N N N 0.0034 300000000.00 300000000.00 0.0034 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.320000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT64DBA9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT 2018-05-15 0.00 86.31 85.15 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 2026-08-15 1.500000 1300.00 1263.96 U.S. Treasuries (including strips) TINT 11/15/17 2017-11-15 0.00 220000.00 218182.80 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 22537907.49 18656654.44 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2021-08-15 8.125000 27512600.00 36621022.58 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-04-15 3.875000 38067300.00 79341144.39 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 56310300.00 55808800.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 2.250000 1000.00 1047.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-06-30 2.125000 1672700.00 1743058.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 2.000000 80606700.00 83724055.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 1.750000 96209600.00 98696539.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 146947500.00 160688145.40 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-11-07 2016-11-07 2016-11-25 Y BNP PARIBAS SA 1.0000 7 N Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A N N 0.0032 525000000.00 525000000.00 0.0059 N N Y N MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, F 0.400000% 8NAV47T0Y26Q87Y0QP81 0000728612 BRT65M2W0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_03-W10 2043-06-25 1.062980 513500199.00 1085654.21 Agency Collateralized Mortgage Obligation FHLMC_K001 2021-02-25 1.405298 586939040.00 106383.41 Agency Collateralized Mortgage Obligation FREMF_K-022 2040-08-25 1.812689 1074738.00 96614.65 Agency Collateralized Mortgage Obligation FHLMC_T-56 2043-05-25 7.574720 5000000.00 165938.88 Agency Collateralized Mortgage Obligation FREMF_K-031 2041-07-25 1.661651 10655000.00 956030.53 Agency Collateralized Mortgage Obligation FHMS_K038 2024-03-25 1.188822 13830000.00 961894.83 Agency Collateralized Mortgage Obligation Fannie Mae Multifamily Grantor Trust 2036-05-17 6.639990 20000000.00 159007.03 Agency Collateralized Mortgage Obligation FHMS_K037 2024-01-25 1.023633 32897887.00 1894082.95 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS 2023-08-25 0.432504 50000000.00 1149576.37 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2044-08-25 5.736350 56100000.00 593108.33 Agency Collateralized Mortgage Obligation FREMF_14-K37 2047-12-25 0.100000 211511324.00 1314331.37 Agency Collateralized Mortgage Obligation FNW_03-10 2043-06-25 0.495000 271739500.00 255231.62 Agency Collateralized Mortgage Obligation FNMA_96-M7 2036-05-17 0.985000 278886364.00 6051.46 Agency Collateralized Mortgage Obligation FNMA_03-W8 2032-12-25 1.615610 322000000.00 1229771.29 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2030-02-01 2.500000 377955914.00 298877217.00 Agency Mortgage-Backed Securities FNW_04-1 2043-12-25 0.666870 340953826.00 573374.12 Private Label Collateralized Mortgage Obligations FNW_04-W1 2043-12-25 0.341220 351891481.00 349820.09 Private Label Collateralized Mortgage Obligations Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-11-03 2016-11-03 2016-11-03 N N N 0.0040 300000000.00 300000000.00 0.0034 N N Y N GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.390000% FOR8UP27PHTHYVLBNG30 0000769993 BRT65M3V1 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 5.624330 322000.00 21407.79 Agency Collateralized Mortgage Obligation GNRA 2010-117 PS 2039-10-20 5.474330 1274868.00 32464.89 Agency Collateralized Mortgage Obligation GNMA_11-24 2041-02-20 4.774330 5000000.00 174452.34 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-03-20 5.224330 9097104.00 353268.29 Agency Collateralized Mortgage Obligation GNMA_12-97 2041-07-20 6.224330 9205831.00 310141.66 Agency Collateralized Mortgage Obligation GNMA_12-97 2042-08-16 5.515440 10000000.00 1150843.59 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 3.974330 11250014.00 601456.34 Agency Collateralized Mortgage Obligation GNMA_14-32F 2044-02-20 5.574330 11928274.00 1774641.65 Agency Collateralized Mortgage Obligation GNMA_10-31 2040-03-20 4.474330 11948360.00 215580.92 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 5.144330 13261261.00 394704.29 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-03-20 5.524330 13701602.00 126595.17 Agency Collateralized Mortgage Obligation GNMA_11-79 2041-05-20 4.874330 14500000.00 1123985.83 Agency Collateralized Mortgage Obligation GNMA_13-147 2039-12-20 5.524330 17000000.00 1189779.16 Agency Collateralized Mortgage Obligation GNRA 2043-09-20 5.574330 20708456.00 1391335.77 Agency Collateralized Mortgage Obligation GNMA_10-108 2039-09-20 5.574330 25000000.00 429153.49 Agency Collateralized Mortgage Obligation GNMA_14-131 2044-09-16 5.665440 25000000.00 5483912.60 Agency Collateralized Mortgage Obligation GNMA_16-57A 2046-04-20 5.524330 25000000.00 5736634.61 Agency Collateralized Mortgage 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NR Standard and Poor's Ratings Services A-1 2016-11-03 2016-11-03 2016-11-03 N N N 0.0039 345000000.00 345000000.00 0.0039 N N Y N WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 0.350000% VYVVCKR63DVZZN70PB21 0000276523 BRT65MV73 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2031-11-01 2.500000 1310416.00 1353664.09 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-10-01 2.500000 1423477.00 1470677.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-11-01 2.500000 1521174.00 1571389.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-11-01 3.000000 1627493.00 1680931.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-11-01 2.500000 2934624.00 3031948.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-11-01 2.500000 3673414.00 3795236.66 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-10-01 2.500000 16876336.00 17435825.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.500000 242401001.00 250400001.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 3.000000 299900.00 309750.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.000000 1297196.00 1339973.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-07-01 3.000000 38581024.00 39859850.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 4.000000 34306.00 35445.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 500000.00 516607.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-12-01 4.500000 1114989.00 1151729.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 1289858.00 1332435.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 2.500000 1401698.00 1448184.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 1600746.00 1653308.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 3.000000 1600974.00 1654069.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 11276595.00 11651135.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-11-01 2.500000 11575249.00 11957328.68 Agency Mortgage-Backed Securities FNMS 03.000 CLBC4764 2046-10-01 3.000000 141935166.00 146649400.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 148310132.00 153236104.70 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-11-03 2016-11-03 2016-11-03 N N N 0.0035 634500000.00 634500000.00 0.0072 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.320000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT65MVB4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS SEC STRIPPED INT PMT 2019-11-15 0.00 10.00 9.67 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 16.17 14.50 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.00 23.00 15.51 U.S. Treasuries (including strips) TINT 02/15/22 2022-02-15 0.00 42.02 38.78 U.S. Treasuries (including strips) TINT 02/15/19 2019-02-15 0.00 48.58 47.54 U.S. Treasuries (including strips) TINT 08/15/17 2017-08-15 0.00 50.61 50.33 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.00 80.65 56.51 U.S. Treasuries (including strips) 2 7/8 TPRN 45 2045-08-15 0.00 100.00 45.63 U.S. Treasuries (including strips) NOTY 11/15/18 3.7500 2018-11-15 3.750000 200.00 214.94 U.S. Treasuries (including strips) TRIN 01/15/19 2.1250 2019-01-15 2.125000 200.00 239.84 U.S. Treasuries (including strips) TINT 05/15/32 2032-05-15 0.00 209.62 145.41 U.S. Treasuries (including strips) NOTE 08/31/19 1.0000 2019-08-31 1.000000 1000.00 1001.96 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2039-05-15 4.250000 50000.00 66624.38 U.S. Treasuries (including strips) TPRN 11/15/42 2.7500 2042-11-15 0.00 1400900.00 695883.07 U.S. Treasuries (including strips) 3 7/8 TPRN 40 2040-08-15 0.00 3087600.00 1652143.88 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-01-15 2.000000 41233500.00 58518812.42 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-04-15 3.625000 54479300.00 110733706.10 U.S. Treasuries (including strips) 1 5/8 NOTE R 23 2023-10-31 1.625000 56757100.00 56251621.27 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-05-31 2.375000 100.00 103.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2016-12-22 0.00 29400.00 29389.68 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-04-30 1.125000 124700.00 124661.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-05-15 0.00 1008200.00 493150.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-15 1.000000 8415700.00 8451380.19 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2022-11-15 1.625000 9795200.00 9918841.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.375000 12146300.00 12216517.76 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2021-05-15 3.125000 121292900.00 132680147.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-08-15 0.875000 173118700.00 173733244.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 0.612292 200.00 200.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-02-16 0.00 425000.00 424592.00 U.S. Treasuries (including strips) Y Fitch, Inc. 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A1 Standard and Poor's Ratings Services A N N 0.0032 554895000.00 554895000.00 0.0063 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.310000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT66YMA9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N TINT 02/15/22 2022-02-15 0.00 0.39 0.36 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 181.54 147.18 U.S. Treasuries (including strips) TRIN 01/15/20 1.3750 2020-01-15 1.375000 571100.00 676979.82 U.S. Treasuries (including strips) 8 1/8 BOND 19 2019-08-15 8.125000 1070700.00 1298320.84 U.S. Treasuries (including strips) TRIN 07/15/17 2.6250 2017-07-15 2.625000 2534900.00 3053087.26 U.S. Treasuries (including strips) 3 TPRN 45 2045-05-15 0.00 16827200.00 7745055.34 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 19844503.89 15722205.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-02-15 0.00 200.00 92.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 900.00 916.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-11-15 0.00 5767000.00 2816775.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 23431300.00 23646538.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 44376400.00 52883596.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-07-15 0.125000 53208500.00 54444159.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-30 0.625000 66963000.00 66784878.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-05-15 3.000000 79455600.00 86891625.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 103495400.00 108603196.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-04-15 0.125000 104700000.00 110173151.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 1.375000 109000000.00 109851562.50 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-11-15 2.625000 221812000.00 236616404.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 274952200.00 300662203.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-06-30 0.750000 25000600.00 25086721.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-01-31 0.612292 49999700.00 50192381.97 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2016-11-07 2016-11-07 2016-11-28 Y BNP PARIBAS SA 1.0000 7 N Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A N N 0.0031 1232500000.00 1232500000.00 0.0140 N N Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) IN 0.270000% CYYGQCGNHMHPSMRL3R97 0000853784 BRT66YWS9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2016-11-15 0.625000 107270000.00 107596121.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-31 1.625000 211912000.00 213707538.60 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-11-04 2016-11-04 2016-11-04 N N N 0.0027 315000000.00 315000000.00 0.0036 N N Y N CREDIT SUISSE SECURITIES (USA) LLC TRI-PARTY CREDIT SUISSE SECURITIES 0.310000% 1V8Y6QCX6YMJ2OELII46 0001230485 BRT68J7A7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2046-05-20 3.500000 443140000.00 450070982.80 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 4.000000 540958145.00 569931228.40 Agency Mortgage-Backed Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0031 1000000000.00 1000000000.00 0.0113 N Y Y N MIZUHO SECURITIES USA INC TRI-PARTY MIZUHO SECURITIES USA IN 0.350000% 7TK5RJIZDFROZCA6XF66 0001513005 BRT68K656 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2021-05-31 2.000000 12766300.00 13260019.49 U.S. Treasuries (including strips) Y Fitch, Inc. NR Moody's Investors Service, Inc. 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