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MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-06-01 4.000000 1448551.00 1003983.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-05-01 5.000000 1532929.00 1029046.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-07-01 5.000000 1771351.00 1781069.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-07-01 4.000000 1832442.00 1923400.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-07-01 4.500000 1885371.00 1537630.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-03-01 5.000000 2309536.00 73972.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-05-01 3.000000 2399000.00 1312095.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-10-01 5.000000 3000000.00 67697.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-03-01 3.500000 3178019.00 3048332.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 5.500000 4580617.00 98759.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-04-01 5.000000 4830258.00 209771.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 4.000000 5022677.00 3855022.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-10-01 5.000000 7000000.00 247956.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-05-01 4.500000 7394587.00 3442771.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-03-01 3.000000 7661515.00 7882526.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-01-01 7.500000 12191574.00 19850.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-11-01 4.000000 21000000.00 5395686.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-01-01 6.500000 1000.00 29.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-04-01 3.500000 1000.00 178.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 8.000000 1411.00 1.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-02-01 4.500000 1448.00 85.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-06-01 5.000000 1613.00 18.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2021-12-01 8.000000 2850.00 2.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 7.000000 3000.00 67.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-06-01 5.500000 3064.00 298.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-04-01 6.000000 5176.00 145.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-09-01 7.500000 5994.00 2.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-06-01 6.000000 6250.00 215.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-05-01 4.000000 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Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-01-01 3.500000 50000.00 45926.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-08-01 5.500000 61698.00 5669.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-06-01 3.500000 64063.00 43971.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-12-01 6.500000 69345.00 6336.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-01-01 3.500000 85000.00 46312.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-06-01 6.500000 88462.00 130.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-06-01 5.500000 90000.00 19348.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-12-01 3.500000 110068.00 38863.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-12-01 4.000000 117269.00 22394.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-05-01 4.500000 144562.00 1.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-11-01 5.500000 150000.00 9695.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-01-01 5.000000 190000.00 7520.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-01-01 5.000000 195899.00 5238.40 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-05-01 6.000000 200000.00 9089.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2039-11-01 6.000000 217000.00 12090.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-07-01 5.000000 222884.00 46201.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-05-01 5.500000 230183.00 7203.93 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-06-01 5.000000 250975.00 8004.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2040-05-01 6.000000 257088.00 14184.48 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-05-01 6.000000 305789.00 10627.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-06-01 5.000000 315650.00 5924.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-04-01 5.500000 318396.00 15546.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-12-01 5.500000 360000.00 10667.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-01-01 5.500000 361867.00 10109.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-07-01 6.500000 368723.00 6725.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 6.500000 426780.00 11895.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-10-01 6.000000 436468.00 11794.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-04-01 6.000000 501033.00 8374.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-08-01 6.000000 513747.00 8020.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-10-01 5.500000 600650.00 5910.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-04-01 5.500000 614327.00 12525.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-07-01 6.500000 620000.00 20115.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 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2038-05-01 5.000000 2600000.00 139160.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-04-01 3.000000 2714020.00 916961.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-10-01 6.000000 3314975.00 20904.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-04-01 4.500000 3459884.00 3457930.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-07-01 5.500000 3630364.00 245281.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-09-01 3.500000 5463702.00 1913578.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-12-01 4.000000 5830814.00 2678718.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-05-01 7.000000 8277502.00 328580.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-02-01 2.320000 8789000.00 9155017.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2040-12-01 4.000000 9370000.00 1794320.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 2.500000 32913727.00 33201785.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-12-01 6.500000 49995000.00 63309.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-01-01 5.500000 62000000.00 1585366.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2021-04-01 9.500000 1003.00 0.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-12-01 5.000000 1115.00 61.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-02-01 6.000000 1530.00 12.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-08-01 8.500000 1769.00 2.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-08-01 5.500000 1994.00 137.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-02-01 4.500000 3000.00 304.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-08-01 5.500000 4000.00 229.99 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-02-01 5.500000 4665.00 41.34 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-04-01 3.500000 7000.00 5521.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2022-09-01 7.000000 7324.00 0.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-07-01 5.000000 12916.00 0.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-01-01 6.500000 13266.00 37.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-11-01 6.000000 18810.00 161.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 3.500000 20000.00 7437.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-09-01 9.000000 22091.00 0.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-04-01 5.500000 26960.00 91.34 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-02-01 4.500000 28000.00 19320.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-10-01 6.000000 28647.00 200.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 40000.00 35316.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-06-01 5.500000 40594.00 10800.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-09-01 7.000000 50425.00 114.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-09-01 6.000000 53145.00 336.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2021-04-01 5.000000 68464.00 264.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 4.500000 74000.00 39819.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-12-01 4.000000 75000.00 9347.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-07-01 6.500000 90000.00 13609.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2021-09-01 5.000000 99574.00 203.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2039-03-01 7.000000 100000.00 14989.62 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-09-01 5.500000 119092.00 292.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-04-01 6.000000 123786.00 19200.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-12-01 3.000000 150000.00 80728.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-08-01 6.000000 158829.00 8837.41 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-07-01 5.500000 165415.00 5986.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-08-01 2.000000 199000.00 76316.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 200000.00 109142.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-04-01 5.000000 200301.00 16296.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-11-01 5.000000 234746.00 11133.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-07-01 6.000000 240000.00 9790.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-02-01 5.000000 266393.00 6816.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-01-01 4.500000 274480.00 11370.57 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-09-01 6.500000 317445.00 6767.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-08-01 6.000000 325420.00 8861.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-03-01 6.000000 333882.00 15993.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 4.500000 365800.00 91313.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-09-01 6.000000 368877.00 5379.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-02-01 4.500000 381625.00 132.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2041-04-01 5.000000 446428.00 72604.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 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Collateralized Mortgage Obligation GNMA_19-23B 2049-02-20 4.403000 44351801.00 5905523.81 Agency Collateralized Mortgage Obligation GNMA_18-145A 2048-10-20 2.223000 50000000.00 2691372.08 Agency Collateralized Mortgage Obligation GNMA_15-10D 2044-03-20 4.603000 50997900.00 647362.86 Agency Collateralized Mortgage Obligation GNMA_11-100 2041-07-20 3.803000 52102283.00 1144207.73 Agency Collateralized Mortgage Obligation FNMA_17-108B 2048-01-25 4.523250 69409865.00 6715668.30 Agency Collateralized Mortgage Obligation FNMA_16-24G 2046-05-25 1.633730 72165021.00 736826.43 Agency Collateralized Mortgage Obligation GNMA_19-23A 2049-02-20 4.403000 74080593.00 6805398.58 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3702 2040-08-15 2.841500 96368535.00 1586491.37 Agency Collateralized Mortgage Obligation FNMA_11-122 2041-12-25 4.893250 100000000.00 5149863.94 Agency Collateralized Mortgage Obligation FNMA_15-18 2045-04-25 2.084830 167951714.00 2779839.68 Agency Collateralized 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4.453000 26226203.00 2530266.37 Agency Collateralized Mortgage Obligation FHLMC_3919 2030-08-15 4.991500 29629224.00 342328.24 Agency Collateralized Mortgage Obligation FNMA_17-4F 2047-02-25 1.983780 30000000.00 631792.02 Agency Collateralized Mortgage Obligation FHSTR_365B 2046-02-15 3.500000 34735276.00 5006799.47 Agency Collateralized Mortgage Obligation GNMA_11-45 2039-11-20 5.003000 35585667.00 46850.09 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 4.273250 36416000.00 1482108.52 Agency Collateralized Mortgage Obligation FNMA_19-48H 2039-06-25 0.685560 39694486.00 896545.23 Agency Collateralized Mortgage Obligation FHLMC_44-19 2044-12-15 4.491500 41275994.00 3358224.50 Agency Collateralized Mortgage Obligation FHLMC_4637E 2041-07-15 2.046490 42624919.00 989598.53 Agency Collateralized Mortgage Obligation FHLMC_2796A 2034-05-15 4.841500 49346094.00 661175.87 Agency Collateralized Mortgage Obligation FHLMC_4596E 2040-09-15 2.161870 50000000.00 1175973.79 Agency 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5141374.84 Agency Collateralized Mortgage Obligation FHLMC_4892D 2047-02-25 4.373250 114813568.00 20382942.58 Agency Collateralized Mortgage Obligation FHLMC_3059 2035-02-15 5.000000 30000.00 33222.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2044-12-01 3.500000 35663.00 15422.24 Agency Mortgage-Backed Securities GNMA_17-76 2056-12-16 3.000000 145044.00 167794.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2041-01-01 4.000000 245000.00 88937.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-01-01 2.500000 263943.00 196844.17 Agency Mortgage-Backed Securities GNMA_13-4B 2042-10-16 2.500000 485888.00 487810.75 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4204 2043-05-15 3.000000 500000.00 587739.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-01-01 3.000000 569457.00 581635.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 1029316.00 775420.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-06-01 3.500000 1064154.00 1089110.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-65 2032-09-20 6.000000 1900000.00 216390.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2025-05-01 4.500000 2000000.00 74717.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-09-01 5.500000 2089352.00 46834.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-07-01 3.500000 3241944.00 3241166.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2044-06-01 3.500000 3606232.00 2957179.31 Agency Mortgage-Backed Securities 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254900HROIFWPRGM1V77 2029-11-15 1.750000 27000.00 28233.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 28882.50 27821.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 8.750000 99900.00 103881.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 1.625000 163300.00 165159.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 1113100.00 1186631.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.875000 1485200.00 1518336.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 4475000.00 4788269.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 6377100.00 7888223.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-30 1.875000 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Mortgage Obligation GNMA_16-99J 2043-11-20 5.000000 6125232.00 720798.70 Agency Collateralized Mortgage Obligation FNMA_14-85D 2044-12-25 3.500000 6929472.00 281597.60 Agency Collateralized Mortgage Obligation GNMA_19-5C 2049-01-16 4.500000 10212784.00 1298265.96 Agency Collateralized Mortgage Obligation GNMA_12-4 2052-05-16 0.083150 12206560.00 14314.96 Agency Collateralized Mortgage Obligation GNMA_04-28A 2034-04-20 5.500000 15500000.00 8027948.65 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3146 2036-04-15 0.000000 16500000.00 969447.32 Agency Collateralized Mortgage Obligation FNMA_19-21C 2047-12-25 4.500000 17123552.00 1826176.53 Agency Collateralized Mortgage Obligation FNMA_16-6 2034-04-25 3.500000 23038976.00 856592.02 Agency Collateralized Mortgage Obligation FNMA_19-41H 2059-08-25 4.000000 24145408.00 28003813.42 Agency Collateralized Mortgage Obligation GNMA_11-3 2041-01-20 4.903000 25000000.00 718512.95 Agency Collateralized Mortgage Obligation FHLMC_12-4089 2027-08-15 3.000000 30644544.00 569031.74 Agency Collateralized Mortgage Obligation FNMA_11-60 2040-02-25 5.000000 32000000.00 491270.33 Agency Collateralized Mortgage Obligation GNMA_10-122 2044-02-16 0.296750 40000000.00 7595.72 Agency Collateralized Mortgage Obligation GNMA_13-5 2042-07-20 3.000000 43057000.00 5531097.57 Agency Collateralized Mortgage Obligation GNMA_19-20B 2049-02-20 0.000000 50000000.00 7735.09 Agency Collateralized Mortgage Obligation FREMF_K-724 2023-11-25 0.151510 64511000.00 489679.15 Agency Collateralized Mortgage Obligation GNMA_19-101 2061-07-16 0.740550 68018720.00 5115087.93 Agency Collateralized Mortgage Obligation GNMA_15-111 2045-08-20 3.500000 71428480.00 1815864.18 Agency Collateralized Mortgage Obligation GNMA_20-1B 2050-01-20 1.183000 100000000.00 5639583.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-17 2054-06-16 0.748150 101396992.00 1782197.44 Agency Collateralized Mortgage Obligation GNMA_15-021 2056-07-16 0.915820 110895104.00 3531464.25 Agency Collateralized Mortgage Obligation GNMA_10-53 2039-04-20 4.853000 176395000.00 99719.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-3 2059-05-16 0.756360 180944640.00 10770893.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2045-08-16 4.000000 1300000.00 1842543.08 Agency Collateralized Mortgage Obligation GNMA_19-45B 2049-04-20 3.500000 1554198.00 1787129.01 Agency Collateralized Mortgage Obligation GNMA_19-136D 2048-05-20 5.000000 3744170.00 604244.11 Agency Collateralized Mortgage Obligation GNMA_19-35D 2049-03-20 3.500000 4029704.00 4729806.99 Agency Collateralized Mortgage Obligation FHLMC_4666B 2035-09-15 3.000000 4810000.00 57606.92 Agency Collateralized Mortgage Obligation GNMA_17-121J 2046-07-20 3.500000 7142856.00 289628.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-89 2047-12-20 5.000000 7273736.00 1076321.43 Agency Collateralized Mortgage Obligation GNMA_12-21 2042-02-20 3.500000 8444576.00 5089926.95 Agency Collateralized Mortgage Obligation GNMA_19-151C 2049-12-20 3.000000 13124864.00 1696322.39 Agency Collateralized Mortgage Obligation GNMA_18-164A 2048-12-20 4.453000 13900000.00 1412858.53 Agency Collateralized Mortgage Obligation GNMA_12-108 2042-09-16 2.750000 14295408.00 1324579.14 Agency Collateralized Mortgage Obligation FNMA_14-4E 2044-02-25 5.500000 18176736.00 1385714.70 Agency Collateralized Mortgage Obligation FHLMC_4334A 2036-08-15 4.500000 19743072.00 765895.82 Agency Collateralized Mortgage Obligation FHLMC_41-99 2033-05-15 3.000000 25667000.00 1151248.31 Agency Collateralized Mortgage Obligation FHLMC_41-17 2042-10-15 4.000000 26669728.00 1694631.28 Agency Collateralized Mortgage Obligation FNMA_19-67 2049-11-25 4.423250 27891600.00 4512392.38 Agency Collateralized Mortgage Obligation GNMA_05-84A 2035-11-16 4.591500 33333312.00 550155.35 Agency Collateralized Mortgage Obligation GNMA_19-38D 2049-03-20 4.403000 33762368.00 4719714.39 Agency Collateralized Mortgage Obligation FNMA_13-61 2033-06-25 3.000000 35000000.00 1455846.66 Agency Collateralized Mortgage Obligation GNR_19-128 2049-10-20 3.500000 53213888.00 8434206.67 Agency Collateralized Mortgage Obligation GNMA_14-158 2044-10-20 3.953000 55735872.00 2078591.68 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-114 2036-12-25 5.073250 79428864.00 590004.78 Agency Collateralized Mortgage Obligation GNMA_19-96F 2048-03-20 4.000000 81120128.00 3954366.31 Agency Collateralized Mortgage Obligation GNMA_12-087 2052-08-16 0.461120 118440000.00 1146559.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2057-01-16 0.768750 132392448.00 6709316.28 Agency Collateralized Mortgage Obligation GNMA_14-138 2056-04-16 0.731600 134575360.00 3724875.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-142 2059-11-16 0.832590 200000000.00 13512143.69 Agency Collateralized Mortgage Obligation GNMA_17-003 2058-09-16 0.908770 260000000.00 17013943.89 Agency Collateralized Mortgage Obligation FHMS_KX03 2027-06-25 0.000000 392057000.00 2560187.26 Agency Collateralized Mortgage Obligation GNMA_19-136B 2046-06-20 5.000000 1382808.00 232726.03 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KAIV 2021-06-25 1.236250 1580000.00 13573.84 Agency Collateralized Mortgage Obligation GNMA_10-85 2040-07-20 4.293000 2100000.00 74220.43 Agency Collateralized Mortgage Obligation GNMA_16-147B 2046-10-20 4.000000 3750000.00 438374.07 Agency Collateralized Mortgage Obligation FHLMC_4844C 2046-01-15 4.500000 4155552.00 288375.95 Agency Collateralized Mortgage Obligation GNMA_19-99J 2049-08-20 3.500000 4899816.00 4971032.43 Agency Collateralized Mortgage Obligation FHMS_K1054 2032-12-25 3.016050 7350000.00 2192490.58 Agency Collateralized Mortgage Obligation FHMS_16-KC01 2022-12-25 0.688720 8920000.00 79534.46 Agency Collateralized Mortgage Obligation FNMA_13-20Q 2042-11-25 3.500000 14062704.00 317980.58 Agency Collateralized Mortgage Obligation GNMA_19-98N 2049-08-20 3.500000 14638320.00 13598960.16 Agency Collateralized Mortgage Obligation FHLMC_4161E 2043-02-15 4.471500 15000000.00 1355025.22 Agency Collateralized Mortgage Obligation FNMA_15-58C 2037-03-25 6.000000 18894000.00 1562730.10 Agency Collateralized Mortgage Obligation FNMA_17-88A 2047-11-25 3.000000 19870000.00 1615306.12 Agency Collateralized Mortgage Obligation GNMA_17-170A 2047-11-20 4.553000 21447072.00 2708801.10 Agency Collateralized Mortgage Obligation GNMA_12-116 2042-09-16 3.000000 27352832.00 32898604.33 Agency Collateralized Mortgage Obligation GNMA_19-45F 2043-05-20 3.500000 28214720.00 4399948.72 Agency Collateralized Mortgage Obligation FHLMC_4945D 2046-12-15 2.136570 33890304.00 1772760.20 Agency Collateralized Mortgage Obligation GNMA_20-1C 2050-01-20 3.000000 35012864.00 2880702.42 Agency Collateralized Mortgage Obligation GNMA_09-31D 2039-05-20 6.000000 54521000.00 2625067.04 Agency Collateralized Mortgage Obligation GNMA_16-58F 2045-10-20 4.000000 56071488.00 1206018.84 Agency Collateralized Mortgage Obligation FNMA_10-21A 2039-09-25 5.000000 60000000.00 333485.62 Agency Collateralized Mortgage Obligation GNMA_19-136F 2049-11-20 1.183000 80000000.00 5033933.90 Agency Collateralized Mortgage Obligation FHMS_K010 2020-10-25 0.128920 81681000.00 26570.15 Agency Collateralized Mortgage Obligation GNMA_18-169 2061-04-16 0.628260 85128960.00 5552504.10 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_17-K727 2024-07-25 0.606330 132800000.00 3076968.40 Agency Mortgage-Backed Securities FNMA_10-3 2040-02-25 4.623250 135000000.00 871616.16 Agency Collateralized Mortgage Obligation GNMA_06-5 2046-01-16 0.430640 269750272.00 53076.82 Agency Collateralized Mortgage Obligation FREMF_18-KW06 2028-06-25 0.100000 599431000.00 2989955.85 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-03-02 2020-03-06 2020-03-06 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0152 692000000.00 692000000.00 0.0056 N N Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 1.390 313396YP2 S6XOOCT0IEG5ABCC6L87 US313396YP28 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-06-25 2020-06-25 2020-06-25 N N N 0.0139 99552778.00 99552778.00 0.0008 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 1.630 FOR8UP27PHTHYVLBNG30 BRW27WE99 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE I 2040-08-15 4.500000 46921.00 10863.15 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 3.500000 1947500.00 1019465.00 Agency Mortgage-Backed Securities GINNIE MAE II 2027-09-20 3.000000 2596012.00 583967.28 Agency Mortgage-Backed Securities GNMA_07-68 2037-11-20 4.913000 50000000.00 164285.95 Agency Collateralized Mortgage Obligation GNMA_18-153 2048-11-20 4.503000 54447104.00 5529910.83 Agency Collateralized Mortgage Obligation GINNIE MAE II 2049-09-20 3.500000 90507264.00 92309526.64 Agency Mortgage-Backed Securities GINNIE MAE II 2041-07-20 4.000000 530000.00 101204.47 Agency Mortgage-Backed Securities GINNIE MAE II 2049-10-20 3.500000 1005300.00 1077656.72 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 4.000000 1376538.00 1503910.27 Agency Mortgage-Backed Securities GNMA_19-92B 2049-07-20 4.453000 13123300.00 1739188.53 Agency Collateralized Mortgage Obligation GNMA_12-97 2042-08-20 4.953000 33333312.00 987339.16 Agency Collateralized Mortgage Obligation GINNIE MAE I 2036-04-15 6.000000 45562752.00 5487862.82 Agency Mortgage-Backed Securities GINNIE MAE I 2033-03-15 5.500000 1053574.00 12294.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASS 2036-08-16 5.141500 1430000.00 20614.20 Agency Collateralized Mortgage Obligation GINNIE MAE I 2040-01-15 5.000000 37901888.00 5553527.69 Agency Mortgage-Backed Securities GINNIE MAE I 2039-11-15 5.000000 46000256.00 7991553.97 Agency Mortgage-Backed Securities GINNIE MAE II 2044-03-20 4.000000 50237056.00 11068427.71 Agency Mortgage-Backed Securities GINNIE MAE I 2039-09-15 4.000000 60045.00 15758.26 Agency Mortgage-Backed Securities GINNIE MAE II 2049-10-20 4.500000 177256.00 193304.68 Agency Mortgage-Backed Securities GINNIE MAE I 2042-03-15 3.500000 849712.00 151615.70 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.000000 5615968.00 5781964.90 Agency Mortgage-Backed Securities GINNIE MAE I 2041-10-15 4.000000 9515000.00 1413766.85 Agency Mortgage-Backed Securities GNMA_12-59 2042-05-20 4.403000 17420000.00 261259.96 Agency Collateralized Mortgage Obligation GINNIE MAE I 2043-09-15 3.000000 50249.00 22050.50 Agency Mortgage-Backed Securities GINNIE MAE I 2042-06-15 3.500000 73203.00 19328.00 Agency Mortgage-Backed Securities GINNIE MAE II 2044-07-20 4.000000 2217368.00 533952.28 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 3.500000 4274000.00 3160040.24 Agency Mortgage-Backed Securities GINNIE MAE I 2057-03-15 2.840000 8293200.00 9182695.46 Agency Mortgage-Backed Securities GINNIE MAE II 2046-06-20 3.500000 56823872.00 31073513.91 Agency Mortgage-Backed Securities GNMA_10-160 2038-10-20 4.903000 158500000.00 26963.44 Agency Collateralized Mortgage Obligation GINNIE MAE I 2041-09-15 4.000000 24908.00 5713.54 Agency Mortgage-Backed Securities GINNIE MAE I 2024-02-15 5.000000 1172528.00 31355.56 Agency Mortgage-Backed Securities GNMA_10-117 2039-10-20 4.353000 1440520.00 8482.02 Agency Collateralized Mortgage Obligation GINNIE MAE II 2047-10-20 4.000000 2274068.00 1858263.46 Agency Mortgage-Backed Securities GNMA_05-5 2035-01-20 5.103000 50000000.00 398811.42 Agency Collateralized Mortgage Obligation GINNIE MAE II 2046-01-20 3.500000 54109120.00 25092750.10 Agency Mortgage-Backed Securities GINNIE MAE I 2045-03-15 3.000000 224588.00 101722.23 Agency Mortgage-Backed Securities GINNIE MAE I 2034-07-15 6.000000 1000000.00 104055.87 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 4.500000 10715776.00 6190333.37 Agency Mortgage-Backed Securities GNMA_12-5 2042-01-20 4.453000 23613280.00 799332.46 Agency Collateralized Mortgage Obligation GNMA_10-151B 2039-08-20 4.453000 45000000.00 113178.60 Agency Collateralized Mortgage Obligation GINNIE MAE I 2045-09-15 3.500000 55668.00 51640.62 Agency Mortgage-Backed Securities GINNIE MAE I 2040-01-15 4.000000 80000.00 38781.10 Agency Mortgage-Backed Securities GINNIE MAE II 2042-08-20 4.000000 4549328.00 947001.44 Agency Mortgage-Backed Securities GINNIE MAE II 2034-04-20 5.000000 9500000.00 415180.16 Agency Mortgage-Backed Securities GNMA_13-113 2042-02-20 4.583000 63476672.00 836258.95 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2020-03-05 2020-03-05 2020-03-05 N N N 0.0163 219100000.00 219100000.00 0.0018 N N Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 1.356 313396ZM8 S6XOOCT0IEG5ABCC6L87 US313396ZM87 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-07-17 2020-07-17 2020-07-17 N N N 0.0136 876962614.47 876962614.47 0.0071 N N N N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 1.600 549300H47WTHXPU08X20 - BRW293070 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASUR 05/15/43 2020-03-02 1.600000 50000000.00 61038050.00 U.S. Treasuries (including strips) UST NOTES 05/31/25 2020-03-02 1.600000 105000000.00 115002720.00 U.S. Treasuries (including strips) US TREASUR 05/15/25 2020-03-02 1.600000 265075000.00 279873342.03 U.S. Treasuries (including strips) US T NOTES 07/31/25 2020-03-02 1.600000 100000000.00 109259100.00 U.S. Treasuries (including strips) US BOND 2.75 8/15/47 2020-03-02 1.600000 150000000.00 181327800.00 U.S. Treasuries (including strips) TSY INFL I 01/15/26 2020-03-02 1.600000 100000000.00 114001000.00 U.S. Treasuries (including strips) U.S. T Bonds 2020-03-02 1.600000 80000000.00 109504160.00 U.S. Treasuries (including strips) TSY INFL I 01/15/27 2020-03-02 1.600000 45000000.00 49996260.00 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-03-02 2020-03-02 2020-03-02 N N N 0.0160 1000000000.00 1000000000.00 0.0081 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.114 912796TJ8 254900HROIFWPRGM1V77 US912796TJ85 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0111 232107739.20 232107739.20 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.150 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-12 2020-03-12 2020-03-12 N N N 0.0115 840112043.93 840112043.93 0.0068 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.675 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-14 2020-12-14 2020-12-14 N N N 0.0155 446423482.30 446423482.30 0.0036 N N N N U.S. Treasury Bills U.S. Treasury Bills 1.229 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-03-19 2020-03-19 2020-03-19 N N N 0.0123 1315658925.72 1315658925.72 0.0106 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.596 3133EJHQ5 US3133EJHQ59 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-03 2020-03-26 2020-03-26 N N N 0.0136 95914590.44 95914590.44 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.561 3133EJQY8 US3133EJQY82 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-02 2020-04-30 2020-04-30 N N N 0.0137 195279780.66 195279780.66 0.0016 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.609 3133EJRR2 US3133EJRR23 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-15 2020-06-15 2020-06-15 N N N 0.0154 539434283.50 539434283.50 0.0044 N N N N U.S. Treasury Bills U.S. Treasury Bills 1.291 912796TM1 254900HROIFWPRGM1V77 US912796TM15 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-02 2020-04-02 2020-04-02 N N N 0.0129 20240656.67 20240656.67 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.313 912796TQ2 254900HROIFWPRGM1V77 US912796TQ29 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-09 2020-04-09 2020-04-09 N N N 0.0131 1575835749.08 1575835749.08 0.0127 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.616 3133EJX46 US3133EJX469 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-26 2020-06-26 2020-06-26 N N N 0.0154 384979565.64 384979565.64 0.0031 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.609 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-17 2020-08-17 2020-08-17 N N N 0.0155 332625077.50 332625077.50 0.0027 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.626 3133EJZ44 US3133EJZ449 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-06 2020-03-06 2020-03-06 N N N 0.0170 35999483.04 35999483.04 0.0003 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.625 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-11 2020-09-11 2020-09-11 N N N 0.0155 434915075.40 434915075.40 0.0035 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.781 3133EK2M7 US3133EK2M70 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-09 2021-07-09 2021-07-09 N N N 0.0160 108546882.00 108546882.00 0.0009 N N N N U.S. Treasury Bills U.S. Treasury Bills 1.307 912796TS8 254900HROIFWPRGM1V77 US912796TS84 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0131 1035371602.46 1035371602.46 0.0084 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.801 3133EK2N5 US3133EK2N53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-08 2021-10-08 2021-10-08 N N N 0.0161 78618043.18 78618043.18 0.0006 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.758 3133EK3N4 US3133EK3N45 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-16 2021-07-16 2021-07-16 N N N 0.0160 99132404.58 99132404.58 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.790 3133EK4H6 US3133EK4H67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-02 2021-10-28 2021-10-28 N N N 0.0170 100141722.00 100141722.00 0.0008 N N N N U.S. Treasury Bills U.S. Treasury Bills 1.264 912796TT6 254900HROIFWPRGM1V77 US912796TT67 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-05-07 2020-05-07 2020-05-07 N N N 0.0126 619784034.71 619784034.71 0.0050 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.798 3133EK5T9 US3133EK5T96 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-05 2021-11-05 2021-11-05 N N N 0.0161 100174563.00 100174563.00 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.768 3133EK7B6 US3133EK7B60 U.S. Government Agency Debt Y Fitch Agency Moody's Agency 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Notes Federal Farm Credit Bank Variable Rate Notes 1.781 3133ELDY7 US3133ELDY75 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-10 2021-12-10 2021-12-10 N N N 0.0163 150205629.00 150205629.00 0.0012 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.760 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-03-02 2022-01-14 2022-01-14 N N N 0.0172 60040914.60 60040914.60 0.0005 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.375 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0148 114390564.73 114390564.73 0.0009 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.710 3133ELMT8 US3133ELMT89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-03-02 2022-02-11 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Andrews Chief Financial Officer