N-MFP2 0000097098 XXXXXXXX 2020-03-31 0000097098 5493007YVNX55LTRQ706 S000001475 10 N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Boston MA BlackRock Advisors, LLC JPMorgan Chase Bank, N.A. BNY Mellon Investment Servicing (US) Inc. 0000849542 084-01761 N N N Exempt Government N 35 106 62062469502.21 61929530218.23 75545710388.13 90196747709.86 84152105861.21 80449443248.43 92646960228.88 105535327469.61 0.4773 0.4698 0.5025 0.5516 0.6472 0.6103 0.6163 0.6454 6442978303.49 142716892817.62 142609472062.39 79133720.46 4838103140.04 144293480946.30 144270744359.27 1.0000 0.0050 1.0008 1.0009 1.0009 1.0009 C000003925 1.00 0.00 0.00 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N C000003927 50000.00 8385879583.76 8384558205.42 1.0008 1.0009 1.0009 1.0009 507968760.00 10592735.09 466725100.38 544276459.59 338685104.79 260593806.84 140335857.87 315614973.99 1453860339.35 1264967512.84 0.0028 Y BlackRock Advisors, LLC, Management Fees, 111024.53; C000003931 5000.00 5693986823.45 5693089611.56 1.0008 1.0009 1.0009 1.0009 1246328138.41 1133756106.36 1270487698.02 1112458642.95 1623311360.80 1311216189.85 1321605946.36 1252761627.04 5867259659.98 5234929634.85 0.0000 Y BlackRock Advisors, LLC, Management Fees, 69775.43; BlackRock Investments, LLC, Service/Distribution Fees, 85558.42; C000003930 5000.00 3676985989.76 3676406600.37 1.0008 1.0009 1.0009 1.0009 312857371.41 204925148.89 333901113.30 163823058.99 562773726.42 187539339.37 431538889.22 104110185.22 1828768178.16 705350904.57 0.0008 Y BlackRock Advisors, LLC, Management Fees, 38470.71; C000003928 3000000.00 122396151236.72 122376865051.87 1.0008 1.0009 1.0009 1.0009 22909394050.34 18818743297.18 23368333402.49 22862859280.92 42019126162.42 24799756779.39 57578293334.93 43408378684.26 158854185698.31 140757060448.20 0.0033 Y BlackRock Advisors, LLC, Management Fees, 1520914.51; C000003923 5000.00 3271847939.73 3271332388.68 1.0008 1.0009 1.0009 1.0009 593701083.16 157076505.23 269496430.79 238539641.34 257587994.48 174569698.27 138099937.37 307277763.65 1300942586.22 881636050.28 0.0023 Y BlackRock Advisors, LLC, Management Fees, 42335.03; C000003924 5000.00 479276293.80 479200773.36 1.0008 1.0009 1.0009 1.0009 22271122.34 24559303.56 32299032.68 8352910.91 38289291.45 18258912.27 41074286.65 80155835.91 160604608.23 133129945.55 0.0000 Y BlackRock Advisors, LLC, Management Fees, 5954.40; BlackRock Investments, LLC, Service/Distribution Fees, 21214.41; C000003932 1.00 389038538.76 388977237.25 1.0008 1.0009 1.0009 1.0009 52408522.08 10272532.63 68572211.79 1024279.92 36035181.09 12835924.22 35504434.76 29797506.74 192525484.75 67949947.94 0.0000 Y BlackRock Advisors, LLC, Management Fees, 4617.16; BlackRock Investments, LLC, Service/Distribution Fees, 76445.56; C000003929 1.00 278034.57 277990.76 1.0008 1.0009 1.0009 1.0009 219.10 30.71 0.11 0.41 0.40 3.15 0.00 3.98 224.74 38.41 0.0000 Y BlackRock Advisors, LLC, Management Fees, 3.57; BlackRock Investments, LLC, Service/Distribution Fees, 94.77; C000003926 3000000.00 36505.75 36500.00 1.0008 1.0009 1.0009 1.0009 0.01 0.09 0.02 0.05 0.05 0.42 0.00 0.53 0.75 1.11 0.0033 Y BlackRock Advisors, LLC, Management Fees, 0.48; Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128285U08 BRW3KK9Y9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-12-31 2.625000 18849000.00 20568988.05 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 20165658.09 20165658.09 0.0001 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128284X55 BRW3KKAH4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-08-31 2.750000 45500000.00 49310665.29 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 48343750.00 48343750.00 0.0003 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128282U35 BRW3KK9W3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-08-31 1.875000 50000000.00 53312543.56 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 52267156.86 52267156.86 0.0004 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128287C81 BRW3KKAR2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-07-15 1.750000 399300000.00 414274088.46 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 406150735.29 406150735.29 0.0028 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828ZG82 BRW3KKAK7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-03-31 0.375000 700000000.00 701750573.33 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 687990196.08 687990196.08 0.0048 N Y Y N Fixed Income Clearing Corporation - BNYM Fixed Income Clearing Corporation - BNYM 0.010 549300H47WTHXPU08X20 BRW3KK6J5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 3/4 BOND 42 2042-11-15 2.750000 847000000.00 1112359403.69 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 475000000.00 690150656.16 U.S. Treasuries (including strips) 0 7/8 TRIB 47 2047-02-15 0.875000 600000000.00 783756128.98 U.S. Treasuries (including strips) 1 TRIB 48 2048-02-15 1.000000 750000000.00 992782288.94 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 64513600.00 92951561.05 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 3600000000.00 3600000000.00 0.0249 N Y Y N Citibank NA Citibank NA 0.010 E57ODZWZ7FF32TWEFA76 BRW3KM0X6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 7/8 BOND 40 2040-08-15 3.875000 3800.00 5763.63 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 100.00 145.29 U.S. Treasuries (including strips) 1 1/8 NOTE V 21 2021-02-28 1.125000 163600.00 165266.22 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 135826700.00 149677148.61 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 2896200.00 3151751.79 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 150000000.00 150000000.00 0.0010 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 0.010 K5HU16E3LMSVCCJJJ255 BRW3KM1H0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 3 BOND 45 2045-05-15 3.000000 8981300.00 12429689.97 U.S. Treasuries (including strips) 2 7/8 BOND 45 2045-08-15 2.875000 9263900.00 12523424.14 U.S. Treasuries (including strips) 1 5/8 NOTE AA 20 2020-06-30 1.625000 21937300.00 22114717.91 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.000000 4066580.67 3932167.98 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 50000000.00 50000000.00 0.0003 N Y Y N Bank of Montreal Bank of Montreal 0.010 NQQ6HPCNCCU6TUTQYE16 BRW3KLZW2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-25 0.000000 100.00 99.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.125000 100.00 101.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.000000 600.00 412.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 154900.00 242792.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 7.875000 721100.00 776694.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 1642400.00 2366379.25 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 3320000.00 3320000.00 0.0000 N Y Y N Bank of Montreal Bank of Montreal 0.010 NQQ6HPCNCCU6TUTQYE16 BRW3KLZV4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 2.250000 100.00 123.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-11-15 2.375000 100.00 127.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 100.00 114.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2026-12-11 2.125000 10000.00 10600.99 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 3.000000 203800.00 287272.56 U.S. Treasuries (including strips) GINNIE MAE II 2065-09-20 4.651000 950000.00 1024186.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-09-01 4.030000 1000000.00 1157075.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-07-01 3.750000 1000000.00 1041550.09 Agency Mortgage-Backed Securities GINNIE MAE II 2066-05-20 4.626000 1333195.00 1321154.40 Agency Mortgage-Backed Securities GINNIE MAE II 2067-06-01 4.242000 1365065.00 1295796.58 Agency Mortgage-Backed Securities GINNIE MAE II 2065-05-20 4.629000 1449252.00 994751.96 Agency Mortgage-Backed Securities GINNIE MAE II 2066-10-20 4.508000 1461439.00 1143978.49 Agency Mortgage-Backed Securities GINNIE MAE II 2064-11-20 4.686000 1603069.00 1535546.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-10-01 3.270000 2000000.00 1723450.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-07-01 2.470000 2000000.00 1862095.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-07-01 2.090000 2000000.00 1717361.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-05-01 3.410000 2000000.00 2292453.33 Agency Mortgage-Backed Securities GINNIE MAE II 2066-10-20 4.377000 2000000.00 1975020.53 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 2316600.00 3216459.51 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-11-01 2.810000 2736000.00 3016417.20 Agency Mortgage-Backed Securities GINNIE MAE II 2065-02-01 4.564000 2915000.00 2811361.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-10-01 3.000000 3000000.00 3078349.33 Agency Mortgage-Backed Securities GINNIE MAE II 2067-05-01 4.623000 3049350.00 3577917.09 Agency Mortgage-Backed Securities GINNIE MAE II 2067-04-20 4.638000 3203039.00 3661046.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-12-01 7.000000 3596987.00 250211.60 Agency Mortgage-Backed Securities GINNIE MAE II 2064-10-20 4.567000 3714942.00 3165402.49 Agency Mortgage-Backed Securities GINNIE MAE II 2064-10-20 4.574000 3718058.00 2094035.22 Agency Mortgage-Backed Securities GINNIE MAE II 2067-06-01 4.653000 3749490.00 4103323.23 Agency Mortgage-Backed Securities GINNIE MAE II 2064-10-20 4.613000 3757742.00 3740904.31 Agency Mortgage-Backed Securities GINNIE MAE II 2064-11-20 4.608000 3820647.00 3195185.70 Agency Mortgage-Backed Securities GINNIE MAE II 2066-12-01 4.440000 3921850.00 4533452.15 Agency Mortgage-Backed Securities GINNIE MAE II 2066-09-20 4.502000 4092986.00 4122400.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-02-01 4.500000 4174665.00 4646986.35 Agency Mortgage-Backed Securities GINNIE MAE II 2064-11-20 4.553000 4815793.00 4659003.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-12-01 4.000000 4848480.00 5276042.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-02-01 2.380000 4851900.00 5183781.28 Agency Mortgage-Backed Securities GINNIE MAE II 2066-03-20 4.530000 4959668.00 5135331.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-05-01 2.198000 5000000.00 1361341.81 Agency Mortgage-Backed Securities GINNIE MAE II 2066-12-20 4.537000 5001519.00 5378081.88 Agency Mortgage-Backed Securities GINNIE MAE II 2065-01-20 4.546000 5057282.00 4979565.17 Agency Mortgage-Backed Securities GINNIE MAE II 2067-07-01 4.661000 5127353.00 5332087.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 5656848.00 6117630.33 Agency Mortgage-Backed Securities GINNIE MAE II 2067-01-01 4.516000 6419941.00 6987206.43 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 7162200.00 9577721.60 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 9173489.00 7668241.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 9768183.00 8532904.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 10163342.00 7046434.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 11579814.00 10771999.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 3.870000 15256406.00 6015430.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.668000 22500000.00 6885355.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-03-01 3.000000 28172429.00 29614760.31 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 200000000.00 200000000.00 0.0014 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 0.010 K5HU16E3LMSVCCJJJ255 BRW3KM180 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNRA RC039GS R13F039 2042-10-25 5.153370 44524800.00 2508284.19 Agency Collateralized Mortgage Obligation FNRA CL091AS R15F091 2045-12-25 2.141400 82366080.00 1446094.86 Agency Collateralized Mortgage Obligation FNRM CL089MI R15F089 2042-03-25 3.500000 5357136.00 253913.67 Agency Collateralized Mortgage Obligation FNRA CL040KS R16F040 2056-07-25 1.995560 62369344.00 980431.97 Agency Collateralized Mortgage Obligation FNRA RC040AS R16F040 2046-07-25 2.092290 106475200.00 2148884.99 Agency Collateralized Mortgage Obligation FNRM RC037IM R16F037 2043-08-25 3.500000 4285712.00 76552.81 Agency Collateralized Mortgage Obligation FNRM CL030QI R17F030 2047-05-25 3.500000 3849924.00 513422.62 Agency Collateralized Mortgage Obligation FNRA CL030IB R17F030 2047-05-25 2.237330 58588288.00 1662404.46 Agency Collateralized Mortgage Obligation FNRA CL030IC R17F030 2047-05-25 2.173610 119344768.00 2530027.25 Agency Collateralized Mortgage Obligation FNRM RC030IM R17F030 2041-05-25 4.000000 3752872.00 117822.85 Agency Collateralized Mortgage Obligation FNRM CL054OI R17F054 2047-07-25 4.000000 9309744.00 920557.91 Agency Collateralized Mortgage Obligation FNRM CL054ID R17F054 2047-07-25 4.000000 5833520.00 879828.63 Agency Collateralized Mortgage Obligation FNRA CL054IB R17F054 2047-07-25 2.319330 167905792.00 5212120.16 Agency Collateralized Mortgage Obligation FNRM RC088EI R17F088 2047-11-25 3.000000 50000000.00 3094905.03 Agency Collateralized Mortgage Obligation FNRM CL109AI R17F109 2048-01-25 4.000000 7267456.00 878325.14 Agency Collateralized Mortgage Obligation FNRA CL041IC R18F041 2048-06-25 2.246010 202967040.00 7262898.61 Agency Collateralized Mortgage Obligation FNRA CL028ID R18F028 2048-05-25 2.178310 101949568.00 2804114.82 Agency Collateralized Mortgage Obligation FNRM CL056IA R18F056 2048-08-25 4.000000 6118328.00 1041148.86 Agency Collateralized Mortgage Obligation FNRA CL009SA R19F009 2049-03-25 2.110980 82543488.00 3776051.29 Agency Collateralized Mortgage Obligation FNRM CL009IQ R19F009 2049-03-25 4.500000 10107952.00 1775329.64 Agency Collateralized Mortgage Obligation FNRM RC009QI R19F009 2045-06-25 4.500000 3622220.00 340511.01 Agency Collateralized Mortgage Obligation FNRM CL037IO R19F037 2049-07-25 4.000000 6292536.00 1057445.32 Agency Collateralized Mortgage Obligation FNRA CL027IA R19F027 2049-06-25 2.338610 50000000.00 1893837.95 Agency Collateralized Mortgage Obligation FNRA CL059BI R19F059 2049-10-25 2.201260 63684480.00 2366341.93 Agency Collateralized Mortgage Obligation FNRA RC063S R19F063 2049-10-25 5.103370 48962048.00 7073207.57 Agency Collateralized Mortgage Obligation FNRM CL064ID R19F064 2049-11-25 3.500000 13676160.00 1068535.28 Agency Collateralized Mortgage Obligation FGRA 4097SL 06/15/41 2041-06-15 5.445370 37692800.00 876337.59 Agency Collateralized Mortgage Obligation FTRA 4338SB 10/15/41 2041-10-15 2.267310 68548992.00 774430.86 Agency Collateralized Mortgage Obligation FTRA 4347WI 01/15/40 2040-01-15 2.334150 39362160.00 576138.26 Agency Collateralized Mortgage Obligation FTRA 4360SA 12/15/39 2039-12-15 2.410600 194853376.00 2435214.10 Agency Collateralized Mortgage Obligation FTRA 4503SA 02/15/42 2042-02-15 2.321580 63733120.00 993924.37 Agency Collateralized Mortgage Obligation FGRM 4619MI 05/15/43 2043-05-15 3.500000 8979136.00 370984.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES 4629 WB 20431115 FLT 2043-11-15 3.613840 11155536.00 6868740.91 Agency Collateralized Mortgage Obligation FGRM 4655IB 02/15/47 2047-02-15 4.000000 7016448.00 666657.07 Agency Collateralized Mortgage Obligation FGRM 4664UI 05/15/43 2043-05-15 4.000000 9420310.00 269108.99 Agency Collateralized Mortgage Obligation FTRA 4683IA 09/15/38 2038-09-15 2.404950 102299200.00 3679514.87 Agency Collateralized Mortgage Obligation FGRM 4695OI 06/15/47 2047-06-15 4.000000 9778640.00 1118085.21 Agency Collateralized Mortgage Obligation FGRM 4755IO 02/15/48 2048-02-15 3.500000 4767944.00 236482.43 Agency Collateralized Mortgage Obligation FTRA 4796IA 02/15/40 2040-02-15 2.310730 162358016.00 6566686.54 Agency Collateralized Mortgage Obligation FGRM 4864IU 12/15/48 2048-12-15 4.500000 8208496.00 1187139.44 Agency Collateralized Mortgage Obligation FTRA 4864SA 08/15/43 2043-08-15 2.180060 38612928.00 1681796.96 Agency Collateralized Mortgage Obligation FGRM 4864UI 10/15/45 2045-10-15 4.500000 1666666.00 118631.80 Agency Collateralized Mortgage Obligation FTRA 4895IG 11/15/43 2043-11-15 2.371760 70348928.00 3343357.75 Agency Collateralized Mortgage Obligation FERM 4949DI 04/25/49 2049-04-25 4.000000 15683872.00 2035571.24 Agency Collateralized Mortgage Obligation FERM 4957DI 01/25/44 2044-01-25 4.500000 20065000.00 886791.63 Agency Collateralized Mortgage Obligation GNII SF 762795 C 2041-03-20 4.500000 1000.00 336.85 Agency Mortgage-Backed Securities GNII JM MA0843 M 2043-03-20 2.500000 1100000.00 650883.45 Agency Mortgage-Backed Securities GNII SF MA0299 M 2027-08-20 2.500000 3800000.00 927094.39 Agency Mortgage-Backed Securities GNAR AF MA2164 M 2044-08-20 3.250000 38606016.00 2541274.26 Agency Mortgage-Backed Securities GNAR AS MA2389 M 2044-11-20 3.000000 2831916.00 682660.37 Agency Mortgage-Backed Securities GNII SF MA2754 M 2045-04-20 3.500000 5979888.00 2119957.93 Agency Mortgage-Backed Securities GNAR AT MA2915 M 2045-06-20 3.875000 14939300.00 1747269.08 Agency Mortgage-Backed Securities GNII SF MA3936 M 2046-09-20 3.000000 1948910.00 1318260.75 Agency Mortgage-Backed Securities GNII JM MA4039 M 2031-11-20 2.500000 450000.00 271558.24 Agency Mortgage-Backed Securities GNAR AF MA5276 M 2048-06-20 3.500000 17000000.00 9823617.23 Agency Mortgage-Backed Securities GNII SF MA5329 M 2048-06-20 3.500000 760430.00 573591.02 Agency Mortgage-Backed Securities GNII SF MA4963 M 2047-12-20 4.000000 6259448.00 4017948.02 Agency Mortgage-Backed Securities GNII SF MA4995 M 2033-01-20 4.000000 375844.00 232573.93 Agency Mortgage-Backed Securities GNII SF MA5021 M 2048-02-20 4.500000 10000000.00 5373710.19 Agency Mortgage-Backed Securities GNII SF MA5108 M 2033-03-20 2.000000 367696.00 227183.16 Agency Mortgage-Backed Securities GNII SF MA5119 M 2030-11-20 7.500000 58877.00 35507.82 Agency Mortgage-Backed Securities GNII SF MA5167 M 2033-05-20 4.000000 63783.00 43508.84 Agency Mortgage-Backed Securities GNAR AF MA5204 M 2048-04-20 3.500000 55000000.00 30065358.07 Agency Mortgage-Backed Securities GNII SF MA5191 M 2048-05-20 3.500000 119998000.00 87529915.81 Agency Mortgage-Backed Securities GNII SF MA5263 M 2048-03-20 3.500000 70000000.00 51798605.32 Agency Mortgage-Backed Securities GNAR AT MA6169 M 2049-09-20 2.000000 433301.00 435273.23 Agency Mortgage-Backed Securities GNAR AT MA6170 M 2049-09-20 2.500000 535433.00 543697.50 Agency Mortgage-Backed Securities GNII SF MA6191 M 2034-10-20 3.000000 1455016.00 1478466.89 Agency Mortgage-Backed Securities GNII JM MA6251 M 2034-11-20 3.000000 1045160.00 1074155.53 Agency Mortgage-Backed Securities GNII SF MA6255 M 2034-12-20 3.000000 75719936.00 77539728.25 Agency Mortgage-Backed Securities GNAR AF MA5410 M 2048-08-20 4.000000 30000000.00 18068987.70 Agency Mortgage-Backed Securities GNII SF MA5527 M 2048-10-20 3.500000 20000000.00 14816560.57 Agency Mortgage-Backed Securities GNII SF MA5529 M 2048-10-20 4.500000 39000000.00 22434502.34 Agency Mortgage-Backed Securities GNII SF MA5652 M 2048-12-20 4.500000 3509.00 1874.04 Agency Mortgage-Backed Securities GNII SF MA5764 M 2049-02-20 4.500000 53112.00 31198.99 Agency Mortgage-Backed Securities GNII SF MA5790 M 2034-03-20 3.000000 595906.00 498263.50 Agency Mortgage-Backed Securities GNII SF MA5793 M 2034-03-20 4.500000 509974.00 412400.35 Agency Mortgage-Backed Securities GNII SF MA5818 M 2049-03-20 4.500000 229139.00 139911.52 Agency Mortgage-Backed Securities GNII SF MA5875 M 2049-04-20 3.500000 10000000.00 7640637.99 Agency Mortgage-Backed Securities GNII SF MA5907 M 2034-04-20 4.500000 66404.00 51029.15 Agency Mortgage-Backed Securities GNAR AF MA5942 M 2049-05-20 4.000000 20192768.00 14940206.97 Agency Mortgage-Backed Securities GNII SF MA5933 M 2049-05-20 5.000000 132341.00 97399.28 Agency Mortgage-Backed Securities GNAR AF MA6051 M 2049-07-20 3.500000 19070016.00 17300269.45 Agency Mortgage-Backed Securities GNII SF MA6090 M 2049-08-20 3.500000 47905856.00 49193712.95 Agency Mortgage-Backed Securities GNII SF MA6157 M 2049-08-20 5.000000 217028.00 217110.12 Agency Mortgage-Backed Securities GNII SF MA6309 M 2034-12-20 2.500000 1301486.00 1336450.20 Agency Mortgage-Backed Securities GNII SF MA6310 M 2034-12-20 3.000000 78957824.00 81219040.21 Agency Mortgage-Backed Securities GNII SF MA6312 M 2034-12-20 4.000000 1026276.00 1076195.14 Agency Mortgage-Backed Securities GNII SF MA6339 M 2049-12-20 3.500000 1418460.00 1495585.72 Agency Mortgage-Backed Securities GNII SF MA6341 M 2049-11-20 4.500000 188475.00 198514.92 Agency Mortgage-Backed Securities GNII SF MA6342 M 2049-11-20 5.000000 1105758.00 1150305.11 Agency Mortgage-Backed Securities GNII SF MA6411 M 2049-12-20 4.000000 457654.00 484308.06 Agency Mortgage-Backed Securities GNII SF MA6412 M 2050-01-20 4.500000 500000.00 530158.80 Agency Mortgage-Backed Securities GNII SF MA6446 M 2035-01-20 3.000000 32905408.00 34364494.72 Agency Mortgage-Backed Securities GNII SF MA6473 M 2050-02-20 2.500000 872483.00 918655.35 Agency Mortgage-Backed Securities GNII SF MA6474 M 2050-02-20 3.000000 6622.00 7053.94 Agency Mortgage-Backed Securities GNII SF MA6476 M 2049-10-20 4.000000 6616552.00 7060309.51 Agency Mortgage-Backed Securities GNII SF MA6513 M 2035-02-20 3.000000 941032.00 988587.05 Agency Mortgage-Backed Securities GNII SF MA6514 M 2035-03-20 3.500000 946547.00 996868.91 Agency Mortgage-Backed Securities GNII SF MA6515 M 2035-02-20 4.000000 37025.00 39391.76 Agency Mortgage-Backed Securities GNII JM MA6531 M 2049-12-20 3.000000 8023136.00 8490082.52 Agency Mortgage-Backed Securities GNII SF MA6541 M 2050-02-20 3.000000 116322.00 124177.81 Agency Mortgage-Backed Securities GNII SF MA6542 M 2050-02-20 3.500000 343782.00 366797.06 Agency Mortgage-Backed Securities GNII SF MA6544 M 2049-07-20 4.500000 6069712.00 6457384.51 Agency Mortgage-Backed Securities GNII SF BD6202 C 2048-02-20 4.000000 17002336.00 12263340.26 Agency Mortgage-Backed Securities GNHA AL BE0735 H 2067-12-20 4.401000 3988904.00 3862192.71 Agency Mortgage-Backed Securities GNII SF BF5181 C 2048-02-20 4.500000 6211776.00 4474091.08 Agency Mortgage-Backed Securities GNCL CL BI2270 2048-10-15 4.550000 920772.00 1045478.29 Agency Mortgage-Backed Securities GNCL CL BJ5591 2061-02-15 4.330000 5123048.00 5750484.77 Agency Mortgage-Backed Securities GNCL CL BK3114 2045-09-15 5.500000 27569504.00 32382679.91 Agency Mortgage-Backed Securities GNHA AL BK4758 H 2068-12-20 3.977000 2759540.00 2629379.90 Agency Collateralized Mortgage Obligation GNMI SF BL9271 X 2049-02-15 5.000000 18000000.00 16785941.38 Agency Mortgage-Backed Securities GNMI SF BM4206 X 2049-04-15 5.000000 3950844.00 4404496.61 Agency Mortgage-Backed Securities GNMI SF BM4207 X 2049-04-15 5.000000 2366348.00 2637146.37 Agency Mortgage-Backed Securities GNMI SF BM4209 X 2049-04-15 5.000000 4405912.00 4922712.81 Agency Mortgage-Backed Securities GNMI SF BM4210 X 2049-04-15 5.000000 3961220.00 4373290.75 Agency Mortgage-Backed Securities GNMI SF BM5394 X 2049-05-15 5.000000 1969494.00 2175712.20 Agency Mortgage-Backed Securities GNMI SF BM5435 X 2049-05-15 5.000000 13510656.00 14417332.02 Agency Mortgage-Backed Securities GNII SF BM7523 C 2050-02-20 4.500000 1713744.00 1863546.02 Agency Mortgage-Backed Securities GNII SF BM7524 C 2050-02-20 4.500000 2138356.00 2335852.59 Agency Mortgage-Backed Securities GNII SF BM7525 C 2050-02-20 5.000000 2056780.00 2242426.91 Agency Mortgage-Backed Securities GNII SF BN4433 C 2049-06-20 3.500000 1703650.00 1717414.13 Agency Mortgage-Backed Securities GNMI SF BN4051 X 2049-06-15 5.000000 1459356.00 1632498.69 Agency Mortgage-Backed Securities GNMI SF BN4053 X 2049-06-15 5.000000 3511580.00 3883511.90 Agency Mortgage-Backed Securities GNMI SF BN4054 X 2049-06-15 5.000000 3381952.00 3759803.68 Agency Mortgage-Backed Securities GNMI SF BN4055 X 2049-06-15 5.000000 2221516.00 2456896.90 Agency Mortgage-Backed Securities GNII SF BP0970 C 2049-10-20 5.500000 1695952.00 1856904.10 Agency Mortgage-Backed Securities GNII SF BP0973 C 2049-09-20 5.500000 1394354.00 1536049.92 Agency Mortgage-Backed Securities GNII SF BP5597 C 2049-10-20 5.500000 1411982.00 1561494.79 Agency Mortgage-Backed Securities GNII SF BP8061 C 2050-02-20 3.000000 13456120.00 14327666.42 Agency Mortgage-Backed Securities GNHA ML BR0920 H 2069-11-20 4.038000 1741310.00 1834542.09 Agency Mortgage-Backed Securities GNII SF BR9698 C 2050-02-20 4.500000 6210344.00 6593709.12 Agency Mortgage-Backed Securities GNII SF BT0258 C 2050-01-20 4.500000 2022604.00 2208620.52 Agency Mortgage-Backed Securities GNHF RF AK8746 H 2065-01-20 4.553000 5118640.00 4669399.96 Agency Mortgage-Backed Securities GNCL CL AQ9310 2059-11-15 3.740000 18236160.00 20045655.13 Agency Mortgage-Backed Securities GNHF RF AS5975 H 2066-10-20 4.508000 1305668.00 1151347.01 Agency Mortgage-Backed Securities GNHF RF AX7809 H 2066-11-20 4.539000 124794.00 130657.97 Agency Mortgage-Backed Securities GNMI SF AX8657 X 2046-10-15 4.000000 907847.00 794887.98 Agency Mortgage-Backed Securities GNII SF AY2379 C 2047-07-20 3.750000 3344040.00 3276902.97 Agency Mortgage-Backed Securities GNII SF 001709 M 2024-05-20 6.500000 59996.00 174.14 Agency Mortgage-Backed Securities GNII SF 002798 M 2029-08-20 7.500000 50000.00 202.40 Agency Mortgage-Backed Securities GNII JP 784405 M 2032-11-20 4.000000 1097328.00 656080.78 Agency Mortgage-Backed Securities GNII SP 784643 C 2048-12-20 5.000000 5000000.00 1085885.28 Agency Mortgage-Backed Securities GNII SP 783348 C 2034-02-20 4.950000 11537488.00 3278652.95 Agency Mortgage-Backed Securities GNRA 2018-3O DI 2068-02-20 1.927850 102723840.00 9995386.16 Agency Collateralized Mortgage Obligation GNRA 2017-82 SD 2047-05-20 4.227120 2055996.00 148237.57 Agency Collateralized Mortgage Obligation GNRA 2012-143 SY 2042-12-20 4.227120 8000000.00 327004.73 Agency Collateralized Mortgage Obligation GNRA 2017-062 IO 2057-02-16 0.662940 130074112.00 6127495.79 Agency Collateralized Mortgage Obligation GNRM 2016-84 IB 2045-11-16 4.500000 50000000.00 3751793.00 Agency Collateralized Mortgage Obligation GNRM 2016-082 LI 2044-05-20 4.000000 2948860.00 141451.90 Agency Collateralized Mortgage Obligation GNRM 2017-63 LI 2042-09-16 3.500000 22088512.00 2266829.33 Agency Collateralized Mortgage Obligation GNRA 2018-8O BI 2068-06-20 1.692980 41905600.00 4333527.81 Agency Collateralized Mortgage Obligation GNRA 2018-8O GI 2068-05-20 1.632620 53620800.00 4642197.90 Agency Collateralized Mortgage Obligation GNRA 2018-9O AI 2068-04-20 1.450450 108553344.00 7928125.00 Agency Collateralized Mortgage Obligation GNRA 2018-9O BI 2068-06-20 1.487820 132698368.00 11990323.79 Agency Collateralized Mortgage Obligation GNRA 2018-2O BI 2068-07-20 1.929530 101132288.00 9527473.45 Agency Collateralized Mortgage Obligation GNRA 2018-5O DI 2068-08-20 1.856670 50000000.00 4619298.63 Agency Collateralized Mortgage Obligation GNRA 2018-0O AI 2068-12-20 1.213540 150000000.00 12293351.00 Agency Collateralized Mortgage Obligation GNRA 2019-2O BI 2068-12-20 1.865930 30875104.00 2390247.37 Agency Collateralized Mortgage Obligation GNRA 2019-1O DI 2069-06-20 1.911010 166058240.00 14455673.42 Agency Collateralized Mortgage Obligation GNRA 2018-4O KI 2068-03-20 1.482870 114460672.00 13038647.60 Agency Collateralized Mortgage Obligation GNRA 2018-91 ST 2048-07-20 5.427120 27352320.00 4021817.42 Agency Collateralized Mortgage Obligation GNRM 2018-24 AI 2041-03-20 4.000000 12328000.00 356700.30 Agency Collateralized Mortgage Obligation GNRM 2018-127 PI 2047-09-20 4.500000 10870768.00 985945.22 Agency Collateralized Mortgage Obligation GNRM 2019-38 BI 2048-08-20 4.500000 2717584.00 191938.32 Agency Collateralized Mortgage Obligation GNRM 2020-004 DI 2041-03-20 4.000000 16637760.00 1689209.07 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 950000000.00 950000000.00 0.0066 N Y Y N Societe Generale SA Societe Generale SA 0.010 O2RNE8IBXP4R0TD8PU41 BRW3KM0H1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.000000 93.13 93.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 100.00 125.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 200.00 196.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 194300.00 293448.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 1093489.35 1080871.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 3.625000 2612600.00 3911711.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-05 0.000000 20225300.00 20213650.23 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 25000000.00 25000000.00 0.0002 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.010 ZBUT11V806EZRVTWT807 BRW3KM0Q1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.250000 23684800.00 25500045.50 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 25000000.00 25000000.00 0.0002 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.020 ZBUT11V806EZRVTWT807 BRW3KM0Y4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA2760 M 2038-11-20 6.500000 9571276.00 2732800.76 Agency Mortgage-Backed Securities GNII SF MA4721 M 2047-09-20 4.500000 2141060.00 1076210.06 Agency Mortgage-Backed Securities GNII SF MA6220 M 2049-10-20 4.000000 435076608.00 446902616.80 Agency Mortgage-Backed Securities GNII SF BQ4399 C 2050-01-20 3.500000 1901612.00 2015023.03 Agency Mortgage-Backed Securities GNII SF BQ9564 C 2050-02-20 4.000000 3163968.00 3483970.93 Agency Mortgage-Backed Securities GNII SF BS2290 C 2050-02-20 3.500000 1538976.00 1632448.57 Agency Mortgage-Backed Securities GNII SF BS3514 C 2050-03-20 3.500000 1787546.00 1899883.73 Agency Mortgage-Backed Securities GNII SF BS3518 C 2050-03-20 3.500000 1168446.00 1241875.43 Agency Mortgage-Backed Securities GNII SF BS3188 C 2050-01-20 3.500000 1284318.00 1361016.82 Agency Mortgage-Backed Securities GNII SF BS4019 C 2050-03-20 3.500000 1369478.00 1455543.76 Agency Mortgage-Backed Securities GNII SF BS6515 C 2050-02-20 3.500000 7216096.00 7513201.63 Agency Mortgage-Backed Securities GNII SF BS9070 C 2050-02-20 3.500000 12060240.00 12993923.64 Agency Mortgage-Backed Securities GNII SF BS9072 C 2050-02-20 3.500000 11251024.00 12121044.19 Agency Mortgage-Backed Securities GNII SF BS9226 C 2050-03-20 4.500000 1274694.00 1355118.27 Agency Mortgage-Backed Securities GNII SF BT1176 C 2050-02-20 4.000000 1577672.00 1682580.77 Agency Mortgage-Backed Securities GNII SF BT5779 C 2050-03-20 3.500000 1434826.00 1525002.90 Agency Mortgage-Backed Securities GNII SF BT5808 C 2050-03-20 3.500000 1304338.00 1386313.90 Agency Mortgage-Backed Securities GNII SF BT9059 C 2050-03-20 3.500000 7104464.00 7621425.06 Agency Mortgage-Backed Securities GNII SF MA4586 M 2047-07-20 3.500000 52406270.00 37688166.52 Agency Mortgage-Backed Securities GNII SF MA6339 M 2049-12-20 3.500000 354162688.00 373419524.67 Agency Mortgage-Backed Securities GNII SF MA6543 M 2050-03-20 4.000000 175610624.00 187863386.99 Agency Mortgage-Backed Securities GNII SF BB3850 C 2047-12-20 4.000000 1113206.00 913773.53 Agency Mortgage-Backed Securities GNII SF BH6407 C 2031-12-20 5.000000 1356154.00 1080533.99 Agency Mortgage-Backed Securities GNII SF BS5201 C 2050-01-20 3.500000 11647152.00 12583376.51 Agency Mortgage-Backed Securities GNII SF BS9990 C 2050-03-20 3.500000 12006608.00 13077581.42 Agency Mortgage-Backed Securities GNII SF BT0043 C 2050-03-20 4.000000 8016496.00 8630506.15 Agency Mortgage-Backed Securities GNII SF BT4757 C 2050-03-20 3.000000 10481632.00 11282984.21 Agency Mortgage-Backed Securities GNII SF MA0318 M 2042-08-20 3.500000 23289643.00 6800140.03 Agency Mortgage-Backed Securities GNII SF MA3106 M 2045-09-20 4.000000 11000000.00 3628735.34 Agency Mortgage-Backed Securities GNII SF MA4127 M 2046-12-20 3.500000 8331712.00 5215636.72 Agency Mortgage-Backed Securities GNII SF MA5467 M 2048-09-20 4.500000 9447280.00 5333716.47 Agency Mortgage-Backed Securities GNII SF MA5596 M 2048-11-20 4.500000 68019840.00 38031733.84 Agency Mortgage-Backed Securities GNII SF MA5654 M 2048-12-20 5.500000 86900992.00 49526684.14 Agency Mortgage-Backed Securities GNII SF MA5713 M 2049-01-20 5.500000 8699136.00 4964171.10 Agency Mortgage-Backed Securities GNII SF MA6156 M 2049-07-20 4.500000 43553664.00 43408700.27 Agency Mortgage-Backed Securities GNII SF MA6157 M 2049-08-20 5.000000 59454464.00 59476960.93 Agency Mortgage-Backed Securities GNII SF MA6340 M 2049-12-20 4.000000 81542144.00 86665660.13 Agency Mortgage-Backed Securities GNII SF MA6409 M 2049-12-20 3.000000 18074800.00 19202389.22 Agency Mortgage-Backed Securities GNII SF MA6475 M 2050-02-20 3.500000 123360256.00 131181798.17 Agency Mortgage-Backed Securities GNII SF MA6542 M 2050-02-20 3.500000 53014528.00 56563673.93 Agency Mortgage-Backed Securities GNII SF MA5930 M 2049-05-20 3.500000 21823996.00 17898469.03 Agency Mortgage-Backed Securities GNII SF BP6068 C 2049-10-20 3.500000 2934864.00 3139860.47 Agency Mortgage-Backed Securities GNII SF BQ4633 C 2049-10-20 3.500000 2893472.00 3093484.06 Agency Mortgage-Backed Securities GNII SF BR1267 C 2050-01-20 3.500000 3829108.00 4083882.90 Agency Mortgage-Backed Securities GNII SF BR2608 C 2049-12-20 3.500000 2608216.00 2779414.68 Agency Mortgage-Backed Securities GNII SF BR1914 C 2049-12-20 3.000000 2438208.00 2588306.65 Agency Mortgage-Backed Securities GNII SF BR1984 C 2049-11-20 4.000000 2779676.00 2952424.42 Agency Mortgage-Backed Securities GNII SF BR2235 C 2050-03-20 3.000000 2827672.00 3015794.19 Agency Mortgage-Backed Securities GNII SF BR4951 C 2050-01-20 3.500000 2360192.00 2518858.72 Agency Mortgage-Backed Securities GNII SF BR6386 C 2050-02-20 4.500000 2035700.00 2161420.70 Agency Mortgage-Backed Securities GNII SF BR7336 C 2049-11-20 3.000000 3899816.00 4139605.04 Agency Mortgage-Backed Securities GNII SF BS2157 C 2050-01-20 3.500000 2871936.00 3043690.82 Agency Mortgage-Backed Securities GNII SF BS3256 C 2050-02-20 4.500000 3211348.00 3409631.55 Agency Mortgage-Backed Securities GNII SF BS5907 C 2050-03-20 3.000000 3438464.00 3667214.69 Agency Mortgage-Backed Securities GNII SF BS7454 C 2050-02-20 3.500000 2135364.00 2282197.06 Agency Mortgage-Backed Securities GNII SF BS7442 C 2050-01-20 3.500000 2168376.00 2300394.97 Agency Mortgage-Backed Securities GNII SF BS8391 C 2050-01-20 3.000000 2079068.00 2213943.68 Agency Mortgage-Backed Securities GNII SF BT1251 C 2050-02-20 3.000000 3127780.00 3330615.42 Agency Mortgage-Backed Securities GNII SF BT3512 C 2050-02-20 3.500000 2117976.00 2263394.30 Agency Mortgage-Backed Securities GNII SF BT3523 C 2050-02-20 3.500000 2802532.00 2974342.94 Agency Mortgage-Backed Securities GNII SF BT5539 C 2050-03-20 3.500000 2357720.00 2505892.49 Agency Mortgage-Backed Securities GNII SF BT5541 C 2050-03-20 3.500000 2888276.00 3069788.74 Agency Mortgage-Backed Securities GNII SF BT5544 C 2050-03-20 4.000000 2264536.00 2418334.98 Agency Mortgage-Backed Securities GNII SF BU0741 C 2050-03-20 4.000000 3585512.00 3829037.58 Agency Mortgage-Backed Securities GNII SF MA5400 M 2048-08-20 5.000000 50322496.00 26376575.97 Agency Mortgage-Backed Securities GNII SF MA5195 M 2048-05-20 5.500000 63911936.00 28280456.96 Agency Mortgage-Backed Securities GNII SF MA6222 M 2049-10-20 5.000000 8161744.00 8278633.70 Agency Mortgage-Backed Securities GNII SF MA6284 M 2049-11-20 3.500000 26770880.00 28110896.94 Agency Mortgage-Backed Securities GNII SF MA6154 M 2049-09-20 3.500000 166621120.00 173088919.07 Agency Mortgage-Backed Securities GNII SF MA6341 M 2049-11-20 4.500000 23586112.00 24842526.28 Agency Mortgage-Backed Securities GNII SF MA6412 M 2050-01-20 4.500000 37263936.00 39511607.52 Agency Mortgage-Backed Securities GNII SF BN3610 C 2049-05-20 4.500000 1800000.00 1751019.53 Agency Mortgage-Backed Securities GNII SF BP7953 C 2050-01-20 3.500000 1892070.00 2060484.78 Agency Mortgage-Backed Securities GNII SF BR0794 C 2050-01-20 3.500000 1799450.00 1906732.28 Agency Mortgage-Backed Securities GNII SF BR1966 C 2050-03-20 3.500000 1201540.00 1308339.68 Agency Mortgage-Backed Securities GNII SF BR6551 C 2050-03-20 3.000000 1164450.00 1265039.85 Agency Mortgage-Backed Securities GNII SF BS3315 C 2050-03-20 4.500000 1222990.00 1339369.73 Agency Mortgage-Backed Securities GNII SF BS3320 C 2050-03-20 4.000000 2047790.00 2213514.23 Agency Mortgage-Backed Securities GNII SF BS6930 C 2050-03-20 4.500000 1088340.00 1178419.73 Agency Mortgage-Backed Securities GNII SF BT0830 C 2050-03-20 3.500000 25251488.00 26838434.60 Agency Mortgage-Backed Securities GNII SF BT1201 C 2050-02-20 4.000000 1592150.00 1760943.23 Agency Mortgage-Backed Securities GNII SF BT1263 C 2050-02-20 4.000000 1927450.00 2098610.84 Agency Mortgage-Backed Securities GNII SF BT5536 C 2050-03-20 3.000000 1171690.00 1249641.36 Agency Mortgage-Backed Securities GNII SF MA4067 M 2046-11-20 2.500000 26597893.00 19542078.96 Agency Mortgage-Backed Securities GNII SF MA5328 M 2048-07-20 3.000000 60241792.00 50242218.21 Agency Mortgage-Backed Securities GNII SF MA4962 M 2048-01-20 3.500000 19365900.00 14389571.64 Agency Mortgage-Backed Securities GNII SF MA5079 M 2048-03-20 4.500000 38621440.00 21582290.93 Agency Mortgage-Backed Securities GNII SF MA5265 M 2048-05-20 4.500000 42439616.00 23600638.17 Agency Mortgage-Backed Securities GNII SF MA5266 M 2048-06-20 5.000000 51115000.00 26511718.63 Agency Mortgage-Backed Securities GNII SF MA5466 M 2048-09-20 4.000000 56215232.00 36447841.22 Agency Mortgage-Backed Securities GNII SF MA5595 M 2048-11-20 4.000000 43284560.00 28020127.86 Agency Mortgage-Backed Securities GNII SF MA5709 M 2049-01-20 3.500000 47619072.00 35150902.25 Agency Mortgage-Backed Securities GNII SF MA5711 M 2049-01-20 4.500000 34915136.00 18881303.84 Agency Mortgage-Backed Securities GNII SF MA5712 M 2049-01-20 5.000000 14467728.00 7715836.53 Agency Mortgage-Backed Securities GNII SF MA5816 M 2049-03-20 3.500000 52320000.00 37994768.11 Agency Mortgage-Backed Securities GNII SF MA6043 M 2049-05-20 5.500000 32453568.00 29718630.22 Agency Mortgage-Backed Securities GNII SF MA6153 M 2049-08-20 3.000000 33500000.00 35119596.89 Agency Mortgage-Backed Securities GNII SF MA6513 M 2035-02-20 3.000000 13000000.00 13656955.00 Agency Mortgage-Backed Securities GNII SF BP6286 C 2049-09-20 4.000000 5057368.00 5399024.47 Agency Mortgage-Backed Securities GNII SF BQ1105 C 2049-10-20 4.000000 5334512.00 5694892.01 Agency Mortgage-Backed Securities GNII SF BR3364 C 2050-01-20 3.500000 9999616.00 10773361.15 Agency Mortgage-Backed Securities GNII SF BR3808 C 2049-12-20 3.500000 2170880.00 2329492.40 Agency Mortgage-Backed Securities GNII SF BR4540 C 2050-01-20 3.500000 10030432.00 10792100.51 Agency Mortgage-Backed Securities GNII SF BS8376 C 2050-02-20 4.000000 21909376.00 24912691.06 Agency Mortgage-Backed Securities GNII SF BS9811 C 2050-02-20 3.500000 10022528.00 10801182.48 Agency Mortgage-Backed Securities GNII SF BS9860 C 2050-02-20 3.500000 10011136.00 10788799.17 Agency Mortgage-Backed Securities GNII SF BT0022 C 2050-03-20 4.000000 6142240.00 6559416.85 Agency Mortgage-Backed Securities GNII SF BT1318 C 2050-03-20 3.000000 5716512.00 6096831.54 Agency Mortgage-Backed Securities GNCL CL AW6379 2060-03-15 3.260000 16039264.00 17277730.42 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 2584000000.00 2584000000.00 0.0179 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.010 CYYGQCGNHMHPSMRL3R97 BRW3KM1J6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-08-15 0.000000 0.32 0.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 0.000000 5.83 5.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.000000 12.80 10.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.000000 24.00 22.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-05-15 0.000000 25.60 22.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.000000 25.60 24.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 32.00 22.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 0.000000 81.92 77.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.000000 100.00 77.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.000000 100.00 72.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 100.00 71.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 100.00 66.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 2.500000 100.00 101.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 200.00 140.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.000000 921.60 665.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 3000.00 3844.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.125000 1000900.00 1014775.16 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0000 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.010 CYYGQCGNHMHPSMRL3R97 BRW3KM0G3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.500 CLCA3840 2049-07-01 4.500000 2087280.00 2060000.67 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 2000000.00 2000000.00 0.0000 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 0.010 FOR8UP27PHTHYVLBNG30 BRW3KM1Q0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.000000 311192600.00 210120044.25 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 206000000.00 206000000.00 0.0014 N Y Y N Barclays Bank plc Barclays Bank plc 0.010 G5GSEF7VJP5I7OUK5573 BRW3KM081 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-15 0.500000 24719100.00 24889275.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-12-15 1.625000 25076400.00 26110818.63 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 50000000.00 50000000.00 0.0003 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 0.010 FOR8UP27PHTHYVLBNG30 BRW3KM164 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE I 2033-12-15 5.000000 100000.00 18464.64 Agency Mortgage-Backed Securities GINNIE MAE I 2040-09-15 4.000000 124999.00 25508.62 Agency Mortgage-Backed Securities GINNIE MAE I 2042-02-15 3.500000 561363.00 221999.41 Agency Mortgage-Backed Securities GINNIE MAE I 2041-03-15 5.000000 642419.00 200740.18 Agency Mortgage-Backed Securities GINNIE MAE I 2055-01-15 2.730000 962382.00 996725.77 Agency Mortgage-Backed Securities GINNIE MAE I 2033-08-15 5.000000 1001476.00 45609.94 Agency Mortgage-Backed Securities GINNIE MAE I 2028-07-15 6.500000 1488000.00 11366.34 Agency Mortgage-Backed Securities GINNIE MAE I 2036-01-15 6.500000 2130944.00 9709.84 Agency Mortgage-Backed Securities GINNIE MAE II 2035-09-20 5.000000 3397436.00 389146.99 Agency Mortgage-Backed Securities GINNIE MAE II 2039-11-20 4.000000 3788324.00 633400.82 Agency Mortgage-Backed Securities GINNIE MAE I 2038-01-15 3.000000 3856264.00 2485575.46 Agency Mortgage-Backed Securities GINNIE MAE I 2038-06-15 5.000000 4465576.00 33226.28 Agency Mortgage-Backed Securities GINNIE MAE I 2028-10-15 8.500000 15820000.00 28525.72 Agency Mortgage-Backed Securities Y Fitch F1 Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 5000000.00 5000000.00 0.0000 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 0.010 RUC0QBLBRPRCU4W1NE59 BRW3KM0R9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAR 1Q1817 G 2038-05-01 4.175000 740182.00 300415.34 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ0340 2040-08-01 4.500000 1450801.00 133606.17 Agency Mortgage-Backed Securities FEPC 03.000 CLZL4422 2042-12-01 3.000000 142187.00 68745.50 Agency Mortgage-Backed Securities FEPC 03.000 CLZL4651 2043-01-01 3.000000 500000.00 272243.77 Agency Mortgage-Backed Securities FEPC 03.000 CLZL5088 2043-02-01 3.000000 587065.00 283245.96 Agency Mortgage-Backed Securities FEPC 03.000 CLZM1680 2046-09-01 3.000000 155000.00 121507.87 Agency Mortgage-Backed Securities FEPC 03.000 CLZM2584 2047-02-01 3.000000 275000.00 224579.68 Agency Mortgage-Backed Securities FEPC 03.000 CLZM2778 2047-03-01 3.000000 30000.00 28194.03 Agency Mortgage-Backed Securities FEPC 03.000 CLZM3696 2047-07-01 3.000000 25000.00 17693.65 Agency Mortgage-Backed Securities FEPC 03.500 CLZN4700 2049-04-01 3.500000 57761.00 56808.07 Agency Mortgage-Backed Securities FEPC 05.000 CLZN5860 2049-04-01 5.000000 151319.00 112421.80 Agency Mortgage-Backed Securities FMAR 2B0947 G 2042-12-01 3.801000 1199996.00 217421.97 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4654 2046-03-01 3.000000 40000.00 26448.04 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4688 2046-11-01 3.000000 60000.00 45284.37 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4754 2048-02-01 3.000000 584000.00 503009.87 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8026 2033-05-01 3.500000 1836504.00 1424364.87 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8544 2029-11-01 3.000000 800000.00 286454.81 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8570 2030-06-01 3.000000 1000000.00 463797.30 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8591 2030-12-01 3.000000 50000.00 25299.34 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8654 2032-05-01 3.000000 1000000.00 649775.91 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8682 2033-01-01 3.000000 700000.00 513314.37 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8010 2049-09-01 3.000000 124000.00 123193.05 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8030 2049-12-01 3.000000 228870.00 237381.78 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8044 2050-02-01 3.000000 12022600.00 12590349.99 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8049 2050-03-01 2.500000 450000.00 469230.08 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1033 2049-07-01 3.000000 129200.00 124558.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQA3485 2049-09-01 5.000000 1124692.00 1075146.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQA3486 2049-10-01 5.000000 1363275.00 1509137.96 Agency Mortgage-Backed Securities FEPC 04.500 CLQA3490 2049-09-01 4.500000 129314.00 139926.12 Agency Mortgage-Backed Securities FEPC 04.500 CLQA4379 2049-11-01 4.500000 163983.00 178347.02 Agency Mortgage-Backed Securities FEPC 04.500 CLQA4381 2049-11-01 4.500000 128492.00 139406.18 Agency Mortgage-Backed Securities FEPC 04.500 CLQA4383 2049-10-01 4.500000 848772.00 925299.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQA4384 2049-11-01 5.000000 1023814.00 1135346.10 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6308 2049-12-01 4.500000 124332.00 135165.40 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6430 2050-01-01 4.500000 1272323.00 1376430.85 Agency Mortgage-Backed Securities FEPC 04.500 CLQA7453 2050-02-01 4.500000 271727.00 297315.48 Agency Mortgage-Backed Securities FEPC 02.500 CLQA8119 2050-03-01 2.500000 243771.00 254888.50 Agency Mortgage-Backed Securities FEPC 04.500 CLQA8174 2050-03-01 4.500000 55672.00 61814.18 Agency Mortgage-Backed Securities FEPC 04.500 CLQA8328 2050-03-01 4.500000 37718.00 41741.38 Agency Mortgage-Backed Securities FEPC 04.500 CLQA8425 2050-04-01 4.500000 1578671.00 1747069.41 Agency Mortgage-Backed Securities FEPC 04.500 CLQA8426 2050-04-01 4.500000 1151628.00 1284299.00 Agency Mortgage-Backed Securities FEPC 02.500 CIQN1767 2035-04-01 2.500000 14489848.00 15157153.80 Agency Mortgage-Backed Securities FEPC 04.000 3PQU7317 2049-09-01 4.000000 1527788.00 1631006.59 Agency Mortgage-Backed Securities FEPC 05.000 CLRA1747 2049-11-01 5.000000 2283280.00 2530988.68 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1461 2049-10-01 3.000000 1212470.00 1244010.69 Agency Mortgage-Backed Securities FEPC 05.000 CLRA1875 2049-12-01 5.000000 6328256.00 7021241.59 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2316 2050-03-01 3.500000 62476642.00 66268476.84 Agency Mortgage-Backed Securities FEPC 02.500 3PRE6039 2050-03-01 2.500000 2018028.00 2094412.96 Agency Mortgage-Backed Securities FEPC 03.000 3PRE6031 2050-03-01 3.000000 2005000.00 2094462.39 Agency Mortgage-Backed Securities FMAR 420196 G 2030-11-01 5.329000 15096.00 39.88 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5356 2049-12-01 3.000000 2037134.00 2134239.42 Agency Mortgage-Backed Securities 1.80 FMNT 20-24 E6 2024-01-29 1.800000 4341000.00 4356805.58 Agency Debentures and Agency Strips FNAR XX.XXX WSAL6100 2037-08-01 4.151000 1893802.00 517821.59 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6241 2037-09-01 3.460000 95000.00 111732.29 Agency Mortgage-Backed Securities FNMS 03.000 CIAS3840 2029-11-01 3.000000 14134337.00 5628197.64 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 2046-06-01 3.000000 1278000.00 906796.32 Agency Mortgage-Backed Securities FNMS 04.000 CLAX5548 2046-08-01 4.000000 442055.00 392319.06 Agency Mortgage-Backed Securities FNAR XX.XXX LBAY7097 2045-04-01 2.525000 385000.00 69036.33 Agency Mortgage-Backed Securities FNAR XX.XXX LB881792 2036-04-01 4.560000 1007.00 17.89 Agency Mortgage-Backed Securities FNMS 03.500 CKBK0556 2049-12-01 3.500000 491037.00 522400.36 Agency Mortgage-Backed Securities FNMS 05.000 CLBK1184 2050-03-01 5.000000 426278.00 464264.34 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5761 2035-02-01 2.950000 1475000.00 1634010.09 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5834 2035-02-01 2.800000 1300000.00 1430233.13 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL5835 2035-02-01 2.800000 1474910.00 1626316.36 Agency Mortgage-Backed Securities MNAR XX.XXX HLBL5935 2050-03-01 3.030000 1019.00 1140.28 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6256 2050-01-01 2.996000 3093489.00 3136702.79 Agency Mortgage-Backed Securities FNMS 04.000 CLBN7395 2049-06-01 4.000000 879497.00 957645.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7396 2049-05-01 4.500000 1087190.00 1211821.95 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7427 2049-12-01 3.500000 3271925.00 3572787.08 Agency Mortgage-Backed Securities FNMS 04.000 CKBO1875 2049-06-01 4.000000 821578.00 308299.02 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7290 2050-02-01 3.500000 13349461.00 14213141.48 Agency Mortgage-Backed Securities FNMS 05.000 CLBO9220 2049-12-01 5.000000 1039071.00 1155724.80 Agency Mortgage-Backed Securities FNMS 04.000 CLBO9235 2049-12-01 4.000000 2312726.00 2505929.44 Agency Mortgage-Backed Securities FNMS 05.000 CLBO9326 2050-03-01 5.000000 65448.00 71659.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBP0280 2049-12-01 5.000000 1684905.00 1848831.10 Agency Mortgage-Backed Securities FNMS 05.000 CLBP0315 2049-12-01 5.000000 46642.00 51816.11 Agency Mortgage-Backed Securities FNMS 04.500 CLBP0297 2050-01-01 4.500000 124343.00 135904.86 Agency Mortgage-Backed Securities FNMS 05.000 CLBP0298 2049-12-01 5.000000 1148131.00 1279085.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBP0299 2050-01-01 4.500000 180520.00 199329.19 Agency Mortgage-Backed Securities FNMS 04.000 CLBP0310 2050-01-01 4.000000 1532762.00 1663725.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBP0332 2050-02-01 5.000000 1007889.00 1115845.33 Agency Mortgage-Backed Securities FNMS 03.500 CLBP2295 2050-02-01 3.500000 2218761.00 2355096.55 Agency Mortgage-Backed Securities FNMS 03.000 CKBP3277 2050-03-01 3.000000 2281991.00 2413292.20 Agency Mortgage-Backed Securities FNMS 03.500 CICA1650 2033-05-01 3.500000 22976628.00 18448791.77 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4376 2049-09-01 4.500000 795991.00 891835.56 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2793 2050-04-01 3.000000 2986336.00 3171760.59 Agency Mortgage-Backed Securities FNAR XX.XXX S1963849 2038-06-01 4.755000 24972937.00 965958.39 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3536 2048-12-01 4.000000 1048012.00 700898.37 Agency Mortgage-Backed Securities FNMS 02.500 CNMA2869 2027-01-01 2.500000 265000.00 141420.30 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3147 2047-10-01 3.000000 225000.00 191886.77 Agency Mortgage-Backed Securities FNMS 02.500 CNMA3189 2027-11-01 2.500000 325000.00 205825.65 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3275 2048-01-01 3.000000 848017.00 742400.19 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3283 2033-02-01 3.000000 26000.00 19569.39 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3774 2049-09-01 3.000000 1080331.00 1073982.67 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3832 2039-11-01 3.500000 689171.00 713222.97 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3834 2049-11-01 3.000000 663000.00 683867.37 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3870 2049-12-01 2.500000 435360.00 449686.08 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3937 2050-02-01 3.000000 282000.00 295453.46 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3955 2035-03-01 2.500000 807387.00 839266.64 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3988 2040-03-01 3.000000 11482485.00 12129982.33 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD4090 2040-05-01 4.691000 17412589.00 458217.06 Agency Mortgage-Backed Securities GNPL PN 771242 2046-10-15 4.450000 499000.00 456501.09 Agency Mortgage-Backed Securities GNHA ML AB7963 H 2065-08-20 3.954000 789573.00 476640.44 Agency Mortgage-Backed Securities GNHF RF AC0977 H 2063-05-20 4.341000 2556532.00 856104.65 Agency Mortgage-Backed Securities GNHF RF AC0978 H 2063-04-20 3.998000 2000000.00 871096.85 Agency Mortgage-Backed Securities GNII SF MA6540 M 2050-02-20 2.500000 6852373.00 7231126.50 Agency Mortgage-Backed Securities GNII SF MA6545 M 2050-03-20 5.000000 63316.00 68454.26 Agency Mortgage-Backed Securities GNHF RF BE0459 H 2068-03-20 4.264000 1210320.00 1250360.14 Agency Mortgage-Backed Securities GNHA RM BE0728 H 2067-10-20 2.273000 999572.00 677042.20 Agency Mortgage-Backed Securities GNHF RF BE5548 H 2068-07-20 4.217000 1298992.00 1345884.54 Agency Collateralized Mortgage Obligation GNHA AL BE9482 H 2069-05-20 4.479000 1000064.00 1034896.18 Agency Collateralized Mortgage Obligation GNHA AL BE9484 H 2069-06-20 4.551000 1222542.00 968080.89 Agency Mortgage-Backed Securities GNHA ML BE9487 H 2069-07-20 3.918000 1097259.00 1112209.30 Agency Mortgage-Backed Securities GNHA AL BE9489 H 2069-08-20 4.376000 1000012.00 1031993.43 Agency Mortgage-Backed Securities GNHA AL BE9491 H 2069-09-20 4.445000 566241.00 614470.08 Agency Mortgage-Backed Securities GNHF RF BJ1152 H 2068-08-20 4.003000 4842608.00 4971373.60 Agency Mortgage-Backed Securities GNHA RM BK7767 H 2069-01-20 2.666000 1165962.00 925237.48 Agency Collateralized Mortgage Obligation GNHF RF BL4692 H 2069-01-20 4.074000 2599481.00 2960944.61 Agency Mortgage-Backed Securities GNHA RM BL6796 H 2069-01-20 2.547000 1859888.00 1755276.43 Agency Mortgage-Backed Securities GNHA ML BL9395 H 2069-03-20 3.905000 4020260.00 3511297.70 Agency Collateralized Mortgage Obligation GNHA AL BM4316 H 2069-02-20 4.714000 1167141.00 1311224.45 Agency Mortgage-Backed Securities GNHA AL BM4325 H 2069-05-20 4.588000 1065344.00 1181938.12 Agency Mortgage-Backed Securities GNHA RM BM7385 H 2069-07-20 2.440000 984201.00 872567.30 Agency Mortgage-Backed Securities GNHA RM BM7382 H 2069-07-20 2.275000 1136028.00 1075219.49 Agency Mortgage-Backed Securities GNHA AL BN0680 H 2069-05-20 4.472000 1185204.00 1219183.25 Agency Collateralized Mortgage Obligation GNHF RF BN1311 H 2069-05-20 4.273000 1371123.00 532352.60 Agency Mortgage-Backed Securities GNHA ML BN1307 H 2069-05-20 3.657000 1270547.00 1394310.70 Agency Mortgage-Backed Securities GNHA AL BN8573 H 2069-06-20 4.457000 1300891.00 1411604.10 Agency Mortgage-Backed Securities GNHA RM BN9689 H 2069-07-20 2.694000 1888638.00 1712896.21 Agency Mortgage-Backed Securities GNHA AL BO7446 H 2069-07-20 4.516000 1435083.00 1557662.69 Agency Mortgage-Backed Securities GNHA AL BO8357 H 2069-06-20 4.999000 1420185.00 1478898.28 Agency Collateralized Mortgage Obligation GNHA ML BO8374 H 2069-08-20 3.964000 1089988.00 1063877.25 Agency Mortgage-Backed Securities GNHA AL BP0553 H 2069-08-20 4.685000 78854.00 85053.47 Agency Mortgage-Backed Securities GNMI SF BP0601 X 2050-02-15 3.500000 9976.00 11160.79 Agency Mortgage-Backed Securities GNCL CL BP4767 2062-03-15 3.160000 852106.00 863618.24 Agency Mortgage-Backed Securities GNHA AL BP9189 H 2069-10-20 4.186000 1660411.00 1712621.96 Agency Mortgage-Backed Securities GNHA ML BQ3816 H 2070-01-20 3.920000 759041.00 822154.00 Agency Mortgage-Backed Securities GNII SF BR2140 C 2050-02-20 3.000000 4152848.00 4421899.29 Agency Mortgage-Backed Securities GNII SF BR2144 C 2050-02-20 3.000000 1824061.00 1942104.62 Agency Mortgage-Backed Securities GNII SF BR2521 C 2049-12-20 3.000000 602142.00 638881.73 Agency Mortgage-Backed Securities GNII SF BR2728 C 2049-12-20 4.000000 840000.00 896280.35 Agency Mortgage-Backed Securities GNII SF BR4051 C 2050-01-20 5.000000 1177477.00 1283881.82 Agency Mortgage-Backed Securities GNHA AL BR4139 H 2069-11-20 5.138000 1060393.00 1156669.54 Agency Mortgage-Backed Securities GNII SF BR6253 C 2050-01-20 4.500000 6476459.00 7119919.72 Agency Mortgage-Backed Securities GNII SF BR5626 C 2049-11-20 5.000000 433483.00 487483.35 Agency Mortgage-Backed Securities GNII SF BR7354 C 2049-12-20 4.500000 2890811.00 3193604.99 Agency Mortgage-Backed Securities GNII SF BR7357 C 2050-01-20 5.000000 4211603.00 4459787.71 Agency Mortgage-Backed Securities GNII SF BR7358 C 2050-01-20 5.000000 2989729.00 3330002.66 Agency Mortgage-Backed Securities GNII SF BR7370 C 2050-01-20 4.000000 391145.00 429024.38 Agency Mortgage-Backed Securities GNII SF BR7381 C 2050-02-20 3.500000 1160932.00 1231925.87 Agency Mortgage-Backed Securities GNII SF BR7691 C 2050-01-20 4.000000 1082751.00 1153116.17 Agency Mortgage-Backed Securities GNII SF BR8991 C 2050-01-20 4.000000 1637835.00 1800482.86 Agency Mortgage-Backed Securities GNHA ML BR8376 H 2070-01-20 3.967000 3391693.00 3562836.73 Agency Mortgage-Backed Securities GNII SF BR8830 C 2050-02-20 3.500000 6097047.00 6598217.50 Agency Mortgage-Backed Securities GNII SF BR9775 C 2050-03-20 3.000000 802676.00 866035.23 Agency Mortgage-Backed Securities GNII SF BR9779 C 2050-03-20 3.000000 446770.00 478707.80 Agency Mortgage-Backed Securities GNII SF BR9781 C 2050-03-20 3.000000 1989925.00 2132186.73 Agency Mortgage-Backed Securities GNII SF BR9802 C 2050-03-20 3.500000 1735600.00 1896326.40 Agency Mortgage-Backed Securities GNII SF BR9812 C 2050-03-20 3.500000 263052.00 286433.03 Agency Mortgage-Backed Securities GNII SF BR9007 C 2050-02-20 4.000000 12769.00 13822.93 Agency Mortgage-Backed Securities GNII SF BR9443 C 2050-02-20 3.500000 933108.00 1003843.19 Agency Mortgage-Backed Securities GNII SF BS0216 C 2050-02-20 4.500000 76215.00 81827.90 Agency Mortgage-Backed Securities GNII SF BS0229 C 2050-03-20 3.000000 2228693.00 2376965.72 Agency Mortgage-Backed Securities GNII SF BS0242 C 2050-03-20 3.500000 1112469.00 1190659.63 Agency Mortgage-Backed Securities GNII SF BS1730 C 2050-01-20 4.000000 2403579.00 2598387.46 Agency Mortgage-Backed Securities GNII SF BS1731 C 2050-01-20 4.000000 1760328.00 1913176.78 Agency Mortgage-Backed Securities GNII SF BS1544 C 2050-01-20 4.000000 1110147.00 1219135.34 Agency Mortgage-Backed Securities GNII SF BS2161 C 2050-01-20 5.000000 1186678.00 1287876.76 Agency Mortgage-Backed Securities GNII SF BS2865 C 2049-12-20 5.000000 1178856.00 1308816.48 Agency Mortgage-Backed Securities GNII SF BS3142 C 2050-03-20 3.500000 1223870.00 1305340.17 Agency Mortgage-Backed Securities GNII SF BS3143 C 2050-03-20 3.500000 1025967.00 1090446.63 Agency Mortgage-Backed Securities GNII SF BS3127 C 2050-03-20 4.000000 612070.00 663498.16 Agency Mortgage-Backed Securities GNII SF BS3130 C 2050-03-20 4.500000 1628593.00 1763385.13 Agency Mortgage-Backed Securities GNII SF BS3191 C 2050-01-20 5.000000 606065.00 645537.30 Agency Mortgage-Backed Securities GNII SF BS3349 C 2050-03-20 3.000000 1051513.00 1121470.16 Agency Mortgage-Backed Securities GNII SF BS3350 C 2050-03-20 4.000000 1224436.00 1307591.53 Agency Mortgage-Backed Securities GNII SF BS4433 C 2050-01-20 4.000000 14570.00 15706.85 Agency Mortgage-Backed Securities GNII SF BS3890 C 2050-02-20 3.500000 3620801.00 3869281.50 Agency Mortgage-Backed Securities GNII SF BS3954 C 2050-03-20 4.000000 1521592.00 1624931.43 Agency Mortgage-Backed Securities GNII SF BS3955 C 2050-03-20 4.000000 1836601.00 1961338.04 Agency Mortgage-Backed Securities GNII SF BS4600 C 2050-02-20 2.500000 663457.00 698908.10 Agency Mortgage-Backed Securities GNII SF BS4762 C 2050-03-20 4.000000 1519722.00 1622938.99 Agency Mortgage-Backed Securities GNII SF BS6251 C 2050-03-20 3.500000 2226867.00 2433098.64 Agency Mortgage-Backed Securities GNII SF BS6252 C 2050-03-20 4.000000 1511692.00 1653696.32 Agency Mortgage-Backed Securities GNII SF BS6256 C 2050-03-20 4.000000 1984092.00 2170482.23 Agency Mortgage-Backed Securities GNII SF BS6257 C 2050-03-20 4.000000 1901621.00 2073195.39 Agency Mortgage-Backed Securities GNII SF BS6258 C 2050-03-20 4.000000 1006941.00 1097169.29 Agency Mortgage-Backed Securities GNII SF BS6259 C 2050-03-20 3.000000 6786750.00 7290903.72 Agency Mortgage-Backed Securities GNII SF BS6275 C 2050-03-20 4.500000 1116017.00 1220834.43 Agency Mortgage-Backed Securities GNII SF BS6276 C 2050-03-20 4.500000 1848032.00 2030759.86 Agency Mortgage-Backed Securities GNII SF BS6279 C 2050-03-20 4.500000 2253581.00 2465241.83 Agency Mortgage-Backed Securities GNII SF BS6282 C 2050-03-20 4.000000 5504374.00 6021462.23 Agency Mortgage-Backed Securities GNII SF BS6292 C 2050-03-20 4.000000 1571887.00 1712728.60 Agency Mortgage-Backed Securities GNII SF BS5615 C 2050-02-20 4.000000 4235370.00 4611312.18 Agency Mortgage-Backed Securities GNII SF BS5630 C 2050-02-20 4.000000 1291086.00 1397537.40 Agency Mortgage-Backed Securities GNII SF BS5692 C 2050-02-20 4.500000 1395750.00 1509167.18 Agency Mortgage-Backed Securities GNHA AL BS5790 H 2070-02-20 4.627000 6520288.00 7239592.04 Agency Mortgage-Backed Securities GNII SF BS5803 C 2050-01-20 4.000000 1734306.00 1885587.31 Agency Mortgage-Backed Securities GNII SF BS7160 C 2050-03-20 3.000000 2120053.00 2282150.13 Agency Mortgage-Backed Securities GNHA AL BS6614 H 2070-01-20 4.618000 1510670.00 1670466.51 Agency Mortgage-Backed Securities GNHA AL BS6609 H 2070-01-20 4.654000 2084133.00 2296316.65 Agency Mortgage-Backed Securities GNII SF BS6899 C 2050-03-20 5.000000 1375948.00 1469655.10 Agency Mortgage-Backed Securities GNII SF BS6919 C 2050-03-20 3.000000 2392773.00 2563841.91 Agency Mortgage-Backed Securities GNII SF BS6924 C 2050-03-20 3.500000 1648816.00 1776969.67 Agency Mortgage-Backed Securities GNII SF BS6925 C 2050-03-20 3.500000 1204556.00 1280255.92 Agency Mortgage-Backed Securities GNPL LM BS8047 2050-10-15 3.250000 2845292.00 3123081.65 Agency Mortgage-Backed Securities GNII SF BS8211 C 2050-03-20 4.500000 1501192.00 1632879.56 Agency Mortgage-Backed Securities GNII SF BS8303 C 2050-03-20 3.500000 1041448.00 1158554.31 Agency Mortgage-Backed Securities GNII SF BS8394 C 2050-03-20 3.000000 518528.00 556563.58 Agency Mortgage-Backed Securities GNII SF BS8695 C 2050-02-20 5.000000 1047507.00 1164212.88 Agency Mortgage-Backed Securities GNII SF BS8696 C 2050-02-20 5.000000 1519109.00 1658451.75 Agency Mortgage-Backed Securities GNII SF BS8697 C 2050-02-20 5.000000 1291200.00 1403227.85 Agency Mortgage-Backed Securities GNII SF BS8769 C 2050-03-20 3.500000 1113272.00 1183238.55 Agency Mortgage-Backed Securities GNII SF BS8770 C 2050-03-20 3.500000 1027091.00 1101831.04 Agency Mortgage-Backed Securities GNII SF BS8756 C 2050-03-20 3.000000 1574021.00 1704131.15 Agency Mortgage-Backed Securities GNII SF BS8758 C 2050-03-20 3.000000 5562682.00 5987999.10 Agency Mortgage-Backed Securities GNII SF BS8759 C 2050-03-20 3.000000 3217651.00 3453685.01 Agency Mortgage-Backed Securities GNII SF BS8760 C 2050-03-20 3.000000 2433327.00 2607285.55 Agency Mortgage-Backed Securities GNII SF BS8762 C 2050-03-20 3.000000 1275647.00 1360518.35 Agency Mortgage-Backed Securities GNII SF BT0813 C 2050-03-20 4.000000 2140905.00 2292280.54 Agency Mortgage-Backed Securities GNII SF BT0059 C 2050-03-20 3.500000 2370422.00 2569361.25 Agency Mortgage-Backed Securities GNII SF BT0041 C 2050-03-20 3.000000 1818923.00 1939934.13 Agency Mortgage-Backed Securities GNII SF BT0096 C 2050-03-20 3.000000 1139676.00 1221156.00 Agency Mortgage-Backed Securities GNII SF BT0334 C 2050-02-20 4.000000 1122791.00 1201429.77 Agency Mortgage-Backed Securities GNII SF BT0379 C 2050-03-20 4.000000 1748783.00 1873784.84 Agency Mortgage-Backed Securities GNII SF BT0462 C 2050-03-20 3.000000 477682.00 509461.71 Agency Mortgage-Backed Securities GNII SF BT0533 C 2050-03-20 3.500000 1279573.00 1359989.90 Agency Mortgage-Backed Securities GNII SF BT0653 C 2050-03-20 3.500000 2995325.00 3228141.63 Agency Mortgage-Backed Securities GNII SF BT0989 C 2050-03-20 4.000000 2981747.00 3386484.37 Agency Mortgage-Backed Securities GNII SF BT1207 C 2050-02-20 4.000000 4203531.00 4537293.99 Agency Mortgage-Backed Securities GNII SF BT1311 C 2050-03-20 3.000000 1106269.00 1188106.36 Agency Mortgage-Backed Securities GNII SF BT1331 C 2050-03-20 4.000000 1902588.00 2097818.90 Agency Mortgage-Backed Securities GNII SF BT1333 C 2050-03-20 4.000000 198274.00 216162.74 Agency Mortgage-Backed Securities GNII SF BT1334 C 2050-03-20 4.000000 1060732.00 1149860.36 Agency Mortgage-Backed Securities GNII SF BT1597 C 2050-03-20 3.000000 1558107.00 1661766.30 Agency Mortgage-Backed Securities GNII SF BT1590 C 2050-02-20 3.000000 3810971.00 4064507.28 Agency Mortgage-Backed Securities GNII SF BT1606 C 2050-03-20 4.500000 1360362.00 1499924.26 Agency Mortgage-Backed Securities GNII SF BT2347 C 2050-03-20 2.500000 3697177.00 3901547.09 Agency Mortgage-Backed Securities GNII SF BT2473 C 2050-03-20 4.000000 1734410.00 1890892.52 Agency Mortgage-Backed Securities GNII SF BT2474 C 2050-03-20 4.000000 640148.00 683627.07 Agency Mortgage-Backed Securities GNII SF BT2476 C 2050-03-20 4.500000 130490.00 142907.43 Agency Mortgage-Backed Securities GNII SF BT3542 C 2050-02-20 3.500000 1451977.00 1543230.37 Agency Mortgage-Backed Securities GNII SF BT3543 C 2050-02-20 3.500000 2285020.00 2428623.61 Agency Mortgage-Backed Securities GNII SF BT3625 C 2050-03-20 4.000000 1406835.00 1514586.37 Agency Mortgage-Backed Securities GNII SF BT3626 C 2050-03-20 4.500000 1134509.00 1263558.26 Agency Mortgage-Backed Securities GNII SF BT3627 C 2050-03-20 4.500000 1042497.00 1122322.04 Agency Mortgage-Backed Securities GNII SF BT4690 C 2050-03-20 4.000000 1557700.00 1663504.18 Agency Mortgage-Backed Securities GNII SF BT4679 C 2050-03-20 3.000000 779877.00 831761.44 Agency Mortgage-Backed Securities GNII SF BT4695 C 2050-03-20 2.500000 2108823.00 2225393.11 Agency Mortgage-Backed Securities GNII SF BT5012 C 2050-03-20 3.500000 1594057.00 1694239.76 Agency Mortgage-Backed Securities GNII SF BT5169 C 2050-03-20 4.000000 1563674.00 1690214.84 Agency Mortgage-Backed Securities GNII SF BT5173 C 2050-03-20 3.500000 1043621.00 1109212.23 Agency Mortgage-Backed Securities GNII SF BT6186 C 2050-03-20 4.500000 877484.00 976207.97 Agency Mortgage-Backed Securities GNII SF BT6188 C 2050-03-20 4.500000 1721430.00 1885236.11 Agency Mortgage-Backed Securities GNII SF BT6192 C 2050-03-20 3.000000 6687776.00 7132713.74 Agency Mortgage-Backed Securities GNII SF BT6197 C 2050-03-20 3.000000 4398966.00 4713465.68 Agency Mortgage-Backed Securities GNII SF BT6164 C 2050-03-20 3.000000 757417.00 812976.57 Agency Mortgage-Backed Securities GNII SF BT7673 C 2050-03-20 4.000000 1073104.00 1175230.59 Agency Mortgage-Backed Securities GNII SF BT8894 C 2050-03-20 3.000000 1178334.00 1262580.17 Agency Mortgage-Backed Securities GNII SF BT8917 C 2050-03-20 2.500000 2078927.00 2193844.54 Agency Mortgage-Backed Securities GNII SF BT8918 C 2050-03-20 2.500000 1641500.00 1732239.38 Agency Mortgage-Backed Securities GNII SF BT8920 C 2050-03-20 3.000000 1723164.00 1859188.84 Agency Mortgage-Backed Securities GNII SF BT8926 C 2050-03-20 3.000000 975511.00 1045255.16 Agency Mortgage-Backed Securities GNII SF BT8929 C 2050-03-20 3.500000 1897240.00 2065883.13 Agency Mortgage-Backed Securities GNII SF BT8930 C 2050-03-20 3.500000 2338768.00 2540846.13 Agency Mortgage-Backed Securities GNII SF BT8935 C 2050-03-20 3.500000 1320401.00 1442678.94 Agency Mortgage-Backed Securities GNII SF BT8937 C 2050-03-20 4.000000 2048617.00 2233452.10 Agency Mortgage-Backed Securities GNII SF BT8939 C 2050-03-20 4.000000 2092122.00 2252366.69 Agency Mortgage-Backed Securities GNII SF BT8940 C 2050-03-20 4.500000 1482890.00 1635024.13 Agency Mortgage-Backed Securities GNII SF BT8941 C 2050-03-20 4.500000 1371549.00 1505461.56 Agency Mortgage-Backed Securities GNII SF BT8942 C 2050-03-20 4.500000 1658888.00 1804417.27 Agency Mortgage-Backed Securities GNII SF BT8943 C 2050-03-20 4.500000 2484184.00 2640916.14 Agency Mortgage-Backed Securities GNII SF BT8944 C 2050-03-20 5.000000 1120324.00 1254251.64 Agency Mortgage-Backed Securities GNII SF BT8945 C 2050-03-20 5.000000 1793211.00 1915337.04 Agency Mortgage-Backed Securities GNII SF BT8992 C 2050-03-20 4.000000 2179065.00 2359463.98 Agency Mortgage-Backed Securities GNII SF BT8998 C 2050-03-20 3.500000 1687846.00 1793916.43 Agency Mortgage-Backed Securities GNII SF BT8254 C 2050-03-20 4.000000 64005.00 68907.16 Agency Mortgage-Backed Securities GNII SF BT8256 C 2050-03-20 3.500000 1025949.00 1090424.42 Agency Mortgage-Backed Securities GNII SF BT8237 C 2050-03-20 4.500000 16617.00 18321.74 Agency Mortgage-Backed Securities GNII SF BT8241 C 2050-03-20 4.000000 818197.00 896071.63 Agency Mortgage-Backed Securities GNII SF BT8245 C 2050-03-20 5.000000 1197973.00 1315190.66 Agency Mortgage-Backed Securities GNII SF BT8590 C 2050-03-20 4.500000 2233860.00 2418749.89 Agency Mortgage-Backed Securities GNII SF BT9045 C 2050-03-20 4.000000 146003.00 158271.53 Agency Mortgage-Backed Securities GNII SF BT9047 C 2050-03-20 4.000000 1618451.00 1728373.49 Agency Mortgage-Backed Securities GNII SF BU0775 C 2050-03-20 3.500000 1655563.00 1759607.96 Agency Mortgage-Backed Securities GNII SF BU0386 C 2050-03-20 4.500000 249994.00 273782.18 Agency Mortgage-Backed Securities GNII SF BU0766 C 2050-03-20 4.500000 6676348.00 7097585.50 Agency Mortgage-Backed Securities GNII SF BU0743 C 2050-03-20 4.500000 910245.00 999117.68 Agency Mortgage-Backed Securities GNII SF BU0744 C 2050-03-20 4.500000 1940073.00 2124690.35 Agency Mortgage-Backed Securities GNII SF BU0746 C 2050-03-20 4.500000 2670702.00 2891747.99 Agency Mortgage-Backed Securities GNHA RM AG8116 H 2064-04-20 2.266000 431511.00 175274.82 Agency Mortgage-Backed Securities GNHA RM AG8296 H 2065-04-20 2.352000 545000.00 316705.57 Agency Mortgage-Backed Securities GNHA ML AH1050 H 2065-03-20 4.126000 854999.00 565294.17 Agency Mortgage-Backed Securities GNHA ML AK8739 H 2065-01-20 3.950000 13274.00 7769.89 Agency Mortgage-Backed Securities GNHA AL AM7916 H 2068-11-20 4.437000 1493829.00 1555558.33 Agency Mortgage-Backed Securities GNHA AL AM7920 H 2068-09-20 4.490000 144334.00 160164.09 Agency Mortgage-Backed Securities GNHF RF AR3390 H 2065-12-20 4.370000 1257763.00 331662.77 Agency Mortgage-Backed Securities GNHF RF AR7516 H 2066-03-20 4.276000 1000000.00 162288.02 Agency Mortgage-Backed Securities GNHF RF AS6007 H 2066-12-20 4.570000 510000.00 597040.77 Agency Mortgage-Backed Securities GNHF RF AY2304 H 2067-05-20 4.648000 30000.00 32107.90 Agency Mortgage-Backed Securities GNHA RM 892398 H 2060-01-20 2.647000 2600000.00 1246806.22 Agency Mortgage-Backed Securities GNHA RM 891588 H 2058-03-20 2.432000 2801888.00 1085718.49 Agency Mortgage-Backed Securities GNHA RM 891616 H 2058-06-20 2.930000 474000.00 156312.67 Agency Mortgage-Backed Securities GNHF RF 736939 H 2065-05-20 4.332000 5250282.00 525009.13 Agency Mortgage-Backed Securities GNHA ML 893008 H 2060-11-20 3.450000 1225000.00 355613.29 Agency Mortgage-Backed Securities GNHA ML 893017 H 2061-02-20 3.504000 488858.00 201257.68 Agency Mortgage-Backed Securities GNHA RM 894730 H 2062-06-20 2.670000 2000000.00 714649.88 Agency Mortgage-Backed Securities GNHA ML 899794 H 2063-08-20 2.331000 450000.00 372628.42 Agency Collateralized Mortgage Obligation GNII SF 557937 C 2031-06-20 6.100000 1176970.00 94611.59 Agency Mortgage-Backed Securities GNHF PF 784835 H 2069-04-20 4.461000 23076807.00 18875722.11 Agency Mortgage-Backed Securities GNHF RF 756670 H 2061-04-20 4.810000 9536190.00 34132.95 Agency Mortgage-Backed Securities GNII SF 683262 C 2049-10-20 3.500000 9576979.00 9998384.05 Agency Mortgage-Backed Securities 3 1/8 BOND 44 2044-08-15 3.125000 1750400.00 2424980.22 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 605000000.00 605000000.00 0.0042 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.010 549300HN4UKV1E2R3U73 BRW3KM024 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 1.500000 2150700.00 2258435.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 1.625000 94732400.00 99741632.78 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 100000000.00 100000000.00 0.0007 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.010 549300HN4UKV1E2R3U73 BRW3KM057 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-15 2.750000 16737000.00 18360008.23 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 18000000.00 18000000.00 0.0001 N Y Y N TD Securities USA LLC TD Securities USA LLC 0.020 SUVUFHICNZMP2WKHG940 BRW3KM1G2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2049-03-01 4.500000 3163920.00 3025816.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 71723446.00 45777837.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 96426994.00 99521985.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 129682979.00 98874359.91 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 240000000.00 240000000.00 0.0017 N Y Y N BNP Paribas SA BNP Paribas SA 0.020 R0MUWSFPU8MPRO8K5P83 BRW3KM008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_15-23A 2045-04-25 5.253370 100000.00 9145.06 Agency Collateralized Mortgage Obligation FNMA_13-136 2044-01-25 0.000000 104582.00 34760.89 Agency Collateralized Mortgage Obligation GNMA_17-136B 2047-09-20 3.500000 570999.00 19867.26 Agency Collateralized Mortgage Obligation GNMA_12-113 2042-09-20 3.500000 712000.00 40558.91 Agency Collateralized Mortgage Obligation FHLMC_4801D 2048-06-15 3.000000 887999.00 51696.61 Agency Collateralized Mortgage Obligation GNMA_17-11C 2046-12-20 4.000000 1081000.00 21606.57 Agency Collateralized Mortgage Obligation FNMA_18-15 2047-10-25 4.000000 1120000.00 67519.88 Agency Collateralized Mortgage Obligation FHLMC_45-91 2046-04-15 3.500000 1571000.00 84862.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4801 2041-06-15 5.345370 1629760.00 229888.37 Agency Collateralized Mortgage Obligation GNMA_17-125B 2046-04-20 3.500000 1730518.00 26819.12 Agency Collateralized Mortgage Obligation GNMA_18-172 2048-12-20 3.027120 1800400.00 132365.94 Agency Collateralized Mortgage Obligation FHLMC_4636B 2040-05-15 5.500000 1824558.00 189794.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2044-08-20 4.827120 2000000.00 114812.50 Agency Collateralized Mortgage Obligation GNMA_17-56 2047-04-20 5.377120 2076768.00 286214.42 Agency Collateralized Mortgage Obligation FHLMC_4456 2045-03-15 4.000000 2131000.00 54933.37 Agency Collateralized Mortgage Obligation FNMA_15-56F 2045-08-25 6.000000 2191512.00 158052.71 Agency Collateralized Mortgage Obligation GNMA_17-162G 2047-10-20 5.427120 2777580.00 311185.76 Agency Collateralized Mortgage Obligation FNMA_16-40 2036-07-25 3.500000 3104128.00 128463.21 Agency Collateralized Mortgage Obligation GNMA_20-7G 2050-01-20 3.500000 3601000.00 92511.10 Agency Collateralized Mortgage Obligation GNMA_19-96D 2049-08-20 4.000000 4178368.00 509180.99 Agency Collateralized Mortgage Obligation GNMA_13-106F 2043-07-20 5.377120 4296240.00 175626.84 Agency Collateralized Mortgage Obligation GNMA_15-165F 2041-07-16 3.500000 4440000.00 116224.58 Agency Collateralized Mortgage Obligation GNMA_15-1 2045-01-20 4.827120 4826330.00 311773.87 Agency Collateralized Mortgage Obligation GNMA_19-119E 2049-09-20 5.277120 5000880.00 841125.13 Agency Collateralized Mortgage Obligation FNMA_19-45B 2049-08-25 5.123370 5004064.00 1212581.47 Agency Collateralized Mortgage Obligation FNMA_12-90 2042-03-25 4.000000 5108000.00 77442.72 Agency Collateralized Mortgage Obligation GNMA_19-117J 2049-08-20 5.327120 5191832.00 805046.45 Agency Collateralized Mortgage Obligation FHLMC_3122 2036-03-15 5.995370 5600672.00 114303.73 Agency Collateralized Mortgage Obligation FNR_07-80 2037-08-25 5.223370 6170360.00 53541.02 Agency Collateralized Mortgage Obligation GNMA_19-96B 2049-08-20 5.327120 6256362.00 897831.92 Agency Collateralized Mortgage Obligation FHLMC_4849D 2041-10-15 5.845370 6837256.00 703597.83 Agency Collateralized Mortgage Obligation GNMA_16-61 2046-05-20 5.277120 7000000.00 810401.86 Agency Collateralized Mortgage Obligation FNMA_16-95 2033-05-25 5.500000 7124680.00 618927.43 Agency Collateralized Mortgage Obligation GNMA_19-20D 2049-02-20 5.000000 7442160.00 894977.21 Agency Collateralized Mortgage Obligation FHLMC_KVAD 2025-07-25 0.518350 7715408.00 203655.59 Agency Collateralized Mortgage Obligation GNMA_10-125 2040-01-16 5.975370 8304000.00 223910.45 Agency Collateralized Mortgage Obligation GNMA_19-18H 2049-02-20 5.277120 9256672.00 606834.99 Agency Collateralized Mortgage Obligation GNMA_19-159L 2049-12-20 4.000000 11277000.00 1071015.90 Agency Collateralized Mortgage Obligation GNMA_10-90 2040-07-20 5.177120 11665000.00 239775.16 Agency Collateralized Mortgage Obligation GNMA_18-137C 2048-10-20 5.377120 11797680.00 1294196.53 Agency Collateralized Mortgage Obligation GNMA_13-4A 2042-09-20 4.000000 12291664.00 500774.21 Agency Collateralized Mortgage Obligation GNMA_18-66E 2043-10-16 5.345370 12569568.00 2120520.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-66 2043-08-20 5.377120 13917344.00 2081771.77 Agency Collateralized Mortgage Obligation GNMA_15-82 2045-06-20 7.000000 14100000.00 1156714.86 Agency Collateralized Mortgage Obligation FNMA_15-34Y 2045-06-25 5.000000 14319888.00 675652.80 Agency Collateralized Mortgage Obligation GNMA_16-108A 2046-08-20 4.318870 14348928.00 743615.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-162 2047-10-16 5.545370 14453872.00 2201154.48 Agency Collateralized Mortgage Obligation GNMA_19-128G 2049-10-20 3.727120 14603632.00 1462055.00 Agency Collateralized Mortgage Obligation GNMA_17-60C 2038-02-20 5.727120 15255264.00 1396649.79 Agency Collateralized Mortgage Obligation FHLMC_4949F 2050-02-25 4.000000 15261664.00 1781352.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-66 2045-07-16 4.895370 15576272.00 2128369.68 Agency Collateralized Mortgage Obligation FNMA_16-33E 2036-06-25 3.500000 16145888.00 856381.65 Agency Collateralized Mortgage Obligation GNMA_20-1F 2050-01-20 3.727120 17078206.00 1580544.65 Agency Collateralized Mortgage Obligation FHLMC_4930D 2039-11-25 3.500000 17677800.00 1379899.45 Agency Collateralized Mortgage Obligation FHLMC_4442B 2044-01-15 4.000000 20672352.00 468047.32 Agency Collateralized Mortgage Obligation FNMA_17-11F 2047-03-25 4.000000 21210912.00 749102.45 Agency Collateralized Mortgage Obligation GNMA_17-88D 2047-06-20 5.427120 22186048.00 1985243.39 Agency Collateralized Mortgage Obligation FNMA_12-99J 2042-09-25 4.000000 23159200.00 638371.78 Agency Collateralized Mortgage Obligation FNMA_13-35 2033-04-25 3.000000 24015456.00 774124.18 Agency Collateralized Mortgage Obligation GNMA_12-41 2042-03-20 5.827120 24467872.00 2003084.14 Agency Collateralized Mortgage Obligation GNMA_14-69 2044-05-20 5.327120 24910048.00 1209738.17 Agency Collateralized Mortgage Obligation FNMA_20-2D 2050-02-25 3.500000 25533120.00 1496042.98 Agency Collateralized Mortgage Obligation GNMA_10-31 2034-10-20 5.327120 25686520.00 545491.00 Agency Collateralized Mortgage Obligation GNMA_16-75H 2040-09-20 6.000000 25825640.00 1845491.59 Agency Collateralized Mortgage Obligation FNMA_19-49G 2048-11-25 4.000000 26864320.00 1356366.95 Agency Collateralized Mortgage Obligation FNMA_13-6 2033-02-25 3.000000 27672256.00 833779.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSO 2046-01-20 4.877120 28472544.00 1493957.29 Agency Collateralized Mortgage Obligation GNMA_20-5N 2049-04-20 3.500000 31742400.00 750323.81 Agency Collateralized Mortgage Obligation FNMA_13-26 2033-04-25 3.000000 33333312.00 1063742.29 Agency Collateralized Mortgage Obligation FHLMC_3311 2037-05-15 5.705370 37029312.00 720193.23 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-12-16 5.395370 40000000.00 1797505.40 Agency Collateralized Mortgage Obligation FNMA_14-74A 2040-02-25 4.699720 44471232.00 1944592.20 Agency Collateralized Mortgage Obligation GNMA_09-13E 2039-03-16 5.295370 50000000.00 944138.19 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-87 2039-11-25 5.303370 50766000.00 431169.59 Agency Collateralized Mortgage Obligation GNMA_16-75 2043-09-20 3.000000 50867328.00 1007185.50 Agency Collateralized Mortgage Obligation FNMA_10-135 2040-12-25 5.653370 60980416.00 1830320.86 Agency Collateralized Mortgage Obligation FHLMC_4215 2032-07-15 3.000000 62500000.00 1178436.21 Agency Collateralized Mortgage Obligation FHLMC_40-10 2042-01-15 4.500000 64669312.00 1228350.46 Agency Collateralized Mortgage Obligation FNMA_10-136 2038-06-25 5.053370 74633472.00 93961.17 Agency Collateralized Mortgage Obligation FNMA_16-M05B 2026-04-25 0.424000 84159872.00 1592187.34 Agency Collateralized Mortgage Obligation GNMA_13-39 2042-06-20 5.527120 85175040.00 1067595.60 Agency Collateralized Mortgage Obligation FHLMC_3994C 2042-02-15 6.000000 96848640.00 1675195.28 Agency Collateralized Mortgage Obligation GNMA_10-117 2039-10-20 5.227120 99995520.00 573775.89 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 64000000.00 64000000.00 0.0004 N Y Y N BNP Paribas SA BNP Paribas SA 0.010 R0MUWSFPU8MPRO8K5P83 BRW3KM0F5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.750000 8200.00 10538.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.000000 91044.90 90252.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-11-15 2.375000 19977200.00 25399209.33 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 25000000.00 25000000.00 0.0002 N Y Y N Barclays Bank plc Barclays Bank plc 0.010 G5GSEF7VJP5I7OUK5573 BRW3KM016 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 67078000.00 102000082.02 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 100000000.00 100000000.00 0.0007 N Y Y N Barclays Bank plc Barclays Bank plc 0.030 G5GSEF7VJP5I7OUK5573 BRW3KM040 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC_1036 2021-01-15 9.000000 1009.00 147.73 Agency Collateralized Mortgage Obligation FNMA_10-2 2040-02-25 6.500000 1198742.00 318493.37 Agency Collateralized Mortgage Obligation FREMF_K-036 2041-12-25 2.111760 1235000.00 88571.48 Agency Collateralized Mortgage Obligation FNMA_12-149B 2028-01-25 3.000000 1765000.00 24062.93 Agency Collateralized Mortgage Obligation FNMA_17-57A 2057-08-25 5.153370 1860000.00 201029.82 Agency Collateralized Mortgage Obligation FREMF_13-K33 2023-08-25 0.000000 2000000.00 1425754.00 Agency Collateralized Mortgage Obligation FREMF_16-K504 2020-09-25 3.023400 2000000.00 1900778.00 Agency Collateralized Mortgage Obligation GNMA_19-132G 2049-10-20 4.500000 2072355.00 184321.58 Agency Collateralized Mortgage Obligation GNMA_16-17 2046-02-20 5.327120 2398536.00 179867.72 Agency Collateralized Mortgage Obligation GNMA_16-5 2046-01-20 5.377120 2436135.00 263535.42 Agency Collateralized Mortgage Obligation GNMA_16-20 2046-02-20 5.327120 2729567.00 263692.82 Agency Collateralized Mortgage Obligation FHLMC_6 2036-04-15 6.000000 2750000.00 891220.46 Agency Collateralized Mortgage Obligation FREMF_15-K718 2022-02-25 0.000000 3400000.00 2887909.00 Agency Collateralized Mortgage Obligation GNMA_20-7G 2050-01-20 3.500000 3601000.00 92511.10 Agency Collateralized Mortgage Obligation FNMA_12-118G 2042-11-25 3.500000 5000000.00 212361.00 Agency Collateralized Mortgage Obligation FHLMC_4192B 2041-12-15 3.500000 6000000.00 201854.37 Agency Collateralized Mortgage Obligation FNMA_19-64L 2049-11-25 4.000000 6014095.00 551725.40 Agency Collateralized Mortgage Obligation GNMA_16-83F 2046-06-20 3.000000 6272552.00 4265284.05 Agency Collateralized Mortgage Obligation GNMA_18-8A 2048-01-20 4.000000 7000000.00 162051.56 Agency Collateralized Mortgage Obligation FNMA_19-13E 2049-04-25 5.153370 7185386.00 1081895.67 Agency Collateralized Mortgage Obligation GNMA_12-124A 2042-10-20 4.500000 7629756.00 245936.78 Agency Collateralized Mortgage Obligation FHLMC_40-94 2041-08-15 5.995370 7812500.00 476466.89 Agency Collateralized Mortgage Obligation GNMA_19-78A 2049-06-20 5.277120 7922458.00 1297840.76 Agency Collateralized Mortgage Obligation FNMA_18-65C 2048-01-25 4.000000 8000000.00 417349.79 Agency Collateralized Mortgage Obligation FNMA_13-66 2041-11-25 3.000000 8333333.00 129340.54 Agency Collateralized Mortgage Obligation FHLMC_4917D 2049-10-25 5.053370 8333333.00 1343354.03 Agency Collateralized Mortgage Obligation GNMA_09-10 2036-12-16 5.500000 9090909.00 2182.73 Agency Collateralized Mortgage Obligation FNMA_13-131C 2034-01-25 5.103370 9219722.00 618078.39 Agency Collateralized Mortgage Obligation FHLMC_41-2 2042-09-15 5.895370 9500530.00 917445.53 Agency Collateralized Mortgage Obligation FNMA_97-10 2027-03-18 6.600000 10000000.00 272776.29 Agency Collateralized Mortgage Obligation FNMA_15-92 2045-08-25 3.500000 10507321.00 263795.83 Agency Collateralized Mortgage Obligation FHLMC_4021B 2022-01-15 3.000000 10626039.00 10507.88 Agency Collateralized Mortgage Obligation GNMA_18-21E 2048-02-16 5.545370 11000000.00 1673017.77 Agency Collateralized Mortgage Obligation FNMA_13-40 2042-06-25 3.500000 11173000.00 264553.73 Agency Collateralized Mortgage Obligation GNMA_18-139B 2048-10-20 5.377120 11660000.00 1107192.44 Agency Collateralized Mortgage Obligation GNMA_16-63C 2046-05-20 3.000000 12290351.00 4124969.08 Agency Collateralized Mortgage Obligation GNMA_14-90 2039-06-20 4.000000 13120875.00 110375.39 Agency Collateralized Mortgage Obligation GNMA_16-101B 2046-07-20 3.000000 13213724.00 8183306.20 Agency Collateralized Mortgage Obligation GNMA_13-150B 2040-02-20 2.655170 13337556.00 166857.88 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-114 2042-10-25 4.000000 13384919.00 670528.60 Agency Collateralized Mortgage Obligation FHLMC_3368 2037-09-15 5.325370 13400000.00 242696.64 Agency Collateralized Mortgage Obligation FHLMC_4150 2041-07-15 5.495370 13660714.00 610216.41 Agency Collateralized Mortgage Obligation FNMA_06-92 2036-10-25 5.633370 13876000.00 393442.47 Agency Collateralized Mortgage Obligation FHLMC_4193 2043-04-15 4.000000 13878384.00 384627.54 Agency Collateralized Mortgage Obligation FNMA_12-137F 2041-08-25 5.253370 16000000.00 518971.98 Agency Collateralized Mortgage Obligation FREMF_12-K020 2040-05-25 1.871630 16000000.00 626683.12 Agency Collateralized Mortgage Obligation FNMA_15-18 2043-10-25 3.500000 16114000.00 176200.72 Agency Collateralized Mortgage Obligation GNMA_10-154 2040-11-20 5.327120 16666666.00 484777.40 Agency Collateralized Mortgage Obligation FHLMC_4623 2046-10-15 5.345370 16808475.00 2127527.23 Agency Collateralized Mortgage Obligation GNMA_16-20C 2046-02-16 3.500000 17248810.00 6672644.82 Agency Collateralized Mortgage Obligation GNMA_15-96 2040-01-16 4.500000 17477083.00 677435.16 Agency Collateralized Mortgage Obligation FNMA_12-113F 2040-10-25 5.203370 17586555.00 584754.52 Agency Collateralized Mortgage Obligation FNMA_19-68J 2049-11-25 5.053370 18000000.00 2178007.76 Agency Collateralized Mortgage Obligation FHLMC_3507 2032-03-15 7.274400 18000000.00 368449.02 Agency Collateralized Mortgage Obligation GNMA_18-72G 2045-08-20 4.500000 18000000.00 2031640.89 Agency Collateralized Mortgage Obligation GNMA_15-164 2045-11-20 3.500000 18571428.00 310232.48 Agency Collateralized Mortgage Obligation GNMA_12-26 2027-02-20 3.500000 18921428.00 201958.47 Agency Collateralized Mortgage Obligation GNMA_13-H22A 2063-07-20 1.975200 19015723.00 859467.97 Agency Collateralized Mortgage Obligation GNMA_13-H09 2063-04-20 1.873850 20020231.00 871122.06 Agency Collateralized Mortgage Obligation GNMA_13-H17 2063-04-20 2.775860 20131897.00 44934.97 Agency Collateralized Mortgage Obligation FHMS_K031 2041-07-25 1.662980 20500000.00 1011445.74 Agency Collateralized Mortgage Obligation GNMA_16-89E 2046-07-20 3.000000 20533960.00 10282486.15 Agency Collateralized Mortgage Obligation GNMA_12-H26 2062-10-20 1.579640 20786617.00 403477.02 Agency Collateralized Mortgage Obligation FNMA_17-35A 2047-05-25 5.203370 21684486.00 2933601.08 Agency Collateralized Mortgage Obligation GNMA_16-89E 2046-07-20 3.000000 21834835.00 6335713.19 Agency Collateralized Mortgage Obligation FHLMC_4949F 2050-02-25 4.000000 22023375.00 2570584.93 Agency Collateralized Mortgage Obligation FNMA_17-96G 2057-12-25 5.153370 22431264.00 3321182.94 Agency Collateralized Mortgage Obligation GNMA_13-H19 2063-07-20 2.230110 22962974.00 149139.19 Agency Collateralized Mortgage Obligation FNMA_07-32 2037-04-25 5.153370 23155000.00 426875.90 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-36 2046-06-25 5.003370 23923267.00 3171548.86 Agency Collateralized Mortgage Obligation FHMS_K029 2041-05-25 1.592140 24966518.00 1172522.18 Agency Collateralized Mortgage Obligation FHSTR_270B 2042-08-15 5.295370 25000000.00 1943558.84 Agency Collateralized Mortgage Obligation FHLMC_37-61 2040-11-15 4.045370 25000000.00 261430.14 Agency Collateralized Mortgage Obligation GNMA_19-158B 2049-12-20 3.500000 25000000.00 25163852.18 Agency Collateralized Mortgage Obligation FNMA_10-102 2040-09-25 5.643370 25041834.00 428615.97 Agency Collateralized Mortgage Obligation FHMS_K027-X3 2041-01-25 1.705280 25670000.00 941988.07 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_304 2042-12-15 4.000000 25962443.00 1043133.55 Agency Collateralized Mortgage Obligation GNMA_14-69 2044-05-20 5.327120 26000000.00 1262670.88 Agency Collateralized Mortgage Obligation GNMA_13-H18A 2063-08-20 1.902400 26066838.00 1149491.48 Agency Collateralized Mortgage Obligation FNMA_05-69 2035-08-25 5.753370 26404000.00 196856.23 Agency Collateralized Mortgage Obligation GNMA_13-H18F 2063-08-20 1.773220 26444871.00 1071758.05 Agency Collateralized Mortgage Obligation FHLMC_3012 2035-06-15 5.715370 26538458.00 233911.78 Agency Collateralized Mortgage Obligation GNMA_13-H18G 2063-07-20 1.404870 26625157.00 404502.94 Agency Collateralized Mortgage Obligation GNMA_18-137C 2048-10-20 5.377120 27000000.00 2961879.49 Agency Collateralized Mortgage Obligation FHSTR_346B 2045-12-15 5.395370 28000000.00 3461081.11 Agency Collateralized Mortgage Obligation GNMA_12-96H 2042-08-20 5.327120 28500000.00 1867671.87 Agency Collateralized Mortgage Obligation FREMF_K024 2040-11-25 1.654280 28625083.00 1069563.87 Agency Collateralized Mortgage Obligation FHMS_K019 2040-05-25 1.978780 28862527.00 1141050.69 Agency Collateralized Mortgage Obligation FREMF_K-026 2040-12-25 1.798830 29805593.00 1309121.90 Agency Collateralized Mortgage Obligation FNMA_12-110F 2032-10-25 5.753370 30000000.00 1686386.12 Agency Collateralized Mortgage Obligation FNMA_05-52 2035-06-25 6.253370 30116400.00 670172.71 Agency Collateralized Mortgage Obligation GNMA_15-152C 2040-05-20 1.670140 30325747.00 401955.85 Agency Collateralized Mortgage Obligation GNMA_18-32B 2048-02-20 4.927120 31638377.00 5044893.05 Agency Collateralized Mortgage Obligation GNMA_16-44D 2046-02-20 3.500000 32772047.00 755645.97 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 5.203370 32817148.00 3193371.04 Agency Collateralized Mortgage Obligation FNMA_17-56A 2047-07-25 5.203370 33304475.00 5714961.66 Agency Collateralized Mortgage Obligation FNMA_16-49A 2046-08-25 5.003370 33332298.00 4655044.71 Agency Collateralized Mortgage Obligation GNMA_12-140 2042-11-20 2.500000 34032195.00 10945816.39 Agency Collateralized Mortgage Obligation FNMA_13-10 2043-02-25 5.203370 34421052.00 3435700.93 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 4.000000 34585251.00 15365808.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 4.000000 34622000.00 21111954.39 Agency Mortgage-Backed Securities GNMA_13-47 2042-01-20 3.000000 35000000.00 15105178.24 Agency Collateralized Mortgage Obligation GNMA_13-H01 2063-01-20 1.874820 35250518.00 1130956.50 Agency Collateralized Mortgage Obligation GNMA_15-138A 2045-09-20 4.897120 35333333.00 3898758.29 Agency Collateralized Mortgage Obligation GNMA_13-H05 2062-10-20 2.007800 36000000.00 56824.13 Agency Collateralized Mortgage Obligation GNMA_10-58 2040-05-20 0.000000 36000000.00 3465099.68 Agency Collateralized Mortgage Obligation GNMA_17-91A 2038-11-20 1.500680 36294701.00 834108.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-03-01 3.500000 36681000.00 39442003.32 Agency Mortgage-Backed Securities FREMF_K047 2043-06-25 1.494480 37008595.00 2441175.87 Agency Collateralized Mortgage Obligation GNMA_15-95 2045-07-20 3.500000 37142857.00 799713.76 Agency Collateralized Mortgage Obligation FHLMC_3702 2032-10-15 5.345370 37165902.00 420291.28 Agency Collateralized Mortgage Obligation FNMA_17-66G 2057-09-25 5.153370 37188724.00 3865849.74 Agency Collateralized Mortgage Obligation FHLMC_4074 2042-07-15 5.915370 37430744.00 2325012.65 Agency Collateralized Mortgage Obligation GNMA_19-42E 2049-04-20 5.327120 37820831.00 4846970.86 Agency Collateralized Mortgage Obligation GNMA_15-162A 2045-11-20 5.427120 37871344.00 4310580.74 Agency Collateralized Mortgage Obligation FNMA_13-26 2038-04-25 3.000000 38402143.00 199402.70 Agency Collateralized Mortgage Obligation FHLMC_4076 2042-07-15 5.995370 38592250.00 2254692.42 Agency Collateralized Mortgage Obligation FREMF_15-K45 2048-04-27 0.000000 38740514.00 27846371.54 Agency Collateralized Mortgage Obligation GNMA_11-135 2041-10-16 5.395370 38948969.00 2506339.96 Agency Collateralized Mortgage Obligation GNMA_12-H26 2062-11-20 1.832730 39413271.00 1102832.62 Agency Collateralized Mortgage Obligation FNMA_18-72 2058-10-25 5.203370 39781022.00 5506106.65 Agency Collateralized Mortgage Obligation GNMA_11-H02 2060-12-20 1.231080 39862222.00 1043704.35 Agency Collateralized Mortgage Obligation FNMA_13-101 2043-10-25 4.953370 40000000.00 3866567.23 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 40000000.00 40744377.82 Agency Mortgage-Backed Securities GNMA_14-92 2054-05-16 0.680990 40000000.00 577893.75 Agency Collateralized Mortgage Obligation FNMA_17-70B 2057-09-25 2.183750 40191510.00 989200.49 Agency Collateralized Mortgage Obligation FHLMC_4016 2041-07-15 5.795370 40419858.00 908972.23 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.500000 40460117.00 36609135.16 Agency Mortgage-Backed Securities GNMA_16-170A 2046-09-20 3.000000 41489570.00 492405.49 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-03-01 3.500000 41830842.00 38950672.27 Agency Mortgage-Backed Securities GNMA_17-H18D 2063-06-20 2.326550 41924033.00 28440.56 Agency Collateralized Mortgage Obligation GNMA_11-26 2041-02-16 5.295370 42000000.00 2281214.76 Agency Collateralized Mortgage Obligation FNMA_14-46 2043-05-25 3.000000 42062093.00 647244.22 Agency Collateralized Mortgage Obligation FHLMC_41-13 2042-09-15 5.295370 42654372.00 3434193.63 Agency Collateralized Mortgage Obligation FHLMC_12-262 2042-07-15 5.795370 42705734.00 4173662.60 Agency Collateralized Mortgage Obligation FHSTR_311 2043-08-15 3.500000 42857142.00 1851578.01 Agency Collateralized Mortgage Obligation FNSTR_420 2044-11-25 3.500000 43206209.00 1893980.84 Agency Collateralized Mortgage Obligation GNMA_14-8B 2044-01-20 4.777120 43500000.00 2913721.69 Agency Collateralized Mortgage Obligation FHLMC_3946C 2041-04-15 5.945370 43627875.00 1749230.43 Agency Collateralized Mortgage Obligation FHLMC_42-17 2043-06-15 5.445370 44429230.00 4184462.97 Agency Collateralized Mortgage Obligation FHLMC_4596F 2041-11-15 2.232750 45287202.00 990426.97 Agency Collateralized Mortgage Obligation FNMA_14-70 2044-11-25 5.703370 45888103.00 2775333.35 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 5.653370 46117723.00 194716.32 Agency Collateralized Mortgage Obligation FNMA_12-38 2042-04-25 5.503370 46241000.00 3940783.35 Agency Collateralized Mortgage Obligation GNMA_10-H17D 2060-03-20 2.533150 46313230.00 1613289.06 Agency Collateralized Mortgage Obligation FHLMC_4060 2022-06-15 2.500000 46654464.00 68801.89 Agency Collateralized Mortgage Obligation FHLS_345 2045-08-15 4.000000 47666227.00 2704698.32 Agency Collateralized Mortgage Obligation FREMF_K023 2040-10-25 1.687350 47920750.00 1818071.32 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2046-09-01 3.000000 47932016.00 36156685.38 Agency Mortgage-Backed Securities GNMA_10-152 2040-11-16 4.000000 47999618.00 56421458.17 Agency Collateralized Mortgage Obligation FHLMC_4722A 2038-05-15 2.363080 48381578.00 1735060.02 Agency Collateralized Mortgage Obligation FHLMC_265 2042-06-15 5.245370 48620912.00 2748425.30 Agency Collateralized Mortgage Obligation GNMA_04-76 2034-09-20 5.827120 49000000.00 313009.00 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 5.603370 50000000.00 3757803.90 Agency Collateralized Mortgage Obligation FHLMC_4589 2046-06-15 5.245370 50000000.00 6679407.60 Agency Collateralized Mortgage Obligation FHLMC_4614 2046-09-15 5.295370 50000000.00 7369029.96 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 50000000.00 40256382.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 4.500000 50000000.00 37865210.29 Agency Mortgage-Backed Securities FHLMC_2992 2035-06-15 5.995370 50000000.00 412181.70 Agency Collateralized Mortgage Obligation GNMA_10-149 2040-11-16 4.500000 50000000.00 42432182.45 Agency Collateralized Mortgage Obligation GNMA_11-72 2041-05-20 4.607120 50000000.00 1007707.78 Agency Collateralized Mortgage Obligation OVERNMENT NATIONAL MORTGAGE ASSO 2042-09-20 4.027120 50000000.00 1017131.06 Agency Collateralized Mortgage Obligation GNMA_18-148A 2048-10-20 3.067120 50000000.00 2812623.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-129 2040-10-20 4.597120 50500000.00 1195524.47 Agency Collateralized Mortgage Obligation FHSTR_279 2042-09-15 5.345370 50539734.00 2977713.97 Agency Collateralized Mortgage Obligation FHLMC_4583E 2043-03-15 2.125150 50617647.00 880559.81 Agency Collateralized Mortgage Obligation GNMA_17-141 2046-03-20 3.000000 51484818.00 1066384.14 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 3.500000 51540000.00 36906157.66 Agency Mortgage-Backed Securities FNSTR_421 2045-05-25 3.500000 51624557.00 2057100.78 Agency Collateralized Mortgage Obligation FHLMC_40-12 2038-12-15 5.345370 51776666.00 324464.16 Agency Collateralized Mortgage Obligation FHLS_28-1 2042-10-15 5.295370 51800000.00 3334836.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-115 2040-09-20 5.277120 52000000.00 1361504.09 Agency Collateralized Mortgage Obligation FHSTR_31-5 2043-09-15 5.215370 52540047.00 6830551.72 Agency Collateralized Mortgage Obligation FHLMC_4347B 2044-06-15 5.495370 52941301.00 4082910.88 Agency Collateralized Mortgage Obligation FREMF_K-016 2041-11-25 2.582670 53000000.00 2116301.97 Agency Collateralized Mortgage Obligation FHLMC_4150D 2033-01-15 3.000000 53115734.00 1503465.70 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_409 2032-03-25 3.500000 53755662.00 1042532.02 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_329 2043-06-15 3.000000 54252950.00 1798716.65 Agency Collateralized Mortgage Obligation GNMA_07-9 2037-03-16 5.795370 55127000.00 661546.15 Agency Collateralized Mortgage Obligation FNSTR_418 2043-10-25 3.500000 55154544.00 2044925.01 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-3 2034-04-25 1.667250 55295611.00 344267.25 Agency Collateralized Mortgage Obligation GNMA_13-75 2041-06-20 3.977120 55710285.00 1294634.01 Agency Collateralized Mortgage Obligation GNMA_14-174 2044-11-16 4.000000 57312034.00 4137003.92 Agency Collateralized Mortgage Obligation FHLMC_4491D 2039-08-15 2.386880 58824030.00 966258.68 Agency Collateralized Mortgage Obligation FREMF_14-K715 2046-02-25 0.000000 59470000.00 48130914.57 Agency Collateralized Mortgage Obligation GNMA_16-49 2046-04-20 5.277120 60000000.00 6298404.00 Agency Collateralized Mortgage Obligation FHLMC_4120J 2032-10-15 3.000000 60511093.00 1645815.99 Agency Collateralized Mortgage Obligation FNMA_08-21 2038-04-25 5.553370 60532151.00 268882.88 Agency Collateralized Mortgage Obligation FHLMC_4779B 2044-07-15 2.188390 60881642.00 1758754.03 Agency Collateralized Mortgage Obligation GNMA_14-90M 2038-10-20 1.678080 61239231.00 829462.77 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2047-04-01 4.000000 61493868.00 39733059.33 Agency Mortgage-Backed Securities FNMA_12-47 2042-05-25 5.553370 61712836.00 4611392.68 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_18-K730 2050-02-25 0.000000 61797000.00 42036482.30 Agency Collateralized Mortgage Obligation FNMA_18-15N 2048-03-25 2.138580 63345695.00 1708816.85 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 3.000000 63437254.00 36317080.93 Agency Mortgage-Backed Securities FNMA_12-89C 2042-08-25 3.500000 65268540.00 2055958.63 Agency Collateralized Mortgage Obligation GNMA_19-57H 2049-05-20 5.277120 67533929.00 9007803.17 Agency Collateralized Mortgage Obligation GNMA_05-3A 2035-01-16 6.045370 69630125.00 646521.93 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-60 2035-04-25 6.123370 70000000.00 4477.92 Agency Collateralized Mortgage Obligation GNMA_18-155C 2048-11-20 5.377120 70000000.00 8779231.21 Agency Collateralized Mortgage Obligation FNMS_04-11 2042-08-25 5.003370 71301557.00 4093546.08 Agency Collateralized Mortgage Obligation FHLMC_3331 2037-06-15 5.645370 72620000.00 659272.03 Agency Collateralized Mortgage Obligation GNMA_14-H15 2064-07-20 1.755330 72744349.00 3705263.64 Agency Collateralized Mortgage Obligation GNMA_13-H17 2063-07-20 1.763310 73907696.00 1941296.53 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-78 2039-10-25 5.793370 75553825.00 587682.63 Agency Collateralized Mortgage Obligation FHSTR_304 2027-12-15 3.000000 75640114.00 1031331.04 Agency Collateralized Mortgage Obligation GNMA_13-H19A 2063-08-20 1.846640 76308109.00 3233613.16 Agency Collateralized Mortgage Obligation GNMA_18-38E 2043-10-20 1.591710 77175637.00 2179665.62 Agency Collateralized Mortgage Obligation FNMA_16-45C 2046-07-25 2.059800 77941471.00 1572097.22 Agency Collateralized Mortgage Obligation FHS_280 2042-09-15 5.295370 79250000.00 6265029.16 Agency Collateralized Mortgage Obligation FREMF_16-K52 2026-01-25 0.000000 81186889.00 53756031.25 Agency Collateralized Mortgage Obligation FREMF_17-K728 2024-11-25 0.100000 81681151.00 53699965.83 Agency Collateralized Mortgage Obligation FREMF_K-S06 2026-08-25 1.069930 82536449.00 3984930.32 Agency Collateralized Mortgage Obligation FREMF_17-K61 2026-12-25 0.000000 82746402.00 59568059.10 Agency Collateralized Mortgage Obligation FHLMC_39-50 2040-08-15 5.295370 82831666.00 2307463.30 Agency Collateralized Mortgage Obligation FNMA_11-4 2041-02-25 5.503370 83181055.00 2382962.99 Agency Collateralized Mortgage Obligation FHLMC_4138 2027-12-15 3.500000 83744460.00 1474785.82 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_324 2043-12-15 3.500000 84549112.00 4219750.40 Agency Collateralized Mortgage Obligation GNMA_14-H11 2064-06-20 1.709820 85546863.00 4204328.08 Agency Collateralized Mortgage Obligation GNMA_10-H17D 2060-04-20 2.180830 90682680.00 2355989.17 Agency Collateralized Mortgage Obligation FNMA_12-47 2042-05-25 5.553370 92142857.00 3562375.37 Agency Collateralized Mortgage Obligation FNMA_12-127 2027-11-25 3.500000 92408253.00 1461263.49 Agency Collateralized Mortgage Obligation GNMA_19-28A 2061-05-16 0.843080 95000000.00 8481348.21 Agency Collateralized Mortgage Obligation FHLMC_4832A 2038-06-15 2.492000 97080916.00 4345010.29 Agency Collateralized Mortgage Obligation FNMA_14-14 2038-12-25 2.152120 98561699.00 818434.17 Agency Collateralized Mortgage Obligation FREMF_18-K72 2027-12-25 0.000000 99523031.00 75576097.85 Agency Collateralized Mortgage Obligation GNMA_07-20 2037-04-20 5.427120 100000000.00 408336.58 Agency Collateralized Mortgage Obligation GNMA_13-H23 2063-09-20 0.991330 100063974.00 1590019.96 Agency Collateralized Mortgage Obligation GNMA_16-135G 2041-08-20 1.484850 101868319.00 1741646.59 Agency Collateralized Mortgage Obligation FHLMC_4498C 2038-08-15 2.239210 102595719.00 1891091.25 Agency Collateralized Mortgage Obligation FHLMC_4707C 2047-08-15 2.750000 103816692.00 5463476.98 Agency Collateralized Mortgage Obligation GNMA_13-H23B 2063-09-20 1.616240 104376410.00 3865071.22 Agency Collateralized Mortgage Obligation FREMF_19-K98 2052-10-25 0.000000 107648517.00 79782837.19 Agency Collateralized Mortgage Obligation FREMF_17-K62 2027-01-25 0.000000 108305106.00 70296187.19 Agency Collateralized Mortgage Obligation GNMA_11-H21 2061-10-20 1.368310 109700028.00 1555643.18 Agency Collateralized Mortgage Obligation FNMA_10-110 2025-10-25 5.000000 114000000.00 7229.60 Agency Collateralized Mortgage Obligation FNMA_15-51A 2045-07-25 4.653370 115287659.00 6004441.38 Agency Collateralized Mortgage Obligation FHLMC_4832C 2038-04-15 2.479540 115533088.00 4872979.00 Agency Collateralized Mortgage Obligation GNMA_09-121 2039-12-16 4.500000 120000000.00 1530342.67 Agency Collateralized Mortgage Obligation GNMA_14-H17A 2064-08-20 1.739330 120096553.00 5252015.04 Agency Collateralized Mortgage Obligation FHSTR_329 2043-06-15 3.000000 123525607.00 5185660.85 Agency Collateralized Mortgage Obligation FHLMC_4794B 2043-03-15 2.213060 129886588.00 3801031.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-47 2040-04-20 4.887120 130000000.00 2399111.17 Agency Collateralized Mortgage Obligation FNMA_04-53 2034-07-25 5.453370 143600000.00 634201.87 Agency Collateralized Mortgage Obligation GNMA_09-106 2036-04-20 5.327120 161210059.00 2300483.17 Agency Collateralized Mortgage Obligation FHLMC_4601A 2045-09-15 3.500000 163285714.00 7459541.03 Agency Collateralized Mortgage Obligation FHLMC_4730 2038-08-15 2.427450 174767323.00 5886962.51 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_413 2042-07-25 4.000000 190554134.00 7084695.33 Agency Collateralized Mortgage Obligation GNMA_15-153 2045-10-20 3.500000 200857142.00 4503226.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2036-08-16 6.095370 207160131.00 3081049.75 Agency Collateralized Mortgage Obligation GNMA_15-93B 2055-08-16 0.743270 225179448.00 2998213.94 Agency Mortgage-Backed Securities GNMA_03-69 2033-08-16 5.895370 260000000.00 407911.45 Agency Collateralized Mortgage Obligation FREMF_17-K728 2024-08-25 0.100000 535206000.00 1731001.11 Agency Collateralized Mortgage Obligation FREMF_17-K61 2026-11-25 0.100000 633489800.00 3304542.76 Agency Collateralized Mortgage Obligation FHSTR_33 2037-10-15 2.451000 695679122.00 9804370.65 Agency Collateralized Mortgage Obligation FREMF_15-K45 2048-04-27 0.100000 780061000.00 2829902.44 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 1500000000.00 1500000000.00 0.0104 N Y Y N TD Securities USA LLC TD Securities USA LLC 0.010 SUVUFHICNZMP2WKHG940 BRW3KM099 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-15 2.000000 18800.00 19166.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 2.625000 475800.00 481889.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 500100.00 519020.19 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0000 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 0.020 OXTKY6Q8X53C9ILVV871 BRW3KM0V0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 0.000000 0.98 0.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.000000 3.36 2.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.000000 100.00 70.08 U.S. Treasuries (including strips) GINNIE MAE II 2026-05-20 7.500000 387.00 1.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-01-01 3.885000 1000.00 2.92 Agency Mortgage-Backed Securities GINNIE MAE II 2070-03-01 2.644000 1000.00 1050.49 Agency Mortgage-Backed Securities GINNIE MAE II 2025-11-20 4.000000 1000.00 78.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-01-01 2.410000 1003.00 1067.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-05-01 4.737000 1007.00 7.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-02-01 6.000000 1012.00 17.96 Agency Mortgage-Backed Securities GINNIE MAE II 2069-01-20 4.363000 1016.00 1112.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-02-01 5.500000 1058.00 21.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2023-01-01 7.500000 1071.00 0.89 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2023-03-01 8.000000 1098.00 0.57 Agency Mortgage-Backed Securities GINNIE MAE II 2061-04-20 4.720000 1100.00 9.94 Agency Mortgage-Backed Securities GINNIE MAE II 2061-01-20 4.864000 1162.00 24.05 Agency Mortgage-Backed Securities GINNIE MAE II 2062-04-20 4.636000 1165.00 10.15 Agency Mortgage-Backed Securities GINNIE MAE II 2062-03-20 4.643000 1174.00 4.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-08-01 5.000000 1261.00 82.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-10-01 6.000000 1270.00 70.90 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-08-01 7.500000 1375.00 2.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-08-01 7.000000 1384.00 15.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-06-01 4.000000 1425.00 26.15 Agency Mortgage-Backed Securities GINNIE MAE II 2061-02-20 4.750000 1506.00 5.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 4.500000 1608.00 98.46 Agency Mortgage-Backed Securities GINNIE MAE II 2062-05-20 4.950000 1782.00 43.48 Agency Mortgage-Backed Securities GINNIE MAE II 2068-10-20 4.150000 2000.00 2247.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 2032.00 43.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-12-01 7.500000 2120.00 1.07 Agency Mortgage-Backed Securities GINNIE MAE II 2061-06-20 4.610000 2120.00 38.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-01-01 5.500000 2332.00 22.44 Agency Mortgage-Backed Securities GINNIE MAE II 2061-01-20 4.650000 3207.00 78.43 Agency Mortgage-Backed Securities GINNIE MAE II 2061-05-20 4.700000 3333.00 41.70 Agency Mortgage-Backed Securities GINNIE MAE I 2060-06-15 3.970000 4001.00 4484.55 Agency Mortgage-Backed Securities GINNIE MAE II 2023-11-20 4.500000 5080.00 141.92 Agency Mortgage-Backed Securities GINNIE MAE II 2061-11-20 3.803000 5850.00 68.81 Agency Mortgage-Backed Securities GINNIE MAE II 2060-04-20 5.150000 6009.00 44.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2024-08-01 4.241000 6248.00 4.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2035-03-01 4.029000 7720.00 204.82 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-10-01 5.000000 8016.00 120.64 Agency Mortgage-Backed Securities GINNIE MAE II 2062-02-20 4.662000 8302.00 110.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-05-01 4.375000 11650.00 17.33 Agency Mortgage-Backed Securities GINNIE MAE II 2060-05-20 5.390000 13584.00 163.87 Agency Mortgage-Backed Securities GINNIE MAE II 2061-07-20 4.325000 16462.00 2.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-12-01 5.000000 35000.00 6573.48 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-10-01 4.000000 35990.00 11485.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2023-08-01 7.500000 58639.00 49.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-04-01 4.500000 63027.00 18720.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-02-01 7.500000 66946.00 63.66 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-07-01 5.000000 74153.00 25795.08 Agency Mortgage-Backed Securities GINNIE MAE II 2069-11-20 3.836000 112022.00 98214.69 Agency Mortgage-Backed Securities GINNIE MAE I 2060-05-15 3.500000 113054.00 122622.74 Agency Mortgage-Backed Securities GINNIE MAE I 2035-07-15 7.000000 146610.00 90486.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-01-01 7.500000 147920.00 5725.72 Agency Mortgage-Backed Securities GINNIE MAE I 2046-08-15 3.000000 163917.00 141470.99 Agency Mortgage-Backed Securities GINNIE MAE I 2060-04-15 3.590000 182278.00 198393.87 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 4.000000 183410.00 184333.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-08-01 6.000000 187898.00 6693.62 Agency Mortgage-Backed Securities GINNIE MAE II 2038-10-20 7.000000 207349.00 199465.48 Agency Mortgage-Backed Securities GINNIE MAE II 2068-12-20 4.559000 224939.00 267929.19 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-05-01 4.500000 278000.00 14602.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 293056.00 307030.37 Agency Mortgage-Backed Securities GINNIE MAE I 2059-02-15 3.880000 295655.00 329963.12 Agency Mortgage-Backed Securities GINNIE MAE II 2046-02-20 3.000000 309636.00 180213.61 Agency Mortgage-Backed Securities GINNIE MAE I 2047-10-15 3.500000 347762.00 280046.14 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2035-12-04 3.250000 348000.00 433455.75 Agency Debentures and Agency Strips GINNIE MAE II 2043-04-20 3.000000 350000.00 137808.09 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-11-01 3.000000 357238.00 285847.83 Agency Mortgage-Backed Securities GINNIE MAE I 2047-11-15 4.000000 358424.00 295700.68 Agency Mortgage-Backed Securities GINNIE MAE I 2047-12-15 3.500000 369480.00 297618.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-12-01 5.000000 381972.00 20194.78 Agency Mortgage-Backed Securities GINNIE MAE I 2054-12-15 2.840000 420656.00 438277.84 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-06-01 4.500000 450000.00 39201.60 Agency Mortgage-Backed Securities GINNIE MAE II 2039-02-20 5.500000 497544.00 22794.54 Agency Mortgage-Backed Securities GINNIE MAE I 2040-12-15 4.000000 515728.00 137409.95 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 4.500000 568920.00 600753.96 Agency Mortgage-Backed Securities GINNIE MAE I 2061-02-15 4.460000 653150.00 742572.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-11-01 2.893000 676663.00 452752.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-05-01 6.000000 677324.00 61897.43 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2032-06-01 3.060000 682000.00 816381.28 Agency Debentures and Agency Strips FREDDIE MAC GOLD 2022-03-01 5.500000 701357.00 29180.13 Agency Mortgage-Backed Securities GINNIE MAE I 2041-08-15 4.000000 706640.00 638519.11 Agency Mortgage-Backed Securities GINNIE MAE II 2068-01-20 3.674000 777358.00 837741.71 Agency Mortgage-Backed Securities GINNIE MAE I 2058-09-15 3.350000 799796.00 869827.68 Agency Mortgage-Backed Securities GINNIE MAE I 2033-03-15 4.750000 822923.00 211182.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-01-01 5.000000 850000.00 46270.07 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 4.500000 856614.00 917729.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-02-01 6.000000 867834.00 35846.86 Agency Mortgage-Backed Securities GINNIE MAE I 2040-05-15 5.000000 900000.00 166361.95 Agency Mortgage-Backed Securities GINNIE MAE I 2048-03-15 5.000000 901963.00 409372.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2035-07-01 5.000000 905000.00 44167.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2022-12-01 5.000000 974137.00 5481.83 Agency Mortgage-Backed Securities GINNIE MAE I 2026-11-15 3.500000 1000000.00 159085.09 Agency Mortgage-Backed Securities GINNIE MAE I 2022-07-15 9.000000 1000000.00 8173.50 Agency Mortgage-Backed Securities GINNIE MAE II 2069-11-20 4.746000 1010535.00 1084642.38 Agency Mortgage-Backed Securities GINNIE MAE I 2024-09-15 6.375000 1026146.00 144076.25 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 4.500000 1032754.00 1093992.26 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 4.500000 1037235.00 1133713.31 Agency Mortgage-Backed Securities GINNIE MAE II 2068-07-20 3.764000 1063514.00 1210956.76 Agency Mortgage-Backed Securities GINNIE MAE II 2070-03-01 4.460000 1068692.00 1248647.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-03-01 4.000000 1069121.00 15391.70 Agency Mortgage-Backed Securities GINNIE MAE I 2055-02-15 3.000000 1077860.00 1137322.90 Agency Mortgage-Backed Securities GINNIE MAE II 2049-04-20 5.000000 1078339.00 1140703.45 Agency Mortgage-Backed Securities GINNIE MAE II 2068-10-20 3.772000 1086139.00 1159623.21 Agency Mortgage-Backed Securities GINNIE MAE II 2068-01-20 3.922000 1098818.00 945242.89 Agency Mortgage-Backed Securities HMBJ_71-55 2068-11-20 2.404000 1114695.00 940394.30 Agency Collateralized Mortgage Obligation GINNIE MAE II 2068-07-20 3.921000 1130510.00 1080642.33 Agency Mortgage-Backed Securities GINNIE MAE II 2069-05-20 4.254000 1137801.00 1143287.04 Agency Mortgage-Backed Securities GINNIE MAE I 2055-03-15 3.140000 1141314.00 1245853.42 Agency Mortgage-Backed Securities GINNIE MAE II 2068-11-20 3.593000 1149873.00 1272981.07 Agency Mortgage-Backed Securities GINNIE MAE II 2070-03-01 4.568000 1160945.00 1314708.29 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 5.500000 1166730.00 1282722.85 Agency Mortgage-Backed Securities GINNIE MAE I 2039-11-15 5.000000 1169644.00 210095.00 Agency Mortgage-Backed Securities GINNIE MAE II 2069-08-20 4.288000 1180869.00 1237218.18 Agency Mortgage-Backed Securities GINNIE MAE II 2039-03-20 5.500000 1182305.00 87539.07 Agency Mortgage-Backed Securities GINNIE MAE I 2030-10-15 6.500000 1183482.00 164697.51 Agency Mortgage-Backed Securities GINNIE MAE I 2040-11-15 4.490000 1187605.00 173176.91 Agency Mortgage-Backed Securities GINNIE MAE I 2061-03-15 3.460000 1189714.00 1238975.69 Agency Mortgage-Backed Securities GINNIE MAE I 2046-07-15 4.500000 1248247.00 482619.62 Agency Mortgage-Backed Securities GINNIE MAE I 2040-06-15 5.000000 1256377.00 350236.51 Agency Mortgage-Backed Securities GINNIE MAE I 2033-02-15 5.050000 1258613.00 300055.03 Agency Mortgage-Backed Securities GINNIE MAE I 2040-04-15 5.000000 1259850.00 420691.68 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 5.500000 1272245.00 1408090.65 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2049-04-01 5.500000 1330477.00 1277483.34 Agency Mortgage-Backed Securities GINNIE MAE I 2028-03-15 7.500000 1348267.00 5810.51 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-09-01 3.000000 1350000.00 324179.89 Agency Mortgage-Backed Securities GINNIE MAE I 2024-10-15 6.375000 1356058.00 134789.70 Agency Mortgage-Backed Securities GINNIE MAE II 2063-03-20 4.460000 1371191.00 465630.72 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 5.000000 1406071.00 1495251.80 Agency Mortgage-Backed Securities GINNIE MAE I 2061-11-15 3.370000 1409547.00 1461399.07 Agency Mortgage-Backed Securities GINNIE MAE I 2022-12-15 8.500000 1434369.00 6391.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-12-01 7.500000 1453227.00 5070.26 Agency Mortgage-Backed Securities GINNIE MAE I 2022-12-15 9.000000 1478983.00 5895.39 Agency Mortgage-Backed Securities GINNIE MAE I 2024-06-15 5.000000 1500000.00 89122.03 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 1500114.00 1599916.59 Agency Mortgage-Backed Securities GINNIE MAE II 2068-08-20 3.444000 1508174.00 1670892.02 Agency Mortgage-Backed Securities GINNIE MAE I 2040-10-15 4.490000 1550423.00 377023.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-03-01 7.500000 1619778.00 17496.40 Agency Mortgage-Backed Securities GINNIE MAE I 2024-07-15 3.500000 1650226.00 221773.92 Agency Mortgage-Backed Securities GINNIE MAE I 2055-01-15 3.070000 1659610.00 1758792.72 Agency Mortgage-Backed Securities GINNIE MAE I 2033-09-15 4.750000 1677592.00 217380.50 Agency Mortgage-Backed Securities GINNIE MAE II 2047-12-20 3.500000 1681675.00 1246973.51 Agency Mortgage-Backed Securities GINNIE MAE II 2049-04-20 5.000000 1684317.00 1832016.39 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 5.000000 1747718.00 1914211.97 Agency Mortgage-Backed Securities GINNIE MAE I 2023-06-15 7.500000 1769688.00 6228.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2034-04-01 5.000000 1784649.00 93833.17 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 4.500000 1822460.00 1948625.75 Agency Mortgage-Backed Securities GINNIE MAE I 2023-06-15 7.500000 1827419.00 5918.35 Agency Mortgage-Backed Securities GINNIE MAE II 2069-10-01 3.882000 1834244.00 1882987.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-01-01 5.000000 1859338.00 1983751.12 Agency Mortgage-Backed Securities GINNIE MAE II 2069-06-20 4.152000 1875546.00 2154475.46 Agency Mortgage-Backed Securities GINNIE MAE II 2061-11-20 2.363000 1954781.00 929943.44 Agency Mortgage-Backed Securities GINNIE MAE I 2022-05-15 9.500000 1964042.00 7924.02 Agency Mortgage-Backed Securities GINNIE MAE I 2024-11-15 4.000000 2000000.00 228718.34 Agency Mortgage-Backed Securities GINNIE MAE I 2024-12-15 4.500000 2000000.00 263356.76 Agency Mortgage-Backed Securities GINNIE MAE I 2025-05-15 4.000000 2004000.00 200767.31 Agency Mortgage-Backed Securities GINNIE MAE II 2042-12-20 3.125000 2088892.00 230087.66 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 2166000.00 2283443.79 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-01-01 4.000000 2190784.00 2397544.87 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.125000 2239600.00 2282846.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.000000 2258132.04 2254248.05 U.S. Treasuries (including strips) GINNIE MAE I 2026-03-15 4.000000 2300300.00 216335.92 Agency Mortgage-Backed Securities GINNIE MAE I 2022-04-15 7.500000 2300744.00 5062.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-11-01 7.000000 2451330.00 24927.05 Agency Mortgage-Backed Securities GINNIE MAE II 2042-07-20 3.000000 2465000.00 870621.64 Agency Mortgage-Backed Securities GINNIE MAE I 2027-06-15 7.000000 2505488.00 55748.80 Agency Mortgage-Backed Securities GINNIE MAE I 2027-04-15 7.000000 2506967.00 56985.53 Agency Mortgage-Backed Securities GINNIE MAE I 2027-03-15 7.500000 2508948.00 57735.22 Agency Mortgage-Backed Securities GINNIE MAE II 2048-05-20 3.500000 2528833.00 2628225.45 Agency Mortgage-Backed Securities GINNIE MAE II 2033-12-20 3.125000 2606344.00 72730.47 Agency Mortgage-Backed Securities GINNIE MAE I 2060-02-15 3.150000 2675000.00 2921397.88 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 2762193.00 3017906.03 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-08-01 7.500000 2818843.00 18193.29 Agency Mortgage-Backed Securities GINNIE MAE I 2024-07-15 6.375000 2838459.00 182713.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2023-08-25 1.700000 2900000.00 2906333.60 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.000000 2919900.00 2304031.77 U.S. Treasuries (including strips) GINNIE MAE I 2055-01-15 3.030000 3155940.00 3333916.07 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-05-01 7.500000 3158543.00 12780.08 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 3.000000 3212153.00 3402861.60 Agency Mortgage-Backed Securities GINNIE MAE I 2060-07-15 4.320000 3228309.00 3625468.48 Agency Mortgage-Backed Securities GINNIE MAE I 2024-12-15 4.000000 3255000.00 304823.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-10-01 7.500000 3354561.00 19067.56 Agency Mortgage-Backed Securities GINNIE MAE II 2049-04-20 4.500000 3383845.00 3597574.87 Agency Mortgage-Backed Securities GINNIE MAE I 2034-06-15 5.000000 3400000.00 238093.58 Agency Mortgage-Backed Securities GINNIE MAE I 2040-09-15 5.000000 3400000.00 488018.62 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-11-01 7.500000 3404083.00 16949.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-10-01 7.500000 3435165.00 17582.60 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2022-09-01 6.000000 3629262.00 43737.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2033-10-01 7.000000 3797369.00 96554.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 3880480.46 3274333.89 U.S. Treasuries (including strips) GINNIE MAE I 2024-08-15 4.000000 4000000.00 209517.78 Agency Mortgage-Backed Securities GINNIE MAE I 2032-06-15 5.490000 4140510.00 166468.67 Agency Mortgage-Backed Securities GINNIE MAE I 2055-02-15 2.900000 4220000.00 4424850.16 Agency Mortgage-Backed Securities GINNIE MAE II 2034-07-20 5.500000 4300000.00 202303.10 Agency Mortgage-Backed Securities GINNIE MAE I 2025-09-15 4.000000 4500000.00 419331.58 Agency Mortgage-Backed Securities GINNIE MAE I 2024-10-15 5.000000 4520970.00 258602.59 Agency Mortgage-Backed Securities GINNIE MAE I 2033-04-15 5.500000 4551733.00 614341.27 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-05-01 7.500000 4732490.00 15193.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2022-09-01 5.000000 5137290.00 40802.71 Agency Mortgage-Backed Securities GINNIE MAE I 2053-08-15 3.100000 5204929.00 5424984.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-11-01 7.500000 5380573.00 55640.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 4.000000 5490124.00 6012032.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 1.000000 5600000.00 7412774.42 U.S. Treasuries (including strips) GINNIE MAE II 2049-05-20 4.500000 5763292.00 4505089.63 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 5850000.00 6370185.74 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 4.500000 5882691.00 6515123.21 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.750000 6047000.00 6688873.72 U.S. Treasuries (including strips) FREDDIE MAC GOLD 2022-11-01 5.500000 6100483.00 58132.49 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 6107835.00 6697367.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 4.500000 6162750.00 6482119.13 Agency Mortgage-Backed Securities GINNIE MAE I 2054-11-15 2.730000 6187728.00 6391305.38 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 6326100.00 6991033.74 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-12-01 5.000000 6408303.00 6668935.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-09-01 7.500000 6434984.00 32178.48 Agency Mortgage-Backed Securities GINNIE MAE II 2035-02-20 4.000000 6452430.00 261319.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-09-01 4.000000 6693225.00 1410535.47 Agency Mortgage-Backed Securities GINNIE MAE I 2033-03-15 6.000000 6700000.00 132892.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2023-11-01 5.500000 6853981.00 126429.32 Agency Mortgage-Backed Securities GINNIE MAE I 2055-02-15 2.850000 6926096.00 7239378.72 Agency Mortgage-Backed Securities GINNIE MAE II 2070-03-01 4.631000 7033003.00 7676692.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 3.000000 7077625.00 7577655.97 Agency Mortgage-Backed Securities GINNIE MAE I 2054-11-15 2.810000 7415472.00 7701891.07 Agency Mortgage-Backed Securities GINNIE MAE I 2055-01-15 2.840000 7510000.00 7835267.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 4.000000 7801992.00 8390836.86 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2023-03-03 1.460000 7915000.00 7971113.83 Agency Debentures and Agency Strips GINNIE MAE I 2021-06-15 9.000000 7979656.00 6031.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-12-01 7.500000 8004505.00 25720.12 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-15 2.865000 8281600.00 8676680.56 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-01-01 6.500000 8496000.00 29453.63 Agency Mortgage-Backed Securities GINNIE MAE I 2054-03-15 4.100000 8780856.00 10017758.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 4.000000 8941401.00 9612819.98 Agency Mortgage-Backed Securities GINNIE MAE II 2035-03-20 4.000000 9381300.00 342008.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2022-12-01 4.500000 9399546.00 31482.14 Agency Mortgage-Backed Securities GINNIE MAE II 2047-07-20 4.500000 9412400.00 1598111.15 Agency Mortgage-Backed Securities GINNIE MAE I 2034-06-15 5.000000 10311422.00 500842.26 Agency Mortgage-Backed Securities GINNIE MAE II 2040-07-20 5.000000 10725000.00 432522.58 Agency Mortgage-Backed Securities GINNIE MAE I 2060-01-15 3.280000 10727800.00 11574158.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-11-01 5.000000 10745250.00 11035733.48 Agency Mortgage-Backed Securities GINNIE MAE I 2055-02-15 2.700000 11040000.00 11835526.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2023-05-01 5.500000 11167773.00 99681.49 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 11389200.00 12236563.86 U.S. Treasuries (including strips) GINNIE MAE I 2022-04-15 9.000000 12276499.00 5151.43 Agency Mortgage-Backed Securities GINNIE MAE II 2070-01-01 3.368000 12278080.00 12741367.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-05-01 7.500000 12319654.00 45155.69 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 12400000.00 13792327.13 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 3.500000 12558712.00 12923207.73 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 14287729.00 15252650.78 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 14515800.00 15930542.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 14636904.76 14263414.86 U.S. Treasuries (including strips) GINNIE MAE II 2050-03-20 3.500000 14827780.00 15820450.44 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-15 0.125000 16471000.00 17144860.14 U.S. Treasuries (including strips) GINNIE MAE II 2050-01-20 4.000000 16477414.00 17437069.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-01-01 3.500000 17292444.00 17923900.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-07-01 3.500000 17928062.00 12683042.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-02-21 1.700000 18427000.00 18489815.60 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-11-01 4.000000 24462212.00 25943227.90 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-05-15 0.000000 25932771.12 21778652.38 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-03-01 3.000000 26855424.00 28384227.52 Agency Mortgage-Backed Securities GINNIE MAE I 2021-06-15 9.000000 27185538.00 6515.50 Agency Mortgage-Backed Securities GINNIE MAE II 2035-01-20 4.000000 30000000.00 887110.80 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 32000000.00 35036932.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.000000 33184998.00 30807093.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.000000 37635358.63 36450484.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.000000 39265466.98 37191896.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 0.000000 40002527.46 38858735.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.000000 41361636.02 40593881.33 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 3.000000 43428800.00 45626483.75 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 44063700.00 46831957.89 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2025-02-06 1.970000 50000000.00 50190486.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-07-01 3.500000 50210368.00 43621731.25 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.000000 51666801.45 48335636.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 59232300.00 64978327.14 U.S. Treasuries (including strips) GINNIE MAE II 2048-08-20 3.000000 59991388.00 64514978.62 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-15 0.000000 61976791.50 58570732.97 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 4.000000 62241600.00 62286236.16 Agency Mortgage-Backed Securities GINNIE MAE II 2028-04-20 3.875000 78754584.00 332320.81 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.000000 79527779.42 76813893.95 U.S. Treasuries (including strips) GINNIE MAE II 2049-11-20 3.000000 80000000.00 84495162.96 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 3.500000 81273771.00 83458660.27 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-05-28 0.915880 81818000.00 81777608.36 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 95665400.00 99877697.45 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 141208589.00 150161788.10 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 255054200.00 276945911.19 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-03-01 3.500000 275794525.00 292348430.15 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 395185827.00 418714246.84 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's NR 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 2790000000.00 2790000000.00 0.0193 N Y Y N Natixis SA Natixis SA 0.020 KX1WK48MPD4Y2NCUIZ63 BRW3KM0J7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2033-10-24 4.100000 10000.00 11089.71 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 3.850000 171377.00 191916.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-06-01 3.370000 218237.00 256341.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.500000 2244353.00 785491.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 3.000000 2274946.00 486393.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-02-01 4.000000 2507984.00 1332391.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-09-01 3.500000 2695475.00 2176075.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2029-03-15 0.000000 2891000.00 2519159.58 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-15 1.375000 4931700.00 5100016.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 6268600.00 7637628.35 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-08-01 4.000000 6954315.00 7209983.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-12-01 4.312000 8050953.00 693249.64 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 9515600.00 14567755.67 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 42000000.00 42000000.00 0.0003 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.010 L3I9ZG2KFGXZ61BMYR72 BRW3KM0D0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 2.125000 100.00 102.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-17 0.000000 200.00 199.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 1000.00 1074.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.875000 977900.00 1018631.16 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0000 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.020 MBNUM2BPBDO7JBLYG310 BRW3KM1F4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.500000 100.00 102.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 21100.00 30704.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 44000.00 45995.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 2264300.00 2344165.32 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANKS FUNDING CORP 2020-09-01 1.566130 4777000.00 4784428.75 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2020-07-20 0.762880 49859000.00 49864639.16 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.125000 54969000.00 55946771.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 115732400.00 119543292.45 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 228000000.00 228000000.00 0.0016 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.010 MBNUM2BPBDO7JBLYG310 BRW3KM1C1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 200.00 216.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 6.250000 3800.00 5956.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 5.375000 204500.00 305563.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 7464100.00 15581916.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 4.250000 15811300.00 25285666.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 30247100.00 47610528.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 4.500000 41106900.00 63678254.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 4.500000 48421100.00 77959947.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 56870900.00 94955333.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-02-15 4.750000 400770800.00 645656688.61 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 952000000.00 952000000.00 0.0066 N Y Y N Deutsche Bank AG Deutsche Bank AG 0.010 7LTWFZYICNSX8D621K86 BRW3KM0N8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-31 2.625000 19185500.00 21280806.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 38564800.00 54251850.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.750000 40857100.00 42422553.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 41000000.00 44519095.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 0.239020 41100000.00 41171330.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.125000 41225700.00 45084752.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 1.750000 43632700.00 45864448.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.500000 43875900.00 44942084.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 45010300.00 47313545.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-15 1.625000 47201000.00 47953007.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 2.250000 47374300.00 48377498.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 2.750000 47796800.00 53854948.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 49222300.00 55224102.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.305020 49444000.00 49591122.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-30 2.375000 50501000.00 51097799.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-15 2.250000 51195800.00 56648122.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 2.750000 54285000.00 58985511.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 2.000000 56374700.00 58417473.80 U.S. Treasuries (including strips) Y Fitch F2 Moody's P-2 Standard & Poor's A-2 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 850000000.00 850000000.00 0.0059 N Y Y N Nomura Securities International, Inc. Nomura Securities International, Inc. 0.010 OXTKY6Q8X53C9ILVV871 BRW3KM0M0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 8 1/8 TPRN 21 2021-05-15 0.000000 200.00 199.64 U.S. Treasuries (including strips) 6 1/2 TPRN 26 2026-11-15 0.000000 408200.00 394600.41 U.S. Treasuries (including strips) 6 3/8 TPRN 27 2027-08-15 0.000000 11000.00 10548.89 U.S. Treasuries (including strips) 5 1/2 TPRN 28 2028-08-15 0.000000 1000000.00 948412.00 U.S. Treasuries (including strips) 4 1/2 TPRN 39 2039-08-15 0.000000 74000.00 60241.70 U.S. Treasuries (including strips) 2 1/4 TPRN 49 2049-08-15 0.000000 1250000.00 829338.75 U.S. Treasuries (including strips) 5 BOND 37 2037-05-15 5.000000 122824300.00 205075395.72 U.S. Treasuries (including strips) 4 3/8 BOND 38 2038-02-15 4.375000 92516000.00 145625055.32 U.S. Treasuries (including strips) 2 1/2 TRIB 29 2029-01-15 2.500000 34418700.00 51186530.17 U.S. Treasuries (including strips) 0 5/8 TRIN X 23 2023-04-15 0.625000 29361000.00 30847011.41 U.S. Treasuries (including strips) 1 1/4 TRIN D 20 2020-07-15 1.250000 53948200.00 63382781.11 U.S. Treasuries (including strips) 1 1/8 TRIN A 21 2021-01-15 1.125000 45736700.00 53550821.44 U.S. Treasuries (including strips) 0 1/8 TRIN D 22 2022-07-15 0.125000 33532100.00 37297233.29 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 6361500.00 6981505.97 U.S. Treasuries (including strips) 0 3/8 TRIN D 23 2023-07-15 0.375000 49700400.00 55482659.15 U.S. Treasuries (including strips) TINT 08/15/34 2034-08-15 0.000000 53565383.24 46197893.30 U.S. Treasuries (including strips) TINT 05/15/34 2034-05-15 0.000000 48004744.14 41538265.08 U.S. Treasuries (including strips) TINT 11/15/23 2023-11-15 0.000000 143708.00 141562.73 U.S. Treasuries (including strips) TINT 02/15/24 2024-02-15 0.000000 969959.36 953721.27 U.S. Treasuries (including strips) TINT 08/15/24 2024-08-15 0.000000 1151743.54 1127554.62 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.000000 28787485.23 28052914.97 U.S. Treasuries (including strips) TINT 08/15/25 2025-08-15 0.000000 37949774.38 36755001.63 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.000000 713451.65 689105.11 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.000000 1257930.56 1207609.56 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.000000 5088208.92 4847236.43 U.S. Treasuries (including strips) TINT 08/15/27 2027-08-15 0.000000 924196.88 877314.22 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.000000 38231139.77 36212191.51 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.000000 851054.41 804283.01 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.000000 25470345.01 23983207.98 U.S. Treasuries (including strips) TINT 02/15/30 2030-02-15 0.000000 1114661.87 1023201.63 U.S. Treasuries (including strips) TINT 05/15/37 2037-05-15 0.000000 10360244.38 8513333.97 U.S. Treasuries (including strips) TINT 11/15/37 2037-11-15 0.000000 1516946.91 1238013.75 U.S. Treasuries (including strips) TINT 08/15/38 2038-08-15 0.000000 821343.81 661811.74 U.S. Treasuries (including strips) TINT 08/15/39 2039-08-15 0.000000 2.56 2.01 U.S. Treasuries (including strips) TINT 02/15/40 2040-02-15 0.000000 1055618.72 818357.86 U.S. Treasuries (including strips) TINT 02/15/41 2041-02-15 0.000000 24743035.20 18886655.68 U.S. Treasuries (including strips) TINT 08/15/41 2041-08-15 0.000000 589981.43 446771.11 U.S. Treasuries (including strips) TINT 02/15/42 2042-02-15 0.000000 904344.17 674675.12 U.S. Treasuries (including strips) TINT 08/15/43 2043-08-15 0.000000 891384.38 641902.83 U.S. Treasuries (including strips) TINT 02/15/45 2045-02-15 0.000000 846838.03 593512.36 U.S. Treasuries (including strips) TINT 08/15/45 2045-08-15 0.000000 21408.74 14900.44 U.S. Treasuries (including strips) TINT 11/15/46 2046-11-15 0.000000 113181.94 77156.58 U.S. Treasuries (including strips) TINT 02/15/47 2047-02-15 0.000000 80048.30 54377.61 U.S. Treasuries (including strips) TINT 05/15/47 2047-05-15 0.000000 12017053.39 8128070.54 U.S. Treasuries (including strips) TINT 02/15/48 2048-02-15 0.000000 175559.00 117118.39 U.S. Treasuries (including strips) TINT 05/15/48 2048-05-15 0.000000 48612.51 32282.64 U.S. Treasuries (including strips) TINT 08/15/48 2048-08-15 0.000000 6087.50 4022.66 U.S. Treasuries (including strips) TINT 02/15/49 2049-02-15 0.000000 584674.04 384811.99 U.S. Treasuries (including strips) TINT 05/15/49 2049-05-15 0.000000 21613.78 14035.30 U.S. Treasuries (including strips) TINT 08/15/49 2049-08-15 0.000000 472050.00 306681.92 U.S. Treasuries (including strips) TINT 02/15/50 2050-02-15 0.000000 472050.77 308164.18 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's NR 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 900000000.00 900000000.00 0.0062 N Y Y N Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.010 9R7GPTSO7KV3UQJZQ078 BRW3KM0A6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.000000 60.00 54.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.125000 300.00 306.09 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-10-01 8.500000 1000.00 1.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2056-02-01 4.000000 1000.00 742.10 Agency Mortgage-Backed Securities GINNIE MAE II 2023-07-20 4.500000 1000.00 14.64 Agency Mortgage-Backed Securities GINNIE MAE II 2038-07-20 6.500000 9000.00 145.87 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 3.500000 10000.00 7335.43 Agency Mortgage-Backed Securities GINNIE MAE II 2038-06-20 5.500000 11000.00 51.86 Agency Mortgage-Backed Securities GINNIE MAE II 2043-09-20 3.000000 12000.00 6041.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2027-09-01 8.000000 14000.00 61.32 Agency Mortgage-Backed Securities GINNIE MAE II 2047-02-20 5.000000 15000.00 6046.69 Agency Mortgage-Backed Securities GINNIE MAE II 2044-09-20 4.000000 17500.00 1195.40 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-02-01 3.500000 18000.00 12860.11 Agency Mortgage-Backed Securities GINNIE MAE II 2045-08-20 3.500000 18000.00 7636.41 Agency Mortgage-Backed Securities GINNIE MAE II 2039-08-20 6.000000 20000.00 203.20 Agency Mortgage-Backed Securities GINNIE MAE I 2043-03-15 2.500000 25000.00 14457.54 Agency Mortgage-Backed Securities GINNIE MAE II 2045-11-20 5.000000 25000.00 6190.13 Agency Mortgage-Backed Securities GINNIE MAE I 2048-01-15 4.000000 25000.00 25318.30 Agency Mortgage-Backed Securities GINNIE MAE I 2032-12-15 6.000000 25000.00 120.76 Agency Mortgage-Backed Securities GINNIE MAE II 2023-10-20 6.500000 25000.00 37.18 Agency Mortgage-Backed Securities GINNIE MAE II 2023-11-20 6.000000 25000.00 183.04 Agency Mortgage-Backed Securities GINNIE MAE II 2024-04-20 7.500000 25000.00 34.99 Agency Mortgage-Backed Securities GINNIE MAE II 2025-11-20 7.500000 25000.00 65.34 Agency Mortgage-Backed Securities GINNIE MAE II 2025-10-20 6.500000 25000.00 111.47 Agency Mortgage-Backed Securities GINNIE MAE II 2026-02-20 8.500000 25000.00 86.10 Agency Mortgage-Backed Securities GINNIE MAE II 2026-03-20 7.500000 25000.00 83.55 Agency Mortgage-Backed Securities GINNIE MAE II 2026-10-20 7.500000 25000.00 36.81 Agency Mortgage-Backed Securities GINNIE MAE II 2027-04-20 8.000000 25000.00 57.18 Agency Mortgage-Backed Securities GINNIE MAE II 2029-07-20 7.500000 25000.00 56.58 Agency Mortgage-Backed Securities GINNIE MAE II 2029-09-20 7.500000 25000.00 102.27 Agency Mortgage-Backed Securities GINNIE MAE II 2030-08-20 7.000000 25000.00 86.17 Agency Mortgage-Backed Securities GINNIE MAE II 2030-07-20 8.000000 25000.00 61.64 Agency Mortgage-Backed Securities GINNIE MAE II 2030-08-20 9.000000 25000.00 27.46 Agency Mortgage-Backed Securities GINNIE MAE II 2031-04-20 6.000000 25000.00 158.80 Agency Mortgage-Backed Securities GINNIE MAE II 2032-05-20 6.500000 25000.00 183.99 Agency Mortgage-Backed Securities GINNIE MAE II 2038-05-20 5.000000 25000.00 1051.38 Agency Mortgage-Backed Securities GINNIE MAE II 2038-04-20 5.500000 25000.00 1026.68 Agency Mortgage-Backed Securities GINNIE MAE II 2038-10-20 6.000000 25000.00 126.19 Agency Mortgage-Backed Securities GINNIE MAE II 2038-11-20 6.000000 25000.00 850.24 Agency Mortgage-Backed Securities GINNIE MAE II 2039-09-20 5.000000 25000.00 2246.71 Agency Mortgage-Backed Securities GINNIE MAE I 2022-12-15 7.000000 25000.00 41.26 Agency Mortgage-Backed Securities GINNIE MAE I 2023-10-15 7.500000 25000.00 45.29 Agency Mortgage-Backed Securities GINNIE MAE I 2023-06-15 7.000000 25000.00 36.10 Agency Mortgage-Backed Securities GINNIE MAE I 2023-11-15 7.000000 25000.00 51.15 Agency Mortgage-Backed Securities GINNIE MAE I 2024-08-15 8.000000 25000.00 74.66 Agency Mortgage-Backed Securities GINNIE MAE I 2029-04-15 6.000000 25000.00 204.83 Agency Mortgage-Backed Securities GINNIE MAE I 2026-06-15 7.500000 25000.00 196.17 Agency Mortgage-Backed Securities GINNIE MAE II 2026-02-20 7.500000 25000.00 191.85 Agency Mortgage-Backed Securities GINNIE MAE I 2027-05-15 7.000000 25000.00 109.79 Agency Mortgage-Backed Securities GINNIE MAE I 2027-11-15 7.500000 25000.00 30.41 Agency Mortgage-Backed Securities GINNIE MAE I 2029-01-15 6.500000 25000.00 36.51 Agency Mortgage-Backed Securities GINNIE MAE I 2028-08-15 6.500000 25000.00 79.21 Agency Mortgage-Backed Securities GINNIE MAE I 2028-07-15 7.000000 25000.00 91.98 Agency Mortgage-Backed Securities GINNIE MAE I 2039-06-15 4.500000 25000.00 3380.09 Agency Mortgage-Backed Securities GINNIE MAE I 2029-10-15 8.000000 25000.00 72.35 Agency Mortgage-Backed Securities GINNIE MAE I 2031-08-15 7.000000 25000.00 73.95 Agency Mortgage-Backed Securities GINNIE MAE I 2031-03-15 7.000000 25000.00 98.39 Agency Mortgage-Backed Securities GINNIE MAE I 2031-07-15 7.000000 25000.00 49.10 Agency Mortgage-Backed Securities GINNIE MAE I 2023-12-15 8.000000 25000.00 39.37 Agency Mortgage-Backed Securities GINNIE MAE I 2022-11-15 8.000000 25000.00 34.67 Agency Mortgage-Backed Securities GINNIE MAE I 2021-12-15 8.000000 25000.00 74.37 Agency Mortgage-Backed Securities GINNIE MAE I 2022-02-15 8.000000 25000.00 35.71 Agency Mortgage-Backed Securities GINNIE MAE I 2022-05-15 7.500000 25000.00 79.75 Agency Mortgage-Backed Securities GINNIE MAE I 2022-04-15 8.000000 25000.00 34.34 Agency Mortgage-Backed Securities GINNIE MAE I 2022-11-15 8.000000 25000.00 25.69 Agency Mortgage-Backed Securities GINNIE MAE I 2022-12-15 7.000000 25000.00 173.21 Agency Mortgage-Backed Securities GINNIE MAE I 2028-11-15 7.000000 25000.00 130.76 Agency Mortgage-Backed Securities GINNIE MAE I 2027-06-15 7.500000 25000.00 55.63 Agency Mortgage-Backed Securities GINNIE MAE I 2039-07-15 4.000000 25000.00 3209.53 Agency Mortgage-Backed Securities GINNIE MAE I 2039-07-15 5.000000 25000.00 2040.51 Agency Mortgage-Backed Securities GINNIE MAE I 2029-04-15 7.000000 26000.00 87.07 Agency Mortgage-Backed Securities GINNIE MAE I 2027-06-15 7.000000 26000.00 79.69 Agency Mortgage-Backed Securities GINNIE MAE I 2037-11-15 6.000000 26000.00 151.53 Agency Mortgage-Backed Securities GINNIE MAE I 2026-01-15 7.000000 27000.00 32.50 Agency Mortgage-Backed Securities GINNIE MAE II 2027-10-20 8.000000 28000.00 84.22 Agency Mortgage-Backed Securities GINNIE MAE I 2033-07-15 5.500000 28000.00 1012.10 Agency Mortgage-Backed Securities GINNIE MAE I 2033-05-15 5.000000 28500.00 1130.10 Agency Mortgage-Backed Securities GINNIE MAE I 2023-06-15 7.000000 29000.00 75.72 Agency Mortgage-Backed Securities GINNIE MAE I 2033-02-15 5.500000 30000.00 250.11 Agency Mortgage-Backed Securities GINNIE MAE II 2024-11-20 8.000000 30000.00 46.52 Agency Mortgage-Backed Securities GINNIE MAE II 2029-05-20 6.500000 30000.00 168.52 Agency Mortgage-Backed Securities GINNIE MAE I 2024-06-15 7.500000 30000.00 133.98 Agency Mortgage-Backed Securities GINNIE MAE I 2024-04-15 7.500000 30000.00 95.48 Agency Mortgage-Backed Securities GINNIE MAE I 2026-02-15 7.000000 30000.00 20.45 Agency Mortgage-Backed Securities GINNIE MAE II 2026-03-20 7.500000 30000.00 147.66 Agency Mortgage-Backed Securities GINNIE MAE I 2027-12-15 7.500000 30000.00 62.18 Agency Mortgage-Backed Securities GINNIE MAE I 2028-03-15 7.000000 30000.00 27.45 Agency Mortgage-Backed Securities GINNIE MAE I 2030-06-15 7.500000 30000.00 90.04 Agency Mortgage-Backed Securities GINNIE MAE I 2030-10-15 7.500000 30000.00 7.67 Agency Mortgage-Backed Securities GINNIE MAE I 2022-01-15 8.500000 30000.00 10.64 Agency Mortgage-Backed Securities GINNIE MAE I 2021-07-15 8.500000 30000.00 25.49 Agency Mortgage-Backed Securities GINNIE MAE I 2022-05-15 8.000000 30000.00 24.34 Agency Mortgage-Backed Securities GINNIE MAE I 2022-12-15 7.500000 30000.00 51.10 Agency Mortgage-Backed Securities GINNIE MAE I 2023-03-15 8.000000 30000.00 24.77 Agency Mortgage-Backed Securities GINNIE MAE I 2022-10-15 7.500000 30000.00 49.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-03-01 3.000000 30697.00 32412.62 Agency Mortgage-Backed Securities GINNIE MAE II 2027-11-20 7.500000 32000.00 105.23 Agency Mortgage-Backed Securities GINNIE MAE I 2023-07-15 7.500000 32000.00 43.40 Agency Mortgage-Backed Securities GINNIE MAE I 2047-10-15 4.000000 34000.00 33575.16 Agency Mortgage-Backed Securities GINNIE MAE II 2023-11-20 7.000000 35000.00 87.28 Agency Mortgage-Backed Securities GINNIE MAE II 2025-10-20 7.500000 35000.00 64.98 Agency Mortgage-Backed Securities GINNIE MAE II 2026-02-20 8.000000 35000.00 51.09 Agency Mortgage-Backed Securities GINNIE MAE II 2029-02-20 5.500000 35000.00 254.22 Agency Mortgage-Backed Securities GINNIE MAE I 2031-11-15 6.500000 35000.00 144.61 Agency Mortgage-Backed Securities GINNIE MAE I 2032-01-15 5.500000 35000.00 465.09 Agency Mortgage-Backed Securities GINNIE MAE I 2024-07-15 7.000000 35000.00 79.43 Agency Mortgage-Backed Securities GINNIE MAE I 2028-05-15 6.750000 36000.00 1099.37 Agency Mortgage-Backed Securities GINNIE MAE I 2048-01-15 5.000000 36550.00 22426.09 Agency Mortgage-Backed Securities GINNIE MAE II 2049-01-20 6.500000 37000.00 25785.93 Agency Mortgage-Backed Securities GINNIE MAE II 2021-04-20 10.000000 40000.00 8.18 Agency Mortgage-Backed Securities GINNIE MAE II 2029-01-20 6.500000 40000.00 291.74 Agency Mortgage-Backed Securities GINNIE MAE I 2023-03-15 8.000000 40000.00 86.21 Agency Mortgage-Backed Securities GINNIE MAE I 2027-10-15 7.000000 40000.00 44.84 Agency Mortgage-Backed Securities GINNIE MAE I 2022-04-15 8.000000 40000.00 12.51 Agency Mortgage-Backed Securities GINNIE MAE I 2022-11-15 7.000000 40000.00 46.43 Agency Mortgage-Backed Securities GINNIE MAE I 2047-02-15 4.500000 40760.00 10788.42 Agency Mortgage-Backed Securities GINNIE MAE I 2049-10-15 3.500000 41599.00 44183.28 Agency Mortgage-Backed Securities GINNIE MAE I 2029-10-15 7.500000 42000.00 184.91 Agency Mortgage-Backed Securities GINNIE MAE I 2032-02-15 7.000000 42000.00 260.19 Agency Mortgage-Backed Securities GINNIE MAE I 2035-04-15 5.000000 42600.00 1475.04 Agency Mortgage-Backed Securities GINNIE MAE I 2023-11-15 7.000000 43000.00 190.25 Agency Mortgage-Backed Securities GINNIE MAE I 2034-07-15 5.000000 50000.00 1926.45 Agency Mortgage-Backed Securities GINNIE MAE II 2022-12-20 8.000000 50000.00 39.39 Agency Mortgage-Backed Securities GINNIE MAE II 2023-08-20 7.500000 50000.00 38.37 Agency Mortgage-Backed Securities GINNIE MAE II 2028-10-20 6.000000 50000.00 283.43 Agency Mortgage-Backed Securities GINNIE MAE II 2022-04-20 8.000000 50000.00 48.31 Agency Mortgage-Backed Securities GINNIE MAE II 2026-03-20 8.000000 50000.00 86.71 Agency Mortgage-Backed Securities GINNIE MAE II 2026-12-20 8.500000 50000.00 181.07 Agency Mortgage-Backed Securities GINNIE MAE II 2027-05-20 7.000000 50000.00 182.49 Agency Mortgage-Backed Securities GINNIE MAE II 2028-03-20 6.500000 50000.00 222.90 Agency Mortgage-Backed Securities GINNIE MAE II 2028-03-20 8.000000 50000.00 47.68 Agency Mortgage-Backed Securities GINNIE MAE II 2029-04-20 7.000000 50000.00 229.48 Agency Mortgage-Backed Securities GINNIE MAE II 2029-12-20 7.000000 50000.00 211.08 Agency Mortgage-Backed Securities GINNIE MAE II 2040-02-20 4.500000 50000.00 6674.38 Agency Mortgage-Backed Securities GINNIE MAE I 2023-06-15 7.000000 50000.00 34.29 Agency Mortgage-Backed Securities GINNIE MAE I 2024-11-15 9.000000 50000.00 42.98 Agency Mortgage-Backed Securities GINNIE MAE I 2029-07-15 7.500000 50000.00 138.23 Agency Mortgage-Backed Securities GINNIE MAE I 2029-12-15 7.250000 50000.00 484.89 Agency Mortgage-Backed Securities GINNIE MAE I 2030-08-15 8.000000 50000.00 48.89 Agency Mortgage-Backed Securities GINNIE MAE I 2030-11-15 7.500000 50000.00 179.54 Agency Mortgage-Backed Securities GINNIE MAE I 2032-05-15 6.500000 50000.00 57.20 Agency Mortgage-Backed Securities GINNIE MAE I 2031-07-15 6.500000 50000.00 82.10 Agency Mortgage-Backed Securities GINNIE MAE I 2021-05-15 8.500000 50000.00 42.13 Agency Mortgage-Backed Securities GINNIE MAE I 2021-03-15 8.500000 50000.00 43.81 Agency Mortgage-Backed Securities GINNIE MAE I 2021-07-15 8.500000 50000.00 31.63 Agency Mortgage-Backed Securities GINNIE MAE I 2022-05-15 7.500000 50000.00 37.94 Agency Mortgage-Backed Securities GINNIE MAE I 2022-10-15 7.500000 50000.00 38.56 Agency Mortgage-Backed Securities GINNIE MAE I 2033-09-15 7.500000 50000.00 2716.05 Agency Mortgage-Backed Securities GINNIE MAE I 2023-03-15 5.500000 50000.00 558.79 Agency Mortgage-Backed Securities GINNIE MAE I 2039-12-15 4.000000 50070.00 10432.10 Agency Mortgage-Backed Securities GINNIE MAE II 2043-12-20 3.500000 50090.00 14792.11 Agency Mortgage-Backed Securities GINNIE MAE I 2024-01-15 6.500000 51000.00 154.57 Agency Mortgage-Backed Securities GINNIE MAE II 2028-10-20 7.000000 54000.00 215.39 Agency Mortgage-Backed Securities GINNIE MAE II 2028-01-20 7.500000 55000.00 167.99 Agency Mortgage-Backed Securities GINNIE MAE I 2022-02-15 8.000000 55000.00 77.88 Agency Mortgage-Backed Securities GINNIE MAE II 2022-11-20 7.000000 60000.00 183.75 Agency Mortgage-Backed Securities GINNIE MAE II 2022-03-20 9.000000 60000.00 30.13 Agency Mortgage-Backed Securities GINNIE MAE II 2025-04-20 8.500000 60000.00 59.37 Agency Mortgage-Backed Securities GINNIE MAE II 2030-08-20 8.000000 60000.00 113.21 Agency Mortgage-Backed Securities GINNIE MAE I 2027-02-15 8.000000 60000.00 155.57 Agency Mortgage-Backed Securities GINNIE MAE I 2027-09-15 7.500000 60000.00 22.12 Agency Mortgage-Backed Securities GINNIE MAE I 2020-07-15 9.500000 60000.00 11.59 Agency Mortgage-Backed Securities GINNIE MAE I 2023-06-15 7.500000 60000.00 9.01 Agency Mortgage-Backed Securities GINNIE MAE I 2034-03-15 5.500000 60000.00 1384.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-11-01 6.500000 63000.00 139.91 Agency Mortgage-Backed Securities GINNIE MAE II 2024-09-20 7.500000 65000.00 77.69 Agency Mortgage-Backed Securities GINNIE MAE I 2028-07-15 7.000000 65000.00 238.54 Agency Mortgage-Backed Securities GINNIE MAE I 2039-08-15 4.000000 65000.00 13557.21 Agency Mortgage-Backed Securities GINNIE MAE I 2045-09-15 4.000000 67000.00 31388.49 Agency Mortgage-Backed Securities GINNIE MAE II 2043-08-20 3.000000 70000.00 25271.12 Agency Mortgage-Backed Securities GINNIE MAE I 2039-04-15 5.500000 70000.00 5218.95 Agency Mortgage-Backed Securities GINNIE MAE II 2039-02-20 6.000000 72000.00 3580.38 Agency Mortgage-Backed Securities GINNIE MAE II 2024-10-20 8.500000 75000.00 162.45 Agency Mortgage-Backed Securities GINNIE MAE II 2026-06-20 7.500000 75000.00 176.06 Agency Mortgage-Backed Securities GINNIE MAE II 2028-01-20 6.500000 75000.00 380.88 Agency Mortgage-Backed Securities GINNIE MAE II 2029-08-20 7.000000 75000.00 321.03 Agency Mortgage-Backed Securities GINNIE MAE I 2028-01-15 7.250000 75000.00 140.53 Agency Mortgage-Backed Securities GINNIE MAE I 2022-01-15 6.000000 75000.00 1276.41 Agency Mortgage-Backed Securities GINNIE MAE I 2047-05-15 5.000000 76030.00 47345.64 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 5.500000 77000.00 40224.05 Agency Mortgage-Backed Securities GINNIE MAE II 2033-01-20 5.000000 78000.00 3202.24 Agency Mortgage-Backed Securities GINNIE MAE II 2025-04-20 8.000000 80000.00 116.89 Agency Mortgage-Backed Securities GINNIE MAE II 2026-06-20 8.000000 80000.00 186.50 Agency Mortgage-Backed Securities GINNIE MAE I 2026-04-15 7.000000 80000.00 116.88 Agency Mortgage-Backed Securities GINNIE MAE I 2029-08-15 7.000000 80000.00 2155.42 Agency Mortgage-Backed Securities GINNIE MAE I 2032-04-15 6.500000 84000.00 119.16 Agency Mortgage-Backed Securities GINNIE MAE II 2031-02-20 6.000000 85000.00 351.35 Agency Mortgage-Backed Securities GINNIE MAE I 2026-03-15 7.500000 88000.00 237.18 Agency Mortgage-Backed Securities GINNIE MAE II 2045-06-20 4.500000 88000.00 37782.28 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.000000 90000.00 67630.33 Agency Mortgage-Backed Securities GINNIE MAE I 2023-05-15 7.000000 95000.00 236.14 Agency Mortgage-Backed Securities GINNIE MAE I 2029-09-15 7.500000 95000.00 155.74 Agency Mortgage-Backed Securities GINNIE MAE I 2039-01-15 5.500000 96300.00 5843.79 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-02-12 2.350000 100000.00 102072.86 Agency Debentures and Agency Strips GINNIE MAE I 2042-09-15 3.000000 100000.00 41084.05 Agency Mortgage-Backed Securities GINNIE MAE II 2023-01-20 8.000000 100000.00 27.64 Agency Mortgage-Backed Securities GINNIE MAE II 2024-09-20 8.000000 100000.00 94.09 Agency Mortgage-Backed Securities GINNIE MAE II 2026-09-20 7.500000 100000.00 206.30 Agency Mortgage-Backed Securities GINNIE MAE I 2023-04-15 7.500000 100000.00 22.00 Agency Mortgage-Backed Securities GINNIE MAE I 2020-08-15 9.500000 100000.00 3.46 Agency Mortgage-Backed Securities GINNIE MAE I 2020-10-15 9.500000 100000.00 8.01 Agency Mortgage-Backed Securities GINNIE MAE I 2022-02-15 8.500000 100000.00 6.16 Agency Mortgage-Backed Securities GINNIE MAE I 2022-04-15 8.500000 100000.00 36.40 Agency Mortgage-Backed Securities GINNIE MAE I 2039-06-15 4.500000 102900.00 6864.43 Agency Mortgage-Backed Securities GINNIE MAE II 2030-01-20 8.000000 105000.00 215.35 Agency Mortgage-Backed Securities GINNIE MAE II 2032-01-20 6.000000 105000.00 1158.23 Agency Mortgage-Backed Securities GINNIE MAE I 2031-06-15 7.500000 105000.00 882.49 Agency Mortgage-Backed Securities GINNIE MAE I 2020-11-15 10.250000 110000.00 41.37 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 4.000000 110460.00 41535.24 Agency Mortgage-Backed Securities GINNIE MAE II 2048-11-20 6.000000 114920.00 77040.81 Agency Mortgage-Backed Securities GINNIE MAE II 2047-11-20 1.500000 116180.00 62872.56 Agency Mortgage-Backed Securities GINNIE MAE II 2045-08-20 5.500000 125000.00 31089.03 Agency Mortgage-Backed Securities GINNIE MAE II 2041-08-20 5.000000 125000.00 14814.35 Agency Mortgage-Backed Securities GINNIE MAE I 2022-03-15 7.500000 130000.00 67.85 Agency Mortgage-Backed Securities GINNIE MAE II 2037-12-20 5.000000 135000.00 4247.75 Agency Mortgage-Backed Securities GINNIE MAE II 2034-12-20 4.000000 136541.00 143182.50 Agency Mortgage-Backed Securities GINNIE MAE II 2036-05-20 5.000000 140000.00 6878.47 Agency Mortgage-Backed Securities GINNIE MAE I 2042-06-15 3.500000 145000.00 36814.21 Agency Mortgage-Backed Securities GINNIE MAE II 2045-10-20 5.500000 145000.00 39363.76 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 5.000000 145000.00 153813.37 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 6.000000 150000.00 71706.59 Agency Mortgage-Backed Securities GINNIE MAE I 2021-08-15 9.000000 150000.00 46.67 Agency Mortgage-Backed Securities GINNIE MAE I 2028-05-15 7.000000 158000.00 1784.43 Agency Mortgage-Backed Securities GINNIE MAE I 2029-05-15 7.000000 160000.00 43.75 Agency Mortgage-Backed Securities GINNIE MAE II 2034-05-20 5.000000 161100.00 8316.04 Agency Mortgage-Backed Securities GINNIE MAE II 2032-11-20 5.500000 164200.00 3055.31 Agency Mortgage-Backed Securities GINNIE MAE II 2024-12-20 8.500000 168000.00 229.18 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 6.500000 175000.00 91486.30 Agency Mortgage-Backed Securities GINNIE MAE II 2032-02-20 5.500000 185600.00 2856.00 Agency Mortgage-Backed Securities GINNIE MAE II 2042-11-20 3.500000 189000.00 43797.63 Agency Mortgage-Backed Securities GINNIE MAE II 2046-07-20 5.000000 189000.00 69512.45 Agency Mortgage-Backed Securities GINNIE MAE I 2029-07-15 7.000000 208000.00 1168.94 Agency Mortgage-Backed Securities GINNIE MAE II 2049-10-20 2.500000 210180.00 218836.59 Agency Mortgage-Backed Securities GINNIE MAE II 2038-03-20 5.000000 213000.00 9222.64 Agency Mortgage-Backed Securities GINNIE MAE II 2031-03-20 6.000000 215000.00 1363.87 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.000000 217346.00 230004.37 Agency Mortgage-Backed Securities GINNIE MAE II 2021-09-20 9.500000 220000.00 45.53 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 223564.00 238546.64 Agency Mortgage-Backed Securities GINNIE MAE II 2049-07-20 3.500000 230000.00 214177.87 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 235104.00 254598.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-03-02 1.250000 250000.00 252449.24 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2027-12-16 2.400000 250000.00 253125.00 Agency Debentures and Agency Strips GINNIE MAE I 2031-10-15 7.500000 250000.00 1587.14 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 1.500000 252200.00 217472.46 Agency Mortgage-Backed Securities GINNIE MAE I 2025-04-15 9.000000 270000.00 150.85 Agency Mortgage-Backed Securities GINNIE MAE I 2023-08-15 7.500000 280000.00 623.29 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 291039.00 317110.79 Agency Mortgage-Backed Securities GINNIE MAE I 2024-06-15 8.000000 298000.00 1391.18 Agency Mortgage-Backed Securities GINNIE MAE I 2021-05-15 9.500000 300000.00 52.95 Agency Mortgage-Backed Securities GINNIE MAE II 2049-07-20 2.000000 316375.00 319414.50 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.000000 318474.00 342522.77 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 331370.00 328799.36 Agency Mortgage-Backed Securities GINNIE MAE II 2045-05-20 5.000000 340000.00 60290.72 Agency Mortgage-Backed Securities GINNIE MAE II 2028-05-20 7.500000 350000.00 1630.42 Agency Mortgage-Backed Securities GINNIE MAE I 2032-08-15 6.000000 350000.00 4764.00 Agency Mortgage-Backed Securities GINNIE MAE I 2038-11-15 6.000000 375000.00 14341.65 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 381678.00 413171.83 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 396067.00 431316.32 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 399579.00 433729.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2036-03-14 5.625000 400000.00 628990.90 Agency Debentures and Agency Strips GINNIE MAE II 2048-06-20 5.000000 400000.00 207467.23 Agency Mortgage-Backed Securities GINNIE MAE I 2032-01-15 7.000000 400000.00 5875.67 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 405743.00 438580.68 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 407839.00 441191.04 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 410198.00 445001.77 Agency Mortgage-Backed Securities GINNIE MAE I 2025-08-15 7.500000 412000.00 794.90 Agency Mortgage-Backed Securities GINNIE MAE I 2032-08-15 7.000000 425000.00 2231.31 Agency Mortgage-Backed Securities GINNIE MAE I 2046-05-15 3.500000 429000.00 259538.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-12-01 3.000000 433672.00 439099.10 Agency Mortgage-Backed Securities GINNIE MAE I 2045-08-15 4.000000 438910.00 152284.64 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 455821.00 493729.46 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 460680.00 495704.06 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 461219.00 500667.12 Agency Mortgage-Backed Securities GINNIE MAE II 2033-02-20 4.000000 491810.00 304334.21 Agency Mortgage-Backed Securities GINNIE MAE II 2044-12-20 3.500000 500000.00 161686.99 Agency Mortgage-Backed Securities GINNIE MAE I 2026-05-15 3.500000 500000.00 64173.69 Agency Mortgage-Backed Securities GINNIE MAE II 2042-09-20 4.000000 510000.00 123082.83 Agency Mortgage-Backed Securities GINNIE MAE II 2033-07-20 4.000000 514450.00 339528.98 Agency Mortgage-Backed Securities GINNIE MAE II 2046-06-20 5.000000 533000.00 168081.33 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 535513.00 537320.14 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 536020.00 579089.75 Agency Mortgage-Backed Securities GINNIE MAE I 2024-11-15 4.500000 558700.00 55446.34 Agency Mortgage-Backed Securities GINNIE MAE II 2049-04-20 3.500000 576310.00 440337.61 Agency Mortgage-Backed Securities GINNIE MAE II 2033-03-20 5.000000 581000.00 17553.32 Agency Mortgage-Backed Securities GINNIE MAE I 2042-04-15 3.500000 600000.00 20729.99 Agency Mortgage-Backed Securities GINNIE MAE I 2039-09-15 5.000000 600000.00 57687.64 Agency Mortgage-Backed Securities GINNIE MAE I 2028-12-15 6.500000 605600.00 8134.66 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 621425.00 666213.59 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 629307.00 677884.36 Agency Mortgage-Backed Securities GINNIE MAE II 2027-07-20 7.000000 660000.00 176.54 Agency Mortgage-Backed Securities GINNIE MAE I 2032-02-15 7.500000 681000.00 3754.15 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 687945.00 745122.65 Agency Mortgage-Backed Securities GINNIE MAE II 2029-11-20 3.500000 692500.00 334271.14 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 730669.00 792092.00 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 739036.00 796955.78 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 4.000000 741000.00 481626.78 Agency Mortgage-Backed Securities GINNIE MAE I 2033-11-15 6.000000 750000.00 17568.53 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 801611.00 857220.36 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 806306.00 871364.51 Agency Mortgage-Backed Securities GINNIE MAE I 2038-10-15 5.500000 828300.00 9976.83 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 5.000000 830360.00 387491.76 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 855651.00 923201.48 Agency Mortgage-Backed Securities GINNIE MAE II 2043-03-20 3.500000 882000.00 382885.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 6.000000 885400.00 34136.65 Agency Mortgage-Backed Securities GINNIE MAE I 2039-07-15 5.000000 952400.00 57849.79 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2026-09-04 1.820000 966000.00 970727.60 Agency Debentures and Agency Strips GINNIE MAE I 2023-12-15 7.000000 975000.00 2246.42 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 995792.00 1076080.10 Agency Mortgage-Backed Securities GINNIE MAE II 2045-05-20 3.500000 1000000.00 379159.24 Agency Mortgage-Backed Securities GINNIE MAE II 2047-03-20 4.000000 1000000.00 509705.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-01-01 2.500000 1009836.00 1045598.44 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 3.500000 1010000.00 476551.34 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 1015636.00 1092859.28 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 1018100.00 1099745.59 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 1029190.00 1017063.77 Agency Mortgage-Backed Securities GINNIE MAE I 2045-07-15 3.000000 1034600.00 526795.58 Agency Mortgage-Backed Securities GINNIE MAE I 2048-04-15 3.500000 1039990.00 662694.38 Agency Mortgage-Backed Securities GINNIE MAE I 2050-01-15 3.500000 1044269.00 1114862.13 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 1052900.00 1186344.74 U.S. Treasuries (including strips) GINNIE MAE II 2050-02-20 3.000000 1058482.00 1140145.64 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1064992.00 1172507.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-11-01 3.500000 1065331.00 1114394.19 Agency Mortgage-Backed Securities GINNIE MAE I 2028-09-15 7.000000 1070000.00 4550.81 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 1074426.00 1161403.23 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 1117999.00 1209032.64 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 1120561.00 1204035.80 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 1122338.00 1209028.91 Agency Mortgage-Backed Securities GINNIE MAE II 2032-02-20 6.000000 1150000.00 14939.25 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 3.500000 1174727.00 1206307.28 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 1179860.00 1276930.49 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 1182852.00 1274811.17 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 1202204.00 1306725.10 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 1218517.00 1308875.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-07-01 5.500000 1227110.00 1078267.65 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 1258873.00 1378689.17 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 1294205.00 1404033.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-12-01 3.500000 1299025.00 1374931.76 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1308290.00 1412012.07 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 1325942.00 1433203.32 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 1335607.00 1436744.76 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 1341079.00 1462071.59 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 1341280.00 1325391.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-04-01 4.500000 1348375.00 1474123.11 Agency Mortgage-Backed Securities GINNIE MAE II 2044-06-20 4.000000 1378070.00 782813.34 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 1408958.00 1523627.00 Agency Mortgage-Backed Securities GINNIE MAE I 2039-05-15 5.000000 1450000.00 88018.08 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 1456161.00 1578513.96 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 1461959.00 1586325.77 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 1497225.00 1632303.64 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-15 3.500000 1501740.00 404955.92 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 1546466.00 1632263.77 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 3.500000 1577688.00 1635964.48 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 1577895.00 1689920.85 Agency Mortgage-Backed Securities GINNIE MAE II 2049-09-20 5.000000 1581428.00 1582026.40 Agency Mortgage-Backed Securities GINNIE MAE I 2045-06-15 3.500000 1590620.00 1074101.83 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 1631606.00 1772360.43 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1642659.00 1788497.91 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 1642997.00 1763519.04 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 4.500000 1651917.00 1793567.17 Agency Mortgage-Backed Securities GINNIE MAE I 2042-10-15 3.000000 1700000.00 627529.47 Agency Mortgage-Backed Securities GINNIE MAE I 2042-11-15 3.000000 1700000.00 558805.95 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1712352.00 1850933.22 Agency Mortgage-Backed Securities GINNIE MAE II 2042-07-20 3.500000 1716610.00 479925.80 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 1781706.00 1939267.34 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 3.500000 1783973.00 1868882.73 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 1804565.00 1953169.87 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 1812092.00 1948990.29 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 1816458.00 1969086.49 Agency Mortgage-Backed Securities GINNIE MAE I 2040-03-15 5.500000 1835100.00 91221.88 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 1846800.00 1969663.91 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 1950068.00 2111915.88 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 1959248.00 2124131.72 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 1960826.00 2110020.13 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 3.500000 1965497.00 2125203.74 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 1996674.00 2132284.77 Agency Mortgage-Backed Securities GINNIE MAE II 2020-08-20 10.000000 2000000.00 18.55 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 2005609.00 2149200.72 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 2010050.00 2213218.57 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 2014492.00 2188517.92 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 2016731.00 2160917.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-07-01 3.500000 2031020.00 922008.79 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 2104666.00 2304390.10 Agency Mortgage-Backed Securities GINNIE MAE II 2043-10-20 3.500000 2150000.00 735815.24 Agency Mortgage-Backed Securities GINNIE MAE II 2049-09-20 3.500000 2214379.00 2336237.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 3.500000 2249940.00 2037221.73 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 2271779.00 2434549.38 Agency Mortgage-Backed Securities GINNIE MAE II 2021-04-20 9.000000 2280000.00 302.34 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.000000 2292000.00 1846817.96 U.S. Treasuries (including strips) GINNIE MAE I 2042-08-15 3.500000 2298220.00 557486.63 Agency Mortgage-Backed Securities GINNIE MAE II 2047-01-20 4.000000 2300000.00 1171654.42 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 2303506.00 2511329.08 Agency Mortgage-Backed Securities GINNIE MAE II 2047-07-20 3.500000 2387000.00 1716620.04 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 3.500000 2440000.00 1800598.67 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 2474065.00 2743538.10 Agency Mortgage-Backed Securities GINNIE MAE II 2046-07-20 3.500000 2500000.00 1397146.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-11-01 4.500000 2548770.00 530446.39 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 2568930.00 2759040.85 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 2653815.00 2855837.33 Agency Mortgage-Backed Securities GINNIE MAE II 2047-11-20 4.000000 2790000.00 1792635.91 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 2814472.00 3039667.03 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 2822500.00 3073379.79 Agency Mortgage-Backed Securities GINNIE MAE II 2048-11-20 3.500000 2944000.00 2233138.72 Agency Mortgage-Backed Securities GINNIE MAE II 2042-04-20 4.000000 3000000.00 412295.45 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.000000 3000000.00 3194175.85 Agency Mortgage-Backed Securities GINNIE MAE I 2038-02-15 5.500000 3000000.00 45771.59 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 3000568.00 3259837.08 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 3003938.00 3219196.88 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 3010187.00 3319075.34 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 3146797.00 3391185.04 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 3150418.00 3408934.83 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 3267055.00 3569208.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2029-12-01 3.500000 3363720.00 1228428.24 Agency Mortgage-Backed Securities GINNIE MAE I 2034-08-15 6.000000 3425000.00 123836.05 Agency Mortgage-Backed Securities GINNIE MAE II 2034-02-20 4.000000 3500000.00 397204.08 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 3600971.00 3858418.82 Agency Mortgage-Backed Securities GINNIE MAE I 2029-08-15 6.500000 3715900.00 55992.38 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 4.500000 3723489.00 3929414.29 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 3803333.00 4096566.97 Agency Mortgage-Backed Securities GINNIE MAE II 2049-07-20 5.500000 3804000.00 3483428.06 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.500000 3876747.00 4034646.90 Agency Mortgage-Backed Securities GINNIE MAE II 2045-07-20 3.000000 3898000.00 2070689.11 Agency Mortgage-Backed Securities GINNIE MAE II 2043-10-20 3.500000 3900000.00 1537294.14 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 3911743.00 4215448.33 Agency Mortgage-Backed Securities GINNIE MAE II 2048-03-20 4.000000 4018240.00 2571015.38 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 4074301.00 4376497.67 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 4108615.00 4414434.20 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 5.000000 4137210.00 3619249.19 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 4138321.00 4534093.18 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 3.000000 4272180.00 4005346.74 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 4332829.00 4712922.09 Agency Mortgage-Backed Securities GINNIE MAE II 2047-05-20 3.500000 4359000.00 2897905.00 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 5.500000 4410891.00 4761421.56 Agency Mortgage-Backed Securities GINNIE MAE I 2042-03-15 3.500000 4524280.00 867205.83 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 4714835.00 5060687.01 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 4834220.00 5188824.54 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 4888584.00 5299358.68 Agency Mortgage-Backed Securities GINNIE MAE II 2048-11-20 5.000000 4906250.00 2509688.28 Agency Mortgage-Backed Securities GINNIE MAE I 2049-06-15 3.500000 4972350.00 4335550.77 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 4991092.00 5423986.27 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 5032758.00 5428045.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-12-01 2.500000 5048050.00 522661.68 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 5052297.00 5456477.39 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 5060901.00 5486160.08 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-05 0.000000 5064200.00 5063896.15 U.S. Treasuries (including strips) GINNIE MAE II 2045-01-20 4.000000 5242720.00 1497129.65 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 5259995.00 5528957.83 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 5334017.00 5731018.69 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 5506652.00 5899224.02 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 6239847.00 6685927.42 Agency Mortgage-Backed Securities GINNIE MAE I 2047-03-15 4.000000 6974760.00 4063130.12 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 7068818.00 7654622.73 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 7109172.00 7684519.66 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.500000 7151240.00 7714922.76 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 7350224.00 7897368.29 Agency Mortgage-Backed Securities GINNIE MAE II 2047-07-20 4.500000 7471000.00 3672797.77 Agency Mortgage-Backed Securities GINNIE MAE I 2060-03-15 3.440000 7570000.00 8018633.53 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 7662187.00 8333164.79 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 7821774.00 8440385.08 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 3.000000 7874340.00 6494804.47 Agency Mortgage-Backed Securities GINNIE MAE I 2047-03-15 2.990000 8264274.00 8731223.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2057-03-01 3.500000 8300000.00 6433408.99 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 8420842.00 9222306.86 Agency Mortgage-Backed Securities GINNIE MAE II 2047-08-20 3.000000 8487400.00 6632371.24 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 8954924.00 9659031.76 Agency Mortgage-Backed Securities GINNIE MAE I 2028-10-15 3.500000 10000000.00 2535559.43 Agency Mortgage-Backed Securities GINNIE MAE I 2031-04-15 6.500000 10000000.00 72776.87 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 10034437.00 10791973.44 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 10035379.00 10838192.59 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 10037551.00 10879979.23 Agency Mortgage-Backed Securities GINNIE MAE II 2048-04-20 4.500000 10320000.00 5656479.56 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 10619329.00 11351055.37 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 4.000000 10760000.00 4481560.18 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 11144933.00 11946421.55 Agency Mortgage-Backed Securities GINNIE MAE II 2044-02-20 4.000000 11865000.00 2669973.00 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.000000 12176909.00 12475705.98 Agency Mortgage-Backed Securities GINNIE MAE II 2049-02-20 5.000000 12466460.00 6979977.61 Agency Mortgage-Backed Securities GINNIE MAE II 2048-08-20 5.000000 13239720.00 6939609.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-08-15 0.000000 13486030.00 11460644.07 U.S. Treasuries (including strips) GINNIE MAE II 2050-02-20 3.500000 13693863.00 14667313.42 Agency Mortgage-Backed Securities GINNIE MAE II 2043-06-20 3.500000 13749000.00 4740803.88 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 13828624.00 14834914.53 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 5.000000 14288855.00 15158082.26 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 14958871.00 15993541.20 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 15139565.00 16282475.99 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 15149401.00 16293069.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 7.500000 16915700.00 22888972.35 U.S. Treasuries (including strips) GINNIE MAE II 2046-12-20 3.000000 19155000.00 13414276.61 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 20120778.00 21534282.78 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 4.000000 23020665.00 23136630.02 Agency Mortgage-Backed Securities GINNIE MAE II 2043-05-20 3.500000 23383000.00 8009401.52 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.250000 25958500.00 27366009.07 U.S. Treasuries (including strips) GINNIE MAE II 2048-10-20 4.500000 26990000.00 15525826.10 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 5.000000 30187276.00 32637053.95 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 30208569.00 32330751.18 Agency Mortgage-Backed Securities GINNIE MAE II 2048-12-20 5.000000 35425020.00 18665873.35 Agency Mortgage-Backed Securities GINNIE MAE II 2048-02-20 4.000000 35839294.00 35996708.88 Agency Mortgage-Backed Securities GINNIE MAE II 2045-06-20 3.000000 42635000.00 21406558.86 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 4.000000 50914394.00 53055906.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-08-01 4.500000 53448640.00 46836747.53 Agency Mortgage-Backed Securities GINNIE MAE II 2048-11-20 3.500000 64643570.00 39823117.85 Agency Mortgage-Backed Securities GINNIE MAE II 2049-07-20 4.000000 71000840.00 67630322.97 Agency Mortgage-Backed Securities GINNIE MAE II 2046-03-20 3.500000 104403730.00 49541032.89 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 142490135.00 151769285.86 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.500000 188198483.00 200218720.11 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 5.000000 204870710.00 158897348.97 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 263774403.00 281433220.03 Agency Mortgage-Backed Securities GINNIE MAE II 2044-12-20 4.000000 280433930.00 77193159.46 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 2000000000.00 2000000000.00 0.0139 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 0.010 549300LCO2FLSSVFFR64 BRW3KM0L2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHMS_KF19 2023-06-25 2.111880 1.00 0.16 Agency Collateralized Mortgage Obligation FHMS_KBF1 2024-07-25 2.051880 1.00 0.27 Agency Collateralized Mortgage Obligation FHMS_KF44 2025-02-25 1.851880 1.00 0.51 Agency Collateralized Mortgage Obligation FHMS_KF14 2023-01-25 2.311880 2.00 0.22 Agency Collateralized Mortgage Obligation GNMA_12-84A 2042-03-20 2.500000 1000.00 163.86 Agency Collateralized Mortgage Obligation GNMA_14-6E 2044-01-20 3.500000 1000.00 1034.85 Agency Collateralized Mortgage Obligation GNMA_19-140F 2049-11-20 5.500000 1413.00 517.83 Agency Collateralized Mortgage Obligation FNMA_13-13 2042-11-25 2.500000 1800.00 1674.01 Agency Collateralized Mortgage Obligation FHLMC_4087B 2042-07-15 3.000000 2000.00 2062.66 Agency Collateralized Mortgage Obligation FNMA_12-144G 2043-01-25 2.500000 5000.00 4927.82 Agency Collateralized Mortgage Obligation FNMA_03-117 2033-06-25 5.500000 5000.00 0.19 Agency Collateralized Mortgage Obligation FNMA_13-41 2043-05-25 2.500000 8000.00 410.88 Agency Collateralized Mortgage Obligation GNMA_13-51A 2043-04-20 2.500000 8000.00 3265.43 Agency Collateralized Mortgage Obligation FNMA_17-26C 2047-04-25 3.000000 9000.00 1714.08 Agency Collateralized Mortgage Obligation GNMA_17-117D 2047-08-20 2.500000 9500.00 6434.18 Agency Collateralized Mortgage Obligation FNMA_10-147 2041-01-25 4.000000 10000.00 2031.33 Agency Collateralized Mortgage Obligation GNMA_14-119 2044-08-20 3.000000 10000.00 4744.60 Agency Collateralized Mortgage Obligation FNMA_12-134B 2042-07-25 2.500000 11843.00 228.47 Agency Collateralized Mortgage Obligation GNMA_05-56 2035-07-20 5.000000 14000.00 5065.21 Agency Collateralized Mortgage Obligation FNMA_11-126C 2041-12-25 2.500000 15000.00 5800.19 Agency Collateralized Mortgage Obligation FNMA_15-48A 2045-07-25 3.000000 15000.00 15064.32 Agency Collateralized Mortgage Obligation FNMA_94-4 2024-05-25 8.000000 17000.00 833.32 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.000000 17630.06 13350.59 U.S. Treasuries (including strips) FRESB_19-SB67 2039-08-25 2.240000 19966.00 19895.52 Agency Collateralized Mortgage Obligation FNMA_13-73G 2043-03-25 3.000000 20000.00 6427.18 Agency Collateralized Mortgage Obligation FHLMC_4670B 2047-03-15 3.000000 21000.00 3546.85 Agency Collateralized Mortgage Obligation GNMA_17-67A 2047-05-20 2.500000 25000.00 14633.11 Agency Collateralized Mortgage Obligation GNMA_17-56J 2047-04-20 3.000000 25000.00 10908.41 Agency Collateralized Mortgage Obligation FHG_4 2022-12-25 8.000000 29997.00 98.96 Agency Collateralized Mortgage Obligation FHLMC_4480B 2045-06-15 3.500000 30000.00 19501.83 Agency Collateralized Mortgage Obligation GNMA_03-26 2033-03-20 5.500000 30000.00 33640.99 Agency Collateralized Mortgage Obligation GNMA_15-179A 2045-12-20 3.000000 36000.00 35971.34 Agency Collateralized Mortgage Obligation GNMA_13-89 2043-06-20 3.000000 39000.00 14932.92 Agency Collateralized Mortgage Obligation GNMA_17-65B 2047-04-20 2.500000 40000.00 15352.14 Agency Collateralized Mortgage Obligation FNMA_93-119 2023-07-25 6.500000 50000.00 903.28 Agency Collateralized Mortgage Obligation FNMA_16-42D 2046-05-25 2.500000 50000.00 22531.58 Agency Collateralized Mortgage Obligation FNMA_17-11B 2047-03-25 3.000000 50000.00 5906.58 Agency Collateralized Mortgage Obligation FNMA_17-47B 2047-06-25 3.000000 50000.00 7645.20 Agency Collateralized Mortgage Obligation FHLMC_4161A 2042-08-15 2.500000 50000.00 33107.85 Agency Collateralized Mortgage Obligation GNMA_17-67A 2047-05-20 2.500000 50000.00 27839.47 Agency Collateralized Mortgage Obligation FNMA_13-73G 2043-03-25 2.500000 54000.00 17192.31 Agency Collateralized Mortgage Obligation FNMA_18-49C 2048-07-25 3.000000 55000.00 44524.14 Agency Collateralized Mortgage Obligation VENDE_92-1 2022-05-15 7.750000 55000.00 2441.30 Agency Collateralized Mortgage Obligation GNMA_13-81 2043-05-20 2.500000 58000.00 25811.78 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 1.375000 65000.00 67397.74 U.S. Treasuries (including strips) FNMA_15-91 2045-12-25 3.000000 77000.00 77578.58 Agency Collateralized Mortgage Obligation FNMA_12-141A 2042-10-25 2.500000 92000.00 92841.83 Agency Collateralized Mortgage Obligation FHLMC_4602B 2045-11-15 3.000000 100000.00 11381.08 Agency Collateralized Mortgage Obligation GNMA_20-32H 2050-03-20 2.000000 110000.00 112696.94 Agency Collateralized Mortgage Obligation FNMA_13-18J 2043-03-25 3.000000 126900.00 126746.70 Agency Collateralized Mortgage Obligation FNMA_12-129 2032-12-25 2.000000 128600.00 70568.34 Agency Collateralized Mortgage Obligation FNMA_13-67F 2043-07-25 2.500000 152000.00 89218.03 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.500000 193500.00 198579.57 U.S. Treasuries (including strips) FHLMC_4588C 2045-11-15 3.000000 200000.00 16648.92 Agency Collateralized Mortgage Obligation FNMA_06-70B 2036-08-25 46.778650 200000.00 3465.39 Agency Collateralized Mortgage Obligation GNMA_14-173 2038-11-20 4.000000 275000.00 374.17 Agency Collateralized Mortgage Obligation FHLMC_40-13 2039-02-15 4.000000 300000.00 1279.29 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-30 0.000000 541900.00 541866.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.875000 544900.00 562842.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 1.875000 546300.00 573024.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 568100.00 623468.29 U.S. Treasuries (including strips) FNMA_20-4A 2050-02-25 4.000000 573281.00 371212.68 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 591300.00 610454.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 0.000000 750000.00 589605.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.000000 750000.00 563797.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 750000.00 552138.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.000000 800000.00 562122.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 800000.00 545409.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.000000 800000.00 551048.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 825000.00 655495.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.000000 825000.00 578604.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 850000.00 609264.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 875000.00 593540.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.000000 925000.00 635257.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.000000 925000.00 613710.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.000000 925000.00 625649.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.000000 925000.00 621919.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.000000 950000.00 634350.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.000000 950000.00 617196.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.000000 975000.00 644286.82 U.S. Treasuries (including strips) FNMA_08-21 2038-04-25 5.553370 1200000.00 1254.16 Agency Collateralized Mortgage Obligation FHLMC_4152B 2043-01-15 2.500000 2842037.00 656889.10 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 3786700.00 4021984.32 U.S. Treasuries (including strips) GNMA_19-83 2049-07-20 4.000000 7301711.00 4027653.33 Agency Collateralized Mortgage Obligation FHSTR_366 2049-08-15 3.000000 7900000.00 7289293.37 Agency Collateralized Mortgage Obligation FNMA_18-M11 2023-05-25 0.000000 9071269.00 5335546.30 Agency Collateralized Mortgage Obligation FHLMC_43-92 2040-03-15 3.500000 9126823.00 62468.91 Agency Collateralized Mortgage Obligation GNMA_19-138C 2049-11-20 4.000000 9640214.00 9278506.48 Agency Collateralized Mortgage Obligation FNMA_12-110 2042-10-25 5.093370 11714285.00 797472.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-08-01 3.500000 17970660.00 16323823.10 Agency Mortgage-Backed Securities FHLMC_4906D 2038-03-15 2.055000 19059784.00 15156197.01 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_328 2038-02-15 2.005000 21500000.00 4951787.77 Agency Collateralized Mortgage Obligation GNMA_18-H19A 2063-12-20 2.011880 21946673.00 20116369.91 Agency Collateralized Mortgage Obligation FNMA_19-70 2049-12-25 4.000000 22432975.00 9627331.51 Agency Collateralized Mortgage Obligation FNMA_11-51E 2041-06-25 0.000000 25910819.00 6835574.78 Agency Collateralized Mortgage Obligation GINNIE MAE II 2049-11-20 3.500000 26169077.00 27478970.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-11-15 2.375000 27009000.00 34339509.28 U.S. Treasuries (including strips) FHLMC_4912B 2049-09-25 4.000000 29507542.00 5840183.77 Agency Collateralized Mortgage Obligation FNMA_11-90B 2041-09-25 0.000000 36645073.00 6592490.60 Agency Collateralized Mortgage Obligation GNMA_15-H24A 2065-08-20 2.181880 47546288.00 30801373.19 Agency Collateralized Mortgage Obligation GNMA_19-H13B 2069-08-20 2.111880 66737811.00 59373691.51 Agency Collateralized Mortgage Obligation FNS_413 2042-07-25 3.500000 100000000.00 3570578.15 Agency Collateralized Mortgage Obligation FHLMC_261 2040-05-15 0.000000 105418882.00 8552595.30 Agency Collateralized Mortgage Obligation FNSTR_400 2039-11-25 0.000000 129375575.00 10265697.14 Agency Collateralized Mortgage Obligation FHSTR_227 2034-12-01 0.000000 293000000.00 8616156.30 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-2 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 300000000.00 300000000.00 0.0021 N Y Y N Natixis SA Natixis SA 0.010 KX1WK48MPD4Y2NCUIZ63 BRW3KM1N7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 100.00 104.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 1.375000 100.00 101.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-30 2.125000 100.00 103.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-28 2.500000 1000.00 1118.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.875000 1178000.00 1216340.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 2.000000 2117600.00 2284692.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-15 1.375000 4010200.00 4147066.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-04-15 3.375000 15926900.00 33248701.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.625000 50066100.00 53908959.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 55729500.00 84167461.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 63382800.00 91322297.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 113646000.00 127503150.26 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 390000000.00 390000000.00 0.0027 N Y Y N Credit Suisse AG Credit Suisse AG 0.010 ANGGYXNX0JLX3X63JN86 BRW3KM115 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-09-30 1.625000 315000.00 337007.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 1.375000 5047000.00 5214988.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.875000 9611900.00 9925488.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 14485200.00 15787913.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 19218400.00 19734602.05 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 50000000.00 50000000.00 0.0003 N Y Y N Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.020 9J6MBOOO7BECTDTUZW19 BRW3KM0W8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_14-13 2054-01-16 3.979440 49987.00 72280.21 Agency Collateralized Mortgage Obligation GNMA_06-42 2048-02-16 1.250000 252470.00 33.56 Agency Collateralized Mortgage Obligation GINNIE MAE II 2050-02-20 3.000000 6530263.00 6956214.84 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.000000 13051700.00 12056364.31 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 52934421.00 47317333.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-03-01 2.500000 57064325.00 59791904.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 77031367.00 70491093.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.500000 92663431.00 84571261.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-10-01 4.500000 93177071.00 81907494.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-02-01 4.000000 100627904.00 107930440.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-07-01 4.000000 110000000.00 100377046.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-06-01 4.000000 139046943.00 108560268.31 Agency Mortgage-Backed Securities FEDERAL HOME LN MTG CORP MULTI 2056-01-15 3.000000 139713509.00 135707424.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTI 2050-03-15 3.250000 385750000.00 388161066.08 Agency Collateralized Mortgage Obligation Y Fitch F2 Moody's NR Standard & Poor's A-2 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 1150000000.00 1150000000.00 0.0080 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 0.010 7TK5RJIZDFROZCA6XF66 BRW3KM0E8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-12-10 3.000000 10000.00 10508.27 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-06-11 3.625000 10000.00 10485.19 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2021-12-10 2.625000 13380000.00 13969639.88 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2030-03-08 1.750000 22910000.00 24773123.93 Agency Debentures and Agency Strips Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 38000000.00 38000000.00 0.0003 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.010 ZBUT11V806EZRVTWT807 BRW3KM1K3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 09/17/20 2020-09-17 0.000000 100.00 99.96 U.S. Treasuries (including strips) BILL 07/09/20 2020-07-09 0.000000 5090700.00 5089361.15 U.S. Treasuries (including strips) 3 BOND 45 2045-11-15 3.000000 6000.00 8287.95 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 1600.00 1736.10 U.S. Treasuries (including strips) 0 1/2 TRIN X 24 2024-04-15 0.500000 400.00 416.88 U.S. Treasuries (including strips) 1 1/8 NOTE K 20 2020-04-30 1.125000 100.00 100.55 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 5000000.00 5000000.00 0.0000 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.010 VYVVCKR63DVZZN70PB21 BRW3KM1M9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 2 3/8 NOTE V 24 2024-02-29 2.375000 943800.00 1020027.59 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0000 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.020 VYVVCKR63DVZZN70PB21 BRW3KM0B4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT BANKS FUNDING CORP 2024-11-26 3.875000 2000.00 2320.41 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2027-02-09 3.050000 10000.00 11272.16 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2026-09-28 3.300000 15000.00 17252.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-08-12 1.125000 15000.00 15142.63 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-11-23 1.610000 25000.00 25583.51 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-03-22 2.480000 25000.00 25530.75 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-06-29 2.250000 25000.00 26127.50 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-04-05 2.540000 27000.00 27831.65 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2022-03-11 2.700000 35000.00 36537.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-05-01 1.375000 40000.00 40257.65 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2022-09-13 2.800000 50000.00 52736.50 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2022-03-01 2.550000 50000.00 52052.15 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-12-05 2.830000 55000.00 62939.19 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2028-05-17 3.300000 70000.00 81738.32 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2026-10-13 2.550000 80000.00 89167.36 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2031-03-12 3.480000 85000.00 103295.80 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2024-03-04 1.230000 100000.00 102458.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2028-08-10 2.400000 125000.00 125436.25 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2026-09-01 2.400000 175000.00 190693.65 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-05-03 2.800000 175000.00 199987.92 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2025-05-29 3.650000 200000.00 203086.69 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-03-02 5.250000 273000.00 286710.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-06-29 2.250000 353000.00 366936.80 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-02-16 2.375000 391000.00 398713.94 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-04-01 3.605000 450000.00 517362.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-04-23 2.500000 494000.00 500047.17 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2024-04-10 2.800000 500000.00 549760.00 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-12-24 1.500000 500000.00 505910.83 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2037-03-16 2.560000 515000.00 515729.58 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2029-09-15 6.750000 960000.00 1414067.52 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-12-01 2.000000 1000000.00 1031016.67 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2032-07-26 2.450000 1000000.00 1134893.61 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2022-01-28 1.550000 1000000.00 1021432.50 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2022-02-03 2.030000 1245000.00 1283565.81 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-12-13 1.580000 1295000.00 1326144.75 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2037-10-07 3.610000 1500000.00 1971987.50 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-11-02 1.950000 1750000.00 1805651.46 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2023-03-15 0.790000 2404000.00 2408100.16 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2022-01-24 1.900000 2450000.00 2519761.57 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2044-12-14 3.830000 2500000.00 3544734.03 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2024-07-23 1.970000 2646000.00 2657118.79 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 3108000.00 4773028.46 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2024-08-16 1.600000 3411000.00 3560742.90 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2024-03-12 1.210000 3505000.00 3501700.43 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2031-02-10 2.850000 3950000.00 4588223.23 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2023-11-02 2.980000 4100000.00 4502078.34 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2026-12-09 1.780000 5000000.00 5253638.89 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2023-11-27 1.720000 5310000.00 5320133.84 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2025-02-20 2.000000 5900000.00 5916719.29 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2023-12-20 3.500000 6000000.00 6653576.67 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2031-06-11 2.620000 6000000.00 6816249.33 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-02-14 7.930000 6100000.00 8268580.84 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2023-05-05 1.720000 6225000.00 6244064.41 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2026-03-02 2.680000 6285000.00 6868555.27 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-02-09 3.200000 7441000.00 8640208.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2020-08-14 0.055000 8000000.00 7996128.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-03-15 6.750000 8227000.00 12640950.04 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-12-17 2.800000 11000000.00 11495977.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2037-03-18 1.900000 12445000.00 11990982.89 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2024-11-27 2.000000 12550000.00 12654577.76 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-12-18 2.060000 14691000.00 15950369.65 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-11-17 1.875000 17500000.00 17756955.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2034-03-30 2.190000 18640000.00 18472240.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2031-08-13 3.490000 20000000.00 24526206.67 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2022-04-21 1.580000 22094000.00 22622537.58 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2026-01-28 1.750000 25000000.00 26434812.50 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2022-02-24 1.450000 26267000.00 26750320.10 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-11-27 1.950000 27081000.00 28720122.66 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2021-08-16 1.550000 34093000.00 34623538.22 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-02-14 1.850000 40000000.00 43057811.11 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2029-03-13 1.125000 64042000.00 64733813.71 Agency Debentures and Agency Strips Y Fitch NR Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 479000000.00 479000000.00 0.0033 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.020 ZBUT11V806EZRVTWT807 BRW3KM0P3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT BANKS FUNDING CORP 2026-10-05 2.570000 625000.00 685469.66 Agency Debentures and Agency Strips GINNIE MAE I 2061-11-15 3.330000 737634.00 759976.19 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 3.500000 1014736.00 1039475.29 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 1062830.00 1135599.85 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1063418.00 1134148.49 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 1063818.00 1136075.00 Agency Mortgage-Backed Securities GINNIE MAE II 2035-10-20 4.500000 1100810.00 950867.52 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 1158358.00 1241172.49 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1181994.00 1260650.65 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.000000 1185632.00 1266155.78 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 1206214.00 1284461.61 Agency Mortgage-Backed Securities GINNIE MAE II 2048-01-20 4.000000 1239172.00 1032343.09 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.000000 1378770.00 1466742.58 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 1404426.00 1497862.47 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 1501100.00 1604187.10 Agency Mortgage-Backed Securities GINNIE MAE II 2034-04-20 4.500000 1718180.00 1518357.79 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.500000 1816008.00 1928262.99 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 1900968.00 2020435.60 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 4.000000 1914154.00 2041441.98 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2049-10-15 2.625000 3000000.00 3586782.50 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2024-11-13 2.260000 3325000.00 3601242.10 Agency Debentures and Agency Strips GINNIE MAE II 2047-10-20 3.500000 3700000.00 3153186.84 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 4033432.00 4360587.31 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 4.500000 4130464.00 4456973.05 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.000000 4220056.00 4479735.67 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 4404928.00 4739811.97 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.000000 4873256.00 5230738.57 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 4886152.00 5288299.08 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 5047048.00 5420276.43 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 2.500000 6170080.00 6511120.89 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 3.500000 7563096.00 8136859.85 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 8651184.00 9321158.17 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 9910112.00 10670920.09 Agency Mortgage-Backed Securities GINNIE MAE II 2050-03-20 3.500000 10193472.00 11001596.87 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 4.000000 10394944.00 11136991.66 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.000000 11000336.00 11990563.01 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 3.500000 11264272.00 12058031.87 Agency Mortgage-Backed Securities GINNIE MAE I 2058-06-15 3.440000 14243200.00 15205488.40 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2033-06-27 3.500000 17000000.00 21422769.11 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-03-15 0.000000 38330000.00 31877642.79 Agency Debentures and Agency Strips GINNIE MAE II 2049-05-20 3.500000 176150000.00 144465537.81 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 356000000.00 356000000.00 0.0025 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.010 549300HN4UKV1E2R3U73 BRW3KM032 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 18001900.00 18682962.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 77123800.00 116977178.29 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 133000000.00 133000000.00 0.0009 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.010 549300HN4UKV1E2R3U73 BRW3LZ7F8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 1.750000 52715900.00 54308078.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 146528300.00 166386613.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 173245900.00 190130831.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 188602800.00 201174483.36 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 600000000.00 600000000.00 0.0042 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.010 VYVVCKR63DVZZN70PB21 BRW3KM0C2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-31 2.125000 2031438.00 2243851.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.125000 2835676.00 3128466.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 3096738.00 3416940.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 2.875000 3670418.00 4047346.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.875000 4207726.00 4637971.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 7282785.00 8025420.81 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 25000000.00 25000000.00 0.0002 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.010 549300HN4UKV1E2R3U73 BRW3KM149 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.000000 13582.00 12415.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 2.625000 88991.00 104289.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 150122.00 229123.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 176993.00 231198.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 194943.00 211472.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 1.125000 229167.00 231500.89 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 1000000.00 1000000.00 0.0000 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.010 MBNUM2BPBDO7JBLYG310 BRW3KM1B3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 1.00 0.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 221.00 234.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 2.000000 11146.00 11964.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 1.750000 16615.00 17651.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 54030.00 70493.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 174101.00 189699.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 558775.00 609425.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 2.125000 902992.00 973801.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.250000 3102418.00 3226728.34 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 5000000.00 5000000.00 0.0000 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.010 1VUV7VQFKUOQSJ21A208 BRW3KM0Z1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 506014.00 519584.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 628737.00 962554.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 670216.00 729104.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.125000 879392.00 961709.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-31 2.500000 908572.00 968130.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 948170.00 958915.27 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 5000000.00 5000000.00 0.0000 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.760 3130AE2K5 2549001DPIFGXC1TOL40 US3130AE2K53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-17 2020-04-17 2020-04-17 N N N 0.0071 567387652.46 567387652.46 0.0039 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.687 3130AFA23 2549001DPIFGXC1TOL40 US3130AFA238 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-20 2020-04-20 2020-04-20 N N N 0.0170 540277997.91 540277997.91 0.0037 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.070 3130AFLV7 2549001DPIFGXC1TOL40 US3130AFLV73 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-06-21 2020-12-21 2020-12-21 N N N 0.0121 538947550.38 538947550.38 0.0037 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.085 3130AFS73 2549001DPIFGXC1TOL40 US3130AFS735 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-07-24 2020-07-24 N N N 0.0006 116804844.65 116804844.65 0.0008 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.326 3130AFUC9 2549001DPIFGXC1TOL40 US3130AFUC91 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-04 2020-08-04 2020-08-04 N N N 0.0095 244395508.35 244395508.35 0.0017 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.566 3130AFYX9 2549001DPIFGXC1TOL40 US3130AFYX92 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-06-01 2020-06-01 N N N 0.0095 203454559.88 203454559.88 0.0014 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.125 3130AG3Q6 2549001DPIFGXC1TOL40 US3130AG3Q69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-03-12 2021-03-12 N N N 0.0014 516338808.45 516338808.45 0.0036 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.695 3130AGB46 2549001DPIFGXC1TOL40 US3130AGB465 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-15 2020-07-15 2020-07-15 N N N 0.0090 238027948.34 238027948.34 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.050 3130AGKE4 2549001DPIFGXC1TOL40 US3130AGKE41 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-08-25 2020-08-25 N N N 0.0005 262005234.76 262005234.76 0.0018 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.085 3130AGM85 2549001DPIFGXC1TOL40 US3130AGM850 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-06-11 2021-06-11 N N N 0.0033 244274128.70 244274128.70 0.0017 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.045 3130AGN35 2549001DPIFGXC1TOL40 US3130AGN353 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-06-19 2020-06-19 N N N 0.0005 262105814.10 262105814.10 0.0018 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.085 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-07-08 2021-07-08 N N N 0.0017 413203338.38 413203338.38 0.0029 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.868 3130AGQD0 2549001DPIFGXC1TOL40 US3130AGQD04 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-10 2020-07-10 2020-07-10 N N N 0.0093 870391972.59 870391972.59 0.0060 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.060 3130AGSF3 2549001DPIFGXC1TOL40 US3130AGSF34 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-01-22 2021-01-22 N N N 0.0023 189778049.49 189778049.49 0.0013 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.085 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-07-23 2021-07-23 N N N 0.0017 225415177.95 225415177.95 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.050 3130AGVL6 2549001DPIFGXC1TOL40 US3130AGVL64 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-02-09 2021-02-09 N N N 0.0028 230912900.16 230912900.16 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.040 3130AGXB6 2549001DPIFGXC1TOL40 US3130AGXB64 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-08-21 2020-08-21 N N N 0.0004 129747463.39 129747463.39 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.030 3130AGXS9 2549001DPIFGXC1TOL40 US3130AGXS99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-05-22 2020-05-22 N N N 0.0011 273642982.76 273642982.76 0.0019 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.095 3130AH3A9 2549001DPIFGXC1TOL40 US3130AH3A99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-09-10 2021-09-10 N N N 0.0018 11086155.64 11086155.64 0.0001 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.110 3130AH5B5 2549001DPIFGXC1TOL40 US3130AH5B54 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-12-23 2020-12-23 N N N 0.0011 465999995.34 465999995.34 0.0032 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.110 3130AH7A5 2549001DPIFGXC1TOL40 US3130AH7A53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-07-29 2020-07-29 N N N 0.0020 860597888.75 860597888.75 0.0060 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.055 3130AHAE3 2549001DPIFGXC1TOL40 US3130AHAE34 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-08 2020-05-08 2020-05-08 N N N 0.0095 123692923.32 123692923.32 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.055 3130AHAH6 2549001DPIFGXC1TOL40 US3130AHAH64 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-08 2020-05-08 2020-05-08 N N N 0.0095 334349932.57 334349932.57 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.130 3130AHAP8 2549001DPIFGXC1TOL40 US3130AHAP80 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-10-07 2020-10-07 N N N 0.0026 285527966.90 285527966.90 0.0020 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.180 3130AHBW2 2549001DPIFGXC1TOL40 US3130AHBW23 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-04-09 2021-04-09 N N N 0.0028 478797506.17 478797506.17 0.0033 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 1.690 3130AHCP6 2549001DPIFGXC1TOL40 US3130AHCP62 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-15 2020-04-15 2020-04-15 N N N 0.0041 225112095.00 225112095.00 0.0016 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 1.720 3130AHD42 2549001DPIFGXC1TOL40 US3130AHD428 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-15 2020-04-15 2020-04-15 N N N 0.0038 150077806.50 150077806.50 0.0010 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.070 3130AHJF1 2549001DPIFGXC1TOL40 US3130AHJF18 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-05-06 2020-05-06 N N N 0.0007 330000735.90 330000735.90 0.0023 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 1.560 3130AHJR5 2549001DPIFGXC1TOL40 US3130AHJR55 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-05-01 2020-05-01 2020-05-01 N N N 0.0034 681390304.68 681390304.68 0.0047 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 1.590 3130AHKL6 2549001DPIFGXC1TOL40 US3130AHKL66 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-05-14 2020-05-14 2020-05-14 N N N 0.0039 315780411.07 315780411.07 0.0022 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 1.600 3130AHKQ5 2549001DPIFGXC1TOL40 US3130AHKQ53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-05-13 2020-05-13 2020-05-13 N N N 0.0041 451105545.54 451105545.54 0.0031 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.690 3130AHQ30 2549001DPIFGXC1TOL40 US3130AHQ305 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-19 2020-06-19 2020-06-19 N N N 0.0086 1000021850.00 1000021850.00 0.0069 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 1.590 3130AHQU0 2549001DPIFGXC1TOL40 US3130AHQU02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-17 2020-06-17 2020-06-17 N N N 0.0032 100268449.00 100268449.00 0.0007 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 1.590 3130AHQW6 2549001DPIFGXC1TOL40 US3130AHQW67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-17 2020-06-17 2020-06-17 N N N 0.0032 235565680.66 235565680.66 0.0016 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 1.600 3130AHRM7 2549001DPIFGXC1TOL40 US3130AHRM76 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-17 2020-06-17 2020-06-17 N N N 0.0032 486307187.92 486307187.92 0.0034 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 1.610 3130AHSU8 2549001DPIFGXC1TOL40 US3130AHSU83 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-23 2020-06-23 2020-06-23 N N N 0.0030 374788831.76 374788831.76 0.0026 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.702 3130AHUW1 2549001DPIFGXC1TOL40 US3130AHUW12 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-08 2021-01-08 2021-01-08 N N N 0.0140 436240249.10 436240249.10 0.0030 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.505 3130AJ2N8 2549001DPIFGXC1TOL40 US3130AJ2N83 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's AA+ 2020-04-03 2021-05-03 2021-05-03 N N N 0.0107 492298422.72 492298422.72 0.0034 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 1.367 3130AJ2X6 2549001DPIFGXC1TOL40 US3130AJ2X65 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-05 2021-04-05 2021-04-05 N N N 0.0101 124966307.50 124966307.50 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.040 3130AJ3N7 2549001DPIFGXC1TOL40 US3130AJ3N74 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-08-05 2020-08-05 N N N 0.0020 241606920.09 241606920.09 0.0017 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.771 3130AJ5T2 2549001DPIFGXC1TOL40 US3130AJ5T27 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-12 2020-11-12 2020-11-12 N N N 0.0096 145962667.79 145962667.79 0.0010 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.665 3130AJ5V7 2549001DPIFGXC1TOL40 US3130AJ5V72 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-16 2020-11-16 2020-11-16 N N N 0.0095 328959457.33 328959457.33 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.030 3130AJ6S3 2549001DPIFGXC1TOL40 US3130AJ6S35 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-01 2020-08-19 2020-08-19 N N N 0.0004 454458275.86 454458275.86 0.0031 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.723 3130AJ7M5 2549001DPIFGXC1TOL40 US3130AJ7M55 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-20 2020-08-20 2020-08-20 N N N 0.0093 419982671.45 419982671.45 0.0029 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.045 3130AJAD1 2549001DPIFGXC1TOL40 US3130AJAD17 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-02-25 2021-02-25 N N N 0.0013 227954718.60 227954718.60 0.0016 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.030 3130AJAR0 2549001DPIFGXC1TOL40 US3130AJAR03 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-08-28 2020-08-28 N N N 0.0023 1062818759.97 1062818759.97 0.0074 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.130 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2022-02-28 2022-02-28 N N N 0.0033 485122298.45 485122298.45 0.0034 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.090 3130AJCE7 2549001DPIFGXC1TOL40 US3130AJCE71 U.S. Government Agency Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2021-03-04 2021-03-04 N N N 0.0032 340861290.00 340861290.00 0.0024 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.160 3130AJCZ0 2549001DPIFGXC1TOL40 US3130AJCZ01 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-09-03 2021-09-03 N N N 0.0018 119965350.00 119965350.00 0.0008 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.095 3130AJEC9 2549001DPIFGXC1TOL40 US3130AJEC97 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-09-11 2020-09-11 N N N 0.0024 926537559.63 926537559.63 0.0064 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.131 313312G87 US313312G872 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-09-22 2020-09-22 2020-09-22 N N N 0.0013 99937167.00 99937167.00 0.0007 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.069 313312WV8 US313312WV80 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-14 2020-05-14 2020-05-14 N N N 0.0007 21363213.67 21363213.67 0.0001 N N Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.070 313312YA2 US313312YA26 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-12 2020-06-12 2020-06-12 N N N 0.0007 29910811.90 29910811.90 0.0002 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.090 313312ZA1 US313312ZA17 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-06 2020-07-06 2020-07-06 N N N 0.0009 228255205.60 228255205.60 0.0016 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.090 313312ZB9 US313312ZB99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-07 2020-07-07 2020-07-07 N N N 0.0009 21359818.99 21359818.99 0.0001 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.162 313313AV0 US313313AV02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2021-01-20 2021-01-20 2021-01-20 N N N 0.0016 164929209.98 164929209.98 0.0011 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.162 313313BY3 US313313BY32 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2021-02-16 2021-02-16 2021-02-16 N N N 0.0016 149785999.50 149785999.50 0.0010 N N N N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.162 313313BZ0 US313313BZ07 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2021-02-17 2021-02-17 2021-02-17 N N N 0.0016 49928444.50 49928444.50 0.0003 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.090 313384A33 2549001DPIFGXC1TOL40 US313384A338 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0009 359206307.21 359206307.21 0.0025 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.111 313384A82 2549001DPIFGXC1TOL40 US313384A825 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-05 2020-08-05 2020-08-05 N N N 0.0011 10995765.00 10995765.00 0.0001 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.111 313384B73 2549001DPIFGXC1TOL40 US313384B732 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-12 2020-08-12 2020-08-12 N N N 0.0011 399837444.00 399837444.00 0.0028 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.111 313384B99 2549001DPIFGXC1TOL40 US313384B997 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-14 2020-08-14 2020-08-14 N N N 0.0011 124403662.31 124403662.31 0.0009 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.111 313384C49 2549001DPIFGXC1TOL40 US313384C490 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-17 2020-08-17 2020-08-17 N N N 0.0011 829010283.77 829010283.77 0.0057 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.111 313384C64 2549001DPIFGXC1TOL40 US313384C649 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-19 2020-08-19 2020-08-19 N N N 0.0011 149935833.00 149935833.00 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.111 313384C72 2549001DPIFGXC1TOL40 US313384C722 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-20 2020-08-20 2020-08-20 N N N 0.0011 2409181604.92 2409181604.92 0.0167 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.111 313384C80 2549001DPIFGXC1TOL40 US313384C805 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-21 2020-08-21 2020-08-21 N N N 0.0011 399826444.00 399826444.00 0.0028 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.111 313384D55 2549001DPIFGXC1TOL40 US313384D555 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-08-26 2020-08-26 2020-08-26 N N N 0.0011 802499379.37 802499379.37 0.0055 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.131 313384F46 2549001DPIFGXC1TOL40 US313384F469 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0013 249853750.00 249853750.00 0.0017 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.141 313384J59 2549001DPIFGXC1TOL40 US313384J594 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-10-05 2020-10-05 2020-10-05 N N N 0.0014 749454585.00 749454585.00 0.0052 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.141 313384J91 2549001DPIFGXC1TOL40 US313384J917 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-10-09 2020-10-09 2020-10-09 N N N 0.0014 199851444.00 199851444.00 0.0014 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.141 313384M97 2549001DPIFGXC1TOL40 US313384M978 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-11-02 2020-11-02 2020-11-02 N N N 0.0014 124895486.25 124895486.25 0.0009 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.141 313384N88 2549001DPIFGXC1TOL40 US313384N885 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-11-09 2020-11-09 2020-11-09 N N N 0.0014 399654668.00 399654668.00 0.0028 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 1.559 313384VA4 2549001DPIFGXC1TOL40 US313384VA48 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0156 317927000.00 317927000.00 0.0022 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.035 313384VB2 2549001DPIFGXC1TOL40 US313384VB21 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-02 2020-04-02 2020-04-02 N N N 0.0003 399999224.00 399999224.00 0.0028 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.047 313384VC0 2549001DPIFGXC1TOL40 US313384VC04 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-03 2020-04-03 2020-04-03 N N N 0.0005 140344454.06 140344454.06 0.0010 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.059 313384VF3 2549001DPIFGXC1TOL40 US313384VF35 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-06 2020-04-06 2020-04-06 N N N 0.0006 401076101.50 401076101.50 0.0028 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.062 313384VH9 2549001DPIFGXC1TOL40 US313384VH90 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-08 2020-04-08 2020-04-08 N N N 0.0006 80998897.59 80998897.59 0.0006 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.066 313384VN6 2549001DPIFGXC1TOL40 US313384VN68 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-13 2020-04-13 2020-04-13 N N N 0.0007 147393561.23 147393561.23 0.0010 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.066 313384VQ9 2549001DPIFGXC1TOL40 US313384VQ99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-15 2020-04-15 2020-04-15 N N N 0.0007 331990962.96 331990962.96 0.0023 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.067 313384VV8 2549001DPIFGXC1TOL40 US313384VV84 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-20 2020-04-20 2020-04-20 N N N 0.0007 999963060.00 999963060.00 0.0069 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.068 313384VX4 2549001DPIFGXC1TOL40 US313384VX41 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-22 2020-04-22 2020-04-22 N N N 0.0007 99995917.00 99995917.00 0.0007 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.068 313384VZ9 2549001DPIFGXC1TOL40 US313384VZ98 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-24 2020-04-24 2020-04-24 N N N 0.0007 399982112.00 399982112.00 0.0028 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.068 313384WD7 2549001DPIFGXC1TOL40 US313384WD77 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-28 2020-04-28 2020-04-28 N N N 0.0007 99994750.00 99994750.00 0.0007 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.069 313384WE5 2549001DPIFGXC1TOL40 US313384WE50 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-29 2020-04-29 2020-04-29 N N N 0.0007 311568037.31 311568037.31 0.0022 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.069 313384WK1 2549001DPIFGXC1TOL40 US313384WK11 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-04 2020-05-04 2020-05-04 N N N 0.0007 999935830.00 999935830.00 0.0069 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.069 313384WL9 2549001DPIFGXC1TOL40 US313384WL93 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-05 2020-05-05 2020-05-05 N N N 0.0007 4749685.98 4749685.98 0.0000 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.069 313384WW5 2549001DPIFGXC1TOL40 US313384WW58 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0007 449961498.00 449961498.00 0.0031 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070 313384WZ8 2549001DPIFGXC1TOL40 US313384WZ89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-18 2020-05-18 2020-05-18 N N N 0.0007 119989033.20 119989033.20 0.0008 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070 313384XB0 2549001DPIFGXC1TOL40 US313384XB03 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-20 2020-05-20 2020-05-20 N N N 0.0007 87726640.61 87726640.61 0.0006 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070 313384XH7 2549001DPIFGXC1TOL40 US313384XH72 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-26 2020-05-26 2020-05-26 N N N 0.0007 1757492033.70 1757492033.70 0.0122 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070 313384XJ3 2549001DPIFGXC1TOL40 US313384XJ39 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-27 2020-05-27 2020-05-27 N N N 0.0007 2405603025.36 2405603025.36 0.0166 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070 313384XK0 2549001DPIFGXC1TOL40 US313384XK02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-28 2020-05-28 2020-05-28 N N N 0.0007 340157296.19 340157296.19 0.0024 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070 313384XL8 2549001DPIFGXC1TOL40 US313384XL84 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-29 2020-05-29 2020-05-29 N N N 0.0007 1074878761.50 1074878761.50 0.0074 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070 313384XP9 2549001DPIFGXC1TOL40 US313384XP98 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-01 2020-06-01 2020-06-01 N N N 0.0007 97003493.05 97003493.05 0.0007 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070 313384XT1 2549001DPIFGXC1TOL40 US313384XT11 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-05 2020-06-05 2020-06-05 N N N 0.0007 181927003.34 181927003.34 0.0013 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070 313384YE3 2549001DPIFGXC1TOL40 US313384YE33 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-16 2020-06-16 2020-06-16 N N N 0.0007 933547020.03 933547020.03 0.0065 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.070 313384YQ6 2549001DPIFGXC1TOL40 US313384YQ62 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-26 2020-06-26 2020-06-26 N N N 0.0007 88435209.39 88435209.39 0.0006 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.034 9127962D0 254900HROIFWPRGM1V77 US9127962D01 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-28 2020-04-28 2020-04-28 N N N 0.0003 499986.78 499986.78 0.0000 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.090 313384YV5 2549001DPIFGXC1TOL40 US313384YV57 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 949908846.56 949908846.56 0.0066 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.063 9127962K4 254900HROIFWPRGM1V77 US9127962K44 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-05-05 2020-05-05 2020-05-05 N N N 0.0006 25008494.15 25008494.15 0.0002 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.090 313384ZA0 2549001DPIFGXC1TOL40 US313384ZA02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-06 2020-07-06 2020-07-06 N N N 0.0009 175487872.80 175487872.80 0.0012 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.090 313384ZK8 2549001DPIFGXC1TOL40 US313384ZK83 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-15 2020-07-15 2020-07-15 N N N 0.0009 449382006.25 449382006.25 0.0031 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.071 9127962U2 254900HROIFWPRGM1V77 US9127962U26 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-06-09 2020-06-09 2020-06-09 N N N 0.0007 587856116.76 587856116.76 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.030 912796SM2 254900HROIFWPRGM1V77 US912796SM24 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-04-23 2020-04-23 2020-04-23 N N N 0.0003 3002627198.31 3002627198.31 0.0208 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.090 313384ZR3 2549001DPIFGXC1TOL40 US313384ZR37 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-21 2020-07-21 2020-07-21 N N N 0.0009 233355225.95 233355225.95 0.0016 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.090 313384ZZ5 2549001DPIFGXC1TOL40 US313384ZZ52 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-07-29 2020-07-29 2020-07-29 N N N 0.0009 799762000.00 799762000.00 0.0055 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.065 912796SR1 254900HROIFWPRGM1V77 US912796SR11 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-05-21 2020-05-21 2020-05-21 N N N 0.0006 69993680.40 69993680.40 0.0005 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.162 313385BM7 2549001DPIFGXC1TOL40 US313385BM70 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2021-02-05 2021-02-05 2021-02-05 N N N 0.0016 149793333.00 149793333.00 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.172 313385CV6 2549001DPIFGXC1TOL40 US313385CV60 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's Agency 2021-03-09 2021-03-09 2021-03-09 N N N 0.0017 1231233341.63 1231233341.63 0.0085 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.172 313385DB9 2549001DPIFGXC1TOL40 US313385DB97 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2021-03-15 2021-03-15 2021-03-15 N N N 0.0017 199671334.00 199671334.00 0.0014 N N N N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.090 313396A37 S6XOOCT0IEG5ABCC6L87 US313396A373 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0009 499848750.00 499848750.00 0.0034 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.115 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 0.0011 233370219.63 233370219.63 0.0016 N Y Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.070 313396XA6 S6XOOCT0IEG5ABCC6L87 US313396XA67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-05-19 2020-05-19 2020-05-19 N N N 0.0007 437694146.19 437694146.19 0.0030 N N Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.070 313396XS7 S6XOOCT0IEG5ABCC6L87 US313396XS75 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-04 2020-06-04 2020-06-04 N N N 0.0007 49993778.00 49993778.00 0.0003 N N N N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.070 313396YF4 S6XOOCT0IEG5ABCC6L87 US313396YF46 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-06-17 2020-06-17 2020-06-17 N N N 0.0007 613938067.43 613938067.43 0.0042 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.080 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 0.0008 1578128784.00 1578128784.00 0.0109 N Y Y N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.070 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 0.0007 99983472.00 99983472.00 0.0007 N N N N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.090 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 0.0009 1673332263.85 1673332263.85 0.0116 N N N N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.090 313396ZU0 S6XOOCT0IEG5ABCC6L87 US313396ZU04 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-07-24 2020-07-24 2020-07-24 N N N 0.0009 428507840.45 428507840.45 0.0030 N N N N Federal Home Loan Mortgage Corp. Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.090 313396ZY2 S6XOOCT0IEG5ABCC6L87 US313396ZY26 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-07-28 2020-07-28 2020-07-28 N N N 0.0009 483247399.95 483247399.95 0.0033 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.054 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 0.0005 1037623813.31 1037623813.31 0.0072 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.730 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-14 2020-12-14 2020-12-14 N N N 0.0099 446210390.88 446210390.88 0.0031 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.063 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 0.0006 1947405844.96 1947405844.96 0.0135 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.135 3133EJQY8 US3133EJQY82 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-04-30 2020-04-30 N N N 0.0020 195287740.88 195287740.88 0.0014 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.077 912796TV1 254900HROIFWPRGM1V77 US912796TV14 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-05-14 2020-05-14 2020-05-14 N N N 0.0008 2807300104.17 2807300104.17 0.0194 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.655 3133EJRR2 US3133EJRR23 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-15 2020-06-15 2020-06-15 N N N 0.0088 539431618.74 539431618.74 0.0037 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.925 3133EJX46 US3133EJX469 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-26 2020-06-26 2020-06-26 N N N 0.0092 384963768.73 384963768.73 0.0027 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.750 3133EJXD6 US3133EJXD62 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-17 2020-08-17 2020-08-17 N N N 0.0092 332626813.85 332626813.85 0.0023 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.685 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-11 2020-09-11 2020-09-11 N N N 0.0093 434914344.75 434914344.75 0.0030 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.115 3133EK2M7 US3133EK2M70 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-09 2021-07-09 2021-07-09 N N N 0.0100 108545352.48 108545352.48 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.135 3133EK2N5 US3133EK2N53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-08 2021-10-08 2021-10-08 N N N 0.0101 78611723.97 78611723.97 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.805 3133EK3N4 US3133EK3N45 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-16 2021-07-16 2021-07-16 N N N 0.0097 99125156.79 99125156.79 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.220 3133EK4H6 US3133EK4H67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-10-28 2021-10-28 N N N 0.0011 100175824.00 100175824.00 0.0007 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.088 912796XF1 254900HROIFWPRGM1V77 US912796XF18 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-08-20 2020-08-20 2020-08-20 N N N 0.0009 6607734.69 6607734.69 0.0000 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.507 3133EK5T9 US3133EK5T96 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-05 2021-11-05 2021-11-05 N N N 0.0114 99973331.00 99973331.00 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.921 3133EK7B6 US3133EK7B60 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-12 2021-11-12 2021-11-12 N N N 0.0101 127907377.11 127907377.11 0.0009 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.050 3134GUFR6 S6XOOCT0IEG5ABCC6L87 US3134GUFR60 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-04-03 2020-04-03 N N N 0.0008 231184611.61 231184611.61 0.0016 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.200 3133EK7M2 US3133EK7M26 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-11-18 2021-11-18 N N N 0.0012 222850465.27 222850465.27 0.0015 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.020 3134GVDT2 S6XOOCT0IEG5ABCC6L87 US3134GVDT28 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-08-25 2020-08-25 N N N 0.0012 374847288.75 374847288.75 0.0026 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.035 3134GVED6 S6XOOCT0IEG5ABCC6L87 US3134GVED66 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-02-26 2021-02-26 N N N 0.0008 741261010.52 741261010.52 0.0051 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.822 3133EKDH6 US3133EKDH69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-13 2021-01-13 2021-01-13 N N N 0.0095 250112637.50 250112637.50 0.0017 N N N N U.S. Treasury Notes U.S. Treasury Notes 1.500 9128282J8 254900HROIFWPRGM1V77 US9128282J89 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-07-15 2020-07-15 2020-07-15 N N N 0.0005 409721250.00 409721250.00 0.0028 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.130 3134GVFT0 S6XOOCT0IEG5ABCC6L87 US3134GVFT00 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-06-04 2021-06-04 N N N 0.0035 154592415.10 154592415.10 0.0011 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.190 3134GVGV4 S6XOOCT0IEG5ABCC6L87 US3134GVGV47 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-12-13 2021-12-13 N N N 0.0021 884110734.71 884110734.71 0.0061 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.210 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2022-03-11 2022-03-11 N N N 0.0023 477482447.65 477482447.65 0.0033 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.330 3134GVHN1 S6XOOCT0IEG5ABCC6L87 US3134GVHN12 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-09-23 2021-09-23 N N N 0.0035 1143192922.94 1143192922.94 0.0079 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.026 3133EKH33 US3133EKH338 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-30 2021-08-30 2021-08-30 N N N 0.0100 27028169.10 27028169.10 0.0002 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.330 3134GVHT8 S6XOOCT0IEG5ABCC6L87 US3134GVHT81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-09-27 2021-09-27 N N N 0.0035 499849335.00 499849335.00 0.0035 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.330 3134GVHV3 S6XOOCT0IEG5ABCC6L87 US3134GVHV38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-09-30 2021-09-30 N N N 0.0035 199939408.00 199939408.00 0.0014 N N N N U.S. Treasury Notes U.S. Treasury Notes 1.750 9128283G3 254900HROIFWPRGM1V77 US9128283G32 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0006 120325012.50 120325012.50 0.0008 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.340 3134GVJE9 S6XOOCT0IEG5ABCC6L87 US3134GVJE94 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-04 2022-01-03 2022-01-03 N N N 0.0034 299893701.00 299893701.00 0.0021 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.345 3133EKP83 US3133EKP836 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-06-17 2021-06-17 N N N 0.0040 49978029.50 49978029.50 0.0003 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.000 9128283Q1 254900HROIFWPRGM1V77 US9128283Q14 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2021-01-15 2021-01-15 2021-01-15 N N N 0.0006 21175971.59 21175971.59 0.0001 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.090 3133EKQD1 US3133EKQD19 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-06-10 2021-06-10 N N N 0.0034 99693370.00 99693370.00 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.607 3133EKRK4 US3133EKRK43 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-18 2020-06-18 2020-06-18 N N N 0.0085 118878140.53 118878140.53 0.0008 N N N N Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.070 313588XZ3 B1V7KEBTPIMZEU4LTD58 US313588XZ33 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-06-11 2020-06-11 2020-06-11 N N N 0.0007 283670831.00 283670831.00 0.0020 N N N N Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.070 313588YA7 B1V7KEBTPIMZEU4LTD58 US313588YA72 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-06-12 2020-06-12 2020-06-12 N N N 0.0007 283670280.60 283670280.60 0.0020 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.041 3133EKU87 US3133EKU877 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-30 2020-12-30 2020-12-30 N N N 0.0095 147151055.73 147151055.73 0.0010 N N N N Federal National Mortgage Association Discount Notes Federal National Mortgage Association Discount Notes 0.090 313588ZU2 B1V7KEBTPIMZEU4LTD58 US313588ZU28 U.S. Government Agency Debt Y Fitch NR Moody's Agency Standard & Poor's A-1+ 2020-07-24 2020-07-24 2020-07-24 N N N 0.0009 435560829.78 435560829.78 0.0030 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.085 3133EKUC8 US3133EKUC89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-08 2021-07-08 2021-07-08 N N N 0.0115 73256554.05 73256554.05 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.310 3133EKUG9 US3133EKUG93 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-07 2021-07-08 2021-07-08 N N N 0.0041 225470176.52 225470176.52 0.0016 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.080 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-12-11 2020-12-11 N N N 0.0013 803808073.13 803808073.13 0.0056 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.210 3135G02J1 B1V7KEBTPIMZEU4LTD58 US3135G02J11 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-12-16 2021-12-16 N N N 0.0023 231919765.12 231919765.12 0.0016 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 0.0016 114428757.61 114428757.61 0.0008 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.260 3135G02M4 B1V7KEBTPIMZEU4LTD58 US3135G02M40 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-03-24 2021-03-24 N N N 0.0026 702773604.00 702773604.00 0.0049 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.118 9128284K3 254900HROIFWPRGM1V77 US9128284K35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-01 2020-04-30 2020-04-30 N N N 0.0016 356327933.29 356327933.29 0.0025 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.516 3133EKW85 US3133EKW857 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-04 2021-10-04 2021-10-04 N N N 0.0105 138210197.46 138210197.46 0.0010 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.396 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-03 2021-10-04 2021-10-04 N N N 0.0040 1063000000.00 1063000000.00 0.0074 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.800 3133ELAA2 US3133ELAA27 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-17 2021-03-17 2021-03-17 N N N 0.0094 320741448.48 320741448.48 0.0022 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.090 3133ELBK9 US3133ELBK99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-11-27 2020-11-27 N N N 0.0028 69837410.55 69837410.55 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.105 3133ELCZ5 US3133ELCZ59 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-09 2021-09-09 2021-09-09 N N N 0.0113 54972595.15 54972595.15 0.0004 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.020 3135G0W25 B1V7KEBTPIMZEU4LTD58 US3135G0W256 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-05-22 2020-05-22 N N N 0.0009 213633164.46 213633164.46 0.0015 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.190 3133ELDM3 US3133ELDM38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2020-12-16 2020-12-16 N N N 0.0022 60906278.80 60906278.80 0.0004 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.625 9128284Y3 254900HROIFWPRGM1V77 US9128284Y39 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0012 52986111.59 52986111.59 0.0004 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.973 3133ELDY7 US3133ELDY75 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-10 2021-12-10 2021-12-10 N N N 0.0102 150197320.50 150197320.50 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.190 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-04-01 2022-01-14 2022-01-14 N N N 0.0014 60058127.40 60058127.40 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.140 3133ELMT8 US3133ELMT89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2022-02-11 2022-02-11 N N N 0.0015 88989729.40 88989729.40 0.0006 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.750 9128285B2 254900HROIFWPRGM1V77 US9128285B27 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-09-30 2020-09-30 2020-09-30 N N N 0.0012 251264686.88 251264686.88 0.0017 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.205 3133ELTT1 US3133ELTT17 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2022-03-17 2022-03-17 N N N 0.0044 149606313.00 149606313.00 0.0010 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.875 9128285G1 254900HROIFWPRGM1V77 US9128285G14 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0014 30904162.50 30904162.50 0.0002 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.290 3133ELVF8 US3133ELVF84 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-04-01 2021-04-01 N N N 0.0032 499842205.00 499842205.00 0.0035 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 1.000 3133ELVH4 US3133ELVH41 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-02 2022-04-01 2022-04-01 N N N 0.0043 659733643.80 659733643.80 0.0046 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.310 3133ELVN1 US3133ELVN19 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-04-01 2021-04-27 2021-04-27 N N N 0.0033 499891620.00 499891620.00 0.0035 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.130 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-01 2020-10-31 2020-10-31 N N N 0.0016 99985206.00 99985206.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.750 9128285Q9 254900HROIFWPRGM1V77 US9128285Q95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0012 269079090.63 269079090.63 0.0018 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.500 9128285S5 254900HROIFWPRGM1V77 US9128285S51 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0006 306867323.77 306867323.77 0.0021 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.200 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-01 2021-01-31 2021-01-31 N N N 0.0017 34165115.34 34165115.34 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.305 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-01 2021-07-31 2021-07-31 N N N 0.0017 1343140060.59 1343140060.59 0.0093 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.000 912828A42 254900HROIFWPRGM1V77 US912828A420 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0007 74453203.13 74453203.13 0.0005 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.375 912828A83 254900HROIFWPRGM1V77 US912828A834 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-12-31 2020-12-31 2020-12-31 N N N 0.0007 148710222.66 148710222.66 0.0010 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.000 912828B90 254900HROIFWPRGM1V77 US912828B907 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2021-02-28 2021-02-28 2021-02-28 N N N 0.0008 103714436.72 103714436.72 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828L32 254900HROIFWPRGM1V77 US912828L328 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0010 96383054.06 96383054.06 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828L99 254900HROIFWPRGM1V77 US912828L997 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0014 105827800.00 105827800.00 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828M98 254900HROIFWPRGM1V77 US912828M987 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-11-30 2020-11-30 2020-11-30 N N N 0.0008 394158436.72 394158436.72 0.0027 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.375 912828N89 254900HROIFWPRGM1V77 US912828N894 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2021-01-31 2021-01-31 2021-01-31 N N N 0.0006 30896637.65 30896637.65 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.500 912828ND8 254900HROIFWPRGM1V77 US912828ND89 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0016 251763030.17 251763030.17 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828P87 254900HROIFWPRGM1V77 US912828P873 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2021-02-28 2021-02-28 2021-02-28 N N N 0.0010 94131504.37 94131504.37 0.0007 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.625 912828PC8 254900HROIFWPRGM1V77 US912828PC88 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-11-15 2020-11-15 2020-11-15 N N N 0.0008 383699275.00 383699275.00 0.0026 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.625 912828PX2 254900HROIFWPRGM1V77 US912828PX26 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2021-02-15 2021-02-15 2021-02-15 N N N 0.0007 249464531.25 249464531.25 0.0017 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.250 912828Q37 254900HROIFWPRGM1V77 US912828Q376 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2021-03-31 2021-03-31 2021-03-31 N N N 0.0013 30366664.53 30366664.53 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.125 912828VA5 254900HROIFWPRGM1V77 US912828VA58 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 0.0011 314326364.89 314326364.89 0.0022 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.125 912828VV9 254900HROIFWPRGM1V77 US912828VV95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-08-31 2020-08-31 2020-08-31 N N N 0.0012 165134716.83 165134716.83 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.750 912828WC0 254900HROIFWPRGM1V77 US912828WC06 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-10-31 2020-10-31 2020-10-31 N N N 0.0009 90907214.06 90907214.06 0.0006 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828X96 254900HROIFWPRGM1V77 US912828X968 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0012 368401537.81 368401537.81 0.0025 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.500 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0011 196507963.51 196507963.51 0.0014 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828XH8 254900HROIFWPRGM1V77 US912828XH83 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-06-30 2020-06-30 2020-06-30 N N N 0.0011 24096064.65 24096064.65 0.0002 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 1.625 912828XM7 254900HROIFWPRGM1V77 US912828XM78 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0013 431762989.08 431762989.08 0.0030 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.625 912828Y46 254900HROIFWPRGM1V77 US912828Y461 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-07-31 2020-07-31 2020-07-31 N N N 0.0004 113979922.44 113979922.44 0.0008 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.128 912828Y53 254900HROIFWPRGM1V77 US912828Y537 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-01 2020-07-31 2020-07-31 N N N 0.0014 1389407139.74 1389407139.74 0.0096 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.385 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-04-01 2021-10-31 2021-10-31 N N N 0.0021 344545967.22 344545967.22 0.0024 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 0.100 ZBUT11V806EZRVTWT807 0000782124 BRSHT4649 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y FNMA_11-86F 2041-09-25 0.000000 100000.00 79408.30 Agency Collateralized Mortgage Obligation GNMA_15-133A 2045-09-20 4.927120 1000000.00 48489.07 Agency Collateralized Mortgage Obligation FHLMC_42-91 2054-01-15 5.195370 1258924.00 57101.20 Agency Collateralized Mortgage Obligation GNMA_15-124B 2039-06-20 3.500000 1266000.00 15047.51 Agency Collateralized Mortgage Obligation FNMA_20-M10 2028-12-25 1.438000 1290000.00 77098.14 Agency Collateralized Mortgage Obligation FNMA_20-M10 2028-08-25 1.497000 1460000.00 97238.92 Agency Collateralized Mortgage Obligation FNMA_11-134B 2041-02-25 5.000000 2000000.00 38052.01 Agency Collateralized Mortgage Obligation GNMA_15-141M 2045-10-20 5.427120 2264220.00 94424.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20 2040-02-20 5.477120 2300000.00 46945.65 Agency Collateralized Mortgage Obligation FHLMC_4033 2036-10-15 5.845370 2619000.00 40639.09 Agency Collateralized Mortgage Obligation FNMA_10-133 2040-10-25 5.000000 3000000.00 55892.87 Agency Collateralized Mortgage Obligation FNMA_17-84B 2057-10-25 3.500000 3400000.00 4049162.56 Agency Collateralized Mortgage Obligation FNMA_07-1 2037-02-25 0.000000 3424936.00 66344.92 Agency Collateralized Mortgage Obligation GNMA_17-57 2045-12-20 1.447310 3500000.00 36304.63 Agency Collateralized Mortgage Obligation FHLMC_3852 2041-05-15 5.295370 4771616.00 170500.94 Agency Collateralized Mortgage Obligation GNMA_19-128 2048-06-20 5.000000 4797016.00 712235.08 Agency Collateralized Mortgage Obligation FHS_319 2043-11-15 5.345370 5000000.00 489976.21 Agency Collateralized Mortgage Obligation FNMA_09-37 2039-04-25 6.000000 5159152.00 8626.99 Agency Collateralized Mortgage Obligation FNMA_14-66 2044-10-25 4.000000 5200000.00 6996095.89 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4309 2044-02-15 5.395370 5425920.00 249123.01 Agency Collateralized Mortgage Obligation FNMA_19-21C 2049-05-25 4.000000 5447752.00 6788522.36 Agency Collateralized Mortgage Obligation FREMF_19-KF61 2029-03-25 3.715250 6000000.00 4538380.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2047-01-20 5.327120 6315072.00 962632.93 Agency Collateralized Mortgage Obligation GNMA_13-124 2041-10-20 5.377120 6600000.00 72453.00 Agency Collateralized Mortgage Obligation FHLMC_4670A 2045-03-15 3.500000 7142856.00 119486.67 Agency Collateralized Mortgage Obligation FNMA_10-148B 2041-01-25 4.000000 7821904.00 6043366.75 Agency Collateralized Mortgage Obligation FREMF_18-KF56 2028-11-25 3.965250 8000000.00 5952115.91 Agency Collateralized Mortgage Obligation FHLMC_4815B 2048-08-15 5.495370 8655400.00 1072244.21 Agency Collateralized Mortgage Obligation FNMA_10-150 2041-01-25 4.000000 9000000.00 8400014.47 Agency Collateralized Mortgage Obligation FHLMC_4601 2045-12-15 4.500000 9045792.00 411802.32 Agency Collateralized Mortgage Obligation GNMA_17-114D 2047-03-20 3.500000 9762320.00 249137.02 Agency Collateralized Mortgage Obligation FREMF_19-KF59 2029-02-25 3.931130 10000000.00 7629043.35 Agency Collateralized Mortgage Obligation FHLMC_40-97 2042-08-15 5.395370 10428512.00 391301.35 Agency Collateralized Mortgage Obligation FNMA_13-54 2043-06-25 4.500000 11065936.00 145654.67 Agency Collateralized Mortgage Obligation FHLMC_4033 2041-06-15 5.845370 11780208.00 72359.36 Agency Collateralized Mortgage Obligation GNMA_19-27B 2049-02-20 4.500000 11811100.00 105195.30 Agency Collateralized Mortgage Obligation GNMA_18-163B 2048-11-20 5.327120 12500000.00 1253168.89 Agency Collateralized Mortgage Obligation FHLMC_4748G 2048-01-15 5.495370 14106592.00 1605216.37 Agency Collateralized Mortgage Obligation FHLMC_3400 2037-12-15 5.225370 14979232.00 84505.20 Agency Collateralized Mortgage Obligation FHLMC_4437 2045-02-15 3.500000 15199904.00 320310.87 Agency Collateralized Mortgage Obligation GNMA_19-128H 2049-10-20 5.227120 15292384.00 2672682.15 Agency Collateralized Mortgage Obligation FREMF_18-KF42 2024-12-25 3.715250 15646000.00 8968134.98 Agency Collateralized Mortgage Obligation FNMA_18-87E 2048-12-25 2.151160 18639296.00 776807.43 Agency Collateralized Mortgage Obligation FHLMC_4120 2032-10-15 5.495370 18747520.00 768010.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-61 2048-04-20 5.427120 18954460.00 2226102.18 Agency Collateralized Mortgage Obligation GNMA_13-124 2041-05-20 5.377120 18969344.00 326425.26 Agency Collateralized Mortgage Obligation GNMA_14-25F 2044-02-20 5.327120 19707000.00 507507.36 Agency Collateralized Mortgage Obligation FHLMC_2141 2029-04-15 5.500000 20000000.00 790485.07 Agency Collateralized Mortgage Obligation FHLMC_4353 2044-06-15 5.395370 20795280.00 1825924.48 Agency Collateralized Mortgage Obligation FHLMC_3864 2041-04-15 4.500000 21098368.00 482270.03 Agency Collateralized Mortgage Obligation GNMA_19-159K 2049-12-20 5.227120 22000000.00 4648666.21 Agency Collateralized Mortgage Obligation GNMA_08-83 2033-11-20 5.827120 23378654.00 111293.75 Agency Collateralized Mortgage Obligation GNMA_18-79A 2048-06-20 5.427120 23976864.00 2702823.16 Agency Collateralized Mortgage Obligation FNMA_19-41H 2059-08-25 4.000000 24145408.00 29055863.37 Agency Collateralized Mortgage Obligation GNMA_12-6E 2040-02-20 5.327120 24403200.00 788080.20 Agency Collateralized Mortgage Obligation GNMA_16-37V 2046-03-20 5.327120 25754840.00 2223358.27 Agency Collateralized Mortgage Obligation FHLMC_4216F 2043-06-15 5.995370 26482240.00 2125552.58 Agency Collateralized Mortgage Obligation FHLMC_41-17 2042-10-15 4.000000 26669728.00 1395466.77 Agency Collateralized Mortgage Obligation FHLMC_39-4 2041-08-15 5.745370 26690944.00 767953.24 Agency Collateralized Mortgage Obligation GNMA_14-68 2044-05-16 5.495370 26733728.00 2164718.95 Agency Collateralized Mortgage Obligation GNMA_17-27 2047-02-16 5.395370 27122720.00 3159534.10 Agency Collateralized Mortgage Obligation FHLMC_36-77 2040-05-15 5.845370 28000000.00 454687.04 Agency Collateralized Mortgage Obligation FNMA_15-41 2035-06-25 3.500000 28414240.00 976491.58 Agency Collateralized Mortgage Obligation GNMA_17-52 2047-04-20 5.377120 30000000.00 3975029.54 Agency Collateralized Mortgage Obligation FHLMC_4945D 2046-12-15 2.190350 33890304.00 1718279.97 Agency Collateralized Mortgage Obligation FREMF_18-KW06 2028-06-25 0.100000 33967808.00 191148.18 Agency Collateralized Mortgage Obligation FREMF_KW07 2031-10-25 3.060980 34135000.00 6185187.35 Agency Collateralized Mortgage Obligation FHLMC_3890 2040-07-15 5.995370 37130752.00 714413.02 Agency Collateralized Mortgage Obligation FREMF_17-KW02 2027-01-25 0.000000 37647360.00 22821340.22 Agency Collateralized Mortgage Obligation FHLMC_3575 2037-03-15 5.145370 40831040.00 349578.67 Agency Collateralized Mortgage Obligation FHLMC_4758B 2048-02-15 4.500000 42002496.00 4026074.85 Agency Collateralized Mortgage Obligation FNMA_16-102C 2046-02-25 4.000000 42354880.00 1961034.72 Agency Collateralized Mortgage Obligation FHLMC_3146 2036-04-15 5.945370 42392448.00 594077.87 Agency Collateralized Mortgage Obligation GNMA_10-62G 2037-05-16 5.845370 45605312.00 789267.01 Agency Collateralized Mortgage Obligation GNMA_13-114 2043-08-16 5.445370 46122304.00 1798880.50 Agency Collateralized Mortgage Obligation FNMA_07-57 2036-06-25 0.000000 47595968.00 1840319.73 Agency Collateralized Mortgage Obligation GNMA_09-79 2039-03-20 6.027120 49468736.00 218959.13 Agency Collateralized Mortgage Obligation FNMA_0749 2037-06-25 5.653370 50000000.00 62422.53 Agency Collateralized Mortgage Obligation FHLMC_34-50 2038-05-15 5.365370 50000000.00 431552.89 Agency Collateralized Mortgage Obligation GNMA_10-14 2040-02-16 5.745370 50750000.00 956329.06 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-07-20 5.277120 51572224.00 2452190.91 Agency Collateralized Mortgage Obligation GNMA_17-37F 2047-03-20 5.377120 53571392.00 5228612.95 Agency Collateralized Mortgage Obligation GNMA_16-141C 2046-10-20 3.500000 54613824.00 1001488.25 Agency Collateralized Mortgage Obligation FHLMC_3979 2040-05-15 5.000000 56250624.00 244360.79 Agency Collateralized Mortgage Obligation FNMA_10-55 2040-05-25 5.553370 59295616.00 17627.15 Agency Collateralized Mortgage Obligation GNMA_15-142C 2045-10-20 4.907120 59530880.00 4760310.29 Agency Collateralized Mortgage Obligation FHLMC_3501A 2039-01-15 4.795370 60000000.00 58427.29 Agency Collateralized Mortgage Obligation FNMA_10-21A 2039-09-25 5.000000 60000000.00 323438.55 Agency Collateralized Mortgage Obligation GNMA_14-43B 2044-03-20 5.327120 60000000.00 2752056.81 Agency Collateralized Mortgage Obligation GNMA_15-157 2045-10-20 4.877120 62246784.00 7128847.63 Agency Collateralized Mortgage Obligation GNMA_13-167 2043-11-20 2.668870 63413248.00 1329026.53 Agency Collateralized Mortgage Obligation FHLMC_3997 2042-02-15 5.795370 66811520.00 2528129.09 Agency Collateralized Mortgage Obligation FHLMC_3375 2037-10-15 5.695370 70000000.00 988821.03 Agency Collateralized Mortgage Obligation FNMA_10-109B 2040-10-25 5.000000 71002624.00 1170914.15 Agency Collateralized Mortgage Obligation FHLMC_4019 2042-03-15 5.745370 76000000.00 3211715.70 Agency Collateralized Mortgage Obligation FNMA_20-M10G 2027-11-25 1.788000 77645900.00 79788693.90 Agency Collateralized Mortgage Obligation FNMA_15-88F 2044-09-25 4.000000 88500000.00 3444510.64 Agency Collateralized Mortgage Obligation FREMF_K-S06 2026-08-25 1.069930 95855872.00 4628003.45 Agency Collateralized Mortgage Obligation FNR_19-33 2049-07-25 0.030000 96777088.00 88143.50 Agency Collateralized Mortgage Obligation FREMF_19-K88 2052-02-15 0.000000 108319488.00 63777323.02 Agency Collateralized Mortgage Obligation FHLMC_3597 2039-11-15 5.445370 109658752.00 118322.08 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3763 2039-02-15 5.295370 111083648.00 628421.60 Agency Collateralized Mortgage Obligation FHLMC_3178 2036-06-15 5.845370 121178496.00 616234.25 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3219 2036-09-15 5.945370 121550000.00 469452.43 Agency Collateralized Mortgage Obligation FHLMC_26-14 2033-05-15 5.500000 124927616.00 253331.30 Agency Collateralized Mortgage Obligation FREMF_17-K726 2024-04-25 0.100000 218199000.00 681834.91 Agency Collateralized Mortgage Obligation FNMA_07-57 2036-10-25 1.326630 247479040.00 169831.84 Agency Collateralized Mortgage Obligation FREMF_18-KW06 2028-06-25 0.100000 305709760.00 1441576.58 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0010 350000000.00 350000000.00 0.0024 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.010 CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LJW3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.125000 16982400.00 17668687.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 36321500.00 37563654.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.500000 52424800.00 56967664.70 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 110000000.00 110000000.00 0.0008 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.010 CYYGQCGNHMHPSMRL3R97 0000853784 BRSM2LNW8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y GINNIE MAE II 2050-02-20 3.500000 1013220.00 1090360.12 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 4.500000 1309940.00 1430555.23 Agency Mortgage-Backed Securities GINNIE MAE II 2049-07-20 4.500000 1466242.00 1565321.14 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 4.000000 2702970.00 2892186.48 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 3.500000 4023300.00 2164740.12 Agency Mortgage-Backed Securities GINNIE MAE II 2049-02-20 5.000000 15500000.00 8678458.27 Agency Mortgage-Backed Securities GINNIE MAE II 2049-03-20 5.000000 31385000.00 18166575.33 Agency Mortgage-Backed Securities GINNIE MAE II 2049-03-20 4.000000 35889024.00 24017560.53 Agency Mortgage-Backed Securities GINNIE MAE II 2048-09-20 5.000000 40148285.00 21519127.79 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 263372800.00 280071707.15 Agency Mortgage-Backed Securities GINNIE MAE II 2049-01-20 5.000000 387510272.00 206664509.73 Agency Mortgage-Backed Securities GINNIE MAE II 2049-01-20 4.500000 431710080.00 233458898.44 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 786000000.00 786000000.00 0.0054 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.020 VYVVCKR63DVZZN70PB21 0000276523 BRSPES958 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-05-01 3.000000 1695938.00 1776359.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-02-01 3.500000 38763417.00 40617556.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-02-01 3.000000 402116702.00 421106084.68 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 450000000.00 450000000.00 0.0031 N Y Y N BNP Paribas SA BNP Paribas SA 1.143 R0MUWSFPU8MPRO8K5P83 0000310732 BRT212F60 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNRA CL105SP R11F105 2041-06-25 5.153370 18499124.00 421828.34 Agency Collateralized Mortgage Obligation FNRA RC110AS R11F110 2041-04-25 5.703370 50000000.00 1047272.81 Agency Collateralized Mortgage Obligation FNRA CL139SA R11F139 2042-01-25 4.953370 36188820.00 1487655.25 Agency Collateralized Mortgage Obligation FNRA CL137HS R11F137 2042-01-25 5.053370 25411721.00 616725.46 Agency Collateralized Mortgage Obligation FNRM CL022NI R12F022 2026-12-25 3.500000 36996000.00 193285.07 Agency Collateralized Mortgage Obligation FNRA CL014SA R12F014 2042-03-25 5.553370 48333333.00 2332478.16 Agency Collateralized Mortgage Obligation FNRA CL031TS R12F031 2042-04-25 5.003370 34000000.00 967293.31 Agency Collateralized Mortgage Obligation FNRA CL035SE R12F035 2042-04-25 5.553370 18896441.00 1292847.31 Agency Collateralized Mortgage Obligation FNRA CL066HS R12F066 2041-03-25 5.753370 57726198.00 1751719.69 Agency Collateralized Mortgage Obligation FNRA CL101SC R12F101 2042-09-25 5.053370 40796009.00 2931818.85 Agency Collateralized Mortgage Obligation FNRA CL082SA R12F082 2042-08-25 5.123370 68500000.00 2096359.97 Agency Collateralized Mortgage Obligation FNRA RC113SM R12F113 2042-10-25 5.153370 50134479.00 2012190.35 Agency Collateralized Mortgage Obligation FNRA CL103SD R12F103 2042-09-25 5.103370 933000.00 57915.09 Agency Collateralized Mortgage Obligation FNRA CL093SK R12F093 2042-09-25 5.103370 32564675.00 2006515.84 Agency Collateralized Mortgage Obligation FNRM CL118IA R12F118 2039-06-25 3.500000 39147708.00 225419.34 Agency Collateralized Mortgage Obligation FNRA CL134SA R12F134 2042-12-25 5.203370 1387800.00 110776.36 Agency Collateralized Mortgage Obligation FNRA CL134SD R12F134 2042-12-25 5.203370 40243571.00 3692527.17 Agency Collateralized Mortgage Obligation FNRA CL143JS R12F143 2043-01-25 5.203370 35727342.00 1174223.54 Agency Collateralized Mortgage Obligation FNRA CL133HS R12F133 2042-12-25 5.203370 54249181.00 4959935.66 Agency Collateralized Mortgage Obligation FNRA CL018PS R13F018 2043-03-25 5.153370 5949460.00 392689.99 Agency Collateralized Mortgage Obligation FNRM CL035IE R13F035 2033-04-25 3.000000 24874298.00 742309.37 Agency Collateralized Mortgage Obligation FNRM CL054PI R13F054 2043-05-25 4.000000 89778125.00 1951823.71 Agency Collateralized Mortgage Obligation FNRA CL080AS R13F080 2039-01-25 5.153370 44904756.00 701907.46 Agency Collateralized Mortgage Obligation FNRA CL096SY R13F096 2042-07-25 5.203370 19576800.00 470515.10 Agency Collateralized Mortgage Obligation FNRA CL122SC R13F122 2039-05-25 5.103370 22085095.00 199665.09 Agency Collateralized Mortgage Obligation FNRM CL047IP R14F047 2044-03-25 4.000000 1232000.00 33102.13 Agency Collateralized Mortgage Obligation FNRA CL047IA R14F047 2044-08-25 2.021510 34202775.00 460052.49 Agency Collateralized Mortgage Obligation FNRA CL091ST R14F091 2045-01-25 5.203370 5018408.00 554406.36 Agency Collateralized Mortgage Obligation FNRM CL034OI R15F034 2045-06-25 5.500000 18184563.00 931271.06 Agency Collateralized Mortgage Obligation FNRM CL034TI R15F034 2045-06-25 5.000000 13647109.00 716214.33 Agency Collateralized Mortgage Obligation FNRM CL034UI R15F034 2045-06-25 5.000000 4954097.00 233748.30 Agency Collateralized Mortgage Obligation FNRA CL022DS R15F022 2045-04-25 5.253370 44724440.00 3213075.58 Agency Collateralized Mortgage Obligation FNRA CL027SD R15F027 2045-05-25 4.653370 22500000.00 1509778.41 Agency Collateralized Mortgage Obligation FNRM RC055NI R15F055 2045-08-25 4.500000 7713318.00 285446.62 Agency Collateralized Mortgage Obligation FNRM CL076IE R15F076 2042-06-25 4.000000 17986232.00 2597808.40 Agency Collateralized Mortgage Obligation FNRA CL005X2 R16M005 2026-04-25 0.423560 164218061.00 3106776.56 Agency Collateralized Mortgage Obligation FNRM CL033DI R16F033 2036-06-25 3.500000 27594883.00 1463639.02 Agency Collateralized Mortgage Obligation FNRM RC031IQ R16F031 2036-06-25 3.500000 18084212.00 768119.96 Agency Collateralized Mortgage Obligation FNRA CL004SG R17F004 2047-02-25 5.153370 20669656.00 1481212.80 Agency Collateralized Mortgage Obligation FNRA CL039ST R17F039 2047-05-25 5.153370 18973099.00 2895383.15 Agency Collateralized Mortgage Obligation FNRM RC004HI R18F004 2047-12-25 4.000000 26522613.00 1183569.57 Agency Collateralized Mortgage Obligation FNRA CL043SP R18F043 2048-06-25 5.253370 2591115.00 264300.89 Agency Collateralized Mortgage Obligation FNRA CL029PS R18F029 2048-05-25 5.253370 36344320.00 3098047.91 Agency Collateralized Mortgage Obligation FNRM CL065IJ R18F065 2048-01-25 4.000000 13909407.00 725636.02 Agency Collateralized Mortgage Obligation FNRA CL055SA R18F055 2048-08-25 5.253370 15711904.00 1296229.99 Agency Collateralized Mortgage Obligation FNRA CL086SP R18F086 2048-12-25 5.153370 14786500.00 1729389.72 Agency Collateralized Mortgage Obligation FNRA RC016S R19F016 2049-04-25 5.053370 22796639.00 2262309.18 Agency Collateralized Mortgage Obligation FNRA CL018SH R19F018 2049-05-25 5.203370 5291000.00 804411.50 Agency Collateralized Mortgage Obligation FNRA CL025SB R19F025 2049-06-25 5.103370 3973250.00 661225.04 Agency Collateralized Mortgage Obligation FNRA CL038SP R19F038 2049-07-25 5.133370 12917495.00 2965092.04 Agency Collateralized Mortgage Obligation FNRA CL045SP R19F045 2049-08-25 5.123370 8788023.00 2129507.92 Agency Collateralized Mortgage Obligation FNRM CL045PI R19F045 2049-08-25 3.500000 6059142.00 304358.87 Agency Collateralized Mortgage Obligation FNRA CL041SC R19F041 2049-08-25 5.103370 21919775.00 1712267.72 Agency Collateralized Mortgage Obligation FNRA RC039LS R19F039 2049-08-25 5.103370 8053191.00 987415.08 Agency Collateralized Mortgage Obligation FNRM RC055IO R19F055 2049-10-25 4.000000 20279222.00 858446.50 Agency Collateralized Mortgage Obligation FNRA CL059CS R19F059 2049-10-25 5.123370 4346512.00 796062.33 Agency Collateralized Mortgage Obligation FNRA CL060WI R19F060 2059-10-25 2.108920 39865808.00 1781021.28 Agency Collateralized Mortgage Obligation FNRA CL012NI R20F012 2060-03-25 2.098940 60154578.00 3135725.57 Agency Collateralized Mortgage Obligation FGRA 3762SA 11/15/40 2040-11-15 5.895370 64198143.00 2372000.42 Agency Collateralized Mortgage Obligation FGRA 3910SB 08/15/41 2041-08-15 5.795370 22500000.00 972396.48 Agency Collateralized Mortgage Obligation FGRA 3928SN 02/15/41 2041-02-15 5.295370 14796606.00 808180.88 Agency Collateralized Mortgage Obligation FGRA 3922CS 04/15/41 2041-04-15 5.395370 35000000.00 366985.00 Agency Collateralized Mortgage Obligation FGRA 3958KS 08/15/26 2026-08-15 5.995370 71428571.00 398757.46 Agency Collateralized Mortgage Obligation FGRA 3966SN 12/15/41 2041-12-15 5.195370 32660324.00 1744306.82 Agency Collateralized Mortgage Obligation FGRA 4020ES 02/15/42 2042-02-15 5.345370 31486221.00 1132932.54 Agency Collateralized Mortgage Obligation FGRA 4011SA 03/15/42 2042-03-15 5.745370 26408860.00 1075905.44 Agency Collateralized Mortgage Obligation FGRA 4057SE 06/15/42 2042-06-15 5.345370 108521103.00 3088156.98 Agency Collateralized Mortgage Obligation FGRA 4068SA 06/15/42 2042-06-15 5.345370 76000000.00 2284861.64 Agency Collateralized Mortgage Obligation FGRA 4076SG 07/15/42 2042-07-15 5.995370 23218083.00 997977.54 Agency Collateralized Mortgage Obligation FGRA 4074US 04/15/42 2042-04-15 5.945370 48133845.00 2387611.30 Agency Collateralized Mortgage Obligation FGRA 4122SJ 12/15/40 2040-12-15 5.445370 34716934.00 894380.52 Agency Collateralized Mortgage Obligation FGRA 4199SB 05/15/40 2040-05-15 5.495370 37165000.00 1156003.21 Agency Collateralized Mortgage Obligation FGRM 4223PO 07/15/43 2043-07-15 0.000000 9852400.00 3990338.84 Agency Collateralized Mortgage Obligation FGRA 4239AS 08/15/43 2043-08-15 5.395370 57798515.00 3646903.50 Agency Collateralized Mortgage Obligation FGRM 4267CO 11/15/43 2043-11-15 0.000000 7134140.00 2840655.69 Agency Collateralized Mortgage Obligation FGRA 4280ES 12/15/43 2043-12-15 5.245370 21000000.00 1467420.21 Agency Collateralized Mortgage Obligation FGRA 4400SA 02/15/41 2041-02-15 5.395370 75000000.00 3724942.48 Agency Collateralized Mortgage Obligation FGRM 4436IP 02/15/45 2045-02-15 4.500000 6780999.00 438902.31 Agency Collateralized Mortgage Obligation FTRA 4457SB 10/15/40 2040-10-15 2.258180 74947351.00 1001357.86 Agency Collateralized Mortgage Obligation FGRA 4474SH 05/15/45 2045-05-15 5.475370 20214285.00 1629121.22 Agency Collateralized Mortgage Obligation FGRA 4468SH 05/15/45 2045-05-15 5.495370 40598754.00 3314748.51 Agency Collateralized Mortgage Obligation FGRA 4550SD 02/15/46 2046-02-15 5.345370 13250000.00 1402131.18 Agency Collateralized Mortgage Obligation FGRA 4580SH 05/15/46 2046-05-15 5.395370 45000000.00 3529729.39 Agency Collateralized Mortgage Obligation FGRM 4629GI 11/15/45 2045-11-15 3.500000 1527000.00 42103.68 Agency Collateralized Mortgage Obligation FGRA 4657PS 02/15/47 2047-02-15 5.295370 5176520.00 586071.59 Agency Collateralized Mortgage Obligation FTRA 4770SA 08/15/43 2043-08-15 2.370780 45144951.00 1032291.04 Agency Collateralized Mortgage Obligation FGRA 4795WS 03/15/48 2048-03-15 5.445370 21176438.00 1797108.69 Agency Collateralized Mortgage Obligation FGRA 4861SA 02/15/49 2049-02-15 5.345370 37204000.00 3848318.65 Agency Collateralized Mortgage Obligation FGRM 4884PI 09/15/47 2047-09-15 4.000000 8333250.00 265256.82 Agency Collateralized Mortgage Obligation FGRA 4878SA 05/15/49 2049-05-15 5.395370 3372936.00 557608.44 Agency Collateralized Mortgage Obligation FTRA 4876MI 09/15/38 2038-09-15 2.235000 36157911.00 1280003.61 Agency Collateralized Mortgage Obligation FERA 4901BS 07/25/49 2049-07-25 5.395370 41365138.00 6728817.49 Agency Collateralized Mortgage Obligation FERA 04901S 07/25/49 2049-07-25 5.345370 33168714.00 3667527.35 Agency Collateralized Mortgage Obligation FGRA 4897SA 07/15/49 2049-07-15 5.395370 20525360.00 3300078.39 Agency Collateralized Mortgage Obligation FERA 4903SG 08/25/49 2049-08-25 5.345370 22954528.00 3036075.35 Agency Collateralized Mortgage Obligation FTRA 4908SA 12/15/42 2042-12-15 2.305130 100038.00 4079.85 Agency Collateralized Mortgage Obligation FTRA 4915EI 02/15/38 2038-02-15 2.461440 64544188.00 3172015.39 Agency Collateralized Mortgage Obligation FERA 4915SD 09/25/49 2049-09-25 5.345370 3118054.00 578941.82 Agency Collateralized Mortgage Obligation FERA 4914LS 09/25/49 2049-09-25 5.345370 100013.00 19004.84 Agency Collateralized Mortgage Obligation FERA 4924HS 10/25/49 2049-10-25 5.345370 30893921.00 3961823.55 Agency Collateralized Mortgage Obligation FERA 4923QS 11/25/49 2049-11-25 5.295370 10000000.00 1725558.62 Agency Collateralized Mortgage Obligation FERA 4932SH 12/25/49 2049-12-25 5.295370 27080960.00 5230737.17 Agency Collateralized Mortgage Obligation FTRA 4945NI 11/15/42 2042-11-15 2.166070 30041356.00 1441342.71 Agency Collateralized Mortgage Obligation FERA 4944AS 01/25/50 2050-01-25 5.345370 34829005.00 5682245.34 Agency Collateralized Mortgage Obligation FERA 4944BS 01/25/50 2050-01-25 5.345370 42233701.00 6726813.79 Agency Collateralized Mortgage Obligation FERA 4944HS 01/25/50 2050-01-25 5.345370 33578335.00 5686006.14 Agency Collateralized Mortgage Obligation FERA 4942NS 01/25/50 2050-01-25 5.295370 147339.00 32366.77 Agency Collateralized Mortgage Obligation FERM 4953IP 08/25/49 2049-08-25 4.000000 8750000.00 989435.46 Agency Collateralized Mortgage Obligation FERM 4949PI 02/25/50 2050-02-25 4.000000 6373312.00 743897.78 Agency Collateralized Mortgage Obligation FERM 4953IC 02/25/50 2050-02-25 4.000000 42051250.00 5132168.00 Agency Collateralized Mortgage Obligation FGRA 2484LZ 07/15/32 2032-07-15 6.500000 625.00 79.47 Agency Collateralized Mortgage Obligation FNRA CL044IS R06F044 2036-06-25 5.653370 42412200.00 381245.85 Agency Collateralized Mortgage Obligation FGRA 3122IS 03/15/36 2036-03-15 5.995370 54404075.00 1110329.00 Agency Collateralized Mortgage Obligation FNRA CL022S R07F022 2037-03-25 5.803370 94696183.00 1812771.54 Agency Collateralized Mortgage Obligation FNRA CL096BI R07F096 2037-10-25 5.103370 75000000.00 1482841.78 Agency Collateralized Mortgage Obligation FNRA CL010GI R08F010 2038-03-25 5.283370 24866502.00 389479.30 Agency Collateralized Mortgage Obligation FGRA 3265SB 01/15/37 2037-01-15 5.435370 24400000.00 178242.41 Agency Collateralized Mortgage Obligation FGRA 3311IE 05/15/37 2037-05-15 5.705370 62848297.00 1222353.75 Agency Collateralized Mortgage Obligation FNRM CL010BI R11F010 2040-10-25 5.500000 136363636.00 490771.66 Agency Collateralized Mortgage Obligation FNRA CL051AS R11F051 2041-06-25 5.633370 285232406.00 3275096.35 Agency Collateralized Mortgage Obligation FGRA 3528AS 04/15/39 2039-04-15 5.395370 97855314.00 1184435.35 Agency Collateralized Mortgage Obligation FNRA CL101TS R09F101 2039-12-25 5.203370 350000000.00 1030840.47 Agency Collateralized Mortgage Obligation FNRM CL112PI R10F112 2040-10-25 6.000000 60077591.00 662791.23 Agency Collateralized Mortgage Obligation FNRA CL136SA R10F136 2040-12-25 5.053370 68886400.00 2589706.22 Agency Collateralized Mortgage Obligation FNRA CL113SA R10F113 2040-10-25 5.653370 21951989.00 213164.51 Agency Collateralized Mortgage Obligation FNRA CL113SB R10F113 2040-10-25 5.653370 111111111.00 1454624.07 Agency Collateralized Mortgage Obligation FGRM 3658PI 04/15/39 2039-04-15 5.000000 32881200.00 149045.72 Agency Collateralized Mortgage Obligation FGRA 3632BS 02/15/40 2040-02-15 15.151230 2800000.00 2555931.77 Agency Collateralized Mortgage Obligation GNII SF MA5528 M 2048-10-20 4.000000 3034428.00 1963878.53 Agency Mortgage-Backed Securities GNRA 2010-009 XD 2040-01-16 5.895370 258000000.00 4888822.01 Agency Collateralized Mortgage Obligation GNRM 2012-03 IB 2040-04-20 3.500000 14431857.00 240817.26 Agency Collateralized Mortgage Obligation GNRM 2017-42 IC 2041-08-20 4.500000 17353000.00 1527281.81 Agency Collateralized Mortgage Obligation GNRA 2017-060 SC 2038-02-20 5.727120 14856769.00 1360166.78 Agency Collateralized Mortgage Obligation GNRA 2017-060 SE 2038-10-20 5.727120 13891689.00 1014728.16 Agency Collateralized Mortgage Obligation GNRA 2017-060 SM 2040-05-20 5.727120 17430493.00 2072389.87 Agency Collateralized Mortgage Obligation GNRM 2017-066 JI 2047-03-20 3.500000 9912805.00 207672.17 Agency Collateralized Mortgage Obligation GNRA 2017-56 QS 2047-04-20 5.377120 14053883.00 1936867.27 Agency Collateralized Mortgage Obligation GNRA 2010-015 SA 2039-10-20 5.827120 54125028.00 424845.22 Agency Collateralized Mortgage Obligation GNRA 2010-117 PS 2039-10-20 5.227120 33237965.00 190719.98 Agency Collateralized Mortgage Obligation GNRM 2011-155 AI 2040-08-20 5.000000 63035038.00 419870.53 Agency Collateralized Mortgage Obligation GNRA 2012-039 SC 2039-08-20 5.277120 25088888.00 112997.83 Agency Collateralized Mortgage Obligation GNRA 2012-041 SA 2042-03-20 5.827120 3160617.00 258746.73 Agency Collateralized Mortgage Obligation GNRM 2013-034 HI 2043-03-20 4.500000 2103000.00 63367.94 Agency Collateralized Mortgage Obligation GNRA 2013-039 SA 2042-06-20 5.527120 14248778.00 178596.13 Agency Collateralized Mortgage Obligation GNRA 2013-182 MS 2043-12-20 5.367120 13500000.00 1137925.33 Agency Collateralized Mortgage Obligation GNRA 2013-090 KS 2043-06-16 5.445370 26500000.00 1798075.31 Agency Collateralized Mortgage Obligation GNRM 2013-151 IB 2040-02-20 4.500000 1420000.00 53075.76 Agency Collateralized Mortgage Obligation GNRA 2013-106 SD 2043-07-20 5.377120 74021688.00 3025947.09 Agency Collateralized Mortgage Obligation GNRM 2014-11 JI 2043-02-20 4.500000 39256444.00 449366.57 Agency Collateralized Mortgage Obligation GNRA 2013-165 LS 2043-03-20 5.377120 48135155.00 2828358.40 Agency Collateralized Mortgage Obligation GNRA 2014-003 SM 2044-01-20 5.327120 15873000.00 782209.76 Agency Collateralized Mortgage Obligation GNRA 2014-043 HS 2044-03-16 6.545370 40082821.00 2290506.81 Agency Collateralized Mortgage Obligation GNRA 2014-41 SG 2044-03-16 6.045370 30000000.00 1694959.46 Agency Collateralized Mortgage Obligation GNRA 2014-056 ST 2039-12-16 5.395370 100111875.00 3641765.50 Agency Collateralized Mortgage Obligation GNRA 2014-058 SA 2044-04-20 5.327120 1834000.00 88397.17 Agency Collateralized Mortgage Obligation GNRA 2014-099 SP 2044-07-16 4.895370 21071428.00 1257634.86 Agency Collateralized Mortgage Obligation GNRA 2014-131 AS 2044-09-20 5.427120 7430828.00 551241.37 Agency Collateralized Mortgage Obligation GNRM 2014-144 AI 2039-01-20 3.500000 2240000.00 12628.74 Agency Collateralized Mortgage Obligation GNRM 2014-132 JI 2044-06-20 5.000000 16683120.00 450826.03 Agency Collateralized Mortgage Obligation GNRA 2015-161 NS 2045-11-20 5.427120 30063147.00 2978980.69 Agency Collateralized Mortgage Obligation GNRM 2014-162 DI 2038-11-20 4.000000 1723000.00 997.43 Agency Collateralized Mortgage Obligation GNRA 2014-152 AS 2044-10-20 4.827120 7022051.00 345779.70 Agency Collateralized Mortgage Obligation GNRM 2015-044 AI 2041-08-20 3.000000 6639333.00 106262.50 Agency Collateralized Mortgage Obligation GNRM 2015-105 CI 2039-03-20 3.500000 33589942.00 247386.36 Agency Collateralized Mortgage Obligation GNRA 2015-137 SK 2044-03-16 5.445370 100000.00 20899.91 Agency Collateralized Mortgage Obligation GNRM 2015-186 AI 2045-12-20 4.000000 1269000.00 65066.52 Agency Collateralized Mortgage Obligation GNRM 2015-187 JI 2045-03-20 4.000000 1743000.00 73269.14 Agency Collateralized Mortgage Obligation GNRA 2016-06 SB 2046-01-20 4.877120 11705233.00 614174.77 Agency Collateralized Mortgage Obligation GNRM 2016-49 IO 2045-11-16 4.500000 1973000.00 139956.53 Agency Collateralized Mortgage Obligation GNRM 2016-69 IO 2046-05-20 4.000000 1409000.00 49196.16 Agency Collateralized Mortgage Obligation GNRA 2016-77 SC 2045-10-20 5.327120 587000.00 69369.42 Agency Collateralized Mortgage Obligation GNRA 2016-35 SB 2046-10-16 5.395370 3900000.00 736374.49 Agency Collateralized Mortgage Obligation GNRM 2017-132 IA 2047-09-20 4.500000 1503000.00 142777.97 Agency Collateralized Mortgage Obligation GNRM 2017-141 ID 2047-07-20 3.500000 1743000.00 36716.37 Agency Collateralized Mortgage Obligation GNRM 2017-174 IA 2045-08-20 3.500000 4045000.00 48608.69 Agency Collateralized Mortgage Obligation GNRM 2018-22 IJ 2048-02-20 3.500000 19517714.00 697475.74 Agency Collateralized Mortgage Obligation GNRA 2018-66 ST 2043-08-20 5.377120 23774167.00 3556166.31 Agency Collateralized Mortgage Obligation GNRA 2018-66 SM 2041-06-20 4.627120 10193148.00 1292997.62 Agency Collateralized Mortgage Obligation GNRA 2018-072 SB 2048-05-20 5.427120 17283000.00 1902397.70 Agency Collateralized Mortgage Obligation GNRM 2018-65 BI 2048-05-20 5.500000 5680518.00 700592.39 Agency Collateralized Mortgage Obligation GNRA 2018-48 CS 2048-04-20 3.127120 6091552.00 575086.81 Agency Collateralized Mortgage Obligation GNRA 2018-76 SA 2042-03-20 5.827120 21778891.00 2991401.84 Agency Collateralized Mortgage Obligation GNRA 2018-04 SH 2044-06-20 5.327120 4792243.00 872723.04 Agency Collateralized Mortgage Obligation GNRA 2018-92 AS 2048-07-20 5.427120 7000000.00 725375.69 Agency Collateralized Mortgage Obligation GNRA 2018-15 SE 2048-08-20 5.427120 13000000.00 1373976.52 Agency Collateralized Mortgage Obligation GNRA 2018-25 JS 2048-09-20 5.427120 15479000.00 1661976.87 Agency Collateralized Mortgage Obligation GNRM 2018-127 IE 2046-01-20 3.500000 283619.00 13944.07 Agency Collateralized Mortgage Obligation GNRM 2019-27 PI 2049-02-20 4.500000 5607333.00 49941.59 Agency Collateralized Mortgage Obligation GNRA 2019-35 SE 2044-01-16 5.445370 2122000.00 294675.84 Agency Collateralized Mortgage Obligation GNRA 2019-36 SB 2049-03-20 5.277120 15441300.00 2087336.84 Agency Collateralized Mortgage Obligation GNRM 2019-42 AI 2046-01-20 4.000000 21283952.00 1734530.71 Agency Collateralized Mortgage Obligation GNRM 2019-052 IO 2049-04-20 4.500000 11842240.00 139088.75 Agency Collateralized Mortgage Obligation GNRA 2019-86 SC 2049-07-20 3.067120 50000000.00 4455477.16 Agency Collateralized Mortgage Obligation GNRA 2019-96 AS 2049-08-20 5.327120 100018.00 14353.29 Agency Collateralized Mortgage Obligation GNRA 2019-11 KS 2049-09-20 2.657120 58288614.00 4145426.26 Agency Collateralized Mortgage Obligation GNRA 2019-12 SD 2049-09-20 5.327120 19299076.00 2629257.43 Agency Collateralized Mortgage Obligation GNRA 2019-15 SY 2049-09-20 5.277120 9047523.00 1604315.81 Agency Collateralized Mortgage Obligation GNRA 2019-119 HS 2049-09-20 5.277120 100021.00 16823.07 Agency Collateralized Mortgage Obligation GNRA 2020-011 SQ 2050-01-20 5.327120 18033419.00 2397239.59 Agency Collateralized Mortgage Obligation GNRM 2020-004 IU 2047-11-20 5.000000 16643664.00 2251453.09 Agency Collateralized Mortgage Obligation GNRA 2020-004 NS 2050-01-20 3.087120 47673691.00 3886127.53 Agency Collateralized Mortgage Obligation GNRA 2020-004 SN 2050-01-20 3.087120 42326309.00 3212737.02 Agency Collateralized Mortgage Obligation GNRA 2020-001 GS 2050-01-20 3.727120 67230726.00 6222033.19 Agency Collateralized Mortgage Obligation GNRM 2020-015 IB 2050-02-20 4.500000 32567893.00 5453571.71 Agency Collateralized Mortgage Obligation TINT 11/15/35 2035-11-15 0.000000 553720.95 468544.82 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-05-05 2020-05-05 Y BNP PARIBAS SA 1.0000 35 N Fitch A+ Moody's Aa3 Standard & Poor's A+ N N 0.0114 300000000.00 300000000.00 0.0021 N N N Y BNP Paribas SA BNP Paribas SA 0.150 R0MUWSFPU8MPRO8K5P83 0000310732 BRT5BLUX4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FGST GIO 0214 S10093 2031-06-01 6.500000 3099.00 2.12 Agency Collateralized Mortgage Obligation FNRA CL009ST R12F009 2041-07-25 5.603370 338064.00 12047.65 Agency Collateralized Mortgage Obligation FNRA CL004SY R12F004 2042-02-25 5.003370 172802.00 7513.91 Agency Collateralized Mortgage Obligation FNRA CL051KS R12F051 2042-05-25 4.973370 83979859.00 6919055.41 Agency Collateralized Mortgage Obligation FNRA CL047HS R12F047 2027-05-25 5.153370 339734047.00 6492811.26 Agency Collateralized Mortgage Obligation FNRA CL056SA R12F056 2042-06-25 4.953370 100000000.00 5195554.17 Agency Collateralized Mortgage Obligation FNRA CL084HS R12F084 2042-08-25 5.053370 82262628.00 4742202.35 Agency Collateralized Mortgage Obligation FNRA CL086SI R12F086 2042-08-25 4.553370 99083758.00 4575605.21 Agency Collateralized Mortgage Obligation FNRM CL080PO R13F080 2043-08-25 0.000000 10687243.00 4328774.03 Agency Collateralized Mortgage Obligation FNRM CL102OH R13F102 2043-10-25 0.000000 23505344.00 10089373.55 Agency Collateralized Mortgage Obligation FNRA CL091ST R14F091 2045-01-25 5.203370 43105991.00 4762114.93 Agency Collateralized Mortgage Obligation FNRA CL001SI R16F001 2046-02-25 5.203370 69174285.00 6024963.73 Agency Collateralized Mortgage Obligation FNRA CL079SE R15F079 2045-11-25 5.303370 12224339.00 926406.28 Agency Collateralized Mortgage Obligation FNRM CL033DI R16F033 2036-06-25 3.500000 289196.00 15339.02 Agency Collateralized Mortgage Obligation FNRA RC002SC R16F002 2046-02-25 4.653370 121131433.00 5653679.77 Agency Collateralized Mortgage Obligation FNRA CL043SP R18F043 2048-06-25 5.253370 17096384.00 1743878.42 Agency Collateralized Mortgage Obligation FNRA CL055SA R18F055 2048-08-25 5.253370 10288096.00 848766.55 Agency Collateralized Mortgage Obligation FNRA CL080SG R18F080 2048-10-25 5.203370 52540009.00 4301393.93 Agency Collateralized Mortgage Obligation FNRA CL036NS R19F036 2049-07-25 5.103370 21619418.00 4215658.47 Agency Collateralized Mortgage Obligation FNRA CL025SB R19F025 2049-06-25 5.103370 31607291.00 5260059.72 Agency Collateralized Mortgage Obligation FNRA CL049SA R19F049 2049-09-25 5.103370 67872040.00 11458220.48 Agency Collateralized Mortgage Obligation FNRA CL042SK R19F042 2049-08-25 5.103370 43082307.00 6993605.61 Agency Collateralized Mortgage Obligation FNRA CL042SD R19F042 2049-08-25 5.103370 19538592.00 3236073.76 Agency Collateralized Mortgage Obligation FNRA CL059HS R19F059 2049-10-25 5.053370 14912500.00 2233219.57 Agency Collateralized Mortgage Obligation FNRA CL014SB R20F014 2050-03-25 5.053370 14311554.00 2399126.29 Agency Collateralized Mortgage Obligation FGRA 3958SP 01/15/40 2040-01-15 5.895370 9685999.00 204141.66 Agency Collateralized Mortgage Obligation FGRA 3984DS 01/15/42 2042-01-15 5.245370 4559000.00 129054.71 Agency Collateralized Mortgage Obligation FGRM 4010QI 01/15/42 2042-01-15 4.500000 27831799.00 528646.47 Agency Collateralized Mortgage Obligation FGRA 4011SA 03/15/42 2042-03-15 5.745370 100052.00 4076.15 Agency Collateralized Mortgage Obligation FGRA 4013SB 03/15/42 2042-03-15 5.745370 11284544.00 715735.27 Agency Collateralized Mortgage Obligation FGRA 4122SJ 12/15/40 2040-12-15 5.445370 310778.00 8006.29 Agency Collateralized Mortgage Obligation FGRM 4223PO 07/15/43 2043-07-15 0.000000 9840400.00 3985478.70 Agency Collateralized Mortgage Obligation FGRM 4267CO 11/15/43 2043-11-15 0.000000 3143638.00 1251726.65 Agency Collateralized Mortgage Obligation FGRA 4384SW 09/15/44 2044-09-15 5.945370 52897746.00 4526368.47 Agency Collateralized Mortgage Obligation FGRA 4519SA 10/15/45 2045-10-15 4.945370 59611000.00 3044828.66 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-VAD X 20250725 FLT 2025-07-25 0.518350 8.00 0.21 Agency Collateralized Mortgage Obligation FGRA 4587GS 06/15/46 2046-06-15 5.395370 60671710.00 4387017.12 Agency Collateralized Mortgage Obligation FGRA 4768SA 03/15/48 2048-03-15 5.595370 34215872.00 4363920.71 Agency Collateralized Mortgage Obligation FGRA 4801SA 06/15/41 2041-06-15 5.345370 43636294.00 6155186.30 Agency Collateralized Mortgage Obligation FERA 4915SD 09/25/49 2049-09-25 5.345370 14538144.00 2699356.55 Agency Collateralized Mortgage Obligation FERA 4932SH 12/25/49 2049-12-25 5.295370 22201547.00 4288269.59 Agency Collateralized Mortgage Obligation FERM 4933PA 10/25/49 2049-10-25 2.500000 8365953.00 8383289.86 Agency Collateralized Mortgage Obligation FERA 4942NS 01/25/50 2050-01-25 5.295370 12159792.00 2671208.32 Agency Collateralized Mortgage Obligation FERM 4949PI 02/25/50 2050-02-25 4.000000 388399.00 45334.22 Agency Collateralized Mortgage Obligation FGRA 2484LZ 07/15/32 2032-07-15 6.500000 16.00 2.03 Agency Collateralized Mortgage Obligation FGRA 3027AS 05/15/29 2029-05-15 5.445370 32800000.00 128091.17 Agency Collateralized Mortgage Obligation FNRA CL010GI R08F010 2038-03-25 5.283370 200000.00 3132.56 Agency Collateralized Mortgage Obligation FNRA CL087SG R09F087 2039-11-25 5.303370 134317000.00 1140791.19 Agency Collateralized Mortgage Obligation GNAR AF MA5540 M 2048-09-20 3.500000 31379.00 21128.56 Agency Mortgage-Backed Securities GNII SF MA5763 M 2049-02-20 4.000000 14221520.00 9036714.37 Agency Mortgage-Backed Securities GNII SF AY2415 C 2048-09-20 4.000000 1045442.00 681909.32 Agency Mortgage-Backed Securities GNRA 2010-087 SK 2040-07-16 5.795370 131297989.00 3087713.99 Agency Collateralized Mortgage Obligation GNRA 2014-005 SC 2044-01-20 5.327120 47142848.00 3359054.07 Agency Collateralized Mortgage Obligation GNRA 2011-093 BS 2041-07-16 5.395370 71243648.00 2776022.01 Agency Collateralized Mortgage Obligation GNRA 2013-152 SB 2043-10-16 5.445370 72603368.00 4108295.94 Agency Collateralized Mortgage Obligation GNRA 2013-099 SC 2043-07-16 5.395370 96128798.00 5768615.37 Agency Collateralized Mortgage Obligation GNRA 2013-122 MS 2043-08-20 5.377120 107400.00 4412.66 Agency Collateralized Mortgage Obligation GNRA 2014-025 SA 2044-02-20 5.327120 122228.00 3147.69 Agency Collateralized Mortgage Obligation GNRA 2014-76 SA 2040-01-20 4.827120 49500000.00 2253573.85 Agency Collateralized Mortgage Obligation GNRA 2014-057 PS 2044-04-20 5.427120 64073900.00 5929902.49 Agency Collateralized Mortgage Obligation GNRA 2014-091 SB 2044-06-16 4.895370 5800000.00 383964.18 Agency Collateralized Mortgage Obligation GNRA 2015-001 S 2045-01-20 4.827120 97471064.00 6296488.51 Agency Collateralized Mortgage Obligation GNRM 2015-121 PI 2045-08-20 5.500000 45617024.00 3503653.00 Agency Collateralized Mortgage Obligation GNRA 2016-17 S 2046-02-16 5.445370 29628224.00 2340390.30 Agency Collateralized Mortgage Obligation GNRA 2016-04 SM 2046-01-20 4.877120 201678102.00 14487575.37 Agency Collateralized Mortgage Obligation GNRA 2016-051 NS 2046-04-20 5.277120 4500000.00 445958.58 Agency Collateralized Mortgage Obligation GNRA 2017-17 SM 2047-08-20 5.427120 20592704.00 3477839.97 Agency Collateralized Mortgage Obligation GNRM 2017-36 GI 2047-09-20 3.500000 100001.00 3479.42 Agency Collateralized Mortgage Obligation GNRA 2017-162 SK 2047-10-20 2.500000 125000000.00 6790570.20 Agency Collateralized Mortgage Obligation GNRA 2018-66 ST 2043-08-20 5.377120 754042.00 112790.44 Agency Collateralized Mortgage Obligation GNRA 2018-66 SP 2041-02-20 5.227120 24364384.00 3494488.72 Agency Collateralized Mortgage Obligation GNRA 2018-66 SU 2043-10-16 5.345370 19842956.00 3347560.40 Agency Collateralized Mortgage Obligation GNRA 2018-51 SK 2048-04-20 5.427120 30888200.00 5742568.12 Agency Collateralized Mortgage Obligation GNRA 2018-48 CS 2048-04-20 3.127120 142373545.00 13441098.02 Agency Collateralized Mortgage Obligation GNRA 2018-04 JS 2048-08-20 5.427120 16500000.00 2386610.60 Agency Collateralized Mortgage Obligation GNRA 2018-04 SL 2048-08-20 5.427120 49130949.00 5606874.86 Agency Collateralized Mortgage Obligation GNRA 2018-03 SH 2048-08-20 5.427120 29647819.00 3701072.53 Agency Collateralized Mortgage Obligation GNRA 2018-22 SG 2043-12-20 5.227120 34000000.00 4139341.53 Agency Collateralized Mortgage Obligation GNRA 2018-48 DS 2048-10-20 3.067120 50000000.00 3049207.72 Agency Collateralized Mortgage Obligation GNRA 2018-66 FB 2048-12-20 1.472880 1649497.00 1355980.74 Agency Collateralized Mortgage Obligation GNRA 2018-64 SW 2048-12-20 5.327120 46000000.00 4309292.09 Agency Collateralized Mortgage Obligation GNRA 2019-54 SA 2049-04-20 5.277120 38261824.00 3888459.64 Agency Collateralized Mortgage Obligation GNRA 2019-35 SA 2049-03-20 5.227120 104882858.00 10347310.77 Agency Collateralized Mortgage Obligation GNRA 2019-35 EF 2049-03-20 1.482880 299091.00 254343.72 Agency Collateralized Mortgage Obligation GNRA 2019-35 SM 2049-03-20 5.227120 27520341.00 4473158.68 Agency Collateralized Mortgage Obligation GNRM 2019-052 IO 2049-04-20 4.500000 4136601.00 48584.95 Agency Collateralized Mortgage Obligation GNRA 2019-96 AS 2049-08-20 5.327120 9314178.00 1336650.00 Agency Collateralized Mortgage Obligation GNRA 2019-96 SP 2049-08-20 5.327120 34187136.00 5186108.45 Agency Collateralized Mortgage Obligation GNRA 2019-17 JS 2049-08-20 5.327120 19768737.00 3065344.12 Agency Collateralized Mortgage Obligation GNRA 2020-001 GS 2050-01-20 3.727120 103375840.00 9567171.82 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-07 2020-04-07 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A+ N N 0.0015 300000000.00 300000000.00 0.0021 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.119 7TK5RJIZDFROZCA6XF66 0001513005 BRT5U36D4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_17-22 2047-04-25 1.346630 2000000.00 1320492.23 Agency Collateralized Mortgage Obligation FNMA_20-22B 2050-04-25 3.000000 2128000.00 2217001.47 Agency Collateralized Mortgage Obligation FNMA_19-37M 2044-12-25 3.500000 2146000.00 2354751.44 Agency Collateralized Mortgage Obligation FHLMC_4635A 2046-12-15 2.500000 2250000.00 1357589.14 Agency Collateralized Mortgage Obligation FNMA_20-19C 2046-11-25 3.000000 2500000.00 2554995.19 Agency Collateralized Mortgage Obligation FNMA_05-83 2035-02-25 19.188180 2568166.00 740340.60 Agency Collateralized Mortgage Obligation FNMA_20-22A 2050-04-25 2.000000 2643000.00 2665210.89 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_4163 2042-12-15 4.500000 2682704.00 76777.41 Agency Collateralized Mortgage Obligation FNMA_19-37K 2049-07-25 5.000000 2904200.00 435863.57 Agency Collateralized Mortgage Obligation FNMA_19-55N 2048-04-25 4.500000 3030764.00 201720.51 Agency Collateralized Mortgage Obligation FNMA_20-19C 2043-05-25 3.000000 3133097.00 3185979.99 Agency Collateralized Mortgage Obligation FNMA_20-22D 2048-01-25 3.000000 3333333.00 208939.98 Agency Collateralized Mortgage Obligation FNMA_20-22D 2050-04-25 3.000000 3461000.00 3589662.67 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4471 2043-09-15 3.500000 3625000.00 1714159.46 Agency Collateralized Mortgage Obligation FHLMC_3012 2035-05-15 5.395370 3974813.00 118960.50 Agency Collateralized Mortgage Obligation FNMA_20-19B 2050-03-25 3.500000 4369000.00 2766195.22 Agency Collateralized Mortgage Obligation FHSTR_319B 2043-11-15 1.154630 5000000.00 2190692.07 Agency Collateralized Mortgage Obligation FNMA_18-22E 2048-04-25 6.000000 5000000.00 3584699.27 Agency Collateralized Mortgage Obligation FNMA_20-22C 2050-04-25 2.500000 5508000.00 5645266.70 Agency Collateralized Mortgage Obligation FNMA_20-19B 2050-03-25 3.500000 5714284.00 289757.19 Agency Collateralized Mortgage Obligation FNMA_19-64L 2049-11-25 4.000000 6000000.00 550432.34 Agency Collateralized Mortgage Obligation FHLMC_3957B 2041-11-15 4.000000 6000000.00 6197499.96 Agency Collateralized Mortgage Obligation FNMA_20-22D 2050-04-25 3.000000 6454000.00 6424292.24 Agency Collateralized Mortgage Obligation FNMA_20-19C 2046-11-25 3.000000 6462000.00 6430515.85 Agency Collateralized Mortgage Obligation FNMA_12-27 2042-03-25 4.983370 7360256.00 193026.79 Agency Collateralized Mortgage Obligation FNMA_12-91C 2042-08-25 5.653370 7777166.00 282496.49 Agency Collateralized Mortgage Obligation FNMA_18-24 2048-04-25 4.500000 7918566.00 546286.77 Agency Collateralized Mortgage Obligation FNMA_12-49 2042-05-25 5.453370 8000000.00 319076.05 Agency Collateralized Mortgage Obligation FNMA_16-60 2046-09-25 3.000000 8825000.00 513739.67 Agency Collateralized Mortgage Obligation FNMA_11-127 2039-06-25 5.653370 8932000.00 23408.76 Agency Collateralized Mortgage Obligation FNMA_19-55N 2048-04-25 2.000000 9092291.00 8704122.08 Agency Collateralized Mortgage Obligation FNMA_05-106C 2035-12-25 5.543370 9260040.00 289448.47 Agency Collateralized Mortgage Obligation FNMA_20-19C 2046-11-25 3.000000 9304903.00 9129496.28 Agency Collateralized Mortgage Obligation FNMA_14-74B 2044-06-25 5.253370 9518000.00 433323.14 Agency Collateralized Mortgage Obligation FNMA_20-22C 2050-04-25 2.500000 9551000.00 9459475.95 Agency Collateralized Mortgage Obligation FHLMC_3795 2041-01-15 5.675370 10206000.00 414806.14 Agency Collateralized Mortgage Obligation FHLMC_4913D 2041-04-15 6.000000 10570000.00 1857494.95 Agency Collateralized Mortgage Obligation FHLMC_3962J 2041-11-15 5.295370 10659000.00 369529.01 Agency Collateralized Mortgage Obligation FNMA_19-31 2049-07-25 5.153370 10900000.00 2125633.09 Agency Collateralized Mortgage Obligation FHLMC_43-31 2044-04-15 5.295370 10911305.00 563554.97 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 5.745370 11424000.00 604078.65 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 5.765370 11484000.00 135005.49 Agency Collateralized Mortgage Obligation FNMA_17-97B 2047-12-25 5.253370 11500000.00 1904610.36 Agency Collateralized Mortgage Obligation FNMA_09-90L 2039-11-25 5.000000 11500000.00 2370320.47 Agency Collateralized Mortgage Obligation FNMA_13-15D 2033-03-25 1.750000 11550000.00 3886422.48 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 2049-06-25 5.103370 12500000.00 2238921.38 Agency Collateralized Mortgage Obligation FNMA_15-68A 2045-09-25 4.000000 12519000.00 379348.87 Agency Collateralized Mortgage Obligation FNMA_13-43 2041-08-25 1.500000 12620000.00 4517975.41 Agency Collateralized Mortgage Obligation FHLMC_3890 2040-07-15 5.995370 13289298.00 255692.30 Agency Collateralized Mortgage Obligation FNMA_11-149 2042-01-25 4.953370 13306769.00 524006.64 Agency Collateralized Mortgage Obligation FHLMC_4117 2039-12-15 5.495370 13607143.00 274314.55 Agency Collateralized Mortgage Obligation FHLMC_4656C 2047-02-15 5.345370 13700000.00 1428294.88 Agency Collateralized Mortgage Obligation FHLMC_3984 2042-01-15 5.745370 14135000.00 582820.76 Agency Collateralized Mortgage Obligation FNMA_19-48J 2039-07-25 5.103370 14787757.00 3170721.36 Agency Collateralized Mortgage Obligation FNMA_11-90 2034-05-25 5.000000 14800000.00 4117.35 Agency Collateralized Mortgage Obligation FNMA_19-1L 2049-02-25 4.500000 14913324.00 865653.80 Agency Collateralized Mortgage Obligation FNMA_17-11 2042-03-25 3.000000 15000000.00 255378.11 Agency Collateralized Mortgage Obligation FNMA_18-27A 2048-05-25 5.253370 15000000.00 790016.07 Agency Collateralized Mortgage Obligation FHLMC_4913C 2049-03-15 5.345370 15546760.00 1394730.53 Agency Collateralized Mortgage Obligation FHLMC_4568C 2040-04-15 5.345370 15600000.00 1778101.65 Agency Collateralized Mortgage Obligation FNMA_07-30 2037-04-25 5.793370 15672317.00 640170.03 Agency Collateralized Mortgage Obligation FHLMC_3965 2041-11-15 5.795370 15953250.00 452513.78 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-32 2042-08-25 3.500000 16395175.00 6230167.48 Agency Collateralized Mortgage Obligation FNMA_19-11E 2049-04-25 4.000000 16883415.00 1021946.31 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-63 2046-04-25 3.500000 17000000.00 232021.86 Agency Collateralized Mortgage Obligation FNMA_17-88A 2047-11-25 3.000000 17018881.00 987457.11 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 3.943370 17037000.00 681860.15 Agency Collateralized Mortgage Obligation FNMA_12-93 2027-09-25 3.000000 17200000.00 232238.23 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 5.745370 17264000.00 798122.62 Agency Collateralized Mortgage Obligation FNMA_12-9 2041-07-25 2.000000 17750000.00 3935529.82 Agency Collateralized Mortgage Obligation FNMA_09-7 2039-02-25 7.000000 17896694.00 818164.26 Agency Collateralized Mortgage Obligation FNMA_14-92 2045-01-25 5.153370 18000000.00 1679649.16 Agency Collateralized Mortgage Obligation FHLMC_4643C 2047-01-15 5.295370 18012224.00 2050743.21 Agency Collateralized Mortgage Obligation FNMA_12-18 2042-03-25 5.003370 18045531.00 736819.06 Agency Collateralized Mortgage Obligation FHLMC_4764K 2047-07-15 5.495370 18085000.00 1446679.48 Agency Collateralized Mortgage Obligation FNMA_19-78B 2050-01-25 4.000000 18216806.00 8379469.04 Agency Collateralized Mortgage Obligation FHLMC_4285 2041-12-15 4.500000 18519528.00 210360.34 Agency Collateralized Mortgage Obligation FHLMC_4898C 2049-06-15 4.000000 18792592.00 1048537.28 Agency Collateralized Mortgage Obligation FHLMC_3998 2036-05-15 5.845370 18800200.00 169080.52 Agency Collateralized Mortgage Obligation FHLMC_3501C 2039-01-15 6.500000 18865937.00 433964.95 Agency Collateralized Mortgage Obligation FHR_4926 2036-05-15 0.053340 18988355.00 34969.10 Agency Collateralized Mortgage Obligation FHR_4926 2036-05-15 5.845370 18988355.00 3995308.10 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 5.765370 19151000.00 232114.60 Agency Collateralized Mortgage Obligation FNMA_16-48A 2046-08-25 5.153370 19600000.00 1695995.84 Agency Collateralized Mortgage Obligation FNMA_17-94A 2047-11-25 4.000000 19837250.00 761346.05 Agency Collateralized Mortgage Obligation FNMA_11-149B 2042-01-25 4.953370 19912972.00 798712.21 Agency Collateralized Mortgage Obligation FNMA_14-91 2045-01-25 5.203370 20000000.00 2209490.98 Agency Collateralized Mortgage Obligation FHLMC_4457 2039-07-15 3.000000 20000000.00 6151909.97 Agency Collateralized Mortgage Obligation FHLMC_39-28 2041-09-15 5.745370 20444000.00 817951.05 Agency Collateralized Mortgage Obligation FHLMC_12-4119 2032-04-15 3.000000 20447026.00 425237.24 Agency Collateralized Mortgage Obligation FHLMC_4015F 2032-03-15 4.500000 20588952.00 305592.26 Agency Collateralized Mortgage Obligation FHLMC_4627 2046-10-15 5.295370 20820726.00 2158286.47 Agency Collateralized Mortgage Obligation FNMA_19-10E 2048-06-25 4.000000 20826720.00 966131.92 Agency Collateralized Mortgage Obligation FHLMC_4015 2027-03-15 3.000000 20833333.00 236828.28 Agency Collateralized Mortgage Obligation FNMA_12-114 2042-10-25 5.103370 21000000.00 1429648.60 Agency Collateralized Mortgage Obligation FNMA_15-22 2045-04-25 3.000000 21128421.00 709431.14 Agency Collateralized Mortgage Obligation FNMA_12-122 2042-11-25 5.153370 21200000.00 1641310.72 Agency Collateralized Mortgage Obligation FNMA_19-6B 2049-03-25 5.153370 21500000.00 3371661.95 Agency Collateralized Mortgage Obligation FNMA_12-120 2031-12-25 3.500000 21565239.00 205295.53 Agency Collateralized Mortgage Obligation FNMA_12-122E 2042-11-25 5.153370 21600000.00 1614589.87 Agency Collateralized Mortgage Obligation FHLMC_42-24 2032-05-15 3.000000 21972223.00 4475455.03 Agency Collateralized Mortgage Obligation FNMA_11-101K 2041-10-25 5.503370 22287000.00 793539.02 Agency Collateralized Mortgage Obligation FNMA_12-70 2042-07-25 5.653370 22960000.00 1455073.04 Agency Collateralized Mortgage Obligation FHLMC_3996 2039-07-15 5.845370 23214916.00 30585.83 Agency Collateralized Mortgage Obligation FHLMC_3956C 2041-11-15 5.745370 23259000.00 1303166.28 Agency Collateralized Mortgage Obligation FNMA_11-97 2041-10-25 5.503370 23555000.00 1032611.05 Agency Collateralized Mortgage Obligation FHLMC_4673 2041-05-15 3.500000 24360000.00 11618688.00 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 5.553370 25000000.00 823420.23 Agency Collateralized Mortgage Obligation FNMA_12-107 2040-05-25 5.103370 25000000.00 790319.54 Agency Collateralized Mortgage Obligation FHLMC_4875 2049-04-15 5.345370 25426858.00 3112120.33 Agency Collateralized Mortgage Obligation FHLMC_3997F 2042-02-15 5.745370 25688713.00 1405785.37 Agency Collateralized Mortgage Obligation FNMA_19-14D 2059-04-25 1.867500 26001298.00 954189.48 Agency Collateralized Mortgage Obligation FHLMC_4030 2027-04-15 4.000000 26296491.00 345627.16 Agency Collateralized Mortgage Obligation FNMA_12-124 2042-11-25 5.203370 26804166.00 1839549.21 Agency Collateralized Mortgage Obligation FNMA_18-86D 2048-12-25 2.027690 26827049.00 794479.05 Agency Collateralized Mortgage Obligation FHLMC_40-66 2038-12-15 5.945370 27038200.00 241066.06 Agency Collateralized Mortgage Obligation FNMA_18-7 2048-02-25 4.000000 27460504.00 3175549.67 Agency Collateralized Mortgage Obligation FNMA_18-7 2048-02-25 4.000000 27460505.00 3175549.78 Agency Collateralized Mortgage Obligation FHLMC_4389 2044-09-15 5.375370 27632018.00 774811.84 Agency Collateralized Mortgage Obligation FNMA_13-28 2042-05-25 7.500000 28325000.00 5999669.96 Agency Collateralized Mortgage Obligation FHR_4926 2040-01-15 0.099030 28699658.00 135855.91 Agency Collateralized Mortgage Obligation FHR_4926 2040-01-15 5.375370 28699658.00 5671244.47 Agency Collateralized Mortgage Obligation FNMA_15-22 2045-04-25 5.203370 28710332.00 2403153.85 Agency Collateralized Mortgage Obligation FHLMC_4063 2042-06-15 5.245370 29000000.00 1594460.96 Agency Collateralized Mortgage Obligation FHLMC_3919 2030-08-15 5.945370 29629224.00 374627.95 Agency Collateralized Mortgage Obligation FHLMC_3994 2042-02-15 5.795370 29714285.00 1084487.59 Agency Collateralized Mortgage Obligation FNMA_12-151 2043-01-25 5.000000 30000000.00 898110.34 Agency Collateralized Mortgage Obligation FNMA_17-4F 2047-02-25 2.067640 30000000.00 604578.41 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-46 2036-06-25 5.633370 30000000.00 159722.66 Agency Collateralized Mortgage Obligation FNMA_11-99 2025-12-25 4.500000 30600000.00 53115.23 Agency Collateralized Mortgage Obligation FNMA_18-15M 2058-03-25 2.210970 31472669.00 1089511.55 Agency Collateralized Mortgage Obligation FNMA_10-152 2041-01-25 5.053370 31600000.00 1352300.25 Agency Collateralized Mortgage Obligation FHLMC_4272 2043-05-15 5.945370 31688428.00 591027.30 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 5.653370 31790821.00 1657717.80 Agency Collateralized Mortgage Obligation FNMA_13-81D 2042-09-25 2.750000 31800000.00 11114514.95 Agency Collateralized Mortgage Obligation FNMA_18-51E 2045-03-25 4.500000 31888611.00 2605074.98 Agency Collateralized Mortgage Obligation FNMA_11-121 2040-12-25 4.500000 32152945.00 373279.21 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4824 2042-11-15 5.345370 32628869.00 1739377.10 Agency Collateralized Mortgage Obligation FNMA_18-14C 2058-03-25 2.069560 32700065.00 1086320.07 Agency Collateralized Mortgage Obligation FNMA_16-60A 2046-09-25 5.153370 33000000.00 3118363.96 Agency Collateralized Mortgage Obligation FNMA_12-93 2032-09-25 5.203370 33446579.00 1548960.05 Agency Collateralized Mortgage Obligation FHLMC_4619C 2044-03-15 3.000000 33537000.00 15815559.16 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 5.003370 33798669.00 1036700.02 Agency Collateralized Mortgage Obligation FNMA_19-48E 2036-11-25 5.653370 33942838.00 8349842.04 Agency Collateralized Mortgage Obligation FNMA_19-10B 2049-03-25 5.153370 34970101.00 4181638.07 Agency Collateralized Mortgage Obligation FNMA_07-119 2038-01-25 6.053370 35000000.00 915008.67 Agency Collateralized Mortgage Obligation FNMA_11-127 2041-12-25 4.953370 36416000.00 1572989.09 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_14-86 2045-01-25 4.653370 36733333.00 2484883.82 Agency Collateralized Mortgage Obligation FHLMC_41-2 2031-06-15 3.000000 37500000.00 427716.23 Agency Collateralized Mortgage Obligation FNMA_12-101 2027-06-25 3.000000 37605331.00 387205.61 Agency Collateralized Mortgage Obligation FNMA_15-84 2045-11-25 2.175190 37898663.00 896092.81 Agency Collateralized Mortgage Obligation FHLMC_40-57 2027-06-15 3.000000 38300000.00 554437.18 Agency Collateralized Mortgage Obligation FNMA_12-22 2040-11-25 4.500000 38736333.00 424363.47 Agency Collateralized Mortgage Obligation FHLMC_3860 2040-06-15 5.895370 38960149.00 275483.99 Agency Collateralized Mortgage Obligation FNMA_19-48H 2039-06-25 5.003370 39694486.00 8530163.69 Agency Collateralized Mortgage Obligation FHLMC_4096K 2042-08-15 1.204630 40081737.00 16007525.57 Agency Collateralized Mortgage Obligation FHLMC_44-19 2044-12-15 5.445370 41275994.00 2702706.02 Agency Collateralized Mortgage Obligation FHLMC_4094K 2042-08-15 5.375370 42201795.00 3970492.47 Agency Collateralized Mortgage Obligation FNMA_17-10A 2047-03-25 5.153370 43000000.00 3616011.39 Agency Collateralized Mortgage Obligation FNMA_20-19A 2049-07-25 4.423250 43671935.00 6990455.10 Agency Collateralized Mortgage Obligation FNMA_13-130 2044-01-25 5.653370 43960572.00 2112201.66 Agency Collateralized Mortgage Obligation FNMA_16-68D 2046-10-25 1.781630 44220816.00 584197.76 Agency Collateralized Mortgage Obligation FNMA_12-118D 2042-11-25 3.500000 45000000.00 1883596.87 Agency Collateralized Mortgage Obligation FNMA_09-107 2038-02-25 3.708590 45199908.00 953933.18 Agency Collateralized Mortgage Obligation FNMA_15-88F 2044-09-25 4.000000 45428031.00 1768105.50 Agency Collateralized Mortgage Obligation FNMA_11-51 2041-06-25 0.000000 47538735.00 2445471.03 Agency Collateralized Mortgage Obligation FNMA_20-22A 2049-08-25 2.000000 48462000.00 48928963.68 Agency Collateralized Mortgage Obligation FNMA_11-144 2042-01-25 5.553370 48498394.00 2437877.17 Agency Collateralized Mortgage Obligation FNMA_12-68 2042-07-25 5.053370 48600975.00 2377423.78 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 5.553370 48872210.00 2680121.77 Agency Collateralized Mortgage Obligation FHLMC_2796A 2034-05-15 5.795370 49346094.00 622137.00 Agency Collateralized Mortgage Obligation FNMA_17-25A 2047-04-25 4.000000 49746717.00 2758274.41 Agency Collateralized Mortgage Obligation FNMA_12-80 2042-08-25 1.446630 50000000.00 14799335.16 Agency Collateralized Mortgage Obligation FNMA_10-126 2040-11-25 3.453370 50275295.00 1200709.94 Agency Collateralized Mortgage Obligation FNMA_16-24H 2056-05-25 2.154950 50436232.00 880679.46 Agency Collateralized Mortgage Obligation FNMA_14-36E 2044-06-25 1.396630 54000000.00 14489753.97 Agency Collateralized Mortgage Obligation FHLMC_4016 2042-03-15 5.745370 55714285.00 1854085.89 Agency Collateralized Mortgage Obligation FNMA_17-86B 2057-11-25 2.123320 56298378.00 1670657.79 Agency Collateralized Mortgage Obligation FNMA_14-17 2044-04-25 1.496630 57241428.00 23148997.12 Agency Collateralized Mortgage Obligation FHLMC_4390 2044-09-15 5.000000 58054223.00 2616421.30 Agency Collateralized Mortgage Obligation FNMA_16-79 2046-11-25 5.103370 58847699.00 6254415.81 Agency Collateralized Mortgage Obligation FNMA_12-86 2042-08-25 0.000000 59862667.00 15810720.50 Agency Collateralized Mortgage Obligation FHLMC_34-3 2037-12-15 5.575370 60357142.00 623806.73 Agency Collateralized Mortgage Obligation FNMA_15-74 2045-10-25 2.143380 62554461.00 1366786.45 Agency Collateralized Mortgage Obligation FNMA_15-4A 2045-02-25 2.227240 63684494.00 690245.31 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3425 2035-08-15 5.345370 65000000.00 364286.13 Agency Collateralized Mortgage Obligation FNMA_13-23F 2043-03-25 1.985330 67726594.00 589481.71 Agency Collateralized Mortgage Obligation FNMA_11-58 2041-07-25 5.583370 69000000.00 2442330.45 Agency Collateralized Mortgage Obligation FNMA_17-108B 2048-01-25 5.203370 69409865.00 6059316.57 Agency Collateralized Mortgage Obligation FNMA_16-24G 2046-05-25 1.746910 72165021.00 708569.26 Agency Collateralized Mortgage Obligation FNMA_14-M9 2024-07-25 0.080000 73566000.00 541627.53 Agency Collateralized Mortgage Obligation FNMA_12-31 2042-04-25 5.003370 75700000.00 2895704.58 Agency Collateralized Mortgage Obligation FNMA_20-22A 2050-04-25 6.500000 76887952.00 82156750.17 Agency Collateralized Mortgage Obligation FNMA_15-38 2055-06-25 2.295780 77650259.00 1433770.37 Agency Collateralized Mortgage Obligation FNMA_12-6 2042-02-25 5.053370 79204778.00 1782058.18 Agency Collateralized Mortgage Obligation FHLMC_4218 2040-10-15 5.495370 82189959.00 3137705.06 Agency Collateralized Mortgage Obligation FNMA_19-42B 2049-08-25 2.015420 83575992.00 2869283.53 Agency Collateralized Mortgage Obligation FNMA_16-11F 2046-03-25 2.091330 84430622.00 1021693.51 Agency Collateralized Mortgage Obligation FNMA_12-15 2042-03-25 5.003370 85000000.00 4022132.49 Agency Collateralized Mortgage Obligation FNMA_14-43 2044-07-25 1.957010 89869142.00 1154365.59 Agency Collateralized Mortgage Obligation FNMA_13-93B 2043-09-25 1.386630 94150358.00 25446538.75 Agency Collateralized Mortgage Obligation FNMA_14-49 2044-08-25 2.147700 97348828.00 1212501.16 Agency Collateralized Mortgage Obligation FNMA_13-26 2043-04-25 5.203370 99268317.00 8685145.94 Agency Collateralized Mortgage Obligation FNMA_11-122 2041-12-25 5.573370 100000000.00 5097953.07 Agency Collateralized Mortgage Obligation FNMA_14-61E 2044-10-25 2.020620 100000000.00 1329765.56 Agency Collateralized Mortgage Obligation FHLMC_3815D 2041-02-15 5.115370 100000000.00 679837.73 Agency Collateralized Mortgage Obligation FNMA_3153 2036-05-15 5.865370 108826953.00 4611543.55 Agency Collateralized Mortgage Obligation FHLMC_3152 2036-03-15 5.775370 117787959.00 2163989.78 Agency Collateralized Mortgage Obligation FHLMC_37-21 2030-09-15 5.975370 120500000.00 1570129.12 Agency Collateralized Mortgage Obligation FNMA_13-104 2043-07-25 5.203370 123045625.00 1800315.52 Agency Collateralized Mortgage Obligation FNMA_15-50 2045-07-25 2.436390 130900000.00 2498331.15 Agency Collateralized Mortgage Obligation FNMA_12-74 2042-07-25 0.000000 131292415.00 42535178.16 Agency Collateralized Mortgage Obligation FHLMC_41-74 2039-05-15 5.495370 131600000.00 2388519.36 Agency Collateralized Mortgage Obligation FNMA_09-110 2034-05-25 1.617250 150000000.00 797699.38 Agency Collateralized Mortgage Obligation FNMA_18-17B 2048-03-25 2.500000 155000000.00 5478486.10 Agency Collateralized Mortgage Obligation FNMA_15-18 2045-04-25 2.141780 167951714.00 2844648.95 Agency Collateralized Mortgage Obligation FNMA_15-42C 2045-06-25 2.428000 174529667.00 3892212.45 Agency Collateralized Mortgage Obligation FNMA_10-134 2039-03-25 5.103370 186682396.00 1877666.09 Agency Collateralized Mortgage Obligation FNMA_03-22 2033-04-25 6.000000 200500000.00 420481.93 Agency Collateralized Mortgage Obligation FNMA_12-56 2042-06-25 0.000000 230769231.00 62140174.86 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-05-05 2020-05-05 Y MIZUHO SECURITIES USA LLC 1.0000 35 N Fitch NR Moody's A1 Standard & Poor's A N N 0.0112 750000000.00 750000000.00 0.0052 N N N Y Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 0.360 FOR8UP27PHTHYVLBNG30 BRT8FTB18 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2056-04-01 4.500000 700000.00 524058.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-12-01 5.500000 700000.00 31336.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2056-08-01 3.500000 2435000.00 1931570.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2056-06-01 4.500000 3090000.00 2083007.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2056-06-01 4.500000 4230000.00 2678105.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-01-01 4.000000 26499456.00 21654577.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-04-01 4.000000 99977856.00 24502066.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-04-01 3.500000 412395520.00 310165418.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-02-01 4.000000 731295000.00 784364859.71 Agency Mortgage-Backed Securities Y Fitch F1 Moody's NR Standard & Poor's A-1 2020-04-01 2020-05-05 2020-05-05 Y GOLDMAN SACHS & CO LLC 1.0000 35 N Fitch A+ Moody's NR Standard & Poor's A+ N N 0.0036 1114500000.00 1114500000.00 0.0077 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.160 MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREMF MTG TR 2016-KF16 B 20260325 FLT 2026-03-25 8.155300 3521935.00 501768.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2013-KF02 D 20451225 FLT 2045-12-25 11.265200 20924383.00 4190083.07 Agency Collateralized Mortgage Obligation FREMF MTG TR 2014-K717 D 20471125 0.00000 2047-11-25 0.000000 15828240.00 12770366.49 Agency Collateralized Mortgage Obligation FRESB MTG TR 2015-SB10 B 20351225 FLT 2035-12-25 3.774700 7409945.00 3644257.91 Agency Collateralized Mortgage Obligation FREMF MTG TR 2018-KF46 B 20280325 FLT 2028-03-25 3.465300 349752.00 177159.90 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-KF25 B 20231025 FLT 2023-10-25 6.515200 4740985.00 880643.79 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 B-AR 20380325 FLT 2038-03-25 3.606200 19315693.00 14173087.93 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 B-AR 20380825 FLT 2038-08-25 4.053500 7854461.00 5903997.87 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB51 B 20380525 FLT 2038-05-25 3.642700 25392243.00 18605113.09 Agency Collateralized Mortgage Obligation FRESB MTG 2018-SB54 B 20380825 FLT 2038-08-25 3.935600 26882691.00 16407187.98 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KG01 C 20290525 0.00000 2029-05-25 0.000000 9196029.00 7032663.18 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB46 B 20371225 FLT 2037-12-25 3.430900 24707265.00 18331971.21 Agency Collateralized Mortgage Obligation FRESB MTG TR 2017-SB44 B 20371125 FLT 2037-11-25 5.026900 16013999.00 10484436.83 Agency Collateralized Mortgage Obligation FREMF MTG TR 2018-KL03 B-LNZ 20250425 FLT 2025-04-25 3.981100 5399999.00 4689923.67 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB69 B 20391025 FLT 2039-10-25 7.500000 22945762.00 20447407.97 Agency Collateralized Mortgage Obligation FEPC 04.000 CLZA6183 2048-12-01 4.000000 3255284.00 1870154.38 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4707 2047-03-01 3.500000 365340.00 259375.11 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7502 2049-07-01 3.500000 2957770.00 2962439.44 Agency Mortgage-Backed Securities FNMA GRANTOR TRUST 2001-T1 A1 20290425 7.50000 2029-04-25 7.500000 24953000.00 896525.77 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 1999-T2 A1 20290119 FLT 2029-01-19 7.500000 8675000.00 153844.64 Agency Collateralized Mortgage Obligation FNMS 04.000 CLBO0766 2049-07-01 4.000000 77616.00 83143.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBO1995 2049-07-01 5.000000 2419.00 2420.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBO1996 2049-07-01 5.000000 1000.00 961.79 Agency Mortgage-Backed Securities FHLMC SCRTT SERIES 2017-3 MA 20560725 3.00000 2056-07-25 3.000000 225000.00 179732.28 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2017-3 HT 20560725 FLT 2056-07-25 3.250000 174984.00 146151.74 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2017-4 MT 20570625 3.50000 2057-06-25 3.500000 500000.00 415198.51 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2017-4 M45T 20570625 4.50000 2057-06-25 4.500000 2467000.00 1649580.66 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2017-4 HT 20570625 FLT 2057-06-25 3.250000 6000000.00 4608416.43 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-3 HT 20570827 3.00000 2057-08-27 3.000000 194200.00 170838.42 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-3 HA 20570827 3.00000 2057-08-27 3.000000 4100000.00 3420745.02 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-3 MA 20570827 3.50000 2057-08-27 3.500000 6156000.00 5113427.18 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-4 HT 20580325 3.00000 2058-03-25 3.000000 3750000.00 3444502.76 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-4 MV 20580325 3.50000 2058-03-25 3.500000 57712.00 57729.38 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-4 M55D 20580325 4.00000 2058-03-25 4.000000 2850000.00 2337720.23 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-1 HT 20580725 2.31440 2058-07-25 3.000000 825000.00 757730.51 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-1 MA 20580725 3.50000 2058-07-25 3.500000 8040000.00 7260305.81 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-1 M55D 20580725 4.00000 2058-07-25 4.000000 1680000.00 1497649.39 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-2 HT 20580826 3.00000 2058-08-26 3.000000 600000.00 559096.73 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-2 MA 20580826 3.50000 2058-08-26 3.500000 4898820.00 4619821.93 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-2 M55D 20580826 4.00000 2058-08-26 4.000000 454000.00 418283.52 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-3 MA 20581025 3.50000 2058-10-25 3.500000 14880000.00 14145374.40 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-4 MA 20590225 3.00000 2059-02-25 3.000000 33390000.00 32861198.67 Agency Collateralized Mortgage Obligation FREDDIE SCRTT SERIES 2020-1 MT 20590825 2.50000 2059-08-25 2.500000 130000.00 125592.06 Agency Collateralized Mortgage Obligation FREDDIE SCRTT SERIES 2020-1 MA 20590825 2.50000 2059-08-25 2.500000 16789000.00 16372880.73 Agency Collateralized Mortgage Obligation FHLMCT SLSTT SERIES 2018-1 A-1 20280625 3.50000 2028-06-25 3.500000 4598022.00 3911840.91 Agency Collateralized Mortgage Obligation FHLMCT SLSTT SERIES 2018-2 A-1 20281125 3.50000 2028-11-25 3.500000 12753798.00 11046757.64 Agency Collateralized Mortgage Obligation FHLMCT SLSTT SERIES 2018-2 A-2 20281125 3.50000 2028-11-25 3.500000 48409.00 50770.23 Agency Collateralized Mortgage Obligation FHLMCT SLSTT SERIES 2018-2 M-1 20581125 FLT 2058-11-25 3.000000 54350700.00 56952196.26 Agency Collateralized Mortgage Obligation FHLMCT SLSTT SERIES 2019-3 A-2C 20591025 2.75000 2059-10-25 2.750000 1750000.00 1796614.17 Agency Collateralized Mortgage Obligation GNII SF MA6090 M 2049-08-20 3.500000 3118651.00 3202489.94 Agency Mortgage-Backed Securities GNII SF MA6091 M 2049-07-20 4.000000 195296757.00 196280551.02 Agency Mortgage-Backed Securities GNII SF BO3071 C 2049-07-20 3.500000 4302060.00 2629284.19 Agency Mortgage-Backed Securities GNHF RF BO9089 H 2069-06-20 4.253000 2602896.00 2974229.16 Agency Mortgage-Backed Securities GNRA 2019-90 FA 2049-07-20 1.472900 1323713.00 1270908.55 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 1 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0016 500000000.00 500000000.00 0.0035 N Y Y N Credit Suisse AG Credit Suisse AG 1.063 BRTF3KW94 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_91-59 2021-06-25 6.500000 20000.00 43.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 2040-02-20 5.477120 100000.00 2341.20 Agency Collateralized Mortgage Obligation FNR_19-34 2049-07-25 3.000000 100869.00 106545.28 Agency Collateralized Mortgage Obligation FNMA_19-57B 2049-10-25 2.750000 140400.00 140833.30 Agency Collateralized Mortgage Obligation FNMA_19-50C 2049-09-25 2.750000 156161.00 165174.90 Agency Collateralized Mortgage Obligation FNMA_06-115 2036-12-25 0.000000 250000.00 23843.86 Agency Collateralized Mortgage Obligation FNMA_17-60 2044-11-25 4.000000 312500.00 19265.91 Agency Collateralized Mortgage Obligation FHSTR_171 2024-07-01 8.000000 328916.00 55.22 Agency Collateralized Mortgage Obligation FNMA_08-24 2038-02-25 0.000000 380084.00 117129.02 Agency Collateralized Mortgage Obligation FHLMC_4792C 2048-02-15 4.000000 412500.00 18869.79 Agency Collateralized Mortgage Obligation FHSTR_147 2023-02-01 8.000000 425478.00 16.46 Agency Collateralized Mortgage Obligation FHLMC_4161 2043-02-15 0.000000 459167.00 322621.30 Agency Collateralized Mortgage Obligation FNMA_01-51 2031-10-25 6.500000 500000.00 19446.86 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3143- 2036-02-15 5.500000 500000.00 90395.09 Agency Collateralized Mortgage Obligation FHLMC_3387 2037-11-15 0.000000 550000.00 69142.58 Agency Collateralized Mortgage Obligation GNMA_17-6A 2044-01-20 3.500000 645000.00 4818.63 Agency Collateralized Mortgage Obligation FNMA_19-4929 2049-10-25 2.500000 649023.00 644948.57 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 8.000000 747000.00 2774.33 Agency Collateralized Mortgage Obligation GNMA_18-139L 2048-10-20 7.783650 838638.00 33202.06 Agency Collateralized Mortgage Obligation GNMA_20-21C 2050-02-20 2.500000 839262.00 823492.50 Agency Collateralized Mortgage Obligation FNSTR_383 2037-08-25 8.000000 880000.00 2320.36 Agency Collateralized Mortgage Obligation FANNIE MAE FNSTR_372 2036-08-01 6.000000 967987.00 3897.11 Agency Collateralized Mortgage Obligation FHLMC_3998 2042-02-15 4.000000 1000000.00 1527156.48 Agency Collateralized Mortgage Obligation GNMA_14-133 2044-09-20 4.827120 1000000.00 47822.64 Agency Collateralized Mortgage Obligation GNMA_15-111 2045-08-20 5.427120 1000000.00 47744.14 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_264 2024-07-25 8.000000 1089720.00 150.20 Agency Collateralized Mortgage Obligation GNMA_19-86A 2049-07-20 3.500000 1100000.00 1186763.84 Agency Collateralized Mortgage Obligation GNMA_10-103 2039-02-20 4.500000 1160000.00 71.10 Agency Collateralized Mortgage Obligation FNMA_13-56 2041-08-25 0.000000 1163246.00 125209.83 Agency Collateralized Mortgage Obligation GNMA_19-115 2049-09-20 5.327120 1200000.00 201629.26 Agency Collateralized Mortgage Obligation FNMA_17-53E 2045-04-25 0.000000 1370958.00 1062582.93 Agency Collateralized Mortgage Obligation GNMA_14-94 2043-12-20 4.500000 1477412.00 10422.48 Agency Collateralized Mortgage Obligation FHLMC_2961 2035-04-15 5.000000 1600000.00 391794.59 Agency Collateralized Mortgage Obligation GNMA_20-7B 2050-01-20 2.500000 1605592.00 1602029.72 Agency Collateralized Mortgage Obligation FNMA_09-93 2039-11-25 0.000000 1785714.00 27939.81 Agency Collateralized Mortgage Obligation FHLMC_2640 2033-07-15 5.000000 1966000.00 1030259.94 Agency Collateralized Mortgage Obligation FHLMC_1067 2021-04-15 8.000000 2000000.00 572.94 Agency Collateralized Mortgage Obligation FHLMC_08-3451 2037-02-15 5.325370 2000000.00 4154.96 Agency Collateralized Mortgage Obligation FHLMC_4305 2044-02-15 5.895370 2100000.00 178459.05 Agency Collateralized Mortgage Obligation FNMA_13-57 2041-06-25 3.000000 2108000.00 51175.07 Agency Collateralized Mortgage Obligation GNMA_12-48D 2042-04-16 5.295370 2977620.00 949956.16 Agency Collateralized Mortgage Obligation GNMA_19-29G 2048-08-20 5.999900 3101592.00 979887.46 Agency Collateralized Mortgage Obligation FNMA_13-116 2043-10-25 3.500000 3122288.00 49599.95 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_274 2025-10-25 8.500000 3741000.00 798.51 Agency Collateralized Mortgage Obligation GNMA_20-7B 2050-01-20 2.384100 4143104.00 4153278.43 Agency Collateralized Mortgage Obligation FNMA_16-26 2041-03-25 5.000000 4187368.00 1101586.26 Agency Collateralized Mortgage Obligation GNMA_16-167H 2038-04-20 5.227120 4199000.00 259.50 Agency Collateralized Mortgage Obligation FHLMC_4580E 2043-02-15 3.500000 4225000.00 122287.22 Agency Collateralized Mortgage Obligation GNMA_15-165F 2041-07-16 3.500000 4495000.00 117664.30 Agency Collateralized Mortgage Obligation FHLMC_4615G 2041-09-15 4.500000 4629536.00 1428512.78 Agency Collateralized Mortgage Obligation FHLMC_4360 2044-07-15 3.000000 4667656.00 5232291.33 Agency Collateralized Mortgage Obligation FHLMC_4584D 2043-08-15 2.868870 4685534.00 3766.15 Agency Collateralized Mortgage Obligation FHLMC_4584 2044-05-15 3.795370 4814640.00 335353.13 Agency Collateralized Mortgage Obligation FHLMC_3667B 2040-05-15 5.745370 5000000.00 6305.25 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 5314792.00 360065.14 Agency Collateralized Mortgage Obligation FHLMC_4935H 2042-06-15 0.650000 5451200.00 108748.70 Agency Collateralized Mortgage Obligation FHLMC_4657V 2037-11-15 0.000000 5661344.00 2672523.53 Agency Collateralized Mortgage Obligation GNMA_19-85H 2048-02-20 4.500000 6349936.00 733956.00 Agency Collateralized Mortgage Obligation GNMA_13-133A 2037-02-16 5.395370 6378792.00 2779558.44 Agency Collateralized Mortgage Obligation FHLMC_4950F 2048-09-25 0.100000 6406943.00 17260.39 Agency Collateralized Mortgage Obligation GNMA_12-153A 2042-11-20 3.427120 6947792.00 5691981.80 Agency Collateralized Mortgage Obligation FNMA_12-43 2041-07-25 0.946630 7000000.00 9791.94 Agency Collateralized Mortgage Obligation FNMA_13-19 2043-03-25 5.203370 7000000.00 527842.07 Agency Collateralized Mortgage Obligation FHLMC_4564 2045-12-15 3.500000 7142856.00 378452.42 Agency Collateralized Mortgage Obligation FHLMC_4833E 2043-07-15 0.100000 7305624.00 22749.30 Agency Collateralized Mortgage Obligation FNMA_19-83A 2049-12-25 4.500000 7422216.00 1028150.53 Agency Collateralized Mortgage Obligation FNMA_19-6E 2048-09-25 4.000000 7830500.00 343999.68 Agency Collateralized Mortgage Obligation FNW_07-W3 2037-04-25 0.000000 8074064.00 103251.67 Agency Collateralized Mortgage Obligation GNMA_20-7D 2050-01-20 3.500000 8086260.00 7885828.74 Agency Collateralized Mortgage Obligation FNMA_16-26 2043-01-25 2.553370 8156752.00 500262.85 Agency Collateralized Mortgage Obligation FHLMC_3497 2038-07-15 0.000000 8433312.00 657878.37 Agency Collateralized Mortgage Obligation FHLMC_4584E 2043-08-15 2.918870 8817808.00 628145.45 Agency Collateralized Mortgage Obligation FHLMC_4935G 2041-08-15 0.530000 8997984.00 143892.19 Agency Collateralized Mortgage Obligation FNMA_12-15 2042-03-25 4.000000 9000000.00 14147115.40 Agency Collateralized Mortgage Obligation GNMA_15-152 2045-10-20 9.675480 9194864.00 1245592.99 Agency Collateralized Mortgage Obligation FNMA_13-109 2030-11-25 5.203370 9500000.00 144124.04 Agency Collateralized Mortgage Obligation GNMA_19-85L 2049-07-20 3.500000 9582560.00 228434.18 Agency Collateralized Mortgage Obligation GNMA_13-49B 2043-03-16 4.545370 9741500.00 3778844.36 Agency Collateralized Mortgage Obligation FHLMC_4666A 2047-03-15 3.500000 10000000.00 12262633.12 Agency Collateralized Mortgage Obligation FHLMC_45-44 2044-11-15 4.000000 10062112.00 3383549.50 Agency Collateralized Mortgage Obligation GNMA_20-7B 2050-01-20 2.581130 10490144.00 10440157.85 Agency Collateralized Mortgage Obligation GNMA_19-138A 2049-11-20 3.500000 10714272.00 408441.69 Agency Collateralized Mortgage Obligation GNMA_19-23E 2049-02-20 3.500000 11066992.00 1138715.14 Agency Collateralized Mortgage Obligation GNMA_19-153B 2049-12-20 5.277120 11185072.00 1859583.83 Agency Collateralized Mortgage Obligation FNMA_19-83A 2050-01-25 3.000000 11643104.00 9220148.80 Agency Collateralized Mortgage Obligation FNMA_09-22 2037-02-25 0.000000 12564832.00 164039.28 Agency Collateralized Mortgage Obligation FNMA_10-35 2040-04-25 5.503370 12600000.00 45409.03 Agency Collateralized Mortgage Obligation GNMA_11-130 2040-05-20 0.000000 13585824.00 9285391.50 Agency Collateralized Mortgage Obligation GNMA_19-78P 2049-04-20 4.500000 13733424.00 1626329.38 Agency Collateralized Mortgage Obligation FHLMC_4935F 2043-03-15 0.060000 13906704.00 49932.61 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 0.000000 14068848.00 976067.06 Agency Collateralized Mortgage Obligation GNMA_20-36C 2050-03-20 3.500000 14640128.00 15865970.31 Agency Collateralized Mortgage Obligation FNMA_07-2 2037-02-25 0.000000 15293712.00 103718.92 Agency Collateralized Mortgage Obligation FNMA_08-10 2037-07-25 0.000000 15412480.00 198846.47 Agency Collateralized Mortgage Obligation FNMA_20-5B 2050-02-25 3.000000 15862096.00 14242807.86 Agency Collateralized Mortgage Obligation FNMA_20-5B 2050-02-25 3.500000 16004320.00 2219143.66 Agency Collateralized Mortgage Obligation GNMA_20-7E 2049-06-20 5.277120 16255264.00 2405718.66 Agency Collateralized Mortgage Obligation FNMA_07-49 2037-06-25 0.000000 16666656.00 131651.44 Agency Collateralized Mortgage Obligation GNMA_20-36A 2050-03-20 2.000000 16666656.00 17031400.21 Agency Collateralized Mortgage Obligation FHLMC_4717B 2047-09-15 4.000000 17480896.00 1446405.61 Agency Collateralized Mortgage Obligation GNMA_19-52J 2046-09-20 3.000000 18169120.00 619693.59 Agency Collateralized Mortgage Obligation FHLMC_4950F 2048-03-25 0.100000 18495700.00 48029.29 Agency Collateralized Mortgage Obligation GNMA_17-120B 2047-08-20 4.500000 18557280.00 1384597.08 Agency Collateralized Mortgage Obligation FHLMC_4775E 2048-04-15 5.495370 18588000.00 2495560.74 Agency Collateralized Mortgage Obligation FNMA_17-32B 2047-05-25 2.418870 18683808.00 219544.86 Agency Collateralized Mortgage Obligation FNMA_19-66J 2049-11-25 4.000000 18750000.00 975002.37 Agency Collateralized Mortgage Obligation GNMA_20-7D 2050-01-20 4.000000 18836240.00 1931859.83 Agency Collateralized Mortgage Obligation GNMA_20-7B 2050-01-20 3.500000 18899072.00 19141477.37 Agency Collateralized Mortgage Obligation FHLMC_4935H 2042-06-15 5.295370 19596160.00 3126072.26 Agency Collateralized Mortgage Obligation GNMA_10-101 2040-08-16 0.000000 19715040.00 2079972.66 Agency Collateralized Mortgage Obligation FNW_07-2 2037-03-25 0.000000 19777888.00 392104.35 Agency Collateralized Mortgage Obligation GNMA_14-94 2038-02-20 0.200000 20173184.00 29494.89 Agency Collateralized Mortgage Obligation FNMA_07-15 2037-03-25 0.000000 20500000.00 1538867.98 Agency Collateralized Mortgage Obligation FNMA_19-9K 2049-03-25 5.103370 20548192.00 1515639.33 Agency Collateralized Mortgage Obligation GNMA_18-84A 2048-06-16 5.000000 20612800.00 2240426.22 Agency Collateralized Mortgage Obligation FNMA_12-35 2042-04-25 5.553370 20833312.00 1288549.90 Agency Collateralized Mortgage Obligation FNMA_12-39 2042-03-25 4.000000 21250000.00 86885.06 Agency Collateralized Mortgage Obligation FHLMC_4852E 2048-12-15 4.000000 21371168.00 25186730.18 Agency Collateralized Mortgage Obligation GNMA_13-34 2038-04-20 0.350000 22733664.00 20596.03 Agency Collateralized Mortgage Obligation GNMA_14062 2037-06-16 46.042960 24156000.00 1324611.99 Agency Collateralized Mortgage Obligation FNMA_19-57B 2049-10-25 5.103370 24156600.00 4677146.18 Agency Collateralized Mortgage Obligation FNMA_17-31C 2047-05-25 5.153370 24163872.00 2591700.43 Agency Collateralized Mortgage Obligation FHLMC_4899F 2046-01-25 5.153370 24360384.00 3737482.19 Agency Collateralized Mortgage Obligation GNMA_19-103A 2049-08-20 5.277120 24455328.00 4725443.60 Agency Collateralized Mortgage Obligation FHLMC_4833E 2043-07-15 5.295370 25405640.00 3691917.55 Agency Collateralized Mortgage Obligation FNMA_17-26E 2047-04-25 4.000000 25568512.00 2630920.11 Agency Collateralized Mortgage Obligation FHLMC_3225B 2036-10-15 0.000000 25844640.00 408288.02 Agency Collateralized Mortgage Obligation FHLMC_4929B 2049-09-25 5.103370 25908224.00 5847981.28 Agency Collateralized Mortgage Obligation FHLMC_37-41 2040-10-15 4.500000 25927328.00 3057261.54 Agency Collateralized Mortgage Obligation FHLMC_4929 2049-11-25 5.103370 25995296.00 4812224.46 Agency Collateralized Mortgage Obligation FHLMC_4564F 2043-04-15 3.295370 26456448.00 1920072.23 Agency Collateralized Mortgage Obligation FNMA_19-23B 2049-05-25 5.103370 26972224.00 3448089.53 Agency Collateralized Mortgage Obligation FHLMC_4005 2042-02-15 5.795370 27000000.00 835203.95 Agency Collateralized Mortgage Obligation FHLMC_3862 2041-05-15 0.000000 27272704.00 1501592.92 Agency Collateralized Mortgage Obligation GNMA_20-7E 2049-10-20 5.277120 27877312.00 4937185.80 Agency Collateralized Mortgage Obligation FNMA_19-57B 2049-10-25 5.103370 28255360.00 4870149.92 Agency Collateralized Mortgage Obligation FNMA_18-55B 2048-08-25 5.253370 28396640.00 3734478.76 Agency Collateralized Mortgage Obligation GNMA_20-7A 2050-01-20 4.000000 28515872.00 3841921.36 Agency Collateralized Mortgage Obligation FHLMC_40-9 2042-02-15 5.845370 28571424.00 1127643.42 Agency Collateralized Mortgage Obligation FHLMC_4935F 2043-03-15 5.395370 28920320.00 4693600.33 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_16-81B 2046-11-25 5.153370 29000000.00 2796823.64 Agency Collateralized Mortgage Obligation FNMA_12-115 2042-10-25 5.153370 29330112.00 2206352.81 Agency Collateralized Mortgage Obligation FNMA_17-68A 2047-09-25 5.203370 29405856.00 4100974.53 Agency Collateralized Mortgage Obligation GNMA_13-20B 2043-02-16 3.795370 30000000.00 17437102.86 Agency Collateralized Mortgage Obligation GNMA_11-74A 2041-05-20 5.277120 30122400.00 821034.53 Agency Collateralized Mortgage Obligation GNMA_20-21A 2050-02-20 3.000000 30261152.00 1738181.65 Agency Collateralized Mortgage Obligation FNMA_13-56 2041-08-25 4.500000 30331232.00 994807.63 Agency Collateralized Mortgage Obligation FNMA_09-70 2036-09-25 0.000000 30534656.00 285709.11 Agency Collateralized Mortgage Obligation FHLMC_4935G 2041-08-15 5.265370 30593152.00 5363535.12 Agency Collateralized Mortgage Obligation FNMA_19-34A 2049-07-25 5.153370 30735456.00 4407606.75 Agency Collateralized Mortgage Obligation FNMA_17-49H 2047-07-25 5.203370 31099680.00 5144515.31 Agency Collateralized Mortgage Obligation FHLMC_4911A 2049-09-25 5.103370 31282944.00 7229493.66 Agency Collateralized Mortgage Obligation FNMA_17-53E 2047-07-25 4.000000 31711040.00 1321940.06 Agency Collateralized Mortgage Obligation GNMA_19-153A 2049-12-20 3.500000 32369984.00 32959286.12 Agency Collateralized Mortgage Obligation FNMA_17-91B 2047-11-25 4.000000 32437632.00 1353730.38 Agency Collateralized Mortgage Obligation FHLMC_4833C 2042-04-15 5.745370 33415560.00 4017461.49 Agency Collateralized Mortgage Obligation FNMA_17-44C 2043-06-25 5.203370 33537024.00 4512084.80 Agency Collateralized Mortgage Obligation FNMA_18-49B 2048-07-25 5.253370 33665960.00 3200839.90 Agency Collateralized Mortgage Obligation FNMA_15-8 2045-03-25 5.153370 34000000.00 3381056.62 Agency Collateralized Mortgage Obligation FHLMC_4833D 2044-04-15 0.050000 34129216.00 46589.74 Agency Collateralized Mortgage Obligation FHLMC_4899B 2045-04-25 5.153370 34504384.00 6841422.80 Agency Collateralized Mortgage Obligation FNR_19-34 2049-07-25 5.103370 34830336.00 3488023.88 Agency Collateralized Mortgage Obligation FNMA_17-91A 2047-11-25 5.203370 35714240.00 4945145.36 Agency Collateralized Mortgage Obligation FNMA_18-77B 2048-10-25 5.253370 35964608.00 3441905.21 Agency Collateralized Mortgage Obligation FHLMC_4146 2042-10-15 3.500000 36016000.00 322358.01 Agency Collateralized Mortgage Obligation FNMA_19-50B 2049-09-25 5.103370 36185600.00 7295827.30 Agency Collateralized Mortgage Obligation FNMA_19-4929 2048-10-25 5.103370 36259520.00 4934279.10 Agency Collateralized Mortgage Obligation GNMA_20-21D 2050-02-20 5.327120 36321536.00 5951026.27 Agency Collateralized Mortgage Obligation GNMA_18-27E 2045-02-16 4.895370 36566784.00 4243540.24 Agency Collateralized Mortgage Obligation FNMA_19-34E 2049-07-25 5.153370 36577024.00 4741525.66 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-53 2037-06-25 5.153370 37000000.00 20236.61 Agency Collateralized Mortgage Obligation FHLMC_4950F 2048-12-25 5.153370 38225536.00 5236319.73 Agency Collateralized Mortgage Obligation FNMA_19-34D 2049-07-25 5.103370 38877184.00 7390024.06 Agency Collateralized Mortgage Obligation FNMA_19-50C 2049-09-25 5.103370 39040192.00 6712295.93 Agency Collateralized Mortgage Obligation FNMA_17-53D 2046-04-25 3.500000 39374400.00 1519549.76 Agency Collateralized Mortgage Obligation FHLMC_4894 2049-07-15 4.000000 40000000.00 45334330.52 Agency Collateralized Mortgage Obligation FNMA_07-63 2037-07-25 0.000000 40199680.00 302020.93 Agency Collateralized Mortgage Obligation GNMA_14-3 2039-07-20 5.227120 41202304.00 1317378.00 Agency Collateralized Mortgage Obligation FHLMC_4911A 2049-09-25 5.103370 41692352.00 7349444.49 Agency Collateralized Mortgage Obligation FHLMC_4899C 2044-09-25 5.153370 42418560.00 6365858.29 Agency Collateralized Mortgage Obligation GNMA_20-7B 2050-01-20 2.500000 42738432.00 43994310.51 Agency Collateralized Mortgage Obligation FNMA_18-55C 2048-08-25 5.253370 43000000.00 3547494.28 Agency Collateralized Mortgage Obligation FNMA_15-42 2045-05-25 2.768870 44263424.00 24815.90 Agency Collateralized Mortgage Obligation FNMA_19-43D 2049-08-25 5.153370 44514480.00 8764744.51 Agency Collateralized Mortgage Obligation FNMA_17-96F 2041-08-25 4.500000 44518016.00 2894959.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPO 2041-06-15 5.395370 45000000.00 3771670.05 Agency Collateralized Mortgage Obligation FNMA_19-50C 2049-09-25 5.103370 45636992.00 8518603.51 Agency Collateralized Mortgage Obligation FHLMC_4833D 2044-04-15 5.295370 46303120.00 5491818.32 Agency Collateralized Mortgage Obligation FHLMC_4765G 2044-08-15 5.345370 46442368.00 5092164.29 Agency Collateralized Mortgage Obligation FNMA_19-43A 2049-08-25 5.153370 46564864.00 9864825.20 Agency Collateralized Mortgage Obligation FHLMC_42-38 2042-02-15 5.995370 46769920.00 1518118.78 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_252 2023-11-01 7.500000 48388572.00 3719.05 Agency Collateralized Mortgage Obligation FHLMC_4959A 2050-03-25 3.500000 48445504.00 5077396.09 Agency Collateralized Mortgage Obligation FNMA_18-77D 2048-10-25 4.500000 48483712.00 5196907.14 Agency Collateralized Mortgage Obligation GNMA_20-21E 2050-02-20 2.607120 49999900.00 4137559.12 Agency Collateralized Mortgage Obligation GNMA_18-166E 2048-12-20 3.027120 50000000.00 4345337.90 Agency Collateralized Mortgage Obligation GNMA_16-58G 2045-11-20 4.500000 50352640.00 4323525.10 Agency Collateralized Mortgage Obligation FHLMC_4929A 2049-10-25 5.003370 50404800.00 7576270.07 Agency Collateralized Mortgage Obligation FHLMC_4631D 2046-11-15 5.295370 52147008.00 8248457.78 Agency Collateralized Mortgage Obligation FNMA_12-71 2042-07-25 5.053370 52150848.00 1269322.37 Agency Collateralized Mortgage Obligation FNMA_19-6A 2049-03-25 5.153370 53778816.00 6623626.91 Agency Collateralized Mortgage Obligation FNMA_19-43C 2049-08-25 5.103370 53805696.00 9899366.81 Agency Collateralized Mortgage Obligation FHLMC_3996 2041-06-15 5.895370 53899520.00 693354.09 Agency Collateralized Mortgage Obligation FNMA_15-42B 2045-05-25 2.040000 55329280.00 30049.99 Agency Collateralized Mortgage Obligation FNMA_18-55C 2048-08-25 5.253370 55700500.00 5226468.81 Agency Collateralized Mortgage Obligation FNMA_19-66A 2059-11-25 5.103370 56121216.00 11454968.09 Agency Collateralized Mortgage Obligation FHLMC_4319C 2044-03-15 5.365370 56682560.00 2623055.30 Agency Collateralized Mortgage Obligation FNMA_18-55A 2048-08-25 5.303370 58135872.00 8225630.38 Agency Collateralized Mortgage Obligation FHLMC_4074C 2042-07-15 5.895370 58846144.00 2089838.10 Agency Collateralized Mortgage Obligation FNMA_19-57C 2049-10-25 5.103370 59026112.00 5073558.08 Agency Collateralized Mortgage Obligation FNMA_12-131A 2041-05-25 4.703370 59814272.00 1365251.56 Agency Collateralized Mortgage Obligation GNMA_11-70B 2041-05-16 5.185370 60000000.00 3000507.71 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-93 2042-09-25 5.153370 61803584.00 1565074.05 Agency Collateralized Mortgage Obligation FNMA_14-11 2044-03-25 5.103370 63572864.00 1063196.18 Agency Collateralized Mortgage Obligation FNMA_07-30 2037-04-25 5.163370 67130240.00 57795.91 Agency Collateralized Mortgage Obligation FNR_13-65 2043-06-25 5.203370 69321472.00 3114341.32 Agency Collateralized Mortgage Obligation FNMA_13-46 2043-05-25 3.500000 69370000.00 2421519.24 Agency Collateralized Mortgage Obligation FHLMC_4057 2041-08-15 5.945370 71792896.00 2568368.18 Agency Collateralized Mortgage Obligation FNMA_14-86A 2045-01-25 5.203370 72871936.00 2378618.17 Agency Collateralized Mortgage Obligation GNMA_19-119A 2049-09-20 5.277120 74202080.00 15025293.33 Agency Collateralized Mortgage Obligation GNMA_19-85J 2049-07-20 2.527120 75000000.00 6454179.49 Agency Collateralized Mortgage Obligation FNMA_19-50A 2049-09-25 5.103370 78844288.00 15332729.29 Agency Collateralized Mortgage Obligation FHLMC_4375 2044-08-15 5.395370 79285632.00 3483614.63 Agency Collateralized Mortgage Obligation FHLMC_40-92 2042-08-15 5.345370 79581312.00 2554424.09 Agency Collateralized Mortgage Obligation FNMA_11-96 2041-10-25 5.053370 80506240.00 2314604.08 Agency Collateralized Mortgage Obligation GNMA_20-21A 2050-02-20 5.277120 83333248.00 15306439.03 Agency Collateralized Mortgage Obligation FHLMC_4905B 2049-08-25 5.153370 84114944.00 15191885.93 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4122 2042-10-15 3.500000 84353664.00 1704799.41 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4122 2042-10-15 3.500000 84353664.00 1702397.08 Agency Collateralized Mortgage Obligation FNMA_19-17D 2038-09-25 5.153370 89560576.00 11428760.16 Agency Collateralized Mortgage Obligation FHLMC_43-14 2044-03-15 5.345370 91294720.00 4222068.39 Agency Collateralized Mortgage Obligation GNMA_19-59A 2048-02-20 5.327120 96097920.00 11193348.98 Agency Collateralized Mortgage Obligation GNMA_12-82 2039-10-16 0.200000 97893628.00 1287.43 Agency Collateralized Mortgage Obligation FNMA_15-8 2045-03-25 4.653370 100000000.00 5755576.56 Agency Collateralized Mortgage Obligation FHLMC_4407 2044-06-15 4.895370 101112832.00 5493319.41 Agency Collateralized Mortgage Obligation FNMA_12-123 2042-11-25 4.673370 101482240.00 1886789.57 Agency Collateralized Mortgage Obligation FHLMC_4378B 2044-08-15 5.395370 106256000.00 2691783.74 Agency Collateralized Mortgage Obligation GNMA_12-134A 2042-11-20 4.227120 132412928.00 1766827.78 Agency Collateralized Mortgage Obligation FNMA_10-150 2040-10-25 5.503370 135801343.00 13657.04 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4585A 2046-05-15 5.395370 137696000.00 11036306.35 Agency Collateralized Mortgage Obligation FNMA_09-70 2036-09-25 5.503370 183207936.00 288996.12 Agency Collateralized Mortgage Obligation GNMA_20-21B 2050-02-20 2.027120 200000000.00 13033731.31 Agency Collateralized Mortgage Obligation FHLMC_4326 2044-04-15 5.345370 248365568.00 10914835.03 Agency Collateralized Mortgage Obligation FHSTR_311 2043-08-15 5.245370 282019840.00 20078472.90 Agency Collateralized Mortgage Obligation FNMA_18-38B 2048-06-25 5.253370 319451840.00 25947173.20 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-05-05 2020-05-05 Y CREDIT SUISSE AG (NEW YORK BRANC 1.0000 35 N Fitch A Moody's A1 Standard & Poor's A+ N N 0.0106 900000000.00 900000000.00 0.0062 N N N Y Societe Generale SA Societe Generale SA 0.100 O2RNE8IBXP4R0TD8PU41 DM2000000000 BRTKKC3Y9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-30 0.000000 100.00 99.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 100.00 120.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 6.750000 100.00 139.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 6.625000 100.00 141.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 100.00 143.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 5.250000 100.00 140.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-02-15 4.375000 100.00 157.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 4.250000 100.00 159.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 100.00 136.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 3.625000 100.00 149.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 3.000000 100.00 139.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-08-15 2.250000 100.00 123.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 100.00 106.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.375000 100.00 108.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 100.00 104.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 100.00 112.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-31 1.625000 100.00 103.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 100.00 106.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-15 1.750000 100.00 101.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 2.750000 100.00 111.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.625000 100.00 105.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 2.875000 100.00 118.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-31 2.625000 100.00 101.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.750000 100.00 101.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-15 2.375000 100.00 104.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 1.750000 100.00 103.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 2.000000 100.00 102.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 2.000000 100.00 103.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.875000 100.00 103.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-28 1.750000 100.00 103.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 100.00 105.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 1.625000 100.00 104.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-30 1.375000 100.00 103.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.250000 100.00 102.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-15 1.625000 100.00 104.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 100.00 110.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 2.250000 100.00 111.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 2.250000 100.00 103.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.875000 100.00 104.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.750000 100.00 103.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.250000 100.00 104.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 1.750000 100.00 110.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.000000 100.00 95.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 100.00 93.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 0.000000 200.00 199.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-03 0.000000 200.00 199.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 8.750000 200.00 208.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 200.00 305.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 200.00 340.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-08-15 3.750000 200.00 300.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 3.125000 200.00 277.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 2.875000 200.00 268.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 1.000000 200.00 271.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-31 2.500000 200.00 213.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-15 2.750000 200.00 207.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 200.00 207.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 2.625000 200.00 202.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-31 1.250000 200.00 202.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-31 1.250000 200.00 206.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.000000 200.00 201.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.500000 200.00 203.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 1.500000 200.00 205.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-31 1.500000 200.00 213.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.000000 212.97 179.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.000000 237.62 235.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.000000 295.91 227.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-23 0.000000 300.00 299.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.000000 300.00 294.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 6.000000 300.00 398.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-28 2.500000 300.00 307.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.500000 300.00 312.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-31 1.375000 300.00 302.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-23 0.000000 400.00 399.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 8.125000 400.00 448.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 1.500000 400.00 402.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 2.000000 400.00 420.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-10-31 0.385020 400.00 401.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-16 0.000000 500.00 499.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.000000 500.00 334.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-08-15 4.500000 500.00 808.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 2.750000 500.00 563.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-31 2.625000 600.00 665.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-15 2.500000 600.00 658.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-14 0.000000 700.00 699.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 700.00 737.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-14 0.000000 900.00 899.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.875000 900.00 908.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.375000 900.00 1004.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-30 1.625000 900.00 907.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.375000 900.00 920.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-03-25 0.000000 1100.00 1098.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-06-15 1.500000 1100.00 1108.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 1300.00 1799.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.305020 1400.00 1404.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-15 2.625000 1500.00 1556.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-08 0.000000 1600.00 1599.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 1800.00 1321.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-06-30 1.625000 1900.00 1942.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-03-31 1.500000 2100.00 2174.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-13 0.000000 2200.00 2199.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.625000 2800.00 3151.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-02 0.000000 3000.00 3000.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-28 2.625000 3000.00 3209.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-04-30 2.875000 3000.00 3406.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 3000.00 3403.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 3900.00 5619.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 3900.00 4428.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 4700.00 5158.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-07 0.000000 4900.00 4899.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.000000 5700.00 4559.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-03 0.000000 6600.00 6596.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.875000 8900.00 9270.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 0.239020 10600.00 10618.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 11700.00 12613.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-15 1.750000 12500.00 12981.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.000000 22500.00 15339.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.000000 28416.18 28088.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.000000 28700.00 28468.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 4.375000 30700.00 49421.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-08-15 0.000000 32552.61 27170.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-02-15 7.875000 33100.00 35651.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-15 1.625000 46800.00 47545.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 50200.00 65540.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 0.130020 52000.00 52089.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 59600.00 64916.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-15 2.500000 63400.00 68253.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 66900.00 90030.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 1.625000 82400.00 85226.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-04-30 0.224020 82800.00 83008.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 1.750000 86200.00 89503.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 1.500000 91800.00 95189.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 96300.00 105439.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.625000 98000.00 110420.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 2.125000 99400.00 166273.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-30 1.750000 99400.00 103247.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-15 8.750000 100000.00 104364.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 2.125000 104600.00 113723.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-04-30 1.625000 131000.00 137169.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-30 1.500000 200000.00 205250.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 220800.00 158150.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 251800.00 277836.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-26 0.000000 255700.00 255678.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 1.125000 299900.00 311196.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 1.375000 303900.00 318813.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 2.500000 328900.00 336892.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-09-15 1.500000 356300.00 367374.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 2.625000 390700.00 405481.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 435400.00 582242.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 8.000000 444800.00 514353.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.000000 446100.00 412079.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-05-07 0.000000 466000.00 465971.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.625000 480900.00 605850.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 528600.00 676498.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 1.500000 601200.00 619857.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 1.125000 648800.00 657535.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 2.375000 759100.00 851659.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 7.250000 862800.00 1013636.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-10-31 1.375000 915200.00 927274.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.125000 1011700.00 1103405.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-31 2.625000 1025500.00 1038698.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-03-31 0.625000 1114700.00 1120496.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-15 6.875000 1176100.00 1583849.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-12-31 2.625000 1176800.00 1284964.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 1.625000 1265000.00 1300835.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 1499100.00 2254252.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-31 1.750000 1574500.00 1600890.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-08-31 1.500000 1579400.00 1610268.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 1.750000 1645800.00 1758351.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-28 1.125000 1910600.00 1986906.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 2033200.00 2125427.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 2.250000 2065000.00 2128944.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 2100000.00 2269521.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-01-15 2.000000 2173300.00 3160852.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 2.000000 2199300.00 2423565.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-12-31 2.625000 2394800.00 2702269.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.875000 2404600.00 3141033.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 4.750000 2641300.00 4460062.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-07-31 0.128020 2887700.00 2892437.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.375000 2949500.00 3187721.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-15 1.750000 3056000.00 3175414.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 2.250000 3210200.00 3374016.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-11-30 1.500000 3292000.00 3480611.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-15 2.500000 3362400.00 3515754.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.250000 3530600.00 3758278.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 3907300.00 6448434.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-04-30 1.125000 3912200.00 3933982.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.000000 4124100.00 4430935.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-28 2.500000 4287400.00 4796511.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 4287900.00 5224354.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 4357400.00 6093548.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-08-15 3.000000 4439000.00 6238023.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-11-30 2.000000 5179900.00 5280782.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 2.500000 6305600.00 6967214.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-11-15 2.375000 6602600.00 8394610.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-15 2.625000 6663400.00 6986096.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 5.500000 6814600.00 9570802.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-05-15 4.250000 7354200.00 11613391.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-01-31 2.500000 7899400.00 8581393.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-30 1.625000 9827300.00 10573729.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.125000 10342700.00 10737496.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 2.500000 11075300.00 16470877.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-05-15 3.375000 11747600.00 17095255.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 2.750000 12061600.00 13100980.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 12142400.00 13574221.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 3.000000 13552100.00 18671815.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.750000 13666300.00 17830550.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 14362800.00 19941882.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.000000 15346649.86 14774219.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 21044000.00 25031411.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 22073000.00 28068725.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.000000 24287300.00 17269120.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-11-15 0.000000 25171300.00 21299324.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 1.750000 25675000.00 27276468.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-05-15 5.000000 29625200.00 49464150.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2037-11-15 0.000000 32426900.00 26464306.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-11-15 3.375000 37766400.00 57038050.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-11-15 0.000000 40000000.00 32061560.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-30 2.125000 41360300.00 42535883.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 2.375000 42656600.00 45334318.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 1.375000 46040000.00 47554617.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-08-15 0.000000 49567800.00 49533102.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 0.000000 56232000.00 53568908.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 57714600.00 64195051.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-06-30 1.875000 58836000.00 64005595.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.000000 63064900.00 60423741.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.000000 73044899.99 56627328.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.875000 78616400.00 81218890.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 101551500.00 155468645.22 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-11-15 0.000000 132700000.00 122328433.40 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-07 2020-04-07 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A1 Standard & Poor's A N N 0.0010 1420000000.00 1420000000.00 0.0098 N N Y N Barclays Bank plc Barclays Bank plc 0.160 G5GSEF7VJP5I7OUK5573 BRTRD3CN6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-01-01 4.000000 18861046.00 11395634.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 36332108.00 37593105.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-03-01 4.000000 47843393.00 52346808.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-06-01 4.500000 55110477.00 51963480.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 3.500000 125400919.00 52700971.41 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-07 2020-04-07 Y BARCLAYS BANK PLC 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A N N 0.0016 200000000.00 200000000.00 0.0014 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.020 CYYGQCGNHMHPSMRL3R97 BRTT4RAM3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.000000 22230.64 20811.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.000000 443000.00 434417.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-11-15 0.000000 494390.40 409152.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-05-15 0.000000 1425312.00 1266687.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.500000 2901200.00 3032959.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.000000 2976000.00 2766566.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 4363489.25 4053921.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.000000 4870000.00 3625788.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-11-15 2.875000 8095000.00 8529270.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.000000 10415600.00 7949987.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 2.500000 12419600.00 15577788.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-09-15 2.750000 14160300.00 14697097.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.000000 15613500.00 10511211.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.000000 18688000.00 12845065.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.000000 19082500.00 12802869.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-08-15 1.625000 19984300.00 20672997.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.000000 21318640.00 21287962.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-11-15 0.000000 24137395.20 20633007.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-11-15 0.000000 25544089.60 20194467.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 2.875000 26574800.00 30158208.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 30003700.00 31899933.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 2.875000 38084400.00 42006312.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.000000 48538000.00 36479025.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-09-30 2.000000 49445800.00 49911084.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-31 2.625000 55619400.00 61718178.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.000000 56885166.08 54911819.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.000000 59405400.00 40330623.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 85243000.00 93479528.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 96895400.00 110853117.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.000000 117694000.00 77626490.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.000000 136357642.24 107316327.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 2.250000 141588800.00 160506678.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-29 2.375000 334515200.00 361643940.94 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-04-01 2020-04-07 2020-04-07 Y HSBC SECURITIES (USA) INC 1.0000 7 N Fitch NR Moody's NR Standard & Poor's AA- N N 0.0002 1411915000.00 1411915000.00 0.0098 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.020 CYYGQCGNHMHPSMRL3R97 BRTT4RJY8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE II 2068-06-20 4.271000 24367.00 23891.64 Agency Mortgage-Backed Securities GINNIE MAE II 2064-10-20 4.556000 26715.00 15712.18 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.000000 2684292.00 2918309.42 Agency Mortgage-Backed Securities GINNIE MAE II 2064-06-01 4.660000 3000000.00 2625598.98 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 4454432.00 4771307.66 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.000000 4686360.00 5065591.44 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 4.000000 4713632.00 5062106.30 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.000000 7755792.00 8356069.28 Agency Mortgage-Backed Securities GINNIE MAE II 2049-10-20 4.500000 7841600.00 8527217.99 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 5.000000 19415776.00 20624272.37 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 5.000000 29192608.00 30368675.72 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 3.000000 250000000.00 264967244.44 Agency Mortgage-Backed Securities GINNIE MAE II 2049-09-20 3.000000 388376000.00 407152494.37 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 3.500000 400000000.00 420022008.09 Agency Mortgage-Backed Securities GINNIE MAE II 2049-10-20 3.000000 549992000.00 578999500.11 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-04-01 2020-04-07 2020-04-07 Y HSBC SECURITIES (USA) INC 1.0000 7 N Fitch NR Moody's NR Standard & Poor's AA- N N 0.0002 1725000000.00 1725000000.00 0.0120 N N Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 0.020 CYYGQCGNHMHPSMRL3R97 BRTT87X89 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.000000 125000.00 118298.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 7.625000 1082000.00 1469036.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-03-31 0.375000 6386400.00 6405852.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-06-30 2.750000 12036200.00 13567337.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-15 2.875000 14964800.00 17795238.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 17394600.00 20150145.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.625000 21488800.00 24404964.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 26415800.00 28901915.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-08-15 2.250000 36214000.00 43761924.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.000000 47336387.73 34224208.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.000000 50302700.00 36601552.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-11-30 2.875000 85067200.00 93790529.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.000000 98035200.00 71540991.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.000000 135259200.00 94097255.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-11-15 2.875000 185925200.00 253268374.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 382882000.00 308462374.31 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-04-01 2020-04-07 2020-04-07 Y HSBC SECURITIES (USA) INC 1.0000 7 N Fitch NR Moody's NR Standard & Poor's AA- N N 0.0002 1028000000.00 1028000000.00 0.0071 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.093 ZBUT11V806EZRVTWT807 BRW20MTH4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC_4704 2047-07-15 5.445370 1200000.00 161381.86 Agency Collateralized Mortgage Obligation FNMA_20-M10 2028-11-25 1.554000 1375000.00 92919.75 Agency Collateralized Mortgage Obligation GNMA_13-103 2043-07-20 5.377120 1400000.00 56797.35 Agency Collateralized Mortgage Obligation GNMA_19-20 2049-08-20 5.327120 1419676.00 179086.08 Agency Collateralized Mortgage Obligation GNMA_19-6E 2048-12-20 5.327120 1915098.00 279320.07 Agency Collateralized Mortgage Obligation MCAS_20-1 2050-03-25 2.761400 2100000.00 1988647.57 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-76 2037-08-25 6.000000 2529000.00 482636.03 Agency Collateralized Mortgage Obligation GNMA_15-111 2045-08-20 5.427120 2550000.00 121747.55 Agency Collateralized Mortgage Obligation FNMA_07-19C 2037-03-25 6.000000 2588000.00 750305.60 Agency Collateralized Mortgage Obligation FHLMC_4568B 2043-09-15 4.500000 3245552.00 222146.06 Agency Collateralized Mortgage Obligation GNMA_14-133 2044-09-20 4.827120 3275000.00 156619.15 Agency Collateralized Mortgage Obligation GNMA_19-121D 2049-08-20 5.327120 3784000.00 530907.02 Agency Collateralized Mortgage Obligation FNMA_16-73C 2046-10-25 3.000000 4000000.00 4679907.92 Agency Collateralized Mortgage Obligation FNMA_18-82C 2042-01-25 4.000000 4015920.00 4952937.22 Agency Collateralized Mortgage Obligation FHMS_K093 2029-05-25 1.191050 4645000.00 470201.93 Agency Mortgage-Backed Securities FNMA_10-35K 2040-04-25 5.503370 4999940.00 9254.27 Agency Collateralized Mortgage Obligation FREMF_19-KF68 2026-07-25 3.124880 5000000.00 3054127.18 Agency Collateralized Mortgage Obligation FNMA_13-74 2043-07-25 3.000000 5000000.00 6270871.10 Agency Collateralized Mortgage Obligation FNMA_14-73 2044-11-25 3.000000 5000000.00 6347504.24 Agency Collateralized Mortgage Obligation FHLMC_3838C 2031-04-15 4.000000 5000000.00 6896784.85 Agency Collateralized Mortgage Obligation GNMA_18-139M 2048-10-20 5.377120 5000000.00 981616.69 Agency Collateralized Mortgage Obligation FHLMC_3825B 2031-03-15 4.000000 5400000.00 6126796.87 Agency Collateralized Mortgage Obligation FHLMC_4316C 2044-01-15 5.395370 5450000.00 117173.22 Agency Collateralized Mortgage Obligation GNMA_14-161 2042-07-20 4.827120 5736976.00 317819.64 Agency Collateralized Mortgage Obligation FHLMC_4102 2042-09-15 5.845370 6546220.00 594616.51 Agency Collateralized Mortgage Obligation FNMA_18-84A 2048-11-25 3.500000 6614000.00 7240350.37 Agency Collateralized Mortgage Obligation GNMA_12-60A 2042-04-16 5.500000 6687472.00 377311.51 Agency Collateralized Mortgage Obligation FNMA_20-M10B 2030-12-25 1.826000 6789120.00 594577.55 Agency Collateralized Mortgage Obligation GNMA_17-68 2047-05-16 5.445370 7689880.00 1055212.55 Agency Collateralized Mortgage Obligation FHLMC_4606E 2044-12-15 5.295370 8505000.00 949182.44 Agency Collateralized Mortgage Obligation FREMF_18-KF50 2028-07-25 2.824880 9000000.00 5747101.61 Agency Collateralized Mortgage Obligation GNMA_13-11 2043-01-20 4.427120 9212576.00 225024.60 Agency Collateralized Mortgage Obligation FREMF_16-KF26 2026-10-25 6.174880 9301000.00 3021092.40 Agency Collateralized Mortgage Obligation FHLMC_3006 2035-07-15 5.435370 10625000.00 144077.86 Agency Collateralized Mortgage Obligation GNMA_18-79A 2048-06-20 5.427120 10969296.00 1199619.37 Agency Collateralized Mortgage Obligation FREMF_16-KF23 2023-09-25 6.665250 11500000.00 1863988.30 Agency Collateralized Mortgage Obligation GNMA_20-31J 2050-03-20 3.000000 11816000.00 12527287.75 Agency Collateralized Mortgage Obligation GNMA_17-187 2047-12-20 5.427120 11936048.00 1924215.93 Agency Collateralized Mortgage Obligation FHLMC_40-89 2042-08-15 5.295370 12967456.00 389307.46 Agency Collateralized Mortgage Obligation GNMA_18-37B 2048-03-20 5.427120 13374608.00 1583847.19 Agency Collateralized Mortgage Obligation GNMA_13-115B 2038-01-20 3.500000 14532140.00 165414.15 Agency Collateralized Mortgage Obligation FHMS_K1054 2032-12-25 3.016070 14690000.00 3990632.37 Agency Collateralized Mortgage Obligation FHMS_K025 2022-10-25 0.815120 14785000.00 238072.66 Agency Collateralized Mortgage Obligation FHLMC_4161E 2043-02-15 5.425370 15000000.00 1258844.04 Agency Collateralized Mortgage Obligation FRESB_17-SB34 2037-06-25 3.411270 16041568.00 11187247.44 Agency Collateralized Mortgage Obligation FHLMC_4940D 2046-09-15 4.500000 16052224.00 747596.73 Agency Collateralized Mortgage Obligation GNMA_13-192A 2038-04-20 3.500000 16105120.00 373176.81 Agency Collateralized Mortgage Obligation FHMS_K723 2023-08-25 0.951240 16310000.00 418882.92 Agency Collateralized Mortgage Obligation GNMA_10-4 2035-05-20 5.427120 16790688.00 491788.23 Agency Collateralized Mortgage Obligation FREMF_18-KF55 2025-11-25 3.815250 17061000.00 11719556.29 Agency Collateralized Mortgage Obligation GNMA_17-60B 2039-10-20 5.777120 17149024.00 1699320.78 Agency Collateralized Mortgage Obligation FHLMC_4120G 2042-10-15 5.495370 17785984.00 1300163.54 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB49 2038-03-25 3.466140 18929380.00 13889626.79 Agency Collateralized Mortgage Obligation GNMA_19-54C 2044-05-20 1.425000 18975072.00 309384.19 Agency Collateralized Mortgage Obligation FNMA_12-14 2037-08-25 5.603370 19500000.00 27472.81 Agency Collateralized Mortgage Obligation FHLMC_4334A 2036-08-15 4.500000 19743072.00 665573.42 Agency Collateralized Mortgage Obligation FNMA_17-88A 2047-11-25 3.000000 19870000.00 1152882.65 Agency Collateralized Mortgage Obligation GNMA_10-158F 2040-12-20 4.227120 21417720.00 1562384.05 Agency Collateralized Mortgage Obligation GNMA_17-170A 2047-11-20 5.427120 21447072.00 2420496.75 Agency Collateralized Mortgage Obligation FHLMC_3699 2040-07-15 4.095370 21556000.00 3292769.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2041-09-20 5.377120 22004000.00 1331819.28 Agency Collateralized Mortgage Obligation GNMA_16-77B 2044-12-20 5.377120 22197824.00 1812396.50 Agency Collateralized Mortgage Obligation FNMA_20-M10C 2028-11-25 1.443000 22500000.00 22886988.75 Agency Collateralized Mortgage Obligation GNMA_11-44 2041-03-20 5.827120 24000000.00 658992.97 Agency Collateralized Mortgage Obligation FHLMC_38-57 2040-05-15 5.295370 25000000.00 188609.16 Agency Collateralized Mortgage Obligation FHLMC_4568 2043-09-15 4.500000 25407136.00 1634779.30 Agency Collateralized Mortgage Obligation GNMA_10-111 2040-09-16 5.945370 27448960.00 1460693.78 Agency Collateralized Mortgage Obligation FHLMC_4143 2042-12-15 5.995370 27823904.00 1853386.95 Agency Collateralized Mortgage Obligation FNMA_11-142C 2036-07-25 5.000000 28022912.00 306059.63 Agency Collateralized Mortgage Obligation GNMA_15-94J 2041-12-20 4.000000 28146016.00 397343.03 Agency Collateralized Mortgage Obligation FNMA_12-64D 2041-11-25 4.000000 28610720.00 946522.88 Agency Collateralized Mortgage Obligation GNMA_11-13 2041-01-20 5.177120 30000000.00 712194.04 Agency Collateralized Mortgage Obligation FHLMC_3922 2041-09-15 5.245370 30396192.00 1075881.66 Agency Collateralized Mortgage Obligation FHLMC_43-31 2044-04-15 5.245370 30899264.00 2807110.79 Agency Collateralized Mortgage Obligation FHMS_K027 2023-01-25 0.755090 31555000.00 496886.24 Agency Collateralized Mortgage Obligation GNMA_09-88 2039-10-16 5.645370 31818176.00 206510.24 Agency Collateralized Mortgage Obligation FHLMC_3303 2037-04-15 5.375370 33000000.00 191899.57 Agency Collateralized Mortgage Obligation FREMF_18-KW07 2031-10-25 0.100000 34817856.00 202198.90 Agency Collateralized Mortgage Obligation GNMA_18-14E 2048-01-20 5.427120 35111232.00 3439849.48 Agency Collateralized Mortgage Obligation GNMA_18-124P 2048-09-20 5.427120 38000000.00 4960986.63 Agency Collateralized Mortgage Obligation FHLMC_4077 2042-07-15 5.345370 38632880.00 1082415.41 Agency Collateralized Mortgage Obligation GNMA_09-96 2038-07-16 5.595370 42027200.00 221486.26 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS 2022-01-25 0.604740 42086000.00 326682.27 Agency Collateralized Mortgage Obligation FREMF_17-K726 2024-04-25 0.100000 46686144.00 161783.05 Agency Collateralized Mortgage Obligation FHMS_K104 2047-02-25 1.895820 50600000.00 7454333.81 Agency Collateralized Mortgage Obligation GNMA_13-98 2041-11-20 5.427120 51824640.00 1629428.93 Agency Collateralized Mortgage Obligation GNMA_16-37G 2046-03-20 5.327120 52386880.00 5295553.69 Agency Collateralized Mortgage Obligation FHLMC_4281 2043-12-15 5.395370 56818176.00 2734547.21 Agency Collateralized Mortgage Obligation FHLMC_4290 2044-01-15 5.345370 57389952.00 2742965.69 Agency Collateralized Mortgage Obligation FHSTR_339F 2044-11-15 5.345370 57847488.00 6853285.85 Agency Collateralized Mortgage Obligation GNMA_13-167 2043-11-16 4.895370 58773632.00 924510.50 Agency Collateralized Mortgage Obligation FHLMC_4313 2044-03-15 5.345370 59291712.00 2508383.94 Agency Collateralized Mortgage Obligation FHLMC_40-13 2039-02-15 4.000000 59500000.00 253725.66 Agency Collateralized Mortgage Obligation FHMS_K105 2030-06-25 2.041830 59625000.00 8850348.93 Agency Collateralized Mortgage Obligation FREMF_K-724 2023-11-25 0.151570 64511000.00 463402.35 Agency Collateralized Mortgage Obligation FHMS_K063 2027-02-25 2.074440 65332352.00 6955523.93 Agency Collateralized Mortgage Obligation GNMA_09-45 2039-02-16 5.295370 66923641.00 111888.29 Agency Collateralized Mortgage Obligation FHMS_K-1514 2034-10-25 0.579890 68000000.00 4205242.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2058-07-16 0.786080 70049000.00 3423534.55 Agency Collateralized Mortgage Obligation FHLMC_29-97 2025-06-15 6.045370 72117800.00 160773.09 Agency Collateralized Mortgage Obligation GNMA_18-164A 2048-12-20 5.327120 82500000.00 7728621.68 Agency Collateralized Mortgage Obligation FHLMC_4425 2045-01-15 5.445370 84872320.00 6844056.13 Agency Collateralized Mortgage Obligation FHLMC_35-10 2037-08-15 5.375370 86925568.00 1641913.91 Agency Collateralized Mortgage Obligation FREMF_16-K56 2026-06-25 0.000000 88525440.00 56099545.11 Agency Collateralized Mortgage Obligation GNMA_07-26 2037-05-20 3.977120 92116608.00 175362.73 Agency Collateralized Mortgage Obligation FHLMC_4320 2039-07-15 5.395370 96362100.00 3896516.92 Agency Collateralized Mortgage Obligation GNMA_09-58 2039-07-20 5.327120 100000000.00 550235.27 Agency Collateralized Mortgage Obligation GNMA_19-110E 2049-09-20 2.077120 130000000.00 10627374.32 Agency Collateralized Mortgage Obligation GNMA_10-53 2039-04-20 5.727120 176395000.00 92765.52 Agency Collateralized Mortgage Obligation FREMF_18K75 2028-05-25 0.100000 241880064.00 1319778.25 Agency Collateralized Mortgage Obligation GNMA_09-61 2039-08-20 5.927120 258300000.00 2725838.04 Agency Collateralized Mortgage Obligation FREMF_20-K105 2053-03-25 0.100000 269315072.00 1360400.20 Agency Collateralized Mortgage Obligation FREMF_16-K1502 2031-01-25 0.100000 291949568.00 1951542.33 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_13-KS 2023-01-25 0.696010 482273280.00 7286375.18 Agency Collateralized Mortgage Obligation FREMF_13-K24 2045-11-25 0.150000 1219374000.00 3398140.57 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-05-05 2020-05-05 Y JP MORGAN SECURITIES LLC 1.0000 35 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0109 334500000.00 334500000.00 0.0023 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 0.993 ZBUT11V806EZRVTWT807 BRW20N7X1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_19-80E 2050-01-25 3.500000 50000.00 55819.92 Agency Collateralized Mortgage Obligation FNMA_19-21D 2049-05-25 3.125000 204954.00 238980.40 Agency Collateralized Mortgage Obligation FHSTR_365B 2034-05-15 2.481160 291242.00 15279.44 Agency Collateralized Mortgage Obligation FNMA_19-15A 2049-04-25 4.000000 442657.00 565450.63 Agency Collateralized Mortgage Obligation FNMA_20-M10 2031-01-25 1.922000 575000.00 52872.97 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4398 2054-09-15 4.000000 600000.00 870816.41 Agency Collateralized Mortgage Obligation FNMA_18-55 2048-08-25 3.500000 619000.00 713988.17 Agency Collateralized Mortgage Obligation FNMA_05-1 2035-02-25 4.500000 681081.00 1204022.59 Agency Collateralized Mortgage Obligation FNMA_19-41C 2049-08-25 3.000000 742914.00 788062.18 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3745 2040-10-15 4.000000 823000.00 1369494.86 Agency Collateralized Mortgage Obligation FNMA_10-116 2040-10-25 4.000000 941000.00 310081.33 Agency Collateralized Mortgage Obligation GNMA_20-17K 2050-02-20 1.750000 1045000.00 933761.35 Agency Collateralized Mortgage Obligation FHLMC_2743 2034-02-15 5.000000 1100000.00 1277202.07 Agency Collateralized Mortgage Obligation FNMA_18-84 2048-11-25 3.500000 1296000.00 1408752.96 Agency Collateralized Mortgage Obligation FNMA_17-42A 2043-11-25 4.000000 1312500.00 48885.37 Agency Collateralized Mortgage Obligation FHSTR_365A 2047-10-15 3.565060 1343408.00 89591.47 Agency Collateralized Mortgage Obligation FHLMC_4649A 2046-05-15 3.500000 1350000.00 1675778.80 Agency Collateralized Mortgage Obligation FNMA_16-72 2046-10-25 3.000000 1475530.00 1866386.88 Agency Collateralized Mortgage Obligation FHLMC_2777 2034-04-15 5.000000 1500000.00 960906.30 Agency Collateralized Mortgage Obligation FHLMC_4682E 2046-09-15 3.500000 1525000.00 1875642.25 Agency Collateralized Mortgage Obligation FNMA_19-5B 2049-03-25 4.000000 1593166.00 2001452.25 Agency Collateralized Mortgage Obligation FHLMC_4749C 2047-11-15 3.500000 1600000.00 1935043.87 Agency Collateralized Mortgage Obligation FNMA_15-33 2045-06-25 5.000000 1660900.00 85028.69 Agency Collateralized Mortgage Obligation GNMA_15-126B 2045-09-20 5.427120 1700000.00 81587.02 Agency Collateralized Mortgage Obligation GNMA_19-20J 2049-02-20 5.327120 1840654.00 219348.87 Agency Collateralized Mortgage Obligation FNMA_11-100F 2041-10-25 4.000000 2000000.00 799883.00 Agency Collateralized Mortgage Obligation FNMA_11-106A 2041-10-25 4.000000 2000000.00 1273509.37 Agency Collateralized Mortgage Obligation GNMA_19-20 2049-02-20 3.017120 2037810.00 122530.62 Agency Collateralized Mortgage Obligation FNMA_17-15J 2043-11-25 3.500000 2055000.00 99884.05 Agency Collateralized Mortgage Obligation FNMA_19-15C 2045-09-25 5.000000 2268100.00 309448.21 Agency Collateralized Mortgage Obligation FNMA_18-56C 2048-08-25 4.000000 2340000.00 139023.47 Agency Collateralized Mortgage Obligation FHLMC_43-16 2044-03-15 3.000000 2500000.00 3165838.93 Agency Collateralized Mortgage Obligation FNMA_11-2A 2041-02-25 4.000000 2500000.00 1650371.93 Agency Collateralized Mortgage Obligation FNMA_12-67H 2042-07-25 3.500000 2577000.00 3545598.59 Agency Collateralized Mortgage Obligation FNMA_12-63A 2042-06-25 4.000000 2650000.00 1362734.45 Agency Collateralized Mortgage Obligation FNMA_17-97C 2047-12-25 3.500000 3000000.00 3578036.90 Agency Collateralized Mortgage Obligation FHLMC_39-66 2041-12-15 5.195370 3000000.00 112510.50 Agency Collateralized Mortgage Obligation FHLMC_4664A 2047-02-15 3.500000 3050000.00 3746078.04 Agency Collateralized Mortgage Obligation FNMA_18-93B 2043-05-25 4.500000 3073324.00 3819234.82 Agency Collateralized Mortgage Obligation FNMA_10-9 2040-01-25 5.403370 3400000.00 55411.85 Agency Collateralized Mortgage Obligation FHLMC_3965A 2041-11-15 4.000000 3500000.00 2612197.36 Agency Collateralized Mortgage Obligation FHLMC_3404 2038-01-15 5.295370 4000000.00 85458.92 Agency Collateralized Mortgage Obligation FNMA_10-97G 2030-07-25 4.500000 4110000.00 21538.16 Agency Collateralized Mortgage Obligation FHLMC_4749D 2047-12-15 3.500000 4600000.00 5459917.71 Agency Collateralized Mortgage Obligation FNMA_04-86 2034-11-25 4.500000 5200000.00 3546394.49 Agency Collateralized Mortgage Obligation FREMF_19-KF64 2026-06-25 3.815250 5271000.00 4173149.22 Agency Collateralized Mortgage Obligation FNMA_15-94F 2043-07-25 3.500000 5399460.00 68747.45 Agency Collateralized Mortgage Obligation FHLMC_3871 2041-06-15 5.500000 5500000.00 3729539.77 Agency Collateralized Mortgage Obligation GNMA_20-31D 2050-02-20 3.000000 5781360.00 5752094.76 Agency Collateralized Mortgage Obligation FNMA_18-36F 2043-11-25 4.000000 6250000.00 96255.56 Agency Collateralized Mortgage Obligation FNMA_17-39C 2043-02-25 3.500000 6260856.00 59427.01 Agency Collateralized Mortgage Obligation FHLMC_4748B 2047-11-15 4.000000 6406000.00 7363985.63 Agency Collateralized Mortgage Obligation FNMA_11-99 2041-10-25 5.000000 6500000.00 5947164.69 Agency Collateralized Mortgage Obligation FHLMC_3391 2037-11-15 5.000000 6500000.00 1564854.65 Agency Collateralized Mortgage Obligation FNMA_14-59A 2040-10-25 3.000000 6508000.00 71719.86 Agency Collateralized Mortgage Obligation FNMA_17-87A 2047-11-25 4.500000 6643000.00 615054.32 Agency Collateralized Mortgage Obligation FNMA_14-85D 2044-12-25 3.500000 6929472.00 210115.21 Agency Collateralized Mortgage Obligation FNMA_11-2 2041-02-25 4.000000 7000000.00 5833063.06 Agency Collateralized Mortgage Obligation FHLMC_3996 2039-07-15 5.845370 7089000.00 9339.81 Agency Collateralized Mortgage Obligation FNMA_19-41G 2059-08-25 4.000000 7109688.00 8570722.37 Agency Collateralized Mortgage Obligation FNMA_12-35 2040-05-25 3.500000 7125000.00 16018.87 Agency Collateralized Mortgage Obligation FNMA_15-12 2044-01-25 3.500000 7142856.00 126020.64 Agency Collateralized Mortgage Obligation GNMA_14-162A 2042-09-20 4.000000 7162490.00 13631.09 Agency Collateralized Mortgage Obligation FREMF_19-KF57 2029-01-25 3.765250 7500000.00 7001777.06 Agency Collateralized Mortgage Obligation GNMA_11-151 2041-07-20 5.927120 7500000.00 311621.24 Agency Collateralized Mortgage Obligation GNMA_18-18E 2048-02-20 2.000000 7598000.00 400878.44 Agency Collateralized Mortgage Obligation FNMA_04-55B 2034-07-25 4.500000 7600000.00 3455161.43 Agency Collateralized Mortgage Obligation FNMA_13-21 2038-12-25 3.000000 7850000.00 38633.49 Agency Collateralized Mortgage Obligation FHLMC_3435 2038-04-15 5.275370 8000000.00 78488.35 Agency Collateralized Mortgage Obligation GNMA_18-79F 2042-07-16 0.050000 8002368.00 14410.74 Agency Collateralized Mortgage Obligation FREMF_20-KF76 2030-01-25 4.265250 8750000.00 6873875.31 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 3.500000 9000000.00 12307574.79 Agency Collateralized Mortgage Obligation FREMF_19-KF66 2029-07-25 3.915250 9250000.00 6948716.01 Agency Collateralized Mortgage Obligation FNMA_17-1B 2046-07-25 4.000000 9366750.00 310720.76 Agency Collateralized Mortgage Obligation FREMF_19-KF70 2029-09-25 3.815250 10000000.00 7474558.75 Agency Collateralized Mortgage Obligation FREMF_17-KF27 2026-12-25 5.865250 10000000.00 4122385.92 Agency Collateralized Mortgage Obligation FNMA_12-99 2042-09-25 3.000000 10000000.00 12548977.34 Agency Collateralized Mortgage Obligation FNMA_13-64 2033-06-25 3.000000 10000000.00 381660.58 Agency Collateralized Mortgage Obligation FHLMC_4283E 2033-08-15 3.000000 10000000.00 12958852.33 Agency Collateralized Mortgage Obligation FNMA_14-55C 2043-09-25 3.500000 10053712.00 88313.60 Agency Collateralized Mortgage Obligation FREMKF_67 2029-08-25 3.765250 10059000.00 7509551.90 Agency Collateralized Mortgage Obligation FNMA_14-67 2043-04-25 4.000000 10270832.00 463917.49 Agency Collateralized Mortgage Obligation FNMA_16-7A 2045-02-25 3.500000 10437536.00 232015.91 Agency Collateralized Mortgage Obligation FNMA_15-55H 2042-10-25 3.500000 10442848.00 84558.15 Agency Collateralized Mortgage Obligation GNMA_14-170B 2041-10-20 5.000000 10771312.00 48424.91 Agency Collateralized Mortgage Obligation FREMF_16-K59 2026-09-25 0.100000 11125104.00 53339.06 Agency Collateralized Mortgage Obligation FNMA_17-17 2037-04-25 3.000000 11213008.00 56357.86 Agency Collateralized Mortgage Obligation GNMA_18-66G 2048-05-20 5.477120 11354160.00 1649865.06 Agency Collateralized Mortgage Obligation FNMA_12-149 2042-06-25 3.000000 11466000.00 256630.51 Agency Collateralized Mortgage Obligation FNMA_16-30B 2043-02-25 3.500000 11785712.00 431351.16 Agency Collateralized Mortgage Obligation GNMA_16-63F 2046-05-20 4.500000 11910512.00 133824.85 Agency Collateralized Mortgage Obligation FHLMC_4154 2043-01-15 5.445370 11924000.00 726668.81 Agency Collateralized Mortgage Obligation FNMA_16-94A 2046-12-25 3.000000 12000000.00 12055569.91 Agency Collateralized Mortgage Obligation FNMA_19-80D 2050-01-25 4.000000 12163040.00 1515675.84 Agency Collateralized Mortgage Obligation GNMA_12-4 2052-05-16 0.070090 12206560.00 11131.35 Agency Collateralized Mortgage Obligation GNMA_19-110C 2049-09-20 5.277120 12211584.00 2267227.76 Agency Collateralized Mortgage Obligation GNMA_11-151 2041-06-16 6.045370 12283328.00 318175.76 Agency Collateralized Mortgage Obligation FHLMC_4272 2042-12-15 5.445370 12380576.00 374631.12 Agency Collateralized Mortgage Obligation FNMA_13-44 2043-05-25 3.000000 12850000.00 4415645.57 Agency Collateralized Mortgage Obligation FNMA_16-72A 2046-10-25 3.000000 13000000.00 9805134.42 Agency Collateralized Mortgage Obligation FNMA_10-153 2041-01-25 4.000000 13061000.00 7027348.10 Agency Collateralized Mortgage Obligation FHLMC_4348 2043-08-15 5.345370 13148352.00 433011.24 Agency Collateralized Mortgage Obligation FHLMC_4089D 2042-08-15 5.295370 13688400.00 632578.84 Agency Collateralized Mortgage Obligation FNMA_13-122B 2039-03-25 5.103370 14129140.00 197479.07 Agency Collateralized Mortgage Obligation GNMA_20-31B 2050-03-20 0.100000 14208624.00 45660.20 Agency Collateralized Mortgage Obligation FNMA_20-M10A 2030-12-25 1.422000 14400000.00 14360918.40 Agency Collateralized Mortgage Obligation GNMA_16-47A 2046-04-20 5.277120 14808304.00 1225031.96 Agency Collateralized Mortgage Obligation FREMF_18-KF44 2025-02-25 3.665250 15000000.00 6602923.56 Agency Collateralized Mortgage Obligation FNMA_18-10B 2048-02-25 4.000000 15000000.00 1379780.49 Agency Collateralized Mortgage Obligation FHLMC_41-32 2042-11-15 5.395370 15142848.00 1194382.48 Agency Collateralized Mortgage Obligation FNMA_16-65C 2038-08-25 6.000000 15300000.00 1362811.12 Agency Collateralized Mortgage Obligation FNMA_13-3B 2043-01-25 4.000000 15762496.00 814617.87 Agency Collateralized Mortgage Obligation FREMF_18-KF53 2025-10-25 3.164630 16000000.00 10683877.05 Agency Collateralized Mortgage Obligation FHLMC_4725D 2047-08-15 5.445370 16029760.00 1813566.85 Agency Collateralized Mortgage Obligation FNMA_20-M10J 2027-12-25 1.246000 16735900.00 17301679.41 Agency Collateralized Mortgage Obligation GNMA_09-76 2039-06-16 6.145370 17000000.00 93301.76 Agency Collateralized Mortgage Obligation FNMA_19-21C 2047-12-25 4.500000 17123552.00 1461161.79 Agency Collateralized Mortgage Obligation FNMA_20-M10B 2030-12-25 1.375000 17241500.00 17145737.84 Agency Collateralized Mortgage Obligation FHLMC_4870C 2049-04-15 5.295370 17318528.00 2476596.81 Agency Collateralized Mortgage Obligation MCAS_20-1 2050-03-25 4.561400 17414000.00 16245434.11 Agency Collateralized Mortgage Obligation FNMA_17-85C 2047-11-25 4.000000 17500000.00 699134.99 Agency Collateralized Mortgage Obligation FNMA_20-17B 2050-03-25 3.500000 17857120.00 1474911.06 Agency Collateralized Mortgage Obligation FHLMC_4467B 2045-04-15 3.000000 17954784.00 21708192.52 Agency Collateralized Mortgage Obligation FNMA_14-4E 2044-02-25 5.500000 18176736.00 1380567.08 Agency Collateralized Mortgage Obligation FHLMC_4165 2043-02-15 3.500000 18264500.00 361905.30 Agency Collateralized Mortgage Obligation FNMA_15-34S 2045-06-25 5.500000 18557664.00 1384361.47 Agency Collateralized Mortgage Obligation FNMA_11-122D 2040-10-25 6.000000 18685600.00 246615.98 Agency Collateralized Mortgage Obligation FREMF_18-KBF2 2025-10-25 3.515250 18750000.00 11627454.65 Agency Collateralized Mortgage Obligation FHLMC_42-47 2043-03-15 5.795370 19068640.00 1123889.50 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-18 2045-04-25 3.500000 20000000.00 27000571.53 Agency Collateralized Mortgage Obligation GNMA_19-110C 2049-09-20 5.277120 20607424.00 2771482.51 Agency Collateralized Mortgage Obligation GNMA_13-181 2043-11-20 5.327120 22272200.00 957794.71 Agency Collateralized Mortgage Obligation FHLMC_3740 2040-10-15 5.295370 23463872.00 791273.58 Agency Collateralized Mortgage Obligation GNMA_19-128 2049-10-20 5.277120 23561120.00 3618908.28 Agency Collateralized Mortgage Obligation FNMA_20-1B 2050-02-25 4.500000 23671000.00 2489171.31 Agency Collateralized Mortgage Obligation FNMA_19-21A 2043-10-25 3.500000 23960640.00 1042332.48 Agency Collateralized Mortgage Obligation FHLMC_4616A 2046-09-15 5.295370 24847072.00 3151792.64 Agency Collateralized Mortgage Obligation FNMA_13-9E 2031-11-25 3.000000 25000000.00 338239.90 Agency Collateralized Mortgage Obligation GNMA_15-144B 2045-10-20 5.427120 25000000.00 1835958.64 Agency Collateralized Mortgage Obligation FHLMC_3886B 2041-07-15 5.215370 25246240.00 509621.60 Agency Collateralized Mortgage Obligation FNMA_19-58A 2047-10-25 3.500000 25643168.00 961140.66 Agency Collateralized Mortgage Obligation GNMA_14-131D 2044-09-20 5.427120 25985000.00 2674267.68 Agency Collateralized Mortgage Obligation FNMA_04-18F 2034-04-25 5.500000 26050560.00 105494.60 Agency Collateralized Mortgage Obligation FNMA_12-63E 2042-06-25 4.500000 26666656.00 914887.55 Agency Collateralized Mortgage Obligation FHLMC_4764J 2048-02-15 5.495370 26881300.00 2402019.55 Agency Collateralized Mortgage Obligation FHLMC_4559A 2031-03-15 2.500000 27000000.00 697903.13 Agency Collateralized Mortgage Obligation FHLMC_3843F 2040-04-15 5.895370 27648832.00 250502.54 Agency Collateralized Mortgage Obligation GNMA_16-69F 2046-05-20 5.327120 28666656.00 2733830.23 Agency Collateralized Mortgage Obligation FNMA_13-102D 2043-05-25 5.000000 30105600.00 281592.37 Agency Collateralized Mortgage Obligation GNMA_11-158C 2026-11-20 4.000000 31300000.00 128305.14 Agency Collateralized Mortgage Obligation FHLMC_3820 2039-12-15 5.895370 31492640.00 192067.28 Agency Collateralized Mortgage Obligation GNMA_16-1 2046-01-20 5.427120 31976128.00 3539813.50 Agency Collateralized Mortgage Obligation FNMA_20-M10D 2032-07-25 1.596000 32250000.00 32317531.50 Agency Collateralized Mortgage Obligation GNMA_17-25B 2036-05-20 3.464880 32325696.00 1945979.26 Agency Collateralized Mortgage Obligation FNMA_13-44 2042-03-25 4.000000 32886016.00 496842.60 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-16 4.845370 33000000.00 1606025.27 Agency Collateralized Mortgage Obligation GNMA_10-113 2040-09-16 4.500000 33566720.00 8706988.86 Agency Collateralized Mortgage Obligation GNMA_19-38D 2049-03-20 5.277120 33762368.00 4739464.79 Agency Collateralized Mortgage Obligation ARCUTIS BIOTHERAPEUTICS INC 2047-02-20 5.327120 34277248.00 2894800.70 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_13-18 2041-11-25 4.000000 34546720.00 1025393.68 Agency Collateralized Mortgage Obligation FNMA_13-61 2033-06-25 3.000000 35000000.00 1137778.58 Agency Collateralized Mortgage Obligation FNMA_12-129 2032-12-25 3.500000 35802048.00 1233121.57 Agency Collateralized Mortgage Obligation FHLMC_39-97 2039-11-15 5.845370 36666624.00 50104.01 Agency Collateralized Mortgage Obligation FNMA_16-63B 2044-05-25 4.000000 38552192.00 1376281.42 Agency Collateralized Mortgage Obligation FHLMC_34-3 2037-12-15 5.575370 38833856.00 39416.63 Agency Collateralized Mortgage Obligation FHLMC_4906B 2038-12-15 2.274000 40710272.00 2288516.00 Agency Collateralized Mortgage Obligation FHLMC_3750A 2040-10-15 6.565370 40761024.00 703091.22 Agency Collateralized Mortgage Obligation GNMA_18-59B 2043-02-16 4.500000 40801600.00 2639757.54 Agency Collateralized Mortgage Obligation FNMA_12-83 2041-07-25 4.500000 41036544.00 528654.89 Agency Collateralized Mortgage Obligation FNMA_13-39 2042-06-25 4.000000 42500000.00 1251184.85 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 5.745370 42736000.00 1975704.84 Agency Collateralized Mortgage Obligation GNMA_17-125B 2046-04-20 3.500000 43371392.00 672158.68 Agency Collateralized Mortgage Obligation GNMA_04-99A 2034-11-20 5.327120 46500000.00 286108.57 Agency Collateralized Mortgage Obligation MCAS_19-1 2049-10-25 4.196630 48119000.00 34048784.89 Agency Collateralized Mortgage Obligation FHLMC_3726J 2038-09-15 5.345370 48120000.00 127726.29 Agency Collateralized Mortgage Obligation GNMA_12-26 2042-02-20 5.877120 50000000.00 2751050.58 Agency Collateralized Mortgage Obligation GNMA_19-110B 2049-09-20 0.040000 50000000.00 69981.23 Agency Collateralized Mortgage Obligation GNMA_18-72H 2047-07-20 5.000000 51064896.00 6330094.60 Agency Collateralized Mortgage Obligation FHMS_K039 2024-04-25 0.727020 51510720.00 1293052.96 Agency Collateralized Mortgage Obligation GNMA_20-31G 2050-03-20 5.253370 51934080.00 10129960.24 Agency Collateralized Mortgage Obligation FHLMC_3419 2038-02-15 5.725370 52665680.00 567307.11 Agency Collateralized Mortgage Obligation FHLMC_39-14 2039-06-15 5.295370 53767232.00 1017734.24 Agency Collateralized Mortgage Obligation GNMA_14-43 2042-07-20 5.407120 55000000.00 1454857.16 Agency Collateralized Mortgage Obligation FHLMC_3891 2040-12-15 5.895370 56000000.00 244286.54 Agency Collateralized Mortgage Obligation GNMA_13-58 2043-04-20 5.477120 57086656.00 2251046.69 Agency Collateralized Mortgage Obligation FNMA_20-M10G 2027-11-25 1.820000 60450000.00 4673087.25 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2993 2025-06-15 5.445370 68625000.00 154945.47 Agency Collateralized Mortgage Obligation FNMA_13-52 2043-06-25 4.500000 72000000.00 1682284.49 Agency Collateralized Mortgage Obligation FNMA_13-6 2043-02-25 4.500000 79865216.00 1323241.82 Agency Collateralized Mortgage Obligation GNMA_19-154 2061-09-16 0.887650 80012800.00 5984700.20 Agency Mortgage-Backed Securities FHLMC_4048E 2037-07-15 2.262010 84373504.00 799029.17 Agency Collateralized Mortgage Obligation FHLMC_39-90 2042-01-15 5.785370 85000000.00 4151448.72 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-11-25 4.500000 85388288.00 575135.05 Agency Collateralized Mortgage Obligation FNMA_17-24D 2047-04-25 4.000000 85937500.00 5395176.52 Agency Collateralized Mortgage Obligation FHLMC_39-67 2041-12-15 5.745370 90000000.00 2936443.37 Agency Collateralized Mortgage Obligation GNMA_19-57C 2048-10-20 3.077120 100000000.00 1770043.81 Agency Collateralized Mortgage Obligation GNMA_19-97A 2049-08-20 0.020000 100000000.00 80562.88 Agency Collateralized Mortgage Obligation FREMF_16-K53 2026-02-25 0.000000 108543840.00 65304207.35 Agency Collateralized Mortgage Obligation FNMA_08-61 2038-07-25 5.153370 125000000.00 1946492.16 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_40-64 2042-06-15 5.295370 133333248.00 8604020.26 Agency Collateralized Mortgage Obligation GNMA_19-97C 2049-08-20 2.037120 150000000.00 11702037.12 Agency Collateralized Mortgage Obligation FREMF_16-K53 2025-12-25 0.100000 181316000.00 822834.59 Agency Collateralized Mortgage Obligation FREMF_18-K732 2025-09-25 0.100000 215132672.00 980861.56 Agency Collateralized Mortgage Obligation FREMF_16-K56 2026-06-25 0.100000 216887296.00 1158901.12 Agency Collateralized Mortgage Obligation VENDE_10-1 2040-04-15 0.299060 226729213.00 790060.19 Agency Collateralized Mortgage Obligation FREMF_18-KW07 2031-10-25 0.100000 313356480.00 1563961.92 Agency Collateralized Mortgage Obligation FREMF_17-KW02 2026-12-25 0.100000 451764000.00 1955155.47 Agency Collateralized Mortgage Obligation FNMA_20-M10B 2030-12-25 1.826000 503738368.00 44116398.79 Agency Collateralized Mortgage Obligation FREMF_16-K56 2026-05-25 0.100000 963448000.00 4523538.72 Agency Collateralized Mortgage Obligation FREMF_18K75 2028-02-25 0.100000 1048146000.00 5413695.15 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-07 2020-04-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's A+ N N 0.0099 692000000.00 692000000.00 0.0048 N N Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 0.010 549300H47WTHXPU08X20 BRW3KJH56 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASUR 11/15/42 2020-04-01 0.010000 130000000.00 171189850.00 U.S. Treasuries (including strips) US TREASUR 05/15/43 2020-04-01 0.010000 50000000.00 67247050.00 U.S. Treasuries (including strips) US TREASUR 11/15/43 2020-04-01 0.010000 100000000.00 153679500.00 U.S. Treasuries (including strips) US TREASUR 02/15/46 2020-04-01 0.010000 135000000.00 172010925.00 U.S. Treasuries (including strips) US TREASUR 08/15/46 2020-04-01 0.010000 85600000.00 104497826.40 U.S. Treasuries (including strips) US TREASUR 11/15/46 2020-04-01 0.010000 6250000.00 8592887.50 U.S. Treasuries (including strips) U.S. T Notes 2020-04-01 0.010000 632100000.00 885550608.60 U.S. Treasuries (including strips) US TREASUR 05/15/47 2020-04-01 0.010000 300000000.00 423085200.00 U.S. Treasuries (including strips) US BOND 2.75 8/15/47 2020-04-01 0.010000 150000000.00 201006150.00 U.S. Treasuries (including strips) US TREASURY BDS 2020-04-01 0.010000 60000000.00 86665020.00 U.S. Treasuries (including strips) U.S. T Bonds 2/15/49 2020-04-01 0.010000 175000000.00 247342900.00 U.S. Treasuries (including strips) UST BOND 05/15/49 2020-04-01 0.010000 200000000.00 278394400.00 U.S. Treasuries (including strips) U.S. T Bonds 2020-04-01 0.010000 100000000.00 123334700.00 U.S. Treasuries (including strips) UST BONDS 11/15/49 2020-04-01 0.010000 150000000.00 190909200.00 U.S. Treasuries (including strips) US TREASUR 02/15/38 2020-04-01 0.010000 8000000.00 12618512.00 U.S. Treasuries (including strips) U.S. T Notes 2020-04-01 0.010000 42700000.00 64309786.80 U.S. Treasuries (including strips) U.S. T Notes 2020-04-01 0.010000 113600000.00 155522262.40 U.S. Treasuries (including strips) US TREASUR 08/15/42 2020-04-01 0.010000 150000000.00 196558800.00 U.S. Treasuries (including strips) US T NOTES 11/15/27 2020-04-01 0.010000 115270000.00 130856694.13 U.S. Treasuries (including strips) US TREASUR 02/12/28 2020-04-01 0.010000 750000000.00 877589250.00 U.S. Treasuries (including strips) UST NOTES 5/15/28 2020-04-01 0.010000 259860000.00 309431153.46 U.S. Treasuries (including strips) UST NOTES 2/15/29 2020-04-01 0.010000 200000000.00 234671200.00 U.S. Treasuries (including strips) UST NOTES 11/15/29 2020-04-01 0.010000 925000000.00 1024941625.00 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 6000000000.00 6000000000.00 0.0416 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 0.001 254900Y8NKGV541U8Q32 BRW3LCJA7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-11-15 2.750000 44903600.00 60428627.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 891044900.00 1253496311.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 2.500000 1374790700.00 1759446607.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-11-15 6.125000 1401999300.00 2016966503.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 1482812800.00 2052656756.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 2.750000 1805315700.00 2357005239.42 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 9500000000.00 9500000000.00 0.0658 N Y Y N Natixis SA Natixis SA 0.020 KX1WK48MPD4Y2NCUIZ63 BRTAJB4Y4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 4.250000 100.00 159.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-05-15 3.000000 100.00 136.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-12-31 2.000000 100.00 103.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.875000 100.00 103.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-15 2.375000 100.00 113.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 2.375000 200.00 305.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 1.875000 200.00 208.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-31 1.500000 200.00 213.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 2.375000 500.00 746.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-31 1.375000 600.00 629.44 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-03-01 4.000000 1000.00 954.29 Agency Mortgage-Backed Securities GINNIE MAE II 2048-06-20 4.500000 1000.00 556.10 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-28 1.125000 1400.00 1452.74 U.S. Treasuries (including strips) GINNIE MAE I 2041-01-15 4.000000 1728.00 299.98 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2038-04-05 3.980000 2000.00 2069.32 Agency Debentures and Agency Strips GINNIE MAE II 2050-01-20 4.000000 2085.00 2292.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 2402.00 942.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2029-03-15 0.000000 14000.00 12199.32 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-03-15 0.000000 28000.00 23141.16 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-30 2.125000 67500.00 70704.12 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-06-01 4.020000 144875.00 151685.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-08-01 3.850000 340013.00 380762.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 470888.00 244687.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2036-02-25 3.900000 530000.00 538647.48 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2038-04-30 4.080000 575000.00 595173.88 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 4.000000 616776.00 323451.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-12-01 4.312000 627684.00 54048.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2033-05-25 4.080000 955000.00 1041742.65 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 5.000000 959413.00 1050983.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2038-06-01 4.150000 985000.00 1069329.13 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 2033-04-26 3.900000 998000.00 1035897.72 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 1006875.00 1016635.54 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 1008474.00 1094004.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-06-01 5.000000 1014013.00 1016203.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 5.000000 1051951.00 1149142.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-01-01 5.000000 1052585.00 1170435.21 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 1054627.00 1154643.94 Agency Mortgage-Backed Securities GINNIE MAE II 2049-07-20 4.500000 1060485.00 1152236.39 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 5.500000 1062858.00 1195952.46 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 4.500000 1063301.00 1139195.03 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-02-15 3.125000 1076600.00 1490336.65 U.S. Treasuries (including strips) GINNIE MAE II 2050-01-20 5.500000 1083614.00 1188709.84 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2049-05-01 5.000000 1085002.00 1211965.04 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 5.500000 1085426.00 1188154.81 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 4.500000 1090465.00 1154428.31 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 4.500000 1090759.00 1175465.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-05-15 0.000000 1091000.00 922484.14 Agency Debentures and Agency Strips GINNIE MAE II 2050-01-20 4.500000 1109971.00 1204293.95 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 1111485.00 1205979.45 Agency Mortgage-Backed Securities GINNIE MAE II 2049-04-20 4.500000 1119172.00 1225958.84 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 5.500000 1121923.00 603637.23 Agency Mortgage-Backed Securities GINNIE MAE II 2049-10-20 4.500000 1138777.00 1233061.40 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 4.500000 1139228.00 1223650.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 3.500000 1142556.00 842576.36 Agency Mortgage-Backed Securities GINNIE MAE II 2049-07-20 4.500000 1149474.00 1247095.22 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 1156729.00 1263763.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 5.500000 1156964.00 149613.53 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 1164017.00 1291551.65 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.000000 1165748.00 1273214.41 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 4.500000 1175386.00 1274746.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-07-01 3.750000 1178818.00 1314182.85 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-11-15 3.750000 1194300.00 1828394.49 U.S. Treasuries (including strips) GINNIE MAE II 2050-01-20 4.500000 1239499.00 1353971.37 Agency Mortgage-Backed Securities GINNIE MAE II 2049-04-20 4.500000 1242226.00 1363556.58 Agency Mortgage-Backed Securities GINNIE MAE II 2049-02-20 4.500000 1257024.00 1328735.15 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 4.500000 1266893.00 1394527.35 Agency Mortgage-Backed Securities GINNIE MAE II 2049-08-20 5.500000 1268372.00 1383389.93 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 4.500000 1273139.00 1368473.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 4.500000 1275708.00 1387397.67 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 1284336.00 1412462.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 4.000000 1284974.00 787875.56 Agency Mortgage-Backed Securities GINNIE MAE II 2049-02-20 5.500000 1308941.00 1134337.45 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-20 4.500000 1313813.00 1408239.78 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 4.500000 1395820.00 1527871.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-02-01 5.000000 1401431.00 1559838.68 Agency Mortgage-Backed Securities GINNIE MAE II 2049-11-20 4.500000 1421342.00 1548847.76 Agency Mortgage-Backed Securities GINNIE MAE II 2049-07-20 4.500000 1458518.00 1588678.45 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 4.500000 1461380.00 1451076.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-09-01 3.500000 1470775.00 390173.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-06-01 5.500000 1478005.00 145787.99 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 4.500000 1480759.00 1522458.50 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 4.500000 1488218.00 1336228.14 Agency Mortgage-Backed Securities GINNIE MAE II 2047-01-20 4.500000 1545067.00 1592346.01 Agency Mortgage-Backed Securities GINNIE MAE II 2049-06-20 4.500000 1552384.00 1707104.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2049-05-01 5.000000 1573430.00 1683815.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2049-05-01 5.000000 1615236.00 1571196.88 Agency Mortgage-Backed Securities GINNIE MAE I 2048-07-15 4.500000 1617880.00 1649786.78 Agency Mortgage-Backed Securities GINNIE MAE II 2049-10-20 4.000000 1681617.00 1834462.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-06-01 5.000000 1691043.00 1829111.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2033-07-19 4.000000 1760000.00 1824956.32 Agency Debentures and Agency Strips GINNIE MAE II 2049-07-20 4.500000 1858307.00 1673885.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-07-15 0.000000 1885000.00 1657405.10 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 5.500000 1926737.00 761675.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-08-01 5.500000 1977161.00 636061.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-06-01 5.000000 2218337.00 2071587.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-06-01 3.370000 2251928.00 2645115.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 6.095000 2385712.00 182472.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-06-01 5.000000 3113099.00 3410796.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 4.477000 3889074.00 57564.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 4363872.00 1885200.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 5.500000 4454354.00 538667.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 3.424000 4767466.00 1929833.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-10-01 3.500000 5059013.00 1761571.80 Agency Mortgage-Backed Securities GINNIE MAE I 2042-12-15 3.500000 7101731.00 2211601.78 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 7631200.00 9704075.52 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 3.500000 7646776.00 2964471.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-05-15 0.000000 8947000.00 8330283.29 Agency Debentures and Agency Strips FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-11-01 4.851000 9458782.00 34172.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 3.500000 11170414.00 6850473.16 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-31 1.750000 12858800.00 13424749.42 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-02-01 4.000000 12868399.00 6836466.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-09-01 7.500000 13437266.00 462727.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 14906851.00 5966772.72 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 4.500000 19709632.00 20759549.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.000000 20856526.00 4423014.91 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-08-15 2.750000 36764800.00 49164086.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-15 1.375000 37116000.00 38382749.61 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-04-01 3.000000 42379520.00 44709122.21 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 42606700.00 47630846.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 2.750000 49999900.00 54239370.32 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-06-01 5.500000 53367657.00 2017443.47 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 77312800.00 111392721.05 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-01-01 5.000000 145387947.00 136399438.71 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 651000000.00 651000000.00 0.0045 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 0.050 FOR8UP27PHTHYVLBNG30 BRW3BMFE2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GINNIE MAE I 2043-04-15 3.500000 47948.00 21625.29 Agency Mortgage-Backed Securities GINNIE MAE I 2050-05-15 3.660000 50000.00 53453.24 Agency Mortgage-Backed Securities GINNIE MAE II 2046-03-20 5.000000 65621.00 19714.74 Agency Mortgage-Backed Securities GINNIE MAE II 2046-11-20 4.000000 173982.00 76714.37 Agency Mortgage-Backed Securities GINNIE MAE I 2054-05-15 3.840000 200000.00 221277.69 Agency Mortgage-Backed Securities GINNIE MAE I 2054-03-15 3.890000 200000.00 221394.22 Agency Mortgage-Backed Securities GINNIE MAE II 2049-12-20 5.500000 336184.00 353151.43 Agency Mortgage-Backed Securities GINNIE MAE II 2047-01-20 5.000000 522296.00 212327.02 Agency Mortgage-Backed Securities GINNIE MAE I 2042-02-15 3.500000 535286.00 96599.68 Agency Mortgage-Backed Securities GINNIE MAE I 2033-09-15 5.000000 1361160.00 72940.51 Agency Mortgage-Backed Securities GINNIE MAE II 2039-04-20 6.000000 1502374.00 149001.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2040-01-01 3.000000 1578976.00 1688858.20 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 5.000000 2209212.00 242255.93 Agency Mortgage-Backed Securities GINNIE MAE I 2047-09-15 4.500000 3000000.00 1951750.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-12-01 5.000000 3445000.00 2503725.87 Agency Mortgage-Backed Securities GINNIE MAE II 2050-02-20 3.500000 4067320.00 4402014.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 4.000000 14526992.00 6102740.31 Agency Mortgage-Backed Securities GINNIE MAE II 2046-10-20 3.000000 20634360.00 14040523.76 Agency Mortgage-Backed Securities GINNIE MAE I 2042-05-15 3.500000 36700000.00 11961989.25 Agency Mortgage-Backed Securities GINNIE MAE I 2042-06-15 3.500000 54200000.00 19640188.86 Agency Mortgage-Backed Securities GINNIE MAE II 2046-06-20 3.500000 86766976.00 47432994.91 Agency Mortgage-Backed Securities GINNIE MAE II 2048-10-20 4.500000 194903000.00 112116713.04 Agency Mortgage-Backed Securities Y Fitch F1 Moody's NR Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0005 219100000.00 219100000.00 0.0015 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.040 MBNUM2BPBDO7JBLYG310 BRW3BMPS0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHFR 03LI 01/21 SX 2021-01-08 1.708000 18600000.00 18655808.27 Agency Debentures and Agency Strips 1.75 FHOR 20-23 5101 2023-02-14 1.750000 25000.00 25073.04 Agency Debentures and Agency Strips MNAR XX.XXX HYBL6072 2030-03-01 2.520000 1000.00 1079.32 Agency Mortgage-Backed Securities GNII SF MA0087 M 2042-05-20 3.000000 74017.00 23692.14 Agency Mortgage-Backed Securities GNII SF MA1678 M 2044-02-20 4.000000 550000.00 123766.13 Agency Mortgage-Backed Securities GNII SF MA2522 M 2045-01-20 4.000000 225000.00 64251.80 Agency Mortgage-Backed Securities GNII SF MA3311 M 2045-12-20 4.000000 100000.00 37602.06 Agency Mortgage-Backed Securities GNII SF MA5137 M 2048-04-20 4.000000 1361849.00 852332.89 Agency Mortgage-Backed Securities GNII SF MA5468 M 2048-09-20 5.000000 32318300.00 17322324.67 Agency Mortgage-Backed Securities GNII SF MA6152 M 2049-09-20 2.500000 25502208.00 26394992.97 Agency Mortgage-Backed Securities GNII SF MA6514 M 2035-03-20 3.500000 559381.00 589119.75 Agency Mortgage-Backed Securities GNII SF MA6543 M 2050-03-20 4.000000 12621152.00 13501759.22 Agency Mortgage-Backed Securities GNPL PN BI4561 2055-02-15 2.880000 718358.00 752399.47 Agency Mortgage-Backed Securities GNPL PN BM5541 2054-11-15 2.770000 500000.00 518067.45 Agency Mortgage-Backed Securities GNPL PN BN0001 2054-10-15 2.820000 250000.00 259472.02 Agency Mortgage-Backed Securities GNPL PN BN8748 2060-03-15 3.300000 1446300.00 1522401.41 Agency Mortgage-Backed Securities GNPL PN BO7718 2054-12-15 2.920000 1000000.00 1047030.82 Agency Mortgage-Backed Securities GNPL PN BQ1389 2054-12-15 3.070000 1000000.00 1058276.28 Agency Mortgage-Backed Securities GNPL PN BQ7846 2055-01-15 2.780000 500000.00 519734.16 Agency Mortgage-Backed Securities GNPL PN BQ7848 2055-01-15 2.780000 534935.00 556047.99 Agency Mortgage-Backed Securities GNPL LM BR3545 2053-12-15 3.550000 8680430.00 9228497.88 Agency Mortgage-Backed Securities GNHA AL BR4155 H 2069-11-20 3.354000 5037.00 5229.01 Agency Mortgage-Backed Securities GNII SF BS6323 C 2050-03-20 3.000000 44045165.00 47823050.94 Agency Mortgage-Backed Securities GNII SF BT9040 C 2050-03-20 4.500000 6520960.00 7093011.22 Agency Mortgage-Backed Securities GNMI SF AG5712 X 2043-10-15 3.250000 2418552.00 1161503.85 Agency Mortgage-Backed Securities GNMI SF 587032 X 2032-04-15 6.500000 1050000.00 9529.26 Agency Mortgage-Backed Securities GNMI SF 587280 X 2032-09-15 6.500000 2700000.00 10540.94 Agency Mortgage-Backed Securities GNII SF 004398 M 2039-03-20 5.000000 423991.00 26021.56 Agency Mortgage-Backed Securities GNII SF 003908 M 2036-10-20 5.000000 998565.00 27662.83 Agency Mortgage-Backed Securities GNII SF 004051 M 2037-11-20 7.000000 2496160.00 85214.51 Agency Mortgage-Backed Securities GNII SF 004561 M 2039-10-20 6.000000 572000.00 42287.55 Agency Mortgage-Backed Securities GNII SF 004637 M 2040-02-20 5.000000 320000.00 36648.69 Agency Mortgage-Backed Securities GNII SF 004751 M 2038-12-20 7.000000 56692.00 7064.47 Agency Mortgage-Backed Securities GNII FS 005158 M 2041-08-20 5.000000 71000.00 12684.96 Agency Mortgage-Backed Securities GNMI SF 377407 X 2025-01-15 9.000000 14700000.00 12708.94 Agency Mortgage-Backed Securities GNMI SF 406051 X 2025-01-15 7.500000 1454989.00 24356.82 Agency Mortgage-Backed Securities GNMI SF 436580 X 2026-12-15 8.000000 2298420.00 8330.44 Agency Mortgage-Backed Securities GNMI SF 442550 X 2027-05-15 8.500000 13794998.00 12785.49 Agency Mortgage-Backed Securities GNMI SF 453975 X 2027-08-15 8.500000 1514779.00 35280.31 Agency Mortgage-Backed Securities GNMI SF 454839 X 2027-10-15 7.000000 984638.00 22239.91 Agency Mortgage-Backed Securities GNMI SF 467737 X 2028-04-15 7.000000 6375556.00 29634.28 Agency Mortgage-Backed Securities GNMI SF 723119 X 2042-04-15 3.500000 81176.00 23873.52 Agency Mortgage-Backed Securities GNMI SF 740515 X 2040-08-15 5.000000 90000.00 18084.34 Agency Mortgage-Backed Securities GNMI SF 521287 X 2035-04-15 4.500000 499204.00 32014.02 Agency Mortgage-Backed Securities GNMI SF 550656 X 2035-09-15 5.000000 325000.00 14535.64 Agency Mortgage-Backed Securities GNII SF 759468 C 2041-01-20 4.000000 706887.00 197136.72 Agency Mortgage-Backed Securities GNMI SF 613848 X 2033-08-15 5.000000 150000.00 12355.48 Agency Mortgage-Backed Securities GNMI SF 636423 X 2029-12-15 6.000000 57000.00 8757.27 Agency Mortgage-Backed Securities GNMI SF 651028 X 2025-12-15 6.000000 63056.00 9475.05 Agency Mortgage-Backed Securities 2 7/8 TPRN 46 2046-11-15 0.000000 192800.00 135116.55 U.S. Treasuries (including strips) 2 3/4 TPRN 47 2047-11-15 0.000000 100.00 68.36 U.S. Treasuries (including strips) 3 5/8 TRIB 28 2028-04-15 3.625000 63200.00 131935.06 U.S. Treasuries (including strips) 3 7/8 BOND 40 2040-08-15 3.875000 87009000.00 131970511.12 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 39789300.00 57328649.28 U.S. Treasuries (including strips) 2 3/4 TPRN F 23 2023-11-15 0.000000 36300.00 35827.37 U.S. Treasuries (including strips) 1 7/8 NOTE P 24 2024-08-31 1.875000 3366700.00 3592115.66 U.S. Treasuries (including strips) TRFR BE 07/31/21 2021-07-31 0.220000 100.00 100.30 U.S. Treasuries (including strips) 3 1/2 NOTE C 20 2020-05-15 3.500000 124000.00 126157.98 U.S. Treasuries (including strips) 1 1/8 NOTE K 20 2020-04-30 1.125000 34487000.00 34679016.79 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.000000 346437.00 309441.34 U.S. Treasuries (including strips) TINT 08/15/32 2032-08-15 0.000000 28930.30 25653.83 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.000000 8612987.88 7551273.48 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.000000 13650112.85 13184302.75 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.000000 115377745.18 111074155.28 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 500000000.00 500000000.00 0.0035 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US9128337W46 BRW3KKU74 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2034-11-15 0.000000 60000000.00 51408056.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 50400000.00 50400000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912810RM27 BRW3KKU17 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-05-15 3.000000 40000000.00 55335260.28 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 54250000.00 54250000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912834AU28 BRW3KKU33 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-02-15 0.000000 10000000.00 8032508.75 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 7875000.00 7875000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912803EZ26 BRW3KKUF6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-08-15 0.000000 100000000.00 69233075.42 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 67875000.00 67875000.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912834FB91 BRW3KKTQ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 0.000000 50000000.00 39206042.71 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 38437500.00 38437500.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US9128337N47 BRW3KKUT6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2030-11-15 0.000000 30000000.00 27348629.79 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 26812500.00 26812500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912810SF66 BRW3KKUS8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2049-02-15 3.000000 50000000.00 70443576.74 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 69062500.00 69062500.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912833XP03 BRW3KKU25 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2029-08-15 0.000000 50000000.00 46219050.35 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 45312500.00 45312500.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912803DK65 BRW3KKUD1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 0.000000 50000000.00 40545044.17 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 39750000.00 39750000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912810RN00 BRW3KKU41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-08-15 2.875000 67000000.00 90550598.64 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 88775000.00 88775000.00 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912834RB63 BRW3KKTZ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2047-02-15 0.000000 50000000.00 34234037.29 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 33562500.00 33562500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912810SK51 BRW3KKUB5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2049-11-15 2.375000 200000000.00 254236276.94 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 249250000.00 249250000.00 0.0017 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US9128335A44 BRW3KKUM1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-08-15 0.000000 35000000.00 29720282.38 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 29137500.00 29137500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US9128337T17 BRW3KKUL3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2033-05-15 0.000000 35000000.00 30702033.44 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 30100000.00 30100000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912833X885 BRW3KKUH2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-05-15 0.000000 60000000.00 51178255.75 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 50175000.00 50175000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912803DG53 BRW3KKUK5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-05-15 0.000000 215000000.00 176809742.60 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 173343750.00 173343750.00 0.0012 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912833Z526 BRW3KKUG4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2037-08-15 0.000000 34000000.00 27744030.22 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 27200000.00 27200000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.040 X574KRZ6V5A7UBU45C31 US912810QY73 BRW3KKUU3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-11-15 2.750000 25000000.00 32703785.63 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0004 32062500.00 32062500.00 0.0002 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828YF19 BRW3KKAV3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-09-15 1.500000 374500000.00 385735315.14 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 378171568.63 378171568.63 0.0026 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828V723 BRW3KKAC5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-01-31 1.875000 98396000.00 101593953.00 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 99601833.33 99601833.33 0.0007 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128282S88 BRW3KK9F0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-08-31 1.625000 50000000.00 51687542.23 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 50674019.61 50674019.61 0.0004 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128286Y11 BRW3KKAD3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-06-15 1.750000 422550000.00 438395983.17 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 429799632.35 429799632.35 0.0030 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128286H87 BRW3KKAQ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-03-15 2.375000 270000000.00 281475229.96 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 275955882.35 275955882.35 0.0019 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828YW42 BRW3KK9Z6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-12-15 1.625000 55000000.00 57200046.73 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 56078431.37 56078431.37 0.0004 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128286M72 BRW3KKAB7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-04-15 2.250000 150000000.00 157500128.68 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 154411764.71 154411764.71 0.0011 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128286C90 BRW3KK9T0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-02-15 2.500000 100000000.00 104500085.38 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 102450980.39 102450980.39 0.0007 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828VS66 BRW3KK9L7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-08-15 2.500000 175000000.00 188125153.70 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 184436274.51 184436274.51 0.0013 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128286G05 BRW3KK9H6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-02-29 2.375000 51923000.00 56076885.81 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 54977294.12 54977294.12 0.0004 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828YM69 BRW3KKAL5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-10-31 1.500000 1414899000.00 1496256914.93 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 1466917345.59 1466917345.59 0.0102 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828XW50 BRW3KKAT8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-06-30 1.750000 435700000.00 452039119.31 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 443175245.10 443175245.10 0.0031 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828W556 BRW3KKA27 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-02-28 1.875000 107200000.00 110684090.43 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 108513725.49 108513725.49 0.0008 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828YH74 BRW3KKAZ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-09-30 1.500000 635600000.00 667380545.25 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 654294117.65 654294117.65 0.0045 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828Y610 BRW3KKB00 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-07-31 2.750000 250000000.00 271250221.61 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 265931372.55 265931372.55 0.0018 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828D564 BRW3KKAE1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-08-15 2.375000 150000000.00 163312633.43 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 160110294.12 160110294.12 0.0011 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828WE61 BRW3KKAN1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-11-15 2.750000 50000000.00 54812544.78 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 53737745.10 53737745.10 0.0004 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128285K26 BRW3KKA68 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-10-31 2.875000 40000000.00 44100036.03 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 43235294.12 43235294.12 0.0003 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128284S60 BRW3KK9P8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-05-31 2.750000 200000000.00 217000177.29 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 212745098.04 212745098.04 0.0015 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US9128282W90 BRW3KK9K9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-09-30 1.875000 250608000.00 260319272.68 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 255214764.71 255214764.71 0.0018 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.030 549300H47WTHXPU08X20 US912828W895 BRW3KKA84 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-03-31 1.875000 331000000.00 341344028.88 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2020-04-01 2020-04-01 2020-04-01 N N N 0.0003 334650735.29 334650735.29 0.0023 N Y Y N BlackRock Liquidity Funds 2020-04-06 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer