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Mortgage-Backed Securities FEPC 04.000 CLZS9733 2043-12-01 4.000000 1635000.00 1016337.10 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9707 2046-05-01 3.500000 487000.00 301191.41 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0107 2043-12-01 3.500000 1124000.00 862924.00 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0255 2042-11-01 3.500000 88000.00 64960.72 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0240 2048-01-01 3.500000 857150.00 593997.32 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0540 2048-06-01 4.000000 618980.00 511842.40 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0535 2048-01-01 3.500000 640000.00 519086.82 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0536 2048-03-01 3.500000 418000.00 325873.62 Agency Mortgage-Backed Securities FEPC 05.500 CLZT1713 2049-02-01 5.500000 142763.00 58550.78 Agency Mortgage-Backed Securities FEPC 04.000 3VZT1115 2043-06-01 4.000000 1900000.00 888645.70 Agency Mortgage-Backed Securities FEPC 03.000 3VZT1166 2043-11-01 3.000000 6818000.00 3801995.18 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1478 2045-01-01 3.500000 130000.00 105098.57 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0057 2048-05-01 3.500000 3425000.00 3092605.08 Agency Mortgage-Backed Securities 04.000 FGPC V83796 G 2047-12-01 4.000000 135564.00 74700.57 Agency Mortgage-Backed Securities FEPC 03.000 CLQA0799 2049-06-01 3.000000 2600778.00 2693921.52 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0851 2049-06-01 4.500000 1099494.00 1173428.62 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0855 2049-06-01 5.000000 1087504.00 884951.51 Agency Mortgage-Backed Securities FEPC 04.000 CLQA0863 2049-07-01 4.000000 1214671.00 1194650.54 Agency Mortgage-Backed Securities FEPC 04.000 CLQA0883 2049-07-01 4.000000 1334334.00 1402585.89 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0086 2049-06-01 3.500000 1998098.00 2113751.94 Agency Mortgage-Backed Securities FEPC 04.000 CLQA0911 2049-06-01 4.000000 1169616.00 1269177.21 Agency Mortgage-Backed Securities FEPC 04.000 CLQA1087 2049-07-01 4.000000 1386741.00 1427506.19 Agency Mortgage-Backed Securities FEPC 05.500 CLQA1078 2049-07-01 5.500000 1465017.00 1613516.18 Agency Mortgage-Backed Securities FEPC 04.000 CLQA1307 2049-07-01 4.000000 3006085.00 3078090.71 Agency Mortgage-Backed Securities FEPC 05.000 CLQA1374 2049-06-01 5.000000 1093631.00 830740.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQA1378 2049-07-01 5.000000 1030426.00 1081869.32 Agency Mortgage-Backed Securities FGRM 2421IO 02/15/32 2032-02-15 7.000000 10000000.00 3715.29 Agency Collateralized Mortgage Obligation FGRA 2367ZK 10/15/31 2031-10-15 6.000000 785000.00 25856.50 Agency Collateralized Mortgage Obligation FGRA 2410PF 02/15/32 2032-02-15 1.141900 1.00 0.04 Agency Collateralized Mortgage Obligation FGRA 2439DS 03/15/32 2032-03-15 0.000000 290666667.00 26.58 Agency Collateralized Mortgage Obligation FGRM 1579PM 09/15/23 2023-09-15 6.700000 70000.00 651.30 Agency Collateralized Mortgage Obligation FGRM 01578K 09/15/23 2023-09-15 6.900000 91000.00 1648.22 Agency Collateralized Mortgage Obligation FGRM 01560Z 08/15/23 2023-08-15 7.000000 7000.00 776.64 Agency Collateralized Mortgage Obligation FGRM 01602H 10/15/23 2023-10-15 6.500000 30750.00 826.24 Agency Collateralized Mortgage Obligation FGRM 1602PJ 10/15/23 2023-10-15 6.500000 3000.00 27.61 Agency Collateralized Mortgage Obligation FGRM 01584L 09/15/23 2023-09-15 6.500000 2000.00 33.56 Agency Collateralized Mortgage Obligation FGRM 1577PK 09/15/23 2023-09-15 6.500000 31000.00 552.93 Agency Collateralized Mortgage Obligation FGRA 01599S 10/15/23 2023-10-15 18.845100 185000.00 1248.19 Agency Collateralized Mortgage Obligation FGRM 01590I 10/15/23 2023-10-15 6.500000 43000.00 921.71 Agency Collateralized Mortgage Obligation FRRM 0G020H 10/25/23 2023-10-25 5.500000 26000.00 448.20 Agency Collateralized Mortgage Obligation FGRM 01603K 10/15/23 2023-10-15 6.500000 20000.00 1099.42 Agency Collateralized Mortgage Obligation FGRM 1591PK 10/15/23 2023-10-15 6.350000 6000.00 88.79 Agency Collateralized Mortgage Obligation FRRM 0G021L 10/25/23 2023-10-25 6.250000 10000.00 281.17 Agency Collateralized Mortgage Obligation FRRM G023HL 11/25/23 2023-11-25 6.000000 8000.00 200.93 Agency Collateralized Mortgage Obligation FRRM G023PK 11/25/23 2023-11-25 6.000000 2000.00 50.26 Agency Collateralized Mortgage Obligation FGRM 01671L 02/15/24 2024-02-15 7.000000 18000.00 191.92 Agency Collateralized Mortgage Obligation FGRM 1628LZ 12/15/23 2023-12-15 6.500000 13000.00 670.91 Agency Collateralized Mortgage Obligation FGRM 1652PL 01/15/24 2024-01-15 7.000000 31000.00 1467.52 Agency Collateralized Mortgage Obligation FRRM 0G030I 04/25/24 2024-04-25 7.500000 9000.00 244.90 Agency Collateralized Mortgage Obligation FGRM 1686PJ 02/15/24 2024-02-15 5.000000 35000.00 126.75 Agency Collateralized Mortgage Obligation FRRM 0G027D 03/25/24 2024-03-25 7.000000 115000.00 940.73 Agency Collateralized Mortgage Obligation FRRA G027SC 03/25/24 2024-03-25 10.781200 25000.00 211.92 Agency Collateralized Mortgage Obligation FGRM 1711PG 03/15/24 2024-03-15 7.000000 1000.00 60.16 Agency Collateralized Mortgage Obligation FGRM 01748C 09/15/24 2024-09-15 8.000000 16000.00 97.84 Agency Collateralized Mortgage Obligation FGRM 01729K 05/15/24 2024-05-15 7.500000 27000.00 2454.00 Agency Collateralized Mortgage Obligation FGRM 01721K 05/15/24 2024-05-15 7.500000 1000.00 103.53 Agency Collateralized Mortgage Obligation FGRM 01753D 09/15/24 2024-09-15 8.500000 286000.00 1697.07 Agency Collateralized Mortgage Obligation FGRM 01759H 10/15/24 2024-10-15 8.500000 16000.00 373.59 Agency Collateralized Mortgage Obligation FGRM 01740D 02/15/24 2024-02-15 8.150000 149000.00 619.38 Agency Collateralized Mortgage Obligation FGRM 01761K 11/15/24 2024-11-15 8.500000 98000.00 1605.97 Agency Collateralized Mortgage Obligation FGRM 1771PL 02/15/25 2025-02-15 8.000000 11000.00 244.61 Agency Collateralized Mortgage Obligation FGRM 01788A 01/15/23 2023-01-15 7.500000 12000.00 98.18 Agency Collateralized Mortgage Obligation FGRM 1847LL 04/15/26 2026-04-15 7.500000 30000.00 280.35 Agency Collateralized Mortgage Obligation FGRM 01807F 03/15/22 2022-03-15 7.000000 237000.00 225.86 Agency Collateralized Mortgage Obligation FRRM G051KA 05/17/60 2026-05-17 7.250000 49000.00 649.05 Agency Collateralized Mortgage Obligation FRRM G051KB 05/17/60 2026-05-17 6.750000 14000.00 182.38 Agency Collateralized Mortgage Obligation FGRM 1856ZG 06/15/26 2026-06-15 8.000000 10000.00 442.53 Agency Collateralized Mortgage Obligation FGRM 01895C 09/15/26 2026-09-15 7.500000 32000.00 99.29 Agency Collateralized Mortgage Obligation FGRM 01890H 09/15/26 2026-09-15 7.500000 89000.00 700.34 Agency Collateralized Mortgage Obligation FGRM 1899ZE 09/15/26 2026-09-15 8.000000 50000.00 2014.06 Agency Collateralized Mortgage Obligation FGRM 01904D 10/15/26 2024-10-15 7.500000 292000.00 1510.30 Agency Collateralized Mortgage Obligation FGRM 01902G 10/15/26 2026-10-15 7.000000 98000.00 505.78 Agency Collateralized Mortgage Obligation FGRM 01915C 12/15/26 2026-12-15 7.500000 136000.00 1062.73 Agency Collateralized Mortgage Obligation FGRM 01928D 01/15/27 2027-01-15 7.500000 15000.00 99.67 Agency Collateralized Mortgage Obligation FGRM 1936PE 02/15/27 2027-02-15 7.000000 10000.00 517.98 Agency Collateralized Mortgage Obligation FGRA 1939SC 04/15/27 2027-04-15 8.338100 25000.00 16.27 Agency Collateralized Mortgage Obligation FGRM 2030PC 02/15/28 2028-02-15 6.500000 5000.00 103.19 Agency Collateralized Mortgage Obligation FGRM 02042N 03/15/28 2028-03-15 6.500000 70000.00 256.09 Agency Collateralized Mortgage Obligation FGRM 02046C 04/15/28 2028-04-15 6.000000 15000.00 136.18 Agency Collateralized Mortgage Obligation FGRA 2043ZH 04/15/28 2028-04-15 6.000000 485000.00 11423.89 Agency Collateralized Mortgage Obligation FGRA 02056Z 05/15/28 2028-05-15 6.000000 712000.00 26490.99 Agency Collateralized Mortgage Obligation FGRM 02054L 05/15/28 2028-05-15 6.500000 59000.00 437.55 Agency Collateralized Mortgage Obligation FGRM 02071B 07/15/28 2028-07-15 6.500000 12000.00 82.23 Agency Collateralized Mortgage Obligation FGRM 02086B 09/15/28 2028-09-15 6.500000 10000.00 86.88 Agency Collateralized Mortgage Obligation FGRM 2101PD 11/15/28 2028-11-15 6.000000 61000.00 2154.39 Agency Collateralized Mortgage Obligation FGRM 2095PE 11/15/28 2028-11-15 6.000000 662000.00 30111.04 Agency Collateralized Mortgage Obligation FGRM 02099A 11/15/28 2028-11-15 6.250000 8000.00 444.91 Agency Collateralized Mortgage Obligation FGRA 2114ZM 01/15/29 2029-01-15 6.000000 985000.00 40555.12 Agency Collateralized Mortgage Obligation FGRM 02115K 01/15/29 2029-01-15 6.000000 11000.00 420.68 Agency Collateralized Mortgage Obligation FGRM 02121C 02/15/29 2029-02-15 6.000000 999000.00 15616.65 Agency Collateralized Mortgage Obligation FGRM 2121MG 02/15/29 2029-02-15 6.000000 297000.00 12086.63 Agency Collateralized Mortgage Obligation FGRM 2130NA 03/15/29 2029-03-15 6.250000 25000.00 353.30 Agency Collateralized Mortgage Obligation FGRM 2135JE 03/15/29 2029-03-15 6.000000 1185000.00 31661.58 Agency Collateralized Mortgage Obligation FGRM 02134C 03/15/29 2029-03-15 6.250000 3000.00 97.19 Agency Collateralized Mortgage Obligation FGRM 2154PT 05/15/29 2029-05-15 6.000000 353000.00 22087.50 Agency Collateralized Mortgage Obligation FGRM 2162PH 06/15/29 2029-06-15 6.000000 205000.00 4554.37 Agency Collateralized Mortgage Obligation FGRM 2205YB 05/15/29 2029-05-15 6.000000 15000.00 272.92 Agency Collateralized Mortgage Obligation FGRM 2260PC 10/15/30 2030-10-15 7.500000 220000.00 1247.01 Agency Collateralized Mortgage Obligation FGRM 02277B 01/15/31 2031-01-15 7.500000 3000000.00 12603.28 Agency Collateralized Mortgage Obligation FGRM 02278H 01/15/31 2031-01-15 6.500000 88000.00 16.20 Agency Collateralized Mortgage Obligation FGRA 2293ZA 03/15/31 2031-03-15 6.000000 24000.00 1231.87 Agency Collateralized Mortgage Obligation FGRA 2303ZV 04/15/31 2031-04-15 6.000000 150000.00 6890.55 Agency Collateralized Mortgage Obligation FGRM 2313LA 05/15/31 2031-05-15 6.500000 4000.00 68.04 Agency Collateralized Mortgage Obligation FGRM 2436EJ 03/15/32 2032-03-15 0.000000 7300.00 22.61 Agency Collateralized Mortgage Obligation FNRM CL103KRT1990103 2020-09-25 7.500000 628050.00 2.28 Agency Collateralized Mortgage Obligation FNRM CL100KRT1990100 2020-09-25 8.550000 69000.00 0.20 Agency Collateralized Mortgage Obligation FNRM CL106J RT90-106 2020-09-25 8.500000 104000.00 0.57 Agency Collateralized Mortgage Obligation FNRM CL006Z RTG006 2021-03-25 9.000000 58000.00 6.77 Agency Collateralized Mortgage Obligation FNRM CL007E RTG007 2021-03-25 8.900000 368000.00 2.85 Agency Collateralized Mortgage Obligation FNRM CL08G RT1991-08 2021-02-25 6.500000 46000.00 9.25 Agency Collateralized Mortgage Obligation FNRM CL105J RT90-105 2020-09-25 6.500000 177000.00 0.91 Agency Collateralized Mortgage Obligation FNRM CL117E RT90-117 2020-10-25 8.950000 20000.00 0.24 Agency Collateralized Mortgage Obligation FNRM CL12H RT1991-12 2021-02-25 7.000000 248153.00 7.92 Agency Collateralized Mortgage Obligation FNRM CL140J RT90-140 2020-12-25 7.000000 37000.00 6.44 Agency Collateralized Mortgage Obligation FNRM CL17ZD RT91-17 2021-03-25 5.000000 10000.00 1.96 Agency Collateralized Mortgage Obligation FNRM CL01G RT1991-01 2021-01-25 7.000000 50000.00 1.89 Agency Collateralized Mortgage Obligation FNRM CL18H RT1991-18 2021-03-25 8.500000 17000.00 4.37 Agency Collateralized Mortgage Obligation FNRM CL60PL RT91-60 2021-06-25 7.000000 140000.00 18.71 Agency Collateralized Mortgage Obligation FNRM CL65Z RT1991-65 2021-06-25 6.500000 17000.00 9.73 Agency Collateralized Mortgage Obligation FNRM CL66J RT1991-66 2021-06-25 8.125000 868000.00 170.47 Agency Collateralized Mortgage Obligation FNRM CL28JA RT91-28 2021-04-25 8.000000 517500.00 10.19 Agency Collateralized Mortgage Obligation FNRM CL59Z RT1991-59 2021-06-25 6.500000 9000.00 8.97 Agency Collateralized Mortgage Obligation FNRM CL35J RT1991-35 2021-04-25 6.750000 146000.00 22.44 Agency Collateralized Mortgage Obligation FNRM CL61H RT1991-61 2021-06-25 6.500000 72000.00 10.17 Agency Collateralized Mortgage Obligation FNRM CL40J RT1991-40 2021-05-25 7.500000 287000.00 178.90 Agency Collateralized Mortgage Obligation FNRM CL57Z RT1991-57 2021-05-25 6.500000 5000.00 1.15 Agency Collateralized Mortgage Obligation FNRM CL43J RT1991-43 2021-05-25 7.000000 30000.00 10.82 Agency Collateralized Mortgage Obligation FNRM CL52J RT1991-52 2021-05-25 8.500000 513000.00 134.48 Agency Collateralized Mortgage Obligation FNRM CL54ZH RT91-54 2021-05-25 6.500000 13000.00 10.55 Agency Collateralized Mortgage Obligation FNRM CL76Z RT1991-76 2021-07-25 9.000000 35000.00 24.04 Agency Collateralized Mortgage Obligation FNRM CL74L RT1991-74 2021-08-25 8.500000 10000.00 6.65 Agency Collateralized Mortgage Obligation FNRM CL99J RT1991-99 2021-08-25 7.500000 430000.00 153.92 Agency Collateralized Mortgage Obligation FNRM CL83J RT1991-83 2021-07-25 8.800000 197000.00 4.02 Agency Collateralized Mortgage Obligation FNRM CL92Z RT1991-92 2021-07-25 8.500000 6000.00 1.21 Agency Collateralized Mortgage Obligation FNRM CL93M RT1991-93 2021-08-25 7.500000 40500.00 21.07 Agency Collateralized Mortgage Obligation FNRM CL032L RTG032 2021-10-25 8.000000 73000.00 17.78 Agency Collateralized Mortgage Obligation FNRM CL032N RTG032 2021-10-25 8.100000 11000.00 2.67 Agency Collateralized Mortgage Obligation FNRM CL129G RT91-129 2021-09-25 8.750000 17334.00 10.38 Agency Collateralized Mortgage Obligation FNRM CL108J RT91-108 2021-09-25 7.000000 10000.00 3.04 Agency Collateralized Mortgage Obligation FNRM CL123EB RT91123 2021-09-25 8.000000 35000.00 19.30 Agency Collateralized Mortgage Obligation FNRM CL029O RTG029 2021-09-25 8.500000 80500.00 16.46 Agency Collateralized Mortgage Obligation FNRM CL029ZC RTG029 2021-09-25 8.500000 29000.00 22.31 Agency Collateralized Mortgage Obligation FNRM CL142PL RT91142 2021-10-25 8.000000 63000.00 95.57 Agency Collateralized Mortgage Obligation FNRM CL140D RT91-140 2021-10-25 6.000000 208000.00 156.24 Agency Collateralized Mortgage Obligation FNRM CL162GA RT91162 2021-12-25 8.250000 289000.00 186.52 Agency Collateralized Mortgage Obligation FNRM CL052L RTG052 2021-12-25 7.500000 10000.00 10.34 Agency Collateralized Mortgage Obligation FNRM CL27PN RT92-27 2022-03-25 8.000000 113000.00 193.55 Agency Collateralized Mortgage Obligation FNRM CL171J RT91-171 2021-12-25 8.000000 49000.00 95.97 Agency Collateralized Mortgage Obligation FNRM CL013PK RT92G13 2022-02-25 7.000000 14000.00 10.77 Agency Collateralized Mortgage Obligation FNRM CL026G RT92-G26 2022-04-25 8.000000 563000.00 42.38 Agency Collateralized Mortgage Obligation FNRM CL36PM RT92-36 2022-03-25 7.750000 242000.00 224.05 Agency Collateralized Mortgage Obligation FNRM CL71X RT1992-71 2022-05-25 8.250000 78000.00 150.06 Agency Collateralized Mortgage Obligation FNRM CL024Z RT92-G24 2022-04-25 6.500000 215500.00 230.45 Agency Collateralized Mortgage Obligation FNRM CL042Z RT92-G42 2022-07-25 7.000000 18000.00 20.20 Agency Collateralized Mortgage Obligation FNRM CL58Z RT1992-58 2022-04-25 8.000000 1000.00 6.30 Agency Collateralized Mortgage Obligation FNRM CL49L RT1992-49 2022-04-25 7.000000 65000.00 206.11 Agency Collateralized Mortgage Obligation FNRM CL87Z RT1992-87 2022-05-25 8.000000 14000.00 32.64 Agency Collateralized Mortgage Obligation FNRM CL96B RT1992-96 2022-05-25 0.000000 37000.00 0.04 Agency Collateralized Mortgage Obligation FNRM CL036Z RT92-G36 2022-07-25 7.000000 29000.00 12.19 Agency Collateralized Mortgage Obligation FNRM CL029J RT92-G29 2022-07-25 8.000000 85000.00 104.15 Agency Collateralized Mortgage Obligation FNRM CL111Z RT92-111 2022-06-25 7.500000 13000.00 24.44 Agency Collateralized Mortgage Obligation FNRM CL030Z RT92-G30 2022-06-25 7.000000 88000.00 33.47 Agency Collateralized Mortgage Obligation FNRM CL105B RT92-105 2022-06-25 7.000000 37000.00 18.69 Agency Collateralized Mortgage Obligation FNRM CL101J RT92-101 2022-06-25 7.500000 47000.00 104.58 Agency Collateralized Mortgage Obligation FNRM CL116B RT92-116 2022-06-25 6.500000 72000.00 0.07 Agency Collateralized Mortgage Obligation FNRM CL146PZ RT92146 2022-08-25 8.000000 3000.00 24.37 Agency Collateralized Mortgage Obligation FNRM CL120A RT92-120 2022-07-25 6.000000 239000.00 14.78 Agency Collateralized Mortgage Obligation FNRM CL040ZC RT92G40 2022-07-25 7.000000 6000.00 17.70 Agency Collateralized Mortgage Obligation FNRM CL135L RT92-135 2022-08-25 7.500000 102000.00 298.67 Agency Collateralized Mortgage Obligation FNRM CL043Z RT92-G43 2022-07-25 7.500000 10000.00 7.88 Agency Collateralized Mortgage Obligation FNRM CL117M RT92-117 2022-07-25 7.000000 32000.00 87.09 Agency Collateralized Mortgage Obligation FNRM CL035E RT92-G35 2022-07-25 7.500000 70000.00 175.18 Agency Collateralized Mortgage Obligation FNRM CL136PK RT92136 2022-08-25 6.000000 51000.00 184.82 Agency Collateralized Mortgage Obligation FNRM CL125L RT92-125 2022-08-25 7.000000 262000.00 1157.27 Agency Collateralized Mortgage Obligation FNRM CL131KB RT92131 2022-08-25 8.000000 146000.00 601.22 Agency Collateralized Mortgage Obligation FNRM CL147PO RT92147 2022-08-25 7.000000 73000.00 262.78 Agency Collateralized Mortgage Obligation FNRM CL161H RT92-161 2022-09-25 7.500000 21000.00 71.32 Agency Collateralized Mortgage Obligation FNRM CL159PL RT92159 2022-09-25 7.000000 191000.00 548.24 Agency Collateralized Mortgage Obligation FNRM CL163M RT92-163 2022-09-25 7.750000 249000.00 915.28 Agency Collateralized Mortgage Obligation FNRM CL172M RT92-172 2022-09-25 7.000000 10000.00 43.35 Agency Collateralized Mortgage Obligation FNRM CL150MA RT92150 2022-09-25 5.500000 15000.00 44.32 Agency Collateralized Mortgage Obligation FNRM CL01HA RT93-01 2023-01-25 8.000000 3000.00 33.22 Agency Collateralized Mortgage Obligation FNRM CL04LA RT93-04 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Securities GINNIE MAE I 2043-03-15 3.500000 1728.00 575.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-09-01 3.500000 1939.00 969.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-03-01 5.500000 2000.00 7.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-12-01 3.000000 2000.00 1420.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-07-01 3.500000 2000.00 1133.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 2000.00 1004.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 3.500000 2000.00 1276.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 2000.00 927.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-11-01 3.500000 2000.00 1104.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2050-04-01 5.500000 2001.00 2036.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 1.500000 2007.00 2048.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-147 2040-05-20 0.488000 2081.00 94.69 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-07-01 3.000000 2393.00 1487.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-12-01 3.500000 2969.00 370.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-06-01 3.000000 3000.00 1984.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2046-11-01 3.000000 3000.00 2020.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-04-01 3.500000 3000.00 1098.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 4.500000 3000.00 1149.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 3.500000 3000.00 1174.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 3000.00 1812.08 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-11-01 3.500000 3000.00 1462.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-01-01 5.500000 3016.00 3.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-07-01 3.500000 3125.00 829.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 7.000000 3205.00 202.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 3.500000 3579.00 2253.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-03-01 3.500000 3701.00 1825.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-09-01 3.500000 4000.00 1709.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 4000.00 1645.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 3.500000 4000.00 2030.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 3.500000 4000.00 2011.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 4029.00 1612.79 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2020-09-01 5.500000 4176.00 0.61 Agency Mortgage-Backed Securities GINNIE MAE I 2043-03-15 3.500000 4260.00 2121.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2033-05-01 3.000000 4584.00 2971.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-09-01 3.500000 4703.00 4406.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-08-01 3.500000 4896.00 3573.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-11-01 3.000000 5000.00 2277.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-06-01 3.000000 5000.00 2793.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-12-01 3.000000 5000.00 4098.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-02-01 3.500000 5000.00 2356.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-02-01 3.000000 5000.00 4032.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 5000.00 1735.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 5000.00 3577.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-02-01 4.000000 5000.00 4087.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-04-01 3.500000 5000.00 1614.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-08-01 2.500000 5000.00 1982.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-01-01 3.000000 5000.00 2746.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2048-04-01 3.000000 5000.00 3497.35 Agency Mortgage-Backed Securities GINNIE MAE I 2041-01-15 3.500000 5088.00 1027.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-09-01 3.000000 5609.00 2241.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2033-03-01 3.000000 6000.00 4551.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-01-01 3.500000 6000.00 2623.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-04-01 4.500000 6000.00 2551.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-09-01 3.500000 6000.00 3179.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 6000.00 463.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 6000.00 3264.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 3.500000 6011.00 3610.96 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.000000 6324.00 4195.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-10-01 7.500000 6410.00 56.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-07-01 7.500000 6410.00 131.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-03-01 7.500000 6410.00 233.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 3.500000 6774.00 3586.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-07-01 3.000000 6991.00 3435.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-07-01 4.500000 7000.00 3416.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-02-01 3.500000 7000.00 4306.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-01-01 3.500000 7000.00 3078.12 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 3.000000 7000.00 4594.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 7000.00 3413.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-12-01 3.000000 7000.00 3991.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 3.000000 7165.00 2098.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-08-01 3.000000 7793.00 3863.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2044-08-01 3.500000 8000.00 2562.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2045-12-01 4.500000 8000.00 4018.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.000000 8000.00 4419.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.000000 8837.00 3635.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2049-04-01 3.500000 8962.00 4852.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2029-01-01 3.500000 9000.00 2845.98 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-03-01 3.500000 9000.00 3387.65 Agency Mortgage-Backed Securities GINNIE MAE I 2042-03-15 3.500000 9984.00 1299.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 10103.00 3451.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-11-01 3.000000 11000.00 4611.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 3.500000 11000.00 4787.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 6.500000 11395.00 146.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-01-01 2.500000 12000.00 3655.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-09-01 5.500000 12547.00 839.98 Agency Mortgage-Backed Securities GINNIE MAE I 2047-09-15 5.000000 12676.00 2867.90 Agency Mortgage-Backed Securities GINNIE MAE I 2042-02-15 3.500000 14749.00 2721.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-09-01 6.000000 15586.00 177.43 Agency Mortgage-Backed Securities GINNIE MAE I 2042-03-15 3.500000 15660.00 2192.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2033-09-01 7.500000 16025.00 706.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-12-01 7.000000 16025.00 146.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-02-01 6.500000 16025.00 138.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-12-01 7.500000 16025.00 73.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2030-09-01 8.000000 16025.00 161.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-09-01 3.500000 17000.00 937.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-06-01 2.500000 17000.00 2024.20 Agency Mortgage-Backed Securities GINNIE MAE I 2042-05-15 3.500000 17357.00 3431.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-05-01 2.500000 18000.00 1988.79 Agency Mortgage-Backed Securities GINNIE MAE I 2042-08-15 3.500000 18224.00 4888.66 Agency Mortgage-Backed Securities GINNIE MAE I 2043-12-15 3.500000 18714.00 4460.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-10-01 2.500000 19000.00 3675.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2027-08-01 3.500000 20000.00 2173.85 Agency Mortgage-Backed Securities FNMA_91-59 2021-06-25 6.500000 20000.00 19.93 Agency Collateralized Mortgage Obligation GINNIE MAE I 2042-01-15 3.500000 20862.00 3353.91 Agency Mortgage-Backed Securities GINNIE MAE I 2042-06-15 3.500000 21720.00 3158.66 Agency Mortgage-Backed Securities GINNIE MAE II 2040-12-20 5.000000 21953.00 2597.99 Agency Mortgage-Backed Securities GINNIE MAE I 2041-10-15 3.500000 21970.00 3793.00 Agency Mortgage-Backed Securities GINNIE MAE I 2045-02-15 3.500000 22835.00 4990.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-04-01 2.500000 24000.00 989.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2026-01-01 3.000000 25000.00 2816.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-12-01 5.000000 25000.00 487.97 Agency Mortgage-Backed Securities GINNIE MAE I 2024-10-15 9.000000 25000.00 13.48 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 4.000000 25069.00 4150.74 Agency Mortgage-Backed Securities GINNIE MAE I 2024-10-15 9.000000 25756.00 230.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-01-01 4.500000 26173.00 4707.77 Agency Mortgage-Backed Securities GINNIE MAE II 2021-06-20 8.500000 26572.00 1902.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-04-01 4.500000 27884.00 2301.82 Agency Mortgage-Backed Securities GINNIE MAE I 2040-05-15 4.500000 28913.00 1369.14 Agency Mortgage-Backed Securities GINNIE MAE I 2038-08-15 5.500000 29701.00 1907.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-02-01 5.500000 30000.00 425.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-04-01 8.000000 30247.00 47.87 Agency Mortgage-Backed Securities GINNIE MAE I 2034-07-15 5.500000 31367.00 1112.52 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-06-01 6.500000 31456.00 618.34 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2024-09-01 4.500000 32000.00 903.09 Agency Mortgage-Backed Securities FANNIE MAE FNMA_G-14 2021-06-25 8.500000 35000.00 1.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2034-05-01 4.500000 35118.00 279.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2023-05-01 5.500000 36867.00 345.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-03-01 5.000000 38357.00 83.14 Agency Mortgage-Backed Securities GINNIE MAE I 2039-09-15 5.500000 39752.00 2860.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-10-01 6.000000 40000.00 2303.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-04-01 5.000000 40000.00 156.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2023-09-01 6.000000 41031.00 485.55 Agency Mortgage-Backed Securities GINNIE MAE I 2036-03-15 5.500000 41447.00 1323.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-09-01 6.000000 43053.00 104.96 Agency Mortgage-Backed Securities GINNIE MAE I 2041-09-15 4.000000 43952.00 2915.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2022-04-01 5.500000 45000.00 344.59 Agency Mortgage-Backed Securities GINNIE MAE II 2041-06-20 6.000000 45000.00 3948.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-02-01 6.000000 45716.00 58.54 Agency Mortgage-Backed Securities GINNIE MAE I 2029-04-15 7.500000 46034.00 161.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-11-01 8.000000 48075.00 742.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-09-01 7.500000 48725.00 78.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-12-01 6.000000 49346.00 1818.44 Agency Mortgage-Backed Securities GNMA_05-50 2029-08-15 6.750000 50000.00 1031.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-12-01 5.500000 50262.00 168.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-10-01 6.000000 50320.00 54.47 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-01-01 6.000000 50388.00 51.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-05-01 5.500000 55000.00 66.03 Agency Mortgage-Backed Securities FNMA_91-28 2021-04-25 8.000000 55000.00 1.09 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 6.000000 59134.00 4619.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-07-01 6.500000 60000.00 209.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-04-01 6.000000 60893.00 79.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-06-01 5.500000 62598.00 287.20 Agency 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53805741.00 9125534.57 Agency Collateralized Mortgage Obligation FNMA_20-45 2050-07-25 5.000000 54386368.00 7488510.13 Agency Collateralized Mortgage Obligation FHLMC_4885A 2049-06-15 5.888120 56085184.00 10798310.08 Agency Collateralized Mortgage Obligation FNMA_19-66A 2059-11-25 5.874870 56121252.00 9049044.75 Agency Collateralized Mortgage Obligation GNMA_19-103A 2049-08-20 5.892000 56497024.00 9919279.48 Agency Collateralized Mortgage Obligation FHLMC_4319C 2044-03-15 5.908120 56682560.00 2487122.97 Agency Collateralized Mortgage Obligation GNMA_13-9B 2043-01-20 3.000000 58333312.00 1073059.22 Agency Collateralized Mortgage Obligation GNMA_20-36B 2050-03-20 6.050000 58333312.00 11365476.60 Agency Collateralized Mortgage Obligation GNMA_20-55C 2050-03-20 4.500000 60644288.00 8444476.31 Agency Collateralized Mortgage Obligation GNMA_20-127A 2050-08-20 3.000000 61117600.00 8398902.83 Agency Collateralized Mortgage Obligation GNMA_19-125B 2049-10-20 5.892000 61643328.00 8433358.14 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2042-11-25 5.444870 101482240.00 1648366.08 Agency Collateralized Mortgage Obligation GNMA_19-153B 2049-12-20 4.000000 105757696.00 13460742.73 Agency Collateralized Mortgage Obligation FHLMC_4378B 2044-08-15 5.938120 106256000.00 1882095.39 Agency Collateralized Mortgage Obligation FNMA_20-31A 2050-05-25 4.500000 106626560.00 13588149.73 Agency Collateralized Mortgage Obligation GNMA_20-55D 2050-04-20 3.500000 108689920.00 13173304.73 Agency Collateralized Mortgage Obligation GNMA_12-134A 2042-11-20 4.842000 132412928.00 1618937.71 Agency Collateralized Mortgage Obligation FHLMC_5014E 2040-09-25 3.000000 133731196.00 10693146.43 Agency Collateralized Mortgage Obligation FHSTR_311 2043-08-15 5.788120 156020224.00 9392800.70 Agency Collateralized Mortgage Obligation FNMA_20-39A 2050-06-25 5.000000 162897408.00 23245903.40 Agency Collateralized Mortgage Obligation FNMA_09-70 2036-09-25 6.274870 183208038.00 202121.86 Agency Collateralized Mortgage Obligation GNMA_20-21B 2050-02-20 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HSBC Securities USA, Inc. 0.100 CYYGQCGNHMHPSMRL3R97 BRTT4RJY8 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 2024-08-15 0.000000 35919.92 35497.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 3.500000 215200.00 300971.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.000000 440500.00 341437.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.000000 527500.00 358418.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.000000 899436.80 891915.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-07-31 1.750000 1026600.00 1043161.30 U.S. Treasuries (including strips) GINNIE MAE II 2049-02-20 5.000000 1109002.00 1084293.37 Agency Mortgage-Backed Securities GINNIE MAE II 2049-09-20 4.000000 1197972.00 1317192.52 Agency Mortgage-Backed Securities GINNIE MAE II 2044-03-20 4.000000 1364750.00 1479383.35 Agency Mortgage-Backed Securities GINNIE MAE II 2041-05-20 3.500000 1401874.00 276247.96 Agency Mortgage-Backed Securities GINNIE MAE II 2043-05-20 3.500000 1425320.00 200399.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2035-05-07 4.050000 1455000.00 1503025.19 Agency Debentures and Agency Strips GINNIE MAE II 2050-03-20 3.500000 1672780.00 1714653.11 Agency Mortgage-Backed Securities GINNIE MAE II 2049-05-20 4.000000 1678010.00 1822852.64 Agency Mortgage-Backed Securities GINNIE MAE II 2049-09-20 4.000000 2113952.00 1565327.06 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.000000 2122800.00 1918709.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-02-15 0.000000 2304400.00 1471403.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.000000 2483364.00 2337732.08 U.S. Treasuries (including strips) GINNIE MAE II 2050-01-20 4.500000 2678176.00 2999186.84 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.000000 2750750.00 1757063.57 U.S. Treasuries (including strips) GINNIE MAE II 2049-02-20 4.000000 3050744.00 3288538.76 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.000000 3386864.64 3175287.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.000000 4490465.28 4177304.72 U.S. Treasuries (including strips) GINNIE MAE II 2047-09-20 3.500000 5739456.00 4949769.65 Agency Mortgage-Backed Securities GINNIE MAE II 2042-09-20 3.250000 7455000.00 763914.56 Agency Mortgage-Backed Securities GINNIE MAE II 2045-04-20 2.500000 7830392.00 1016961.00 Agency Mortgage-Backed Securities GINNIE MAE II 2049-01-20 4.000000 10000000.00 4352599.09 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.000000 10176368.00 7342168.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-11-15 0.000000 11310200.00 10139684.78 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-08-01 3.938000 11505000.00 371575.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.000000 16026500.00 11162713.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-08-15 0.000000 29586268.16 24192780.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.000000 43140200.00 31132944.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 0.000000 45953515.52 42386557.69 U.S. Treasuries (including strips) GINNIE MAE II 2048-10-20 5.000000 48000000.00 20756007.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-02-01 3.960000 64840700.00 79989173.38 Agency Mortgage-Backed Securities GINNIE MAE II 2048-12-20 5.000000 90548352.00 36692521.21 Agency Mortgage-Backed Securities GINNIE MAE II 2049-01-20 4.500000 114837760.00 47470827.80 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2020-09-01 2020-09-07 2020-09-07 Y HSBC SECURITIES (USA) INC 1.0000 7 N Fitch NR Moody's NR Standard & Poor's A+ N N 0.0010 350000000.00 350000000.00 0.0024 N N Y N HSBC Securities USA, Inc. 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Bank of America Securities, Inc. 0.070 549300HN4UKV1E2R3U73 BRW7Z4110 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.000000 22046034.78 17340000.01 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2020-09-01 2020-09-01 2020-09-01 N N N 0.0007 17000000.00 17000000.00 0.0001 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 0.090 VYVVCKR63DVZZN70PB21 BRW7Z40L7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-06-01 2.000000 1236798.00 1265353.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2035-02-01 3.000000 6076636.00 6232878.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-06-01 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Discount Notes Federal Home Loan Mortgage Corp. Discount Notes 0.067 313396G31 S6XOOCT0IEG5ABCC6L87 US313396G313 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-09-17 2020-09-17 2020-09-17 N N N 0.0007 99996889.00 99996889.00 0.0007 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.056 912796XH7 254900HROIFWPRGM1V77 US912796XH73 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-09-03 2020-09-03 2020-09-03 N N N 0.0006 703136779.62 703136779.62 0.0049 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.183 3133EJ2N8 US3133EJ2N89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-14 2020-12-14 2020-12-14 N N N 0.0018 446198343.75 446198343.75 0.0031 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 0.0015 119452824.18 119452824.18 0.0008 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.123 3133EJZA0 US3133EJZA06 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-11 2020-09-11 2020-09-11 N N N 0.0012 434910273.99 434910273.99 0.0030 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.265 3133EK2M7 US3133EK2M70 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-09 2021-07-09 2021-07-09 N N N 0.0020 108466994.45 108466994.45 0.0007 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 0.0013 20998378.13 20998378.13 0.0001 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.285 3133EK2N5 US3133EK2N53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-08 2021-10-08 2021-10-08 N N N 0.0022 78542093.38 78542093.38 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.262 3133EK3N4 US3133EK3N45 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-16 2021-07-16 2021-07-16 N N N 0.0016 99085306.32 99085306.32 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.280 3133EK4H6 US3133EK4H67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-10-28 2021-10-28 N N N 0.0014 100169139.00 100169139.00 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.287 3133EK5T9 US3133EK5T96 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-05 2021-11-05 2021-11-05 N N N 0.0017 100144463.00 100144463.00 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.278 3133EK7B6 US3133EK7B60 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-12 2021-11-12 2021-11-12 N N N 0.0018 127863920.38 127863920.38 0.0009 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.260 3133EK7M2 US3133EK7M26 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-02 2021-11-18 2021-11-18 N N N 0.0014 222880695.78 222880695.78 0.0015 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 0.0020 78924656.44 78924656.44 0.0005 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.189 3133EKDH6 US3133EKDH69 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-13 2021-01-13 2021-01-13 N N N 0.0013 250053340.00 250053340.00 0.0017 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.145 9128285H9 254900HROIFWPRGM1V77 US9128285H96 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-09-01 2020-10-31 2020-10-31 N N N 0.0009 100009377.00 100009377.00 0.0007 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.240 3133EKH33 US3133EKH338 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-30 2021-08-30 2021-08-30 N N N 0.0017 27019999.44 27019999.44 0.0002 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.360 3133EKP83 US3133EKP836 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-06-17 2021-06-17 N N N 0.0041 49985608.50 49985608.50 0.0003 N N N 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 0.0016 266072101.30 266072101.30 0.0018 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.150 3133EKQD1 US3133EKQD19 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-06-10 2021-06-10 N N N 0.0022 99948336.00 99948336.00 0.0007 N N N 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 0.0019 177936978.91 177936978.91 0.0012 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.255 3133EKU87 US3133EKU877 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-30 2020-12-30 2020-12-30 N N N 0.0012 147067073.16 147067073.16 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.235 3133EKUC8 US3133EKUC89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-08 2021-07-08 2021-07-08 N N N 0.0031 73278733.39 73278733.39 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.325 3133EKUG9 US3133EKUG93 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-02 2021-07-08 2021-07-08 N N N 0.0042 225547105.81 225547105.81 0.0016 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.215 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-09-01 2021-01-31 2021-01-31 N N N 0.0012 34169004.57 34169004.57 0.0002 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.315 3133EKW85 US3133EKW857 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-04 2021-10-04 2021-10-04 N N N 0.0021 138168649.80 138168649.80 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.161 3133EL2R4 US3133EL2R40 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-28 2021-12-28 2021-12-28 N N N 0.0017 265982547.74 265982547.74 0.0018 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.184 3133EL6K5 US3133EL6K50 U.S. Government Agency Debt Y Fitch NR Moody's Govt Standard & Poor's AA+ 2020-09-08 2022-09-02 2022-09-02 N N N 0.0018 279771573.80 279771573.80 0.0019 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.162 3133ELAA2 US3133ELAA27 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-17 2021-03-17 2021-03-17 N N N 0.0014 320710676.99 320710676.99 0.0022 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.150 3133ELBK9 US3133ELBK99 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-02 2020-11-27 2020-11-27 N N N 0.0018 69919267.55 69919267.55 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.255 3133ELCZ5 US3133ELCZ59 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-09 2021-09-09 2021-09-09 N N N 0.0020 55034079.65 55034079.65 0.0004 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+ 2020-09-01 2020-12-16 2020-12-16 N N N 0.0021 60911420.63 60911420.63 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.265 3133ELDY7 US3133ELDY75 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-10 2021-12-10 2021-12-10 N N N 0.0019 150149893.50 150149893.50 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.220 3133ELF74 US3133ELF744 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-05-02 2022-05-02 N N N 0.0025 232897251.58 232897251.58 0.0016 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.250 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2020-09-02 2022-01-14 2022-01-14 N N N 0.0014 60089916.60 60089916.60 0.0004 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.320 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-09-01 2021-07-31 2021-07-31 N N N 0.0013 1042552123.38 1042552123.38 0.0072 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.200 3133ELMT8 US3133ELMT89 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-02 2022-02-11 2022-02-11 N N N 0.0014 89072654.26 89072654.26 0.0006 N N N N Federal Farm Credit Bank Federal Farm Credit Bank 0.125 3133ELT87 US3133ELT877 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2021-07-13 2021-07-13 2021-07-13 N N N 0.0018 300623453.42 300623453.42 0.0021 N N N 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 0.0015 73837752.35 73837752.35 0.0005 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.151 3133ELTJ3 US3133ELTJ35 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-18 2021-10-18 2021-10-18 N N N 0.0017 166131215.33 166131215.33 0.0011 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.305 3133ELTT1 US3133ELTT17 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-02 2022-03-17 2022-03-17 N N N 0.0027 150114273.00 150114273.00 0.0010 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.350 3133ELVF8 US3133ELVF84 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-04-01 2021-04-01 N N N 0.0020 500426570.00 500426570.00 0.0034 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.470 3133ELVH4 US3133ELVH41 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-02 2022-04-01 2022-04-01 N N N 0.0016 663274365.60 663274365.60 0.0046 N N N 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 0.0013 147248472.66 147248472.66 0.0010 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.380 3133ELVZ4 US3133ELVZ49 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-02-08 2022-02-08 N N N 0.0041 122964568.62 122964568.62 0.0008 N N N 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 0.0012 102846567.31 102846567.31 0.0007 N Y Y N Federal Farm Credit Bank Federal Farm Credit Bank 0.350 3133ELWH3 US3133ELWH32 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2021-05-07 2021-05-07 2021-05-07 N N N 0.0017 180224287.20 180224287.20 0.0012 N N N 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 105254795.25 105254795.25 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 0.0015 391538144.34 391538144.34 0.0027 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.095 3134GVED6 S6XOOCT0IEG5ABCC6L87 US3134GVED66 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-02-26 2021-02-26 N N N 0.0013 741429261.93 741429261.93 0.0051 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.190 3134GVFT0 S6XOOCT0IEG5ABCC6L87 US3134GVFT00 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-06-04 2021-06-04 N N N 0.0014 155061164.55 155061164.55 0.0011 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.250 3134GVGV4 S6XOOCT0IEG5ABCC6L87 US3134GVGV47 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-12-13 2021-12-13 N N N 0.0015 885517219.88 885517219.88 0.0061 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.270 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-02 2022-03-11 2022-03-11 N N N 0.0016 478465583.27 478465583.27 0.0033 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.390 3134GVHN1 S6XOOCT0IEG5ABCC6L87 US3134GVHN12 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-09-23 2021-09-23 N N N 0.0015 1146513474.13 1146513474.13 0.0079 N N N 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 0.0017 93694395.00 93694395.00 0.0006 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 0.0016 379599184.70 379599184.70 0.0026 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.390 3134GVHT8 S6XOOCT0IEG5ABCC6L87 US3134GVHT81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-09-27 2021-09-27 N N N 0.0015 501314000.00 501314000.00 0.0034 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.390 3134GVHV3 S6XOOCT0IEG5ABCC6L87 US3134GVHV38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-09-30 2021-09-30 N N N 0.0015 200529098.00 200529098.00 0.0014 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.260 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-06-02 2022-06-02 N N N 0.0017 297453322.98 297453322.98 0.0020 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.380 3134GVJE9 S6XOOCT0IEG5ABCC6L87 US3134GVJE94 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-02 2022-01-03 2022-01-03 N N N 0.0016 300912795.00 300912795.00 0.0021 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.370 3134GVNL8 S6XOOCT0IEG5ABCC6L87 US3134GVNL81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-02 2021-10-25 2021-10-25 N N N 0.0015 270690425.10 270690425.10 0.0019 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.170 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-07-29 2022-07-29 N N N 0.0018 374913153.75 374913153.75 0.0026 N N N 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 0.0013 152702395.31 152702395.31 0.0011 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.140 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-02 2020-12-11 2020-12-11 N N N 0.0017 794011952.12 794011952.12 0.0055 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.270 3135G02J1 B1V7KEBTPIMZEU4LTD58 US3135G02J11 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-12-16 2021-12-16 N N N 0.0021 232180658.40 232180658.40 0.0016 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.320 3135G02M4 B1V7KEBTPIMZEU4LTD58 US3135G02M40 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-03-24 2021-03-24 N N N 0.0018 702559395.72 702559395.72 0.0048 N N N N U.S. Treasury Notes U.S. Treasury Notes 2.250 912828WG1 254900HROIFWPRGM1V77 US912828WG10 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2021-04-30 2021-04-30 2021-04-30 N N N 0.0016 511067813.76 511067813.76 0.0035 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.360 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-10-04 2021-10-04 N N N 0.0021 1064744510.56 1064744510.56 0.0073 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.420 3135G03B7 B1V7KEBTPIMZEU4LTD58 US3135G03B75 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-04-07 2022-04-07 N N N 0.0027 832633148.78 832633148.78 0.0057 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.400 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-09-01 2021-10-31 2021-10-31 N N N 0.0013 344665809.51 344665809.51 0.0024 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.460 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-04-15 2022-04-15 N N N 0.0025 929254826.50 929254826.50 0.0064 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.430 3135G03M3 B1V7KEBTPIMZEU4LTD58 US3135G03M31 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-01-20 2022-01-20 N N N 0.0022 449689903.31 449689903.31 0.0031 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.350 3135G03X9 B1V7KEBTPIMZEU4LTD58 US3135G03X95 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2021-10-27 2021-10-27 N N N 0.0021 691106842.80 691106842.80 0.0048 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.370 3135G03Y7 B1V7KEBTPIMZEU4LTD58 US3135G03Y78 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-01-27 2022-01-27 N N N 0.0023 475968738.75 475968738.75 0.0033 N N N N U.S. Treasury Notes U.S. Treasury Notes 0.214 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's AA+ 2020-09-01 2022-04-30 2022-04-30 N N N 0.0016 159066360.36 159066360.36 0.0011 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.250 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-05-13 2022-05-13 N N N 0.0016 600950028.00 600950028.00 0.0041 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.260 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-05-27 2022-05-27 N N N 0.0024 75025993.50 75025993.50 0.0005 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.190 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-09-01 2022-07-29 2022-07-29 N N N 0.0021 19102626.41 19102626.41 0.0001 N N N N Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.125 3137EAEC9 S6XOOCT0IEG5ABCC6L87 US3137EAEC95 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2021-08-12 2021-08-12 2021-08-12 N N N 0.0014 225957026.31 225957026.31 0.0016 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.129 9127962F5 254900HROIFWPRGM1V77 US9127962F58 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2021-03-25 2021-03-25 2021-03-25 N N N 0.0013 1297921972.06 1297921972.06 0.0090 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.088 9127962H1 254900HROIFWPRGM1V77 US9127962H15 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-09-24 2020-09-24 2020-09-24 N N N 0.0009 364404045.56 364404045.56 0.0025 N Y Y N BlackRock Liquidity Funds 2020-09-04 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer