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2023-03-01 6.000000 3906.00 25.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-03-01 2.769000 4075.00 498.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-07-01 1.803000 5385.00 51.26 Agency Mortgage-Backed Securities GINNIE MAE II 2039-10-20 3.125000 6950.00 493.66 Agency Mortgage-Backed Securities GINNIE MAE I 2033-01-15 6.500000 8567.00 76.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-09-01 6.500000 10444.00 122.64 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_2322 2029-06-15 8.459120 11228.00 10.83 Agency Collateralized Mortgage Obligation GNMA_19-137A 2049-11-20 2.750000 16164.00 8392.64 Agency Collateralized Mortgage Obligation GINNIE MAE I 2036-04-15 6.500000 38801.00 372.56 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2034-11-01 5.000000 57353.00 2405.04 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_2084 2028-08-15 8.609120 89516.00 111.38 Agency Collateralized Mortgage Obligation FHSTR_214 2031-06-01 6.500000 94344.00 53.44 Agency Collateralized Mortgage Obligation FNMA_15-23A 2045-04-25 6.049870 100000.00 9380.09 Agency Collateralized Mortgage Obligation GNMA_20-67D 2048-12-20 4.000000 100000.00 12076.31 Agency Collateralized Mortgage Obligation GNMA_17-162F 2047-10-20 2.500000 100008.00 4561.10 Agency Collateralized Mortgage Obligation FHLMC_4914B 2049-09-25 5.899870 100013.00 13754.42 Agency Collateralized Mortgage Obligation FHLMC_4942G 2050-01-25 5.849870 147339.00 26377.86 Agency Collateralized Mortgage Obligation GNMA_20-15R 2050-02-20 4.500000 320020.00 40214.18 Agency Collateralized Mortgage Obligation FNMA_19-31 2049-07-25 5.899870 341880.00 29443.02 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-15 1.625000 379400.00 405165.00 U.S. Treasuries (including strips) GNMA_16-77A 2045-10-20 5.953500 487000.00 50465.94 Agency Collateralized Mortgage Obligation GNMA_20-62H 2050-05-20 3.283500 500408.00 25967.55 Agency Collateralized Mortgage Obligation GINNIE MAE II 2050-09-20 4.000000 517939.00 570630.81 Agency Mortgage-Backed Securities GNMA_17-136B 2047-09-20 3.500000 671000.00 14298.78 Agency Collateralized Mortgage Obligation GNMA_12-113 2042-09-20 3.500000 712000.00 35123.73 Agency Collateralized Mortgage Obligation FHLMC_4964 2050-03-25 4.500000 717002.00 85727.04 Agency Collateralized Mortgage Obligation FHLMC_4801D 2048-06-15 3.000000 888000.00 26298.14 Agency Collateralized Mortgage Obligation FNMA_12-103 2042-09-25 5.899870 933000.00 51658.34 Agency Collateralized Mortgage Obligation GNMA_14-76 2044-05-20 5.000000 982000.00 28243.52 Agency Collateralized Mortgage Obligation GINNIE MAE I 2032-11-15 5.500000 1066812.00 9548.60 Agency Mortgage-Backed Securities GNMA_17-11C 2046-12-20 4.000000 1081000.00 13643.58 Agency Collateralized Mortgage Obligation FNMA_18-15 2047-10-25 4.000000 1120000.00 48291.45 Agency Collateralized Mortgage Obligation GNMA_16-57A 2046-04-20 5.903500 1233887.00 135611.71 Agency Collateralized Mortgage Obligation GNMA_17-117D 2047-08-20 6.053500 1236409.00 153769.53 Agency Collateralized Mortgage Obligation GNMA_15-186C 2045-12-20 4.000000 1269000.00 55250.11 Agency Collateralized Mortgage Obligation FNMA_11-101 2041-10-25 5.749870 1273000.00 38238.72 Agency Collateralized Mortgage Obligation GINNIE MAE II 2046-10-20 3.000000 1371424.00 657568.09 Agency Mortgage-Backed Securities GNMA_16-69E 2046-05-20 4.000000 1409000.00 36602.86 Agency Collateralized Mortgage Obligation GNMA_13-151 2040-02-20 4.500000 1420000.00 38618.71 Agency Collateralized Mortgage Obligation GNMA_17-132F 2047-09-20 4.500000 1503000.00 114294.67 Agency Collateralized Mortgage Obligation FHLMC_4629D 2045-11-15 3.500000 1527000.00 28088.38 Agency Collateralized Mortgage Obligation GNMA_15-53E 2045-04-16 3.500000 1552042.00 189733.60 Agency Collateralized Mortgage Obligation FHLMC_5002 2050-07-25 5.949870 1559964.00 259170.33 Agency Collateralized Mortgage Obligation FHLMC_45-91 2046-04-15 3.500000 1571000.00 48751.63 Agency Collateralized Mortgage Obligation FHLMC_4949K 2048-10-25 4.000000 1691001.00 189246.22 Agency Collateralized Mortgage Obligation GNMA_15-187 2045-03-20 4.000000 1743000.00 56161.09 Agency Collateralized Mortgage Obligation GNMA_17-141C 2047-07-20 3.500000 1743000.00 15815.79 Agency Collateralized Mortgage Obligation FHLMC_5009J 2050-09-25 6.049870 1874016.00 344015.60 Agency Collateralized Mortgage Obligation GNMA_16-49K 2045-11-16 4.500000 1973000.00 119249.53 Agency Collateralized Mortgage Obligation GNMA_13-34 2043-03-20 4.500000 2103000.00 59428.86 Agency Collateralized Mortgage Obligation GNMA_16-37V 2046-03-20 5.953500 2106774.00 164694.32 Agency Collateralized Mortgage Obligation FHLMC_4456 2045-03-15 4.000000 2131000.00 37208.88 Agency Collateralized Mortgage Obligation FHLMC_4937B 2049-12-25 5.899870 2444570.00 258447.70 Agency Collateralized Mortgage Obligation GINNIE MAE II 2050-11-20 2.000000 2556169.00 2672543.99 Agency Mortgage-Backed Securities FHLMC_3632 2040-02-15 17.030400 2800000.00 2204775.44 Agency Collateralized Mortgage Obligation GNMA_20-116D 2050-08-20 2.500000 2841982.00 321564.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-06-01 3.500000 3054525.00 3246041.49 Agency Mortgage-Backed Securities FHLMC_4915B 2049-09-25 5.899870 3118052.00 543603.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 2040-01-16 6.259120 3221531.00 29881.70 Agency Collateralized Mortgage Obligation FNMA_20-52E 2048-08-25 5.500000 3229326.00 487599.33 Agency Collateralized Mortgage Obligation GNMA_16-1 2046-01-20 6.053500 3246959.00 336742.96 Agency Collateralized Mortgage Obligation FHLMC_4878A 2049-05-15 5.959120 3372936.00 414029.99 Agency Collateralized Mortgage Obligation FNMA_12-134 2042-12-25 5.999870 3510400.00 242980.43 Agency Collateralized Mortgage Obligation GNMA_19-96D 2049-08-20 4.000000 4178375.00 428770.60 Agency Collateralized Mortgage Obligation GNMA_03-34 2033-03-20 7.003500 4216907.00 3508.45 Agency Collateralized Mortgage Obligation FHLMC_4903F 2049-08-25 5.899870 4293127.00 651177.78 Agency Collateralized Mortgage Obligation GNMA_15-165F 2041-07-16 3.500000 4440000.00 75728.71 Agency Collateralized Mortgage Obligation FNMA_19-48H 2039-06-25 5.799870 4520672.00 947101.59 Agency Collateralized Mortgage Obligation FHLMC_39-84 2042-01-15 5.809120 4559000.00 110337.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 2044-06-20 5.953500 4792243.00 724400.65 Agency Collateralized Mortgage Obligation FNMA_12-90 2042-03-25 4.000000 5108000.00 52211.02 Agency Collateralized Mortgage Obligation FNMA_17-74B 2047-10-25 6.049870 5140980.00 505820.50 Agency Collateralized Mortgage Obligation FHLMC_4657 2047-02-15 5.859120 5176520.00 550739.62 Agency Collateralized Mortgage Obligation FHLMC_42-23 2043-07-15 0.000000 5240023.00 1817581.81 Agency Collateralized Mortgage Obligation FNMA_19-18D 2049-05-25 5.999870 5291000.00 750386.63 Agency Collateralized Mortgage Obligation FHLMC_4995D 2050-07-25 2.500000 5341482.00 568649.10 Agency Collateralized Mortgage Obligation GNMA_17-104B 2047-07-20 6.053500 5582768.00 870275.33 Agency Collateralized Mortgage Obligation GNMA_18-65E 2048-05-20 5.500000 5680518.00 536230.56 Agency Collateralized Mortgage Obligation GNMA_20-30A 2050-03-20 5.903500 5689078.00 1112918.75 Agency Collateralized Mortgage Obligation FNMA_11-85 2041-09-25 5.799870 5791104.00 126059.70 Agency Collateralized Mortgage Obligation FNMA_11-123 2041-10-25 6.399870 6064194.00 68266.67 Agency Collateralized Mortgage Obligation FNMA_19-59C 2049-10-25 5.919870 6116392.00 1041652.74 Agency Collateralized Mortgage Obligation FHLMC_4436 2045-02-15 4.500000 6780999.00 375533.17 Agency Collateralized Mortgage Obligation GNMA_16-61 2046-05-20 5.903500 7000000.00 857741.92 Agency Collateralized Mortgage Obligation FNMA_16-95 2033-05-25 5.500000 7124683.00 481326.00 Agency Collateralized Mortgage Obligation GNMA_19-20D 2049-02-20 5.000000 7442160.00 823833.55 Agency Collateralized Mortgage Obligation FNMA_15-55J 2045-08-25 4.500000 7713318.00 173758.62 Agency Collateralized Mortgage Obligation FHLMC_3769 2040-12-15 6.309120 7891772.00 389898.45 Agency Collateralized Mortgage Obligation FNMA_19-39D 2049-08-25 5.899870 8053191.00 743149.69 Agency Collateralized Mortgage Obligation GNMA_10-125 2040-01-16 6.539120 8304000.00 173540.24 Agency Collateralized Mortgage Obligation GNMA_18-51A 2048-04-20 6.053500 8393289.00 1236897.41 Agency Collateralized Mortgage Obligation FNMA_19-58C 2049-10-25 5.899870 8896000.00 1118084.51 Agency Collateralized Mortgage Obligation GNMA_20-122P 2050-08-20 6.103500 9300000.00 1997961.50 Agency Collateralized Mortgage Obligation GNMA_19-52D 2049-03-20 4.500000 9307920.00 710635.65 Agency Collateralized Mortgage Obligation GNMA_20-134D 2050-09-20 2.500000 9346000.00 677196.62 Agency Collateralized Mortgage Obligation FNMA_18-44C 2048-06-25 6.049870 9500000.00 968064.68 Agency Collateralized Mortgage Obligation GNMA_20-62H 2050-05-20 3.283500 9617463.00 856049.11 Agency Collateralized Mortgage Obligation FHLMC_3958 2040-01-15 6.459120 9685999.00 154911.85 Agency Collateralized Mortgage Obligation GNMA_14-118F 2044-08-16 5.459120 9845582.00 910394.20 Agency Collateralized Mortgage Obligation FNMA_20-5E 2050-02-25 5.849870 10084356.00 1361780.51 Agency Collateralized Mortgage Obligation FNMA_20-27A 2050-05-25 5.799870 10373940.00 2441042.08 Agency Collateralized Mortgage Obligation FHLMC_4973E 2050-04-25 4.000000 10869620.00 2003326.19 Agency Collateralized Mortgage Obligation FNMA_19-21C 2049-05-25 5.899870 10878234.00 1038964.37 Agency Collateralized Mortgage Obligation GNMA_10-90 2040-07-20 5.803500 11665000.00 181420.12 Agency Collateralized Mortgage Obligation GNMA_13-4A 2042-09-20 4.000000 12291664.00 408390.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-98 2049-08-20 5.903500 12406184.00 1247351.86 Agency Collateralized Mortgage Obligation FNMA_13-6 2033-02-25 3.000000 12858373.00 371990.69 Agency Collateralized Mortgage Obligation FNMA_19-38E 2049-07-25 5.929870 12917495.00 2931916.07 Agency Collateralized Mortgage Obligation FHLMC_45-50 2046-02-15 5.909120 13250000.00 1286954.96 Agency Collateralized Mortgage Obligation FNMA_15-34Y 2045-06-25 5.000000 13250121.00 499191.10 Agency Collateralized Mortgage Obligation FHLMC_4783B 2033-07-15 3.500000 13446384.00 401866.99 Agency Collateralized Mortgage Obligation FNMA_15-34X 2045-06-25 5.000000 13647109.00 664199.60 Agency Collateralized Mortgage Obligation FNMA_19-45B 2049-08-25 5.919870 13792087.00 3320704.70 Agency Collateralized Mortgage Obligation FNMA_18-65C 2048-01-25 4.000000 13909407.00 528295.45 Agency Collateralized Mortgage Obligation GNMA_15-82 2045-06-20 7.000000 14100000.00 951553.84 Agency Collateralized Mortgage Obligation FNMA_20-14D 2050-03-25 5.849870 14311554.00 2160336.55 Agency Collateralized Mortgage Obligation FNMA_11-110 2041-04-25 6.499870 14518680.00 238436.95 Agency Collateralized Mortgage Obligation FNMA_13-80 2043-08-25 0.000000 15342433.00 5573161.49 Agency Collateralized Mortgage Obligation GNMA_19-36B 2049-03-20 5.903500 15441300.00 1584276.54 Agency Collateralized Mortgage Obligation FNMA_18-86C 2048-12-25 5.949870 15446600.00 1214558.36 Agency Collateralized Mortgage Obligation FNMA_12-83 2042-08-25 5.249870 15510465.00 530579.56 Agency Collateralized Mortgage Obligation FNMA_16-38 2034-12-25 2.199030 15753824.00 308191.53 Agency Collateralized Mortgage Obligation GNMA_14-3F 2044-01-20 5.953500 15873000.00 623957.18 Agency Collateralized Mortgage Obligation FNMA_11-117 2041-11-25 6.399870 16265194.00 688611.61 Agency Collateralized Mortgage Obligation FNMA_20-50A 2050-07-25 4.500000 16731730.00 2379591.31 Agency Collateralized Mortgage Obligation FHLMC_4927F 2049-11-25 5.000000 16800000.00 1763576.66 Agency Collateralized Mortgage Obligation GNMA_18-134A 2048-10-20 6.103500 16855076.00 1608869.50 Agency Collateralized Mortgage Obligation GNMA_14-132 2044-06-20 5.000000 16881450.00 317387.76 Agency Collateralized Mortgage Obligation FHLMC_4776K 2048-03-15 6.059120 17121582.00 1333588.80 Agency Collateralized Mortgage Obligation FNMA_13-35 2033-04-25 3.000000 17335662.00 615759.61 Agency Collateralized Mortgage Obligation GNMA_20-142B 2050-09-20 6.153500 17424618.00 4566867.33 Agency Collateralized Mortgage Obligation GNMA_19-83J 2049-07-20 5.953500 17454000.00 2217600.62 Agency Collateralized Mortgage Obligation FHLMC_4992B 2050-07-25 2.500000 17680495.00 1976186.56 Agency Collateralized Mortgage Obligation FNMA_18-16 2048-03-25 4.500000 17767710.00 1171309.17 Agency Collateralized Mortgage Obligation GNMA_20-63R 2043-08-20 5.853500 17798277.00 2878968.65 Agency Collateralized Mortgage Obligation FNMA_15-76D 2042-06-25 4.000000 17986232.00 2469692.60 Agency Collateralized Mortgage Obligation GNMA_20-62K 2050-05-20 2.683500 18322808.00 1364822.45 Agency Collateralized Mortgage Obligation FHLMC_4775E 2048-04-15 6.059120 18588016.00 2078095.70 Agency Collateralized Mortgage Obligation FNMA_20-28D 2050-05-25 3.000000 19193750.00 2977242.02 Agency Collateralized Mortgage Obligation GNMA_17-134 2047-09-20 6.053500 19254012.00 2066039.26 Agency Collateralized Mortgage Obligation FNMA_20-35J 2050-06-25 3.000000 19442552.00 3069411.30 Agency Collateralized Mortgage Obligation GNMA_18-66E 2043-10-16 5.909120 19588175.00 2699004.39 Agency Collateralized Mortgage Obligation GNMA_20-67B 2050-05-20 6.003500 19919296.00 5722842.50 Agency Collateralized Mortgage Obligation GNMA_20-31A 2050-03-20 5.953500 20176693.00 3777966.37 Agency Collateralized Mortgage Obligation FHLMC_4474B 2045-05-15 6.039120 20214285.00 1288723.41 Agency Collateralized Mortgage Obligation GNMA_20-96K 2049-09-20 5.903500 20404133.00 2746481.60 Agency Collateralized Mortgage Obligation GNMA_17-117 2047-08-20 6.053500 20592704.00 3272684.63 Agency Collateralized Mortgage Obligation FNMA_17-4C 2047-02-25 5.949870 20669656.00 1246665.36 Agency Collateralized Mortgage Obligation FHLMC _4280 2043-12-15 5.809120 21000000.00 1050350.57 Agency Collateralized Mortgage Obligation FHLMC_4795G 2048-03-15 6.009120 21176438.00 1520582.34 Agency Collateralized Mortgage Obligation FHLMC_4104C 2042-09-15 5.959120 21428571.00 1186031.69 Agency Collateralized Mortgage Obligation FNMA_20-36P 2050-06-25 5.000000 21484188.00 2787305.62 Agency Collateralized Mortgage Obligation FNMA_19-36C 2049-07-25 5.899870 21619418.00 3521305.29 Agency Collateralized Mortgage Obligation FHLMC_4608E 2040-05-15 6.000000 21633937.00 1924972.31 Agency Collateralized Mortgage Obligation FHLMC_4980E 2047-02-25 4.000000 21733404.00 1492610.56 Agency Collateralized Mortgage Obligation GNMA_18-29 2042-03-20 6.453500 21778891.00 2226713.33 Agency Collateralized Mortgage Obligation FHLMC_4949A 2050-01-25 4.000000 21815696.00 3059636.24 Agency Collateralized Mortgage Obligation FNMA_19-41C 2049-08-25 5.899870 21919775.00 1316826.79 Agency Collateralized Mortgage Obligation GNMA_20-61X 2048-05-20 5.694780 22279518.00 3314784.56 Agency Collateralized Mortgage Obligation GNMA_18-153D 2048-10-20 4.500000 22298664.00 284633.02 Agency Collateralized Mortgage Obligation FHLMC_40-91 2042-08-15 6.409120 22372053.00 1573729.92 Agency Collateralized Mortgage Obligation GNMA_17-18 2047-02-16 5.959120 22448333.00 2630536.48 Agency Collateralized Mortgage Obligation FNMA_15-27C 2045-05-25 5.449870 22500000.00 1381069.43 Agency Collateralized Mortgage Obligation FNMA_12-22 2026-12-25 3.500000 22578400.00 74709.05 Agency Collateralized Mortgage Obligation FHSTR_304 2032-12-15 3.000000 22799432.00 534805.93 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2021-01-31 2.125000 22951100.00 23189902.46 U.S. Treasuries (including strips) FNMA_12-99J 2042-09-25 4.000000 23159229.00 475012.73 Agency Collateralized Mortgage Obligation FHLMC_40-76 2042-07-15 6.559120 23218083.00 800557.97 Agency Collateralized Mortgage Obligation FNMA_13-122 2039-05-25 5.899870 23431375.00 33406.10 Agency Collateralized Mortgage Obligation GNMA_18-79A 2048-06-20 6.053500 23976884.00 2212287.09 Agency Collateralized Mortgage Obligation FNMA_19-42 2049-08-25 5.899870 24208896.00 4569572.99 Agency Collateralized Mortgage Obligation GNMA_18-54 2048-04-20 5.573500 24773688.00 2404920.10 Agency Collateralized Mortgage Obligation FNMA_13-35 2033-04-25 3.000000 24874298.00 843326.46 Agency Collateralized Mortgage Obligation FHLMC_49-24 2049-10-25 5.899870 25586489.00 2697598.64 Agency Collateralized Mortgage Obligation GNMA_20-4J 2050-01-20 3.713500 25664613.00 1588192.74 Agency Collateralized Mortgage Obligation GNMA_10-31 2034-10-20 5.953500 25686530.00 483636.44 Agency Collateralized Mortgage Obligation GNMA_19-78A 2049-06-20 5.903500 26331287.00 3283342.34 Agency Collateralized Mortgage Obligation GNMA_13-90 2043-06-16 6.009120 26500000.00 1480624.41 Agency Collateralized Mortgage Obligation FNMA_16-7B 2046-03-25 5.949870 27002761.00 1797803.22 Agency Collateralized Mortgage Obligation FNMA_14-91 2045-01-25 5.999870 27278316.00 2810320.60 Agency Collateralized Mortgage Obligation GNMA_19-35D 2049-03-20 5.853500 27520341.00 3402917.96 Agency Collateralized Mortgage Obligation FNMA_18-1A 2048-02-25 4.500000 28209838.00 1448416.65 Agency Collateralized Mortgage Obligation GNMA_19-143H 2047-10-20 5.953500 28344859.00 3253973.46 Agency Collateralized Mortgage Obligation GNMA_17-56 2047-04-20 6.003500 28571428.00 3646028.04 Agency Collateralized Mortgage Obligation GNMA_19-62B 2049-05-20 3.703500 29024700.00 2276606.45 Agency Collateralized Mortgage Obligation GNMA_20-62J 2050-05-20 2.723500 29471447.00 2233439.95 Agency Collateralized Mortgage 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254900HROIFWPRGM1V77 2023-10-15 0.125000 1271200.00 1268863.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2020-12-24 0.000000 3219500.00 3219322.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 4882800.00 4866237.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-06-15 0.250000 4969400.00 4983595.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 0.375000 8659800.00 8662415.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-05-15 3.000000 9024500.00 11868599.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-02-15 3.000000 10538300.00 14116082.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 2.375000 10880000.00 11807689.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 16244800.00 21673695.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-31 0.500000 34999900.00 34835782.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.625000 35520200.00 34918806.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 1.125000 51500100.00 49592590.88 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2020-12-02 2020-12-02 2020-12-02 N N N 0.0008 200000000.00 200000000.00 0.0011 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.111 9127964W6 254900HROIFWPRGM1V77 US9127964W63 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2021-11-04 2021-11-04 2021-11-04 N N N 0.0011 1337165474.50 1337165474.50 0.0075 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 0.070 254900BN8XS34XZDJ223 BRWBF7R26 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 0 1/8 TRIN A 22 2022-01-15 0.125000 220758200.00 257522058.43 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 419849700.00 456477970.59 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2020-12-02 2020-12-02 2020-12-02 N N N 0.0007 700000000.00 700000000.00 0.0039 N N Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.130 3133EMGD8 US3133EMGD84 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2022-05-05 2022-05-05 N N N 0.0014 439917020.40 439917020.40 0.0025 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 0.145 3133EMGS5 US3133EMGS53 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2021-02-18 2022-11-18 2022-11-18 N N N 0.0016 149955265.50 149955265.50 0.0008 N N N N Federal Farm Credit Bank 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Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.105 3134GVED6 S6XOOCT0IEG5ABCC6L87 US3134GVED66 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2021-02-26 2021-02-26 N N N 0.0010 200002316.00 200002316.00 0.0011 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLK1 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 86877126.59 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 85173750.00 85173750.00 0.0005 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.200 3134GVFT0 S6XOOCT0IEG5ABCC6L87 US3134GVFT00 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2021-06-04 2021-06-04 N N N 0.0011 155071493.75 155071493.75 0.0009 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNL54 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 30300632.52 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 29706250.00 29706250.00 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.091 9127964Z9 254900HROIFWPRGM1V77 US9127964Z94 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2021-04-29 2021-04-29 2021-04-29 N N N 0.0009 2073227435.00 2073227435.00 0.0117 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.260 3134GVGV4 S6XOOCT0IEG5ABCC6L87 US3134GVGV47 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2021-12-13 2021-12-13 N N N 0.0013 885619891.62 885619891.62 0.0050 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.089 9127965A3 254900HROIFWPRGM1V77 US9127965A35 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2021-05-06 2021-05-06 2021-05-06 N N N 0.0009 1699346214.00 1699346214.00 0.0096 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLT2 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 7739221.08 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 7587500.00 7587500.00 0.0000 N Y Y N Federal Home Loan Mortgage Corp. 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Variable Rate Notes 0.400 3134GVHN1 S6XOOCT0IEG5ABCC6L87 US3134GVHN12 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2021-09-23 2021-09-23 N N N 0.0012 1146151522.43 1146151522.43 0.0065 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLG0 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 170781415.09 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 167431250.00 167431250.00 0.0009 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNL62 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 29095579.24 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 28525000.00 28525000.00 0.0002 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.400 3134GVHT8 S6XOOCT0IEG5ABCC6L87 US3134GVHT81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2021-09-27 2021-09-27 N N N 0.0012 501157800.00 501157800.00 0.0028 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.400 3134GVHV3 S6XOOCT0IEG5ABCC6L87 US3134GVHV38 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2021-09-30 2021-09-30 N N N 0.0012 200467232.00 200467232.00 0.0011 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLB1 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 50107936.46 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 49125000.00 49125000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLJ4 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 46346126.22 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 45437500.00 45437500.00 0.0003 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.270 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2022-06-02 2022-06-02 N N N 0.0015 297556548.30 297556548.30 0.0017 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.390 3134GVJE9 S6XOOCT0IEG5ABCC6L87 US3134GVJE94 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2022-01-03 2022-01-03 N N N 0.0013 300855120.00 300855120.00 0.0017 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.380 3134GVNL8 S6XOOCT0IEG5ABCC6L87 US3134GVNL81 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2021-10-25 2021-10-25 N N N 0.0012 270627331.50 270627331.50 0.0015 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.180 3134GWJR8 S6XOOCT0IEG5ABCC6L87 US3134GWJR80 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2022-07-29 2022-07-29 N N N 0.0015 375180990.00 375180990.00 0.0021 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.145 3134GXBT0 S6XOOCT0IEG5ABCC6L87 US3134GXBT02 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2022-11-10 2022-11-10 N N N 0.0016 191500586.89 191500586.89 0.0011 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 0.140 3134GXCM4 S6XOOCT0IEG5ABCC6L87 US3134GXCM40 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2022-11-17 2022-11-17 N N N 0.0016 349861022.00 349861022.00 0.0020 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.044 9127965B1 254900HROIFWPRGM1V77 US9127965B18 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-12-08 2020-12-08 2020-12-08 N N N 0.0004 2396042010.25 2396042010.25 0.0135 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLY1 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 52632143.33 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 51600000.00 51600000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLD7 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 37995103.47 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 37250000.00 37250000.00 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.057 9127965C9 254900HROIFWPRGM1V77 US9127965C90 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2020-12-15 2020-12-15 2020-12-15 N N N 0.0006 563726847.95 563726847.95 0.0032 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLW5 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 67320183.33 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 66000000.00 66000000.00 0.0004 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.150 3135G02C6 B1V7KEBTPIMZEU4LTD58 US3135G02C67 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2020-12-11 2020-12-11 N N N 0.0009 794098459.74 794098459.74 0.0045 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLH8 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 39078606.42 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 38312500.00 38312500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLC9 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 65280177.78 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 64000000.00 64000000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLS4 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 238680650.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 234000000.00 234000000.00 0.0013 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.280 3135G02J1 B1V7KEBTPIMZEU4LTD58 US3135G02J11 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2021-12-16 2021-12-16 N N N 0.0013 232365344.32 232365344.32 0.0013 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.330 3135G02M4 B1V7KEBTPIMZEU4LTD58 US3135G02M40 U.S. Government Agency Debt Y Fitch Agency Moody's Agency Standard & Poor's AA+ 2020-12-01 2021-03-24 2021-03-24 N N N 0.0010 702498321.72 702498321.72 0.0040 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLU9 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 32448588.37 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 31812500.00 31812500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLL9 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 27195974.06 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 26662500.00 26662500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.100 X574KRZ6V5A7UBU45C31 BRWBKNLX3 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 50566937.71 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 49575000.00 49575000.00 0.0003 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.370 3135G02W2 B1V7KEBTPIMZEU4LTD58 US3135G02W22 U.S. 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Andrews Neal J. Andrews Chief Financial Officer