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4.000000 2000.00 763.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBP1639 2050-01-01 4.500000 1050484.00 250490.91 Agency Mortgage-Backed Securities FNMS 03.000 CKBP3277 2050-03-01 3.000000 2281991.00 1232231.64 Agency Mortgage-Backed Securities FNMS 03.000 CKBP4313 2050-04-01 3.000000 2189327.00 2190759.23 Agency Mortgage-Backed Securities FNMS 03.000 CKBP4587 2050-03-01 3.000000 2158661.00 1587623.99 Agency Mortgage-Backed Securities FNMS 03.000 CKBP4964 2050-04-01 3.000000 2138760.00 1074708.70 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5012 2050-05-01 2.500000 250000.00 204041.17 Agency Mortgage-Backed Securities FNMS 03.500 CLBP5262 2050-04-01 3.500000 1127692.00 548274.68 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5878 2050-06-01 2.500000 35000.00 25935.41 Agency Mortgage-Backed Securities FNMS 03.000 CKBP6986 2050-07-01 3.000000 2155000.00 2170841.39 Agency Mortgage-Backed Securities FNMS 03.000 CKBP7875 2050-07-01 3.000000 4519550.00 1394978.13 Agency 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04.000 CLBQ6169 2050-11-01 4.000000 1111550.00 1147181.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ9648 2050-12-01 3.500000 2187798.00 2116824.58 Agency Mortgage-Backed Securities FNMS 03.000 CKBR1726 2050-11-01 3.000000 1327100.00 1351797.38 Agency Mortgage-Backed Securities FNMS 03.000 CKBR1029 2051-05-01 3.000000 2006970.00 2022310.66 Agency Mortgage-Backed Securities FNMS 03.500 CLBR1501 2051-01-01 3.500000 1498659.00 1359448.47 Agency Mortgage-Backed Securities FNMS 03.500 CLBR1477 2050-12-01 3.500000 1028103.00 809039.95 Agency Mortgage-Backed Securities FNMS 03.000 CKBR2254 2051-08-01 3.000000 2390608.00 796499.52 Agency Mortgage-Backed Securities FNMS 03.500 CLBR2527 2050-12-01 3.500000 1027963.00 1084391.76 Agency Mortgage-Backed Securities FNMS 03.500 CLBR2551 2050-12-01 3.500000 1817684.00 1302137.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBR3682 2051-01-01 3.500000 1122205.00 1174580.09 Agency Mortgage-Backed Securities FNMS 03.500 CLBR3684 2051-01-01 3.500000 1451006.00 1518523.66 Agency Mortgage-Backed Securities FNMS 03.500 CLBR7990 2051-03-01 3.500000 1056785.00 888149.60 Agency Mortgage-Backed Securities FNMS 03.000 CKBR9780 2051-04-01 3.000000 1184925.00 1210346.99 Agency Mortgage-Backed Securities FNMS 03.000 CKBR9448 2051-04-01 3.000000 1540000.00 1571518.42 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS0353 2031-02-01 1.380000 1001.00 966.25 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS2652 2033-08-01 2.045000 3605000.00 3648318.28 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS1801 2033-04-01 2.340000 3501000.00 3626545.86 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3477 2036-11-01 2.360000 14170000.00 14539888.96 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS3086 2028-10-01 1.330000 2028000.00 1995635.82 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3303 2036-11-01 2.350000 4413000.00 4526565.61 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3401 2036-10-01 2.110000 6800000.00 6759589.87 Agency Mortgage-Backed Securities MNAR XX.XXX HLBS3627 2051-11-01 2.780000 855000.00 899241.85 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3633 2033-11-01 2.000000 1040000.00 1045594.85 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3690 2033-11-01 2.170000 29472000.00 30025729.76 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3757 2031-11-01 1.850000 8135000.00 8140610.44 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3779 2033-11-01 2.200000 2662000.00 2728449.73 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3781 2033-11-01 2.240000 2464000.00 2535068.33 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3819 2031-12-01 1.980000 14039000.00 14137006.26 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3826 2036-11-01 2.430000 22500000.00 23294340.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3878 2033-11-01 2.040000 12094000.00 12198443.78 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3892 2033-11-01 2.250000 10106000.00 10406501.91 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3900 2036-11-01 2.330000 1860000.00 1903465.72 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3905 2036-11-01 2.280000 7750000.00 7900030.07 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3950 2033-12-01 2.185000 3100000.00 3179095.98 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3923 2031-12-01 1.960000 12000000.00 12152644.00 Agency Mortgage-Backed Securities MNAR XX.XXX HYBS3986 2033-12-01 2.070000 4406784.00 4438984.37 Agency Mortgage-Backed Securities FNMS 03.500 CLBT4540 2051-09-01 3.500000 1945177.00 1987335.38 Agency Mortgage-Backed Securities FNMS 03.000 CKBT6562 2051-07-01 3.000000 1280982.00 1319243.14 Agency Mortgage-Backed Securities FNMS 03.000 CLBT6679 2051-08-01 3.000000 1100706.00 1160126.32 Agency Mortgage-Backed Securities FNMS 03.000 CLBT7552 2051-08-01 3.000000 1155271.00 1230860.44 Agency Mortgage-Backed Securities FNMS 03.000 CKBT8404 2051-08-01 3.000000 2045837.00 2104451.51 Agency Mortgage-Backed Securities FNMS 03.000 CLBT8489 2051-10-01 3.000000 1896954.00 1738152.33 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9271 2051-08-01 2.000000 2216637.00 2197802.21 Agency Mortgage-Backed Securities FNMS 02.500 CLBT9482 2051-12-01 2.500000 835000.00 859967.61 Agency Mortgage-Backed Securities FNMS 03.500 CLBT9762 2051-10-01 3.500000 1150375.00 1241832.09 Agency Mortgage-Backed Securities FNMS 03.000 CLBT9752 2051-10-01 3.000000 1470490.00 1560573.75 Agency Mortgage-Backed Securities FNMS 03.000 CLBU0499 2051-10-01 3.000000 1938165.00 2056007.66 Agency Mortgage-Backed Securities FNMS 02.000 CLBU0610 2051-12-01 2.000000 1300983.00 1296515.28 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1155 2051-09-01 3.000000 1392769.00 1474730.10 Agency Mortgage-Backed Securities FNMS 03.000 CKBU2810 2051-11-01 3.000000 2097788.00 2167212.23 Agency Mortgage-Backed Securities FNMS 03.000 CLBU2986 2051-11-01 3.000000 2037676.00 2163476.90 Agency Mortgage-Backed Securities FNMS 03.000 CLBU3189 2051-10-01 3.000000 1204355.00 1260368.30 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3828 2051-11-01 2.500000 1460974.00 1492393.12 Agency Mortgage-Backed Securities FNMS 03.500 CKBU7166 2051-12-01 3.500000 2086250.00 2198391.83 Agency Mortgage-Backed Securities FNMS 03.000 CKBU7483 2051-11-01 3.000000 1394500.00 1440868.13 Agency Mortgage-Backed Securities FNMS 03.000 CLBU7648 2051-12-01 3.000000 1073900.00 1127649.71 Agency Mortgage-Backed Securities FNMS 03.000 CKBU9347 2051-12-01 3.000000 2070100.00 2142381.68 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0858 2047-12-01 3.500000 536000.00 138637.95 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0908 2047-12-01 3.500000 2537108.00 1025777.03 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1155 2048-02-01 3.500000 2004631.00 1455913.73 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1258 2048-02-01 4.000000 1009679.00 896762.12 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1604 2048-04-01 4.000000 1183837.00 331295.93 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3267 2049-03-01 4.000000 1708261.00 697033.87 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4436 2049-10-01 3.000000 3020999.00 726836.88 Agency Mortgage-Backed Securities FNMS 03.500 CKCA4120 2048-07-01 3.500000 6000000.00 949671.75 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4185 2049-09-01 4.500000 15000.00 4690.51 Agency Mortgage-Backed Securities FNMS 05.000 CLCA4845 2049-12-01 5.000000 213310.00 60490.69 Agency Mortgage-Backed Securities FNMS 02.500 CICA5062 2035-01-01 2.500000 4199000.00 2325158.90 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6041 2050-06-01 2.500000 275000.00 219212.65 Agency Mortgage-Backed Securities FNMS 03.000 CKCA6384 2050-07-01 3.000000 3443875.00 2125066.26 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8494 2051-01-01 2.000000 14900.00 13724.69 Agency Mortgage-Backed Securities FNMS 04.000 CLCA9335 2051-02-01 4.000000 2298791.00 2505451.00 Agency Mortgage-Backed Securities FNMS 04.000 CLCB0560 2051-05-01 4.000000 2015500.00 1690412.41 Agency Mortgage-Backed Securities FNMS 03.000 CIFM1645 2032-04-01 3.000000 280000.00 141901.37 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3375 2035-02-01 3.500000 1000.00 580.40 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4495 2050-10-01 2.000000 1000.00 902.14 Agency Mortgage-Backed Securities FNMS 03.000 CIFM4272 2035-09-01 3.000000 2000.00 1290.16 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5010 2050-09-01 4.500000 32000.00 14212.19 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5869 2051-02-01 3.500000 1165440.00 871077.51 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5984 2051-02-01 2.000000 24100.00 22716.93 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6479 2051-03-01 2.500000 3000.00 2765.76 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6852 2051-05-01 2.000000 270000.00 258321.82 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7970 2050-04-01 4.500000 3000.00 2032.01 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7311 2049-03-01 4.500000 2000.00 1491.18 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7497 2051-06-01 2.000000 1300.00 1264.48 Agency Mortgage-Backed Securities FNMS 03.500 CIFM9262 2035-05-01 3.500000 2613432.00 2614296.79 Agency Mortgage-Backed Securities FNMS 02.000 CIFM9724 2036-11-01 2.000000 16497984.00 16837739.27 Agency Mortgage-Backed Securities FNMS 06.500 K2886320 2036-07-01 6.500000 230000.00 4226.07 Agency Mortgage-Backed Securities FNMS 08.000 CL888690 2030-12-01 8.000000 2646642.00 94955.27 Agency Mortgage-Backed Securities FNMS 02.500 CI890846 2027-11-01 2.500000 2000000.00 771460.59 Agency Mortgage-Backed Securities FNMS 04.500 CT930998 2029-04-01 4.500000 266440.00 2283.04 Agency Mortgage-Backed Securities FNMS 04.500 CT995750 2029-05-01 4.500000 114594.00 2112.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAB4758 2042-03-01 3.500000 18390421.00 2050589.28 Agency Mortgage-Backed Securities FNMS 03.500 CLAB6608 2042-10-01 3.500000 11281647.00 2118172.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAB6709 2042-10-01 3.500000 4608787.00 742639.78 Agency Mortgage-Backed Securities FNMS 03.500 CLAB9374 2043-05-01 3.500000 800000.00 302389.32 Agency Mortgage-Backed Securities FNMS 02.500 CNMA1787 2024-02-01 2.500000 5600000.00 350523.78 Agency Mortgage-Backed Securities FNMS 02.500 CIMA1144 2027-08-01 2.500000 3000000.00 322313.20 Agency Mortgage-Backed Securities FNMS 02.500 CNMA1431 2023-05-01 2.500000 11100000.00 325407.53 Agency Mortgage-Backed Securities FNMS 02.500 CTMA1444 2033-05-01 2.500000 5000000.00 1230614.40 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1527 2033-08-01 3.000000 5000000.00 1319925.85 Agency Mortgage-Backed Securities FNMS 03.500 CLMA1980 2044-07-01 3.500000 14000.00 1826.38 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2471 2045-12-01 3.500000 2585000.00 543248.70 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2495 2046-01-01 3.500000 175000.00 37866.34 Agency Mortgage-Backed Securities 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5.948120 11200304.00 997368.13 Agency Collateralized Mortgage Obligation GNMA_18-21E 2048-02-16 6.142500 11651606.00 844125.21 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 2040-05-25 6.298120 12463485.00 11296.09 Agency Collateralized Mortgage Obligation FNMA_21-95D 2052-01-25 3.000000 12500000.00 1930137.50 Agency Collateralized Mortgage Obligation WOTSO PENRITH PTY LTD 2046-04-20 5.996120 12580560.00 666157.49 Agency Collateralized Mortgage Obligation FHLMC_4899C 2044-09-25 5.998120 13778023.00 1211816.57 Agency Collateralized Mortgage Obligation GNMA_17-60A 2038-10-20 6.396120 13791568.00 551073.59 Agency Collateralized Mortgage Obligation GNMA_17-117D 2047-08-20 6.096120 16729977.00 1247266.77 Agency Collateralized Mortgage Obligation GNMA_16-8A 2046-01-20 6.046120 17510080.00 1395786.75 Agency Collateralized Mortgage Obligation GNMA_21-96G 2051-06-20 2.446120 18032768.00 1074996.28 Agency Collateralized Mortgage Obligation GNMA_15-156 2045-10-20 5.546120 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Agency Collateralized Mortgage Obligation GNMA_15-162 2045-11-20 6.096120 25089297.00 1671554.87 Agency Collateralized Mortgage Obligation FHLMC_4992D 2050-07-25 5.998120 25315360.00 4924566.04 Agency Collateralized Mortgage Obligation GNMA_18-51A 2048-04-20 6.096120 25317212.00 2612912.50 Agency Collateralized Mortgage Obligation GNMA_14-41 2044-03-16 6.642500 26347500.00 799443.07 Agency Collateralized Mortgage Obligation GNMA_19-35D 2049-03-20 5.896120 27520341.00 2155442.01 Agency Collateralized Mortgage Obligation GNMA_19-85A 2049-07-20 5.996120 28514769.00 2255044.58 Agency Collateralized Mortgage Obligation GNMA_17-56 2047-04-20 6.046120 28571428.00 2012695.50 Agency Collateralized Mortgage Obligation FHLMC_4990B 2050-07-25 5.998120 28706323.00 3816578.82 Agency Collateralized Mortgage Obligation GNMA_21-96A 2051-06-20 6.196120 31470940.00 3267249.05 Agency Collateralized Mortgage Obligation GNMA_15-110 2045-08-20 5.606120 32093290.00 755398.66 Agency Collateralized Mortgage 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Mortgage Obligation GNMA_14-5 2043-06-16 6.692500 54541566.00 1331366.63 Agency Collateralized Mortgage Obligation FHLMC_4016 2042-03-15 6.340250 55714285.00 1045633.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-04-20 2.500000 56672800.00 27125125.34 Agency Mortgage-Backed Securities GNMA_15-20 2045-02-20 5.496120 57578855.00 1688180.66 Agency Collateralized Mortgage Obligation FANNIEMAE STRIP FNSTR_415 2042-11-25 6.048120 59827872.00 2293663.30 Agency Collateralized Mortgage Obligation GNMA_21-155E 2051-09-20 2.650000 63849000.00 3214236.78 Agency Collateralized Mortgage Obligation GNMA_15-1 2045-01-20 5.496120 65131833.00 1853825.18 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-20 5.446120 70525057.00 1459421.32 Agency Collateralized Mortgage Obligation GNMA_21-158K 2051-09-20 3.150000 73617114.00 5797883.38 Agency Collateralized Mortgage Obligation GNMA_16-136 2046-08-20 5.946120 74114624.00 1974676.57 Agency Collateralized Mortgage Obligation GNMA_21-96G 2051-06-20 2.396120 82080542.00 3401496.37 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_328 2038-02-15 1.725620 89869941.00 713780.55 Agency Collateralized Mortgage Obligation GNMA_14-66 2044-05-16 5.492500 90187500.00 1086586.33 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4116 2042-10-15 6.040250 96243492.00 2195375.99 Agency Collateralized Mortgage Obligation FNMS_414 2042-09-25 5.998120 96260421.00 2903629.71 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-150 2041-01-25 6.428120 98400000.00 1283267.96 Agency Collateralized Mortgage Obligation FHLMC_3788 2041-01-15 6.360250 113889920.00 1183813.55 Agency Collateralized Mortgage Obligation GNMA_21-160N 2051-09-20 3.100000 114978498.00 8291445.64 Agency Collateralized Mortgage Obligation GNMA_21-96A 2051-06-20 6.196120 119685208.00 15429282.30 Agency Collateralized Mortgage Obligation GNMA_20-86F 2048-08-20 0.150000 123348108.00 194757.57 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Agency Mortgage-Backed Securities GNII SF 001939 M 2025-01-20 8.500000 360000.00 78.07 Agency Mortgage-Backed Securities GNII SF 002020 M 2025-06-20 8.500000 680000.00 121.30 Agency Mortgage-Backed Securities GNII SF 002036 M 2025-07-20 8.000000 150000.00 110.77 Agency Mortgage-Backed Securities GNII SF 002205 M 2026-04-20 8.000000 25000.00 57.73 Agency Mortgage-Backed Securities GNII SF 002217 M 2026-05-20 7.000000 25000.00 33.26 Agency Mortgage-Backed Securities GNII SF 002233 M 2026-06-20 7.500000 156000.00 202.33 Agency Mortgage-Backed Securities GNII SF 002364 M 2027-01-20 9.000000 25000.00 54.29 Agency Mortgage-Backed Securities GNII SF 002434 M 2027-05-20 8.500000 120000.00 98.52 Agency Mortgage-Backed Securities GNII SF 002522 M 2027-12-20 7.000000 50000.00 116.84 Agency Mortgage-Backed Securities GNII SF 002562 M 2028-03-20 6.000000 25000.00 116.64 Agency Mortgage-Backed Securities GNII SF 002566 M 2028-03-20 8.000000 70000.00 51.56 Agency Mortgage-Backed Securities GNII SF 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Obligation GNRA 2021-057 SA 2051-03-20 6.196120 77163000.00 6011356.41 Agency Collateralized Mortgage Obligation GNRM 2021-078 GI 2051-05-20 5.000000 7812081.00 1014739.88 Agency Collateralized Mortgage Obligation GNRM 2021-086 PX 2051-05-20 3.000000 100015.00 7198.90 Agency Collateralized Mortgage Obligation GNRM 2021-098 IQ 2051-06-20 4.500000 9446637.00 858871.46 Agency Collateralized Mortgage Obligation GNRM 2021-105 AI 2051-06-20 2.500000 15000000.00 1674612.09 Agency Collateralized Mortgage Obligation GNRM 2021-097 IY 2051-05-20 3.000000 15741717.00 1296554.71 Agency Collateralized Mortgage Obligation GNRM 2021-117 YI 2051-07-20 4.500000 5146018.00 631407.96 Agency Collateralized Mortgage Obligation GNRM 2021-137 CI 2051-08-20 4.500000 9769467.00 1288205.31 Agency Collateralized Mortgage Obligation GNRM 2021-159 IM 2051-09-20 2.500000 34505500.00 3266202.96 Agency Collateralized Mortgage Obligation GNRA 2021-165 SA 2050-01-20 3.736120 6525590.00 437129.67 Agency Collateralized 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0.140020 9750600.00 9755377.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2036-11-15 0.000000 9896742.80 7430266.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.000000 12973156.45 7759374.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.000000 14000200.00 10064463.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.000000 14293311.49 11143580.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2034-05-15 0.000000 15424382.07 12336636.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.000000 18912000.00 13161182.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.000000 36081038.05 29923231.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2035-08-15 0.000000 42297325.97 32782542.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.000000 205292559.81 145654865.89 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 315000000.00 315000000.00 0.0017 N Y Y N Credit Suisse AG Credit Suisse AG 0.050 549300D0YARF5HYP1809 BRWX0JD64 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 4.625000 700.00 1016.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 6.500000 800.00 1004.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 6.125000 800.00 1091.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2048-05-15 3.125000 800.00 1001.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 7.625000 900.00 1110.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-02-15 3.125000 900.00 1092.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-02-15 3.000000 900.00 1098.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2047-05-15 3.000000 900.00 1094.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2049-05-15 2.875000 900.00 1086.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-02-15 7.125000 1000.00 1101.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-11-15 2.000000 1000.00 1011.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-31 1.875000 1000.00 1031.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 2000.00 2081.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-15 1.750000 1000.00 1007.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-01-31 1.500000 1000.00 1007.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-10-31 1.875000 1000.00 1015.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-15 2.000000 1000.00 1009.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-31 2.125000 1000.00 1034.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-05-31 1.875000 1000.00 1008.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 1.500000 1000.00 1017.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-10-31 0.120020 1000.00 1000.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-02-15 1.875000 1100.00 1094.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 0.500000 1100.00 1056.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 0.500000 1100.00 1054.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-06-30 0.500000 1100.00 1053.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 2200.00 2085.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.375000 2000.00 1981.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-05-31 0.125000 2000.00 1988.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.125000 2000.00 1991.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2046-02-15 2.500000 89830500.00 99924843.12 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 98000000.00 98000000.00 0.0005 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 0.050 FOR8UP27PHTHYVLBNG30 BRWX0JD31 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2043-03-15 3.500000 14689.00 5027.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2042-04-15 3.500000 51839.00 43260.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-09-20 4.000000 74083.00 16097.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-01-20 4.000000 78420.00 26873.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2041-01-15 4.000000 89842.00 20530.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2040-04-15 5.000000 90000.00 11141.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2040-12-15 4.000000 140000.00 22917.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-06-20 6.000000 390000.00 103328.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2042-08-15 3.500000 420000.00 205839.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2045-02-15 3.000000 455000.00 177631.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-08-20 5.000000 672761.00 137340.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2043-06-15 3.000000 750000.00 133905.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2042-09-15 3.000000 1161708.00 207786.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-12-20 3.000000 1470140.00 1566934.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-06-15 4.500000 1491334.00 60963.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2041-04-20 5.500000 1875586.00 158193.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2042-09-15 3.500000 2900000.00 612901.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2051-12-20 3.000000 4715520.00 4903457.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-06-20 4.000000 5234544.00 601955.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-08-20 3.500000 8292224.00 8479930.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-09-15 5.000000 26236000.00 2944155.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-01-20 5.000000 47536128.00 6391703.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-07-20 2.500000 67897984.00 69048125.30 Agency Mortgage-Backed Securities Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 94000000.00 94000000.00 0.0005 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 0.050 AC28XWWI3WIBK2824319 BRWX0JCK4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREMF_20-K115 2053-09-25 0.000000 3949127.00 1070000.16 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-01-03 2022-01-03 2022-01-03 N N N 0.0005 1000000.00 1000000.00 0.0000 N Y Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.268 313313G44 US313313G441 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR A-1+ 2022-09-19 2022-09-19 2022-09-19 N N N 0.0027 11980388.64 11980388.64 0.0001 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.019 313385TC0 2549001DPIFGXC1TOL40 US313385TC07 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR Agency 2022-02-15 2022-02-15 2022-02-15 N N N 0.0002 244994146.95 244994146.95 0.0013 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.048 313385TZ9 2549001DPIFGXC1TOL40 US313385TZ91 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR Agency 2022-03-08 2022-03-08 2022-03-08 N N N 0.0005 149986670.58 149986670.58 0.0008 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.018 313385SR8 2549001DPIFGXC1TOL40 US313385SR84 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR A-1+ 2022-02-04 2022-02-04 2022-02-04 N N N 0.0002 139997510.80 139997510.80 0.0007 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.088 313385UZ7 2549001DPIFGXC1TOL40 US313385UZ72 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR A-1+ 2022-04-01 2022-04-01 2022-04-01 N N N 0.0009 616359445.08 616359445.08 0.0033 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.048 313385TT3 2549001DPIFGXC1TOL40 US313385TT32 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR Agency 2022-03-02 2022-03-02 2022-03-02 N N N 0.0005 189709721.45 189709721.45 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.004 313385RK4 2549001DPIFGXC1TOL40 US313385RK41 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR A-1+ 2022-01-05 2022-01-05 2022-01-05 N N N 0.0000 249999860.00 249999860.00 0.0013 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.008 313385RU2 2549001DPIFGXC1TOL40 US313385RU23 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR A-1+ 2022-01-14 2022-01-14 2022-01-14 N N N 0.0001 658242985.77 658242985.77 0.0035 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.008 313385RZ1 2549001DPIFGXC1TOL40 US313385RZ10 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR A-1+ 2022-01-19 2022-01-19 2022-01-19 N N N 0.0001 407998188.48 407998188.48 0.0022 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.019 313385TD8 2549001DPIFGXC1TOL40 US313385TD89 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR Agency 2022-02-16 2022-02-16 2022-02-16 N N N 0.0002 327991983.68 327991983.68 0.0017 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.019 313385SV9 2549001DPIFGXC1TOL40 US313385SV96 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR Agency 2022-02-08 2022-02-08 2022-02-08 N N N 0.0002 430731385.20 430731385.20 0.0023 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.019 313385TN6 2549001DPIFGXC1TOL40 US313385TN61 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR A-1+ 2022-02-25 2022-02-25 2022-02-25 N N N 0.0002 79997644.80 79997644.80 0.0004 N N Y N BlackRock Liquidity Funds 2022-01-06 /s/Ann Frechette Ann Frechette Assistant Treasurer