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3180249.10 Agency Debentures and Agency Strips FNMA_21-23B 2050-12-25 5.500000 3611743.00 3649993.39 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 6.500000 4000000.00 1099919.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-05-01 2.000000 5000000.00 1198695.09 Agency Mortgage-Backed Securities FNMS_41-8A 2028-08-25 2.500000 5546654.00 49603.23 Agency Collateralized Mortgage Obligation GNMA_15-10C 2039-07-20 6.362820 6195173.00 1726555.48 Agency Collateralized Mortgage Obligation FNMA_18-3 2048-02-25 6.000000 6697702.00 1767605.59 Agency Collateralized Mortgage Obligation FHLMC_4553B 2043-03-15 1.800000 8482501.00 161472.76 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 6.500000 10656045.00 2752881.52 Agency Mortgage-Backed Securities FNMA_17-97B 2047-12-25 6.013140 11500000.00 1024892.61 Agency Collateralized Mortgage Obligation FNMA_17-38A 2047-05-25 5.913140 13000000.00 999380.36 Agency Collateralized Mortgage Obligation GNMA_21-216F 2051-12-20 3.000000 13196696.00 9542487.69 Agency Collateralized Mortgage Obligation FNMA_18-94B 2043-07-25 1.000010 14713096.00 247885.30 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3472 2036-08-15 6.000000 17000000.00 2806840.70 Agency Collateralized Mortgage Obligation FNMA_15-6E 2042-12-25 1.500000 17991329.00 326834.90 Agency Collateralized Mortgage Obligation FHLMC_3501C 2039-01-15 6.500000 18865937.00 348937.01 Agency Collateralized Mortgage Obligation FNMA_20-89E 2050-12-25 2.500000 19341200.00 2049492.88 Agency Collateralized Mortgage Obligation GNMA_15-022 2055-03-16 0.540390 20000000.00 119655.38 Agency Collateralized Mortgage Obligation FNMA_12-122 2042-11-25 5.913140 21200000.00 1056392.82 Agency Collateralized Mortgage Obligation FNMA_12-120 2031-12-25 3.500000 21565239.00 83334.60 Agency Collateralized Mortgage Obligation FNMA_20-78K 2050-11-25 2.500000 22000000.00 1814916.93 Agency Collateralized 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FHLMC_4566B 2046-04-15 5.808860 38175112.00 2555564.14 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2052-03-01 3.500000 40740834.00 42098766.74 Agency Mortgage-Backed Securities FHLMC_3376 2037-08-15 6.248860 44031960.00 571795.63 Agency Collateralized Mortgage Obligation FHLMC_4241A 2031-11-15 4.000000 48335437.00 94510.56 Agency Collateralized Mortgage Obligation FNMA_07-92 2037-09-25 6.238140 50000000.00 196614.61 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_324 2028-12-15 3.500000 52272347.00 514840.01 Agency Collateralized Mortgage Obligation GNMA_20-165G 2050-11-20 2.988290 53558456.00 2072882.39 Agency Collateralized Mortgage Obligation FREKI_08 2026-10-25 0.000000 61277000.00 61174946.58 Agency Collateralized Mortgage Obligation GNMA_18-113A 2048-08-20 4.438290 70000000.00 3772428.90 Agency Collateralized Mortgage Obligation FHLMC_44-31 2045-01-15 5.908860 73079466.00 2976197.36 Agency Collateralized Mortgage Obligation FHSTR_240 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Barclays Capital, Inc. 0.050 AC28XWWI3WIBK2824319 BRWZ1E3U7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHMS-K1522 2039-11-25 3.067710 4000000.00 1275859.13 Agency Collateralized Mortgage Obligation FNMA_05-33 2035-04-25 5.000000 5560000.00 1492033.49 Agency Collateralized Mortgage Obligation FHLMC_K056 2026-06-25 2.111650 6266845.00 515709.58 Agency Collateralized Mortgage Obligation FHMS_KG04 2030-11-25 2.628800 7827000.00 1408778.59 Agency Collateralized Mortgage Obligation FHLMC_K-1512 2037-10-25 3.157240 9634407.00 2896930.66 Agency Collateralized Mortgage Obligation FHMS_K055 2044-04-25 1.643210 14480000.00 882967.37 Agency Collateralized Mortgage Obligation FHMS_K-126 2049-01-25 2.628480 15000000.00 2934680.43 Agency Collateralized Mortgage Obligation FHLMC_KW03 2030-08-25 3.047610 15704000.00 2268077.01 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 2040-06-25 1.652100 20325338.00 1156033.40 Agency Collateralized Mortgage Obligation FHLMC_K735 2047-05-25 2.152810 21093000.00 1725023.40 Agency Collateralized Mortgage Obligation FREMF_K-082 2028-10-25 2.213070 23425000.00 2926878.80 Agency Collateralized Mortgage Obligation FHMS_K737 2048-01-25 1.768390 32062646.00 2401116.77 Agency Collateralized Mortgage Obligation FHMS_K117 2048-10-25 2.871650 34386894.00 7014917.40 Agency Collateralized Mortgage Obligation FREMF_15-K721 2047-11-25 0.000000 36873727.00 37152861.11 Agency Collateralized Mortgage Obligation FREMF_18-KC02 2025-08-25 0.000000 39022000.00 30647683.69 Agency Collateralized Mortgage Obligation FHMS_KSG1 2030-09-25 2.936280 39899153.00 7429669.49 Agency Collateralized Mortgage Obligation FHMS_K722 2023-07-25 1.461060 49498476.00 847651.18 Agency Collateralized Mortgage Obligation FHMS_K054 2043-04-25 1.599310 54705000.00 3126417.11 Agency Collateralized Mortgage Obligation FHLKC_05 2027-06-25 1.204530 58450000.00 2406180.38 Agency Collateralized Mortgage Obligation FHMS_15-K048 2043-08-25 1.491440 67088000.00 3147405.19 Agency Collateralized Mortgage Obligation FHMS_K053 2044-03-25 1.641900 71778000.00 4156766.37 Agency Collateralized Mortgage Obligation FREMF_18-KC02 2025-08-25 0.100000 90454350.00 232919.96 Agency Collateralized Mortgage Obligation FHMS_K063 2027-02-25 0.000000 97939435.00 8928218.78 Agency Collateralized Mortgage Obligation FHLMC_K076 2046-06-25 2.253390 108648047.00 13168256.57 Agency Collateralized Mortgage Obligation FREMF_18-K80 2050-08-25 0.100000 223488926.00 1102917.85 Agency Collateralized Mortgage Obligation FREMF_KW07 2028-10-25 0.120800 614425000.00 5109270.79 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K740 2027-09-25 0.758250 190000.00 7037.06 Agency Collateralized Mortgage Obligation FNMA_17-34 2047-05-25 3.000000 2310000.00 2363829.93 Agency Collateralized Mortgage Obligation FHLK_12 2030-10-25 2.740140 4357000.00 854965.85 Agency Collateralized Mortgage Obligation FHMS_K-1513 2037-12-25 2.933400 5567887.00 1558412.87 Agency Collateralized Mortgage Obligation FREMF_16-K1502 2031-04-25 0.000000 6487874.00 4391343.47 Agency Collateralized Mortgage Obligation FREMF_K065 2045-07-25 2.182170 12470000.00 1254514.80 Agency Collateralized Mortgage Obligation FHMS_KS07 2025-09-25 0.637370 13755000.00 283162.68 Agency Collateralized Mortgage Obligation FREMF_K081 2046-09-25 2.234490 14690000.00 1872796.74 Agency Collateralized Mortgage Obligation FHMS_K740 2047-11-25 2.480870 15093000.00 1847981.93 Agency Collateralized Mortgage Obligation FHMS_K133 2031-10-25 2.791950 16514882.00 3592927.53 Agency Collateralized Mortgage Obligation FHMS_K062 2045-01-25 2.078050 20472000.00 1846155.55 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_16-KS 2026-08-25 1.053290 24740000.00 789795.62 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB77 2040-06-25 1.469240 29531497.00 1255026.78 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS 2043-06-25 1.494840 33815538.00 1480989.74 Agency Collateralized Mortgage Obligation FHMS_K727 2044-10-25 2.005700 36341000.00 1673331.26 Agency Mortgage-Backed Securities FHMS_K734 2046-02-25 2.170190 37203000.00 3014620.05 Agency Collateralized Mortgage Obligation GNMA_14-134A 2055-02-16 0.000000 42940000.00 59081.66 Agency Collateralized Mortgage Obligation FHMS_K083 2028-10-25 2.290500 47322916.00 6162573.42 Agency Collateralized Mortgage Obligation FHMS_K084 2028-11-25 2.241590 52037368.00 6687332.22 Agency Collateralized Mortgage Obligation FREMF_18-KW04 2032-12-25 0.100000 56311340.00 341303.03 Agency Collateralized Mortgage Obligation FHMS_16-KC01 2023-01-25 3.645870 62667821.00 1884509.41 Agency Collateralized Mortgage Obligation FHMS_K071 2028-02-25 0.000000 75137000.00 7734285.69 Agency Collateralized Mortgage Obligation FHMS_K-731 2046-04-25 2.107320 87411763.00 5202703.56 Agency Collateralized Mortgage Obligation FHMS_K734 2026-02-25 0.646620 94013000.00 2091680.37 Agency Collateralized Mortgage Obligation FHMS_K057 2044-08-25 2.065580 102668042.00 8372837.63 Agency Collateralized Mortgage Obligation FNMA_14-M9 2024-07-25 0.072000 115502788.00 361262.93 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_20-K109 2030-04-25 1.581680 1005000.00 108965.95 Agency Collateralized Mortgage Obligation FREMF_K-W01 2029-03-25 4.081430 2899352.00 406782.20 Agency Collateralized Mortgage Obligation FHMS_K130 2031-07-25 3.096310 5255158.00 1249751.35 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS 2049-09-25 2.002380 8706000.00 725295.01 Agency Collateralized Mortgage Obligation FHMS_K1506 2036-07-25 3.050490 11000000.00 2945820.53 Agency Collateralized Mortgage Obligation FREMF_K-059 2026-11-25 1.916410 12865000.00 1031957.08 Agency Collateralized Mortgage Obligation FHMS_17-KW02 2027-01-25 2.843080 14328401.00 1753700.45 Agency Collateralized Mortgage Obligation FHMS_K159 2033-11-25 0.000000 14928359.00 4397819.52 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K070 2044-12-25 2.039590 15608000.00 1623352.01 Agency Collateralized Mortgage Obligation FREMF_18-KW06 2031-06-25 3.172730 22000000.00 3850342.05 Agency Collateralized Mortgage Obligation FHMS_K035 2041-12-25 1.787950 24381000.00 614741.65 Agency Collateralized Mortgage Obligation FHMS_K061 2044-12-25 1.975490 26163474.00 2222498.60 Agency Collateralized Mortgage Obligation FHMS_K119 2053-09-25 2.727030 32000000.00 6281232.66 Agency Collateralized Mortgage Obligation FHMS_K715 2041-02-25 3.618000 33926000.00 25030.37 Agency Collateralized Mortgage Obligation FHLKW_09 2029-06-25 3.008440 39170000.00 7226407.86 Agency Collateralized Mortgage Obligation FRESB_20-SB71 2039-12-25 0.596810 41000000.00 1541007.14 Agency Collateralized Mortgage Obligation FHMS_K723 2023-11-25 1.908160 43350690.00 1354549.12 Agency Mortgage-Backed Securities FREMF_20-K108 2030-03-25 0.000000 47533500.00 31853814.49 Agency Collateralized Mortgage Obligation FHMS_K086 2046-11-25 2.300120 53204000.00 7059164.59 Agency Collateralized Mortgage Obligation FHMS_K073 2028-01-25 2.063630 67546781.00 7430532.44 Agency Collateralized Mortgage Obligation FHMS_K085 2045-12-25 2.314060 74000000.00 9897540.11 Agency Collateralized Mortgage Obligation FHMS_KX04 2034-01-25 1.822570 81854734.00 7082475.33 Agency Collateralized Mortgage Obligation FHMS_K079 2046-07-25 2.255910 87675463.00 10924619.80 Agency Collateralized Mortgage Obligation FREMF_12-K20 2040-05-25 0.200000 97766111.00 45070.18 Agency Collateralized Mortgage Obligation FRESB_19-SB65 2039-06-25 1.456670 463844008.00 22122722.05 Agency Collateralized Mortgage Obligation FREMF_18-KC02 2025-08-25 0.100000 814091000.00 1100599.53 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K104 2030-01-25 1.123910 125000.00 9367.72 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K121 2053-11-25 1.024990 2278000.00 166861.15 Agency Collateralized Mortgage Obligation FHMS_K124 2049-02-25 2.620120 5815000.00 1115108.37 Agency Collateralized Mortgage Obligation FHMS_K074 2028-07-25 2.191770 7714000.00 940821.23 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_18-K81 2037-01-25 3.401030 8744355.00 2711045.36 Agency Collateralized Mortgage Obligation FHMS_KW10 2029-10-25 2.718880 12381000.00 2037221.28 Agency Collateralized Mortgage Obligation FREMF_K-075 2028-05-25 2.129760 12949000.00 1472849.30 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K019 2022-03-25 1.551060 17752697.00 5413.49 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76 2030-05-25 1.673810 20979187.00 1142081.44 Agency Collateralized Mortgage Obligation FHMS_Q014 2055-10-25 2.798280 22899138.00 5008502.07 Agency Collateralized Mortgage Obligation FREMF_K-064 2027-05-25 2.139620 24705000.00 2412806.69 Agency Collateralized Mortgage Obligation FREMF_KW07 2031-10-25 3.061640 28548000.00 4991652.91 Agency Collateralized Mortgage Obligation FHMS_KG03 2033-07-25 2.968150 36860200.00 6952980.42 Agency Collateralized Mortgage Obligation FREMF_17-KW02 2027-01-25 0.000000 37647401.00 29328530.10 Agency Collateralized Mortgage Obligation FREMF_19-KW10 2029-10-25 0.000000 39511889.00 23689787.68 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K131 2031-07-25 0.937630 41935000.00 3341054.53 Agency Collateralized Mortgage Obligation FREMF_18-K732 2025-09-25 0.000000 47306155.00 31429452.48 Agency Collateralized Mortgage Obligation FHMS-KC02 2025-08-25 3.078730 56340350.00 4538899.16 Agency Collateralized Mortgage Obligation FRESB_20-SB70 2039-10-25 0.896380 65000000.00 2924777.33 Agency Collateralized Mortgage Obligation FHLMC_K033 2041-08-25 1.626120 70703986.00 1584447.39 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077 2028-05-25 2.228850 74912809.00 9060452.07 Agency Collateralized Mortgage Obligation FHMS_K725 2024-05-25 2.080590 82697895.00 3157359.53 Agency Mortgage-Backed Securities GNMA_14-033 2049-05-16 0.000000 103615000.00 94194.07 Agency Collateralized Mortgage Obligation FHLMC_KHG2 2030-02-25 0.303460 196655545.00 3970985.19 Agency Collateralized Mortgage Obligation FREMF_18-KW04 2028-09-25 0.100000 506794000.00 2007241.89 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 450000000.00 450000000.00 0.0026 N Y Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. 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1123484.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2040-12-15 4.000000 2500000.00 165180.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2038-11-20 6.500000 4320000.00 109798.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-02-20 3.000000 4666640.00 4254092.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-04-20 4.500000 5182610.00 929301.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-12-20 4.000000 7023664.00 1515225.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2049-06-15 2.530000 7869208.00 8012146.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-08-20 4.000000 19014496.00 18129365.90 Agency Mortgage-Backed Securities GNMA GNII SP 785523 C 2051-06-20 0.000000 24478176.00 24759845.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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NATIONAL MORTGAGE ASSOCIATION 2 2043-06-20 3.500000 930000.00 256706.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-04-20 3.000000 1013000.00 889865.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-11-20 2.500000 1231746.00 1229049.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-08-20 3.000000 1861252.00 1551044.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2043-04-15 3.000000 2124976.00 151669.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2045-09-20 4.000000 2500000.00 483707.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-03-20 4.000000 2734440.00 697541.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-02-20 3.000000 3147352.00 3196472.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-02-20 3.000000 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-02-20 2.500000 100000000.00 87202293.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-05-20 3.000000 659126272.00 289256613.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-05-20 3.500000 25000.00 17667.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2035-11-15 5.000000 50000.00 5153.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2040-10-15 4.500000 74930.00 10295.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-06-15 5.000000 92133.00 13928.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-10-20 3.000000 124868.00 128718.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-11-20 3.000000 237087.00 245667.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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10259051.00 35407.91 Agency Mortgage-Backed Securities 06.000 FGPC A79180 G 2037-10-01 6.000000 4752815.00 62967.71 Agency Mortgage-Backed Securities 06.000 FGPC G03551 G 2037-11-01 6.000000 18276751.00 220784.93 Agency Mortgage-Backed Securities 06.000 FGPC G03969 G 2038-02-01 6.000000 4311563.00 68430.29 Agency Mortgage-Backed Securities 05.500 FGPC G04788 G 2038-09-01 5.500000 8993829.00 103332.11 Agency Mortgage-Backed Securities 06.500 FGPC G05580 G 2039-04-01 6.500000 678637.00 12082.01 Agency Mortgage-Backed Securities 06.000 FGPC G06534 G 2038-12-01 6.000000 748357.00 20949.04 Agency Mortgage-Backed Securities 04.500 FGPC G08818 G 2048-06-01 4.500000 3148000.00 514281.08 Agency Mortgage-Backed Securities 04.500 FGPC G08843 G 2048-10-01 4.500000 494754.00 87695.51 Agency Mortgage-Backed Securities 05.500 FGPC G08046 G 2035-03-01 5.500000 12768317.00 265815.30 Agency Mortgage-Backed Securities 05.000 FGPC G08393 G 2040-03-01 5.000000 1027416.00 55993.03 Agency Mortgage-Backed Securities 03.500 FGPC G08538 G 2043-07-01 3.500000 1075000.00 247004.84 Agency Mortgage-Backed Securities 03.500 FGPC G08623 G 2045-01-01 3.500000 2000.00 298.39 Agency Mortgage-Backed Securities 03.500 FGPC G08641 G 2045-05-01 3.500000 350000.00 62503.92 Agency Mortgage-Backed Securities 03.500 FGPC G08659 G 2045-08-01 3.500000 921000.00 155168.46 Agency Mortgage-Backed Securities 03.000 FGPC G08732 G 2046-11-01 3.000000 4566072.00 1246732.92 Agency Mortgage-Backed Securities 03.000 FGPC G18736 G 2034-06-01 3.000000 151506.00 31813.07 Agency Mortgage-Backed Securities 06.000 FGPC A82380 G 2038-10-01 6.000000 2472559.00 13702.25 Agency Mortgage-Backed Securities 03.000 FGPC C04482 G 2043-02-01 3.000000 402132.00 140368.76 Agency Mortgage-Backed Securities 03.000 FGPC C09008 G 2042-08-01 3.000000 28506.00 5149.22 Agency Mortgage-Backed Securities 03.500 FGPC C09068 G 2044-11-01 3.500000 15000.00 2379.84 Agency Mortgage-Backed Securities 05.500 FGPC A89607 G 2039-11-01 5.500000 1021426.00 118838.95 Agency Mortgage-Backed Securities 05.500 FGPC A90726 G 2040-01-01 5.500000 7112245.00 594887.82 Agency Mortgage-Backed Securities 03.000 FGPC J40197 G 2034-02-01 3.000000 146957.00 52580.64 Agency Mortgage-Backed Securities FEPC 02.500 CIZK4881 2028-01-01 2.500000 5000000.00 739639.44 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3084 2042-05-01 3.500000 25000.00 8394.01 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3251 2042-05-01 3.500000 19000.00 4887.72 Agency Mortgage-Backed Securities FEPC 03.500 CLZL4131 2042-11-01 3.500000 1230153.00 385991.94 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2184 2046-11-01 3.500000 770274.00 488235.06 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4759 2047-11-01 4.000000 7111405.00 3415500.84 Agency Mortgage-Backed Securities FEPC 04.500 CLZM6944 2048-06-01 4.500000 1031394.00 480738.25 Agency Mortgage-Backed Securities FEPC 03.000 3UZM9905 2028-02-01 3.000000 7499238.00 1294161.67 Agency Mortgage-Backed Securities FEPC 04.000 CLZN1295 2048-11-01 4.000000 159745.00 47297.82 Agency Mortgage-Backed Securities FEPC 03.000 CLZN6177 2049-06-01 3.000000 4910900.00 1124511.57 Agency Mortgage-Backed Securities FEPC 03.500 CLZA4615 2045-12-01 3.500000 257708.00 99988.16 Agency Mortgage-Backed Securities FEPC 04.500 CLZA6140 2048-12-01 4.500000 1129513.00 143867.74 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3883 2043-12-01 3.500000 500000.00 127062.11 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4626 2045-08-01 3.500000 213000.00 35863.54 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4706 2047-03-01 3.000000 3539673.00 1211013.07 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4725 2047-07-01 3.000000 112744.00 27513.48 Agency Mortgage-Backed Securities FEPC 02.500 CIZS8549 2030-01-01 2.500000 3325000.00 642507.17 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0712 2048-10-01 4.000000 898290.00 116312.23 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1320 2048-11-01 4.000000 155246.00 20147.01 Agency Mortgage-Backed Securities FEPC 02.500 CNSA0024 2031-10-01 2.500000 3307127.00 3325754.27 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0813 2052-01-01 3.000000 77525271.00 77874102.07 Agency Mortgage-Backed Securities FEPC 04.000 CLSD0619 2050-07-01 4.000000 19081223.00 14262152.50 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0680 2051-09-01 3.000000 1024.00 1015.77 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8056 2050-04-01 3.000000 2586065.00 844357.27 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 2050-07-01 2.500000 142000.00 79970.99 Agency Mortgage-Backed Securities 03.500 FGPC Q07758 G 2042-04-01 3.500000 6750000.00 1498927.76 Agency Mortgage-Backed Securities 03.000 FGPC Q09949 G 2042-08-01 3.000000 159744.00 34117.83 Agency Mortgage-Backed Securities 03.000 FGPC Q11553 G 2042-10-01 3.000000 67827.00 16608.84 Agency Mortgage-Backed Securities 03.000 FGPC Q14276 G 2043-01-01 3.000000 2519000.00 780870.90 Agency Mortgage-Backed Securities 03.500 FGPC Q16644 G 2043-03-01 3.500000 28000.00 7049.70 Agency Mortgage-Backed Securities 04.500 FGPC Q27614 G 2044-05-01 4.500000 863747.00 261383.87 Agency Mortgage-Backed Securities 05.000 FGPC Q31864 G 2040-11-01 5.000000 881287.00 238568.89 Agency Mortgage-Backed Securities 03.500 FGPC Q34980 G 2045-07-01 3.500000 510000.00 124281.57 Agency Mortgage-Backed Securities 04.000 FGPC Q60732 G 2048-12-01 4.000000 1748541.00 1413646.27 Agency Mortgage-Backed Securities 04.000 FGPC Q62886 G 2049-04-01 4.000000 3609696.00 488427.21 Agency Mortgage-Backed Securities 04.500 FGPC Q56254 G 2048-05-01 4.500000 23591288.00 7995906.67 Agency Mortgage-Backed Securities FEPC 03.000 CLQA0800 2049-07-01 3.000000 1490144.00 305452.43 Agency Mortgage-Backed Securities FEPC 05.000 CLQA1139 2049-07-01 5.000000 1052482.00 659498.40 Agency Mortgage-Backed Securities 03.500 FGPC G60136 G 2043-12-01 3.500000 1740000.00 643920.25 Agency Mortgage-Backed Securities 03.500 FGPC G61720 G 2044-01-01 3.500000 90000.00 34460.84 Agency Mortgage-Backed Securities FEPC 03.000 CLQA6367 2050-01-01 3.000000 294478.00 181305.13 Agency Mortgage-Backed Securities FEPC 03.000 CLQA9049 2050-04-01 3.000000 2316541.00 1161854.09 Agency Mortgage-Backed Securities FEPC 02.500 CLQC1464 2051-05-01 2.500000 1291886.00 1131312.06 Agency Mortgage-Backed Securities FEPC 03.000 CLQC3167 2051-06-01 3.000000 1043014.00 1039562.41 Agency Mortgage-Backed Securities FEPC 03.000 CLQC7424 2051-09-01 3.000000 1044130.00 958376.70 Agency Mortgage-Backed Securities FEPC 04.000 CLQC9676 2051-10-01 4.000000 747098.00 805495.42 Agency Mortgage-Backed Securities FEPC 03.000 CLQD0091 2051-11-01 3.000000 1292600.00 1299694.96 Agency Mortgage-Backed Securities FEPC 04.000 CLQD0663 2051-11-01 4.000000 1124898.00 1189505.89 Agency Mortgage-Backed Securities FEPC 02.500 CLQD1559 2051-11-01 2.500000 1094173.00 1072686.30 Agency Mortgage-Backed Securities FEPC 03.500 CLQD1581 2051-11-01 3.500000 1119142.00 1165947.44 Agency Mortgage-Backed Securities FEPC 04.000 CLQD6964 2052-02-01 4.000000 1047433.00 1113344.82 Agency Mortgage-Backed Securities FEPC 05.000 CLRA1217 2049-08-01 5.000000 656959.00 190010.00 Agency Mortgage-Backed Securities FEPC 03.000 CLRA2885 2050-04-01 3.000000 56960.00 17050.33 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6454 2051-11-01 2.500000 27849920.00 26961431.02 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5027 2040-01-01 3.000000 975247.00 331141.51 Agency Mortgage-Backed Securities FEPC 03.500 3VSF5004 2047-07-01 3.500000 300000.00 222042.11 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-S06 X 20260825 FLT 2026-08-25 1.053290 82536449.00 2634879.76 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-W02 X3 20300125 FLT 2030-01-25 2.843080 2268000.00 277588.03 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-014 X 20551025 FLT 2055-10-25 2.798760 2893000.00 632757.29 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-123 X3 20490225 FLT 2049-02-25 2.627610 655000.00 125055.03 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-729 X3 20441125 FLT 2044-11-25 1.966570 16173336.00 777548.14 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-127 X3 20490325 FLT 2049-03-25 2.653760 12065740.00 2368930.93 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1521 X3 20390925 FLT 2039-09-25 3.350020 8698662.00 3092152.67 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1522 X3 20391125 FLT 2039-11-25 3.067710 21907000.00 6987561.47 Agency Collateralized Mortgage Obligation FNMS 07.500 CL630993 2031-09-01 7.500000 13440401.00 217461.45 Agency Mortgage-Backed Securities FNMS 05.500 CLAH7402 2041-06-01 5.500000 1258696.00 203481.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ7680 2041-12-01 3.500000 4200000.00 479683.42 Agency Mortgage-Backed Securities FNMS 04.500 CLAK5035 2042-02-01 4.500000 13654237.00 458166.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAK8221 2042-04-01 4.000000 6149998.00 1021930.13 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1704 2040-05-01 6.500000 1933190.00 90760.45 Agency Mortgage-Backed Securities FNMS 05.000 CIAL1374 2025-09-01 5.000000 182783.00 1674.77 Agency Mortgage-Backed Securities FNMS 03.500 CTAL3609 2032-09-01 3.500000 27127904.00 4025796.51 Agency Mortgage-Backed Securities FNMS 04.000 CNAL5453 2023-05-01 4.000000 751292.00 2.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7231 2045-08-01 3.500000 336000.00 99874.49 Agency Mortgage-Backed Securities FNMS 06.000 CLAL9562 2041-07-01 6.000000 1710541.00 588076.00 Agency Mortgage-Backed Securities FNMS 03.500 CLAO2993 2042-05-01 3.500000 8160000.00 1239645.09 Agency Mortgage-Backed Securities FNMS 04.000 CIAO9573 2027-06-01 4.000000 912271.00 46842.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAP9736 2042-10-01 3.500000 175000.00 26483.95 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ6238 2042-12-01 3.500000 30081200.00 7993925.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAS1111 2043-11-01 4.000000 5250000.00 1458117.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4783 2045-04-01 3.500000 655000.00 211416.62 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5056 2045-05-01 3.500000 5051351.00 902182.81 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7170 2046-05-01 3.500000 595000.00 97039.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6395 2045-12-01 3.500000 6130000.00 1005435.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6620 2046-02-01 3.500000 500000.00 124567.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7350 2046-06-01 3.500000 31832480.00 11848507.19 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8282 2046-11-01 3.500000 640569.00 138854.38 Agency Mortgage-Backed Securities FNMS 04.500 CLAV7109 2044-03-01 4.500000 29171673.00 9387666.07 Agency Mortgage-Backed Securities FNMS 04.000 CLAX3549 2044-11-01 4.000000 4019591.00 475626.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAY3376 2045-04-01 3.500000 1000000.00 181479.80 Agency Mortgage-Backed Securities FNMS 04.000 CLAY8841 2045-07-01 4.000000 450000.00 81834.36 Agency Mortgage-Backed Securities FNMS 05.500 CL725943 2034-10-01 5.500000 422852.00 6336.16 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ8655 2045-11-01 3.500000 1001506.00 226066.69 Agency Mortgage-Backed Securities FNMS 04.000 CLBA6392 2045-11-01 4.000000 21563588.00 3181491.89 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1760 2046-02-01 3.500000 1206820.00 254188.21 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1442 2046-07-01 3.500000 215000.00 47803.37 Agency Mortgage-Backed Securities FNMS 03.500 CLBC4437 2046-04-01 3.500000 2802240.00 403295.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3701 2047-06-01 4.500000 15540696.00 6383407.47 Agency Mortgage-Backed Securities FNMS 03.500 CTBE7482 2037-02-01 3.500000 22715961.00 11326373.81 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0396 2059-08-01 2.500000 15570784.00 11605725.12 Agency Mortgage-Backed Securities FNMS 03.500 CIBH7083 2032-12-01 3.500000 14034937.00 7058881.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBJ0978 2047-11-01 3.000000 33843.00 8083.71 Agency Mortgage-Backed Securities FNMS 03.500 CIBK5189 2033-07-01 3.500000 1404072.00 636797.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7076 2048-06-01 4.500000 1367723.00 757906.98 Agency Mortgage-Backed Securities FNMS 02.500 CIBM1888 2031-10-01 2.500000 1039612.00 330410.33 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3612 2047-02-01 4.000000 116000.00 38876.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4655 2047-05-01 3.500000 2600000.00 812121.10 Agency Mortgage-Backed Securities FNMS 03.000 CLBO5345 2049-11-01 3.000000 89091.00 39153.26 Agency Mortgage-Backed Securities FNMS 03.500 CLBO5013 2049-12-01 3.500000 1874320.00 1345524.65 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ1402 2050-08-01 3.000000 970000.00 632177.36 Agency Mortgage-Backed Securities FNMS 03.000 CLBR7181 2051-05-01 3.000000 1514102.00 1497507.35 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0529 2051-05-01 2.500000 3688492.00 3436466.37 Agency Mortgage-Backed Securities FNMS 03.000 CLBU0329 2051-09-01 3.000000 1206799.00 1230221.18 Agency Mortgage-Backed Securities FNMS 02.500 CLBU6691 2051-12-01 2.500000 362278.00 354681.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBV1077 2052-02-01 4.000000 1017949.00 1073887.33 Agency Mortgage-Backed Securities FNMS 05.000 CLCA1795 2048-05-01 5.000000 6692881.00 1134383.50 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2652 2048-11-01 5.000000 1285011.00 260637.96 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6302 2050-07-01 2.500000 12655341.00 9895024.60 Agency Mortgage-Backed Securities FNMS 05.000 CLFM3957 2050-03-01 5.000000 657055.00 251505.16 Agency Mortgage-Backed Securities FNMS 06.500 CL888814 2037-08-01 6.500000 2364120.00 19671.85 Agency Mortgage-Backed Securities FNMS 05.500 CI889985 2023-11-01 5.500000 2450000.00 8660.02 Agency Mortgage-Backed Securities FNMS 05.500 CI928345 2022-05-02 5.500000 2250000.00 1122.48 Agency Mortgage-Backed Securities FNMS 06.500 CL949358 2037-08-01 6.500000 895378.00 33271.73 Agency Mortgage-Backed Securities FNMS 02.500 CIAB3857 2026-11-01 2.500000 27000.00 1135.75 Agency Mortgage-Backed Securities FNMS 04.000 CLAB5122 2042-04-01 4.000000 3233356.00 1558711.59 Agency Mortgage-Backed Securities FNMS 03.500 CLAB7965 2043-02-01 3.500000 265000.00 52733.88 Agency Mortgage-Backed Securities FNMS 04.000 CIAC3251 2024-09-01 4.000000 5325000.00 141428.13 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1463 2043-06-01 3.500000 4118997.00 1153323.80 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2864 2047-01-01 3.500000 1412969.00 360465.81 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 2047-12-01 3.500000 3708906.00 807476.07 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3358 2048-05-01 4.500000 1539200.00 259452.78 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3617 2049-03-01 5.000000 329126.00 69500.62 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3741 2039-08-01 3.000000 2655329.00 554286.68 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3800 2039-10-01 3.000000 1546449.00 353714.07 Agency Mortgage-Backed Securities FNMS 05.500 CLAD3317 2040-03-01 5.500000 3671621.00 119528.96 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0801 2039-09-01 6.000000 10608428.00 403000.16 Agency Mortgage-Backed Securities FNMS 06.500 CLAE0443 2039-10-01 6.500000 1198846.00 33036.61 Agency Mortgage-Backed Securities 6 3/8 BOND 27 2027-08-15 6.375000 171400.00 212525.44 U.S. Treasuries (including strips) 0 1/8 NOTE AY 23 2023-03-31 0.125000 774500.00 766427.03 U.S. Treasuries (including strips) FREMF MTG TR 2013-K33 D 20460825 0.00000 2046-08-25 0.000000 13500000.00 11939049.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K54 X2-A 20480425 0.10000 2048-04-25 0.100000 596633000.00 1971494.25 Agency Collateralized Mortgage Obligation FREMF MTG TR 2014-K715 D 20460225 0.00000 2046-02-25 0.000000 50424000.00 8671537.46 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-K735 X2-B 20520525 0.10000 2052-05-25 0.100000 268079126.00 1099660.57 Agency Collateralized Mortgage Obligation FREMF MTG TR 2018-KX03 B-FX 20320925 FLT 2032-09-25 4.100370 43561948.00 7583054.55 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB82 X1 20401025 FLT 2040-10-25 1.120230 5220000.00 267215.45 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-K121 X2-B 20531125 0.10000 2053-11-25 0.100000 262295816.00 2004726.92 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF103 CS 20310127 FLT 2031-01-27 6.298670 76124000.00 75636803.33 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB85 B 20410325 FLT 2041-03-25 7.500000 42679859.00 37777334.65 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-K130 D 20530825 0.00000 2053-08-25 0.000000 60777341.00 44902907.30 Agency Collateralized Mortgage Obligation FRESB MTG TR 2022-SB94 X1 20411125 FLT 2041-11-25 0.058840 133557760.00 2690271.32 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST 2021-K135 D 20541025 0.00000 2054-10-25 0.000000 63227997.00 47179593.26 Agency Collateralized Mortgage Obligation 06.000 FGPC A62706 G 2037-06-01 6.000000 10272321.00 32817.75 Agency Mortgage-Backed Securities 05.500 FGPC G02408 G 2036-12-01 5.500000 9445341.00 99277.73 Agency Mortgage-Backed Securities 06.500 FGPC G04173 G 2037-12-01 6.500000 603821.00 15269.39 Agency Mortgage-Backed Securities 05.500 FGPC G03812 G 2038-02-01 5.500000 9315187.00 92752.93 Agency Mortgage-Backed Securities 05.500 FGPC G05073 G 2039-01-01 5.500000 1346434.00 15836.60 Agency Mortgage-Backed Securities 06.500 FGPC G04955 G 2038-11-01 6.500000 1625363.00 16175.94 Agency Mortgage-Backed Securities 05.500 FGPC G07795 G 2041-06-01 5.500000 25132.00 3810.19 Agency 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5.500000 1676450.00 44719.54 Agency Mortgage-Backed Securities 05.500 FGPC A83066 G 2038-11-01 5.500000 3776120.00 18051.59 Agency Mortgage-Backed Securities 03.500 FGPC C03719 G 2041-10-01 3.500000 500000.00 39239.23 Agency Mortgage-Backed Securities 03.000 FGPC C09022 G 2042-12-01 3.000000 4613265.00 1123006.92 Agency Mortgage-Backed Securities 06.500 FGPC A84116 G 2039-01-01 6.500000 326933.00 14372.25 Agency Mortgage-Backed Securities 05.500 FGPC A93514 G 2040-08-01 5.500000 1314047.00 235704.98 Agency Mortgage-Backed Securities 05.500 FGPC A29948 G 2035-02-01 5.500000 1079270.00 22427.32 Agency Mortgage-Backed Securities FEPC 02.500 CIZK4374 2027-08-01 2.500000 5000000.00 581002.53 Agency Mortgage-Backed Securities FEPC 02.500 CIZK5632 2028-06-01 2.500000 1100000.00 185624.08 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3068 2042-05-01 3.500000 44000.00 11707.84 Agency Mortgage-Backed Securities FEPC 03.500 CLZL9406 2045-04-01 3.500000 166000.00 60605.47 Agency 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31491949.00 276304.49 Agency Collateralized Mortgage Obligation FNRA CL137HS R11F137 2042-01-25 5.813140 25411721.00 291662.14 Agency Collateralized Mortgage Obligation FNRA CL020CS R12F020 2032-02-25 6.463140 21648056.00 293149.20 Agency Collateralized Mortgage Obligation FNRA RC030LS R12F030 2042-04-25 6.313140 38333333.00 778873.25 Agency Collateralized Mortgage Obligation FNRM CL127IA R12F127 2027-11-25 3.500000 92408253.00 581685.14 Agency Collateralized Mortgage Obligation FNRM CL124JI R12F124 2042-11-25 3.500000 67416571.00 638024.05 Agency Collateralized Mortgage Obligation FNRA CL137CS R12F137 2041-08-25 6.013140 18582349.00 147733.37 Agency Collateralized Mortgage Obligation FNRM CL010EI R13F010 2041-10-25 3.500000 17702571.00 306668.94 Agency Collateralized Mortgage Obligation FNRA CL018JS R13F018 2033-03-25 5.235770 20000000.00 11562639.19 Agency Collateralized Mortgage Obligation FNRM CL110DI R13F110 2043-11-25 4.500000 52908097.00 424779.67 Agency Collateralized Mortgage Obligation FNRA CL058SG R14F058 2044-09-25 6.463140 21072322.00 521503.35 Agency Collateralized Mortgage Obligation FNRM CL046IT R14F046 2043-05-25 3.000000 42062093.00 252023.19 Agency Collateralized Mortgage Obligation FNRM CL074CI R14F074 2044-06-25 4.500000 6225777.00 108994.00 Agency Collateralized Mortgage Obligation FNRM CL034JI R15F034 2045-06-25 6.000000 8553836.00 391306.65 Agency Collateralized Mortgage Obligation FNRA CL081SA R16F081 2046-11-25 5.963140 3600000.00 188200.38 Agency Collateralized Mortgage Obligation FNRM CL099DI R16F099 2046-01-25 3.500000 10614285.00 120838.54 Agency Collateralized Mortgage Obligation FNRA CL013AS R17F013 2047-02-25 5.863140 2470000.00 187593.01 Agency Collateralized Mortgage Obligation FNRA CL057SA R17F057 2057-08-25 5.913140 1860000.00 179492.21 Agency Collateralized Mortgage Obligation FNRM CL066IV R17F066 2047-09-25 4.000000 5250000.00 117291.25 Agency Collateralized Mortgage Obligation FNRA CL027WI R18F027 2058-05-25 1.563220 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Obligation FGRA 3984DS 01/15/42 2042-01-15 5.758860 62591952.00 765976.29 Agency Collateralized Mortgage Obligation FGRA 4056SY 05/15/42 2042-05-15 5.858860 41095926.00 568848.33 Agency Collateralized Mortgage Obligation FGRM 4057UI 05/15/27 2027-05-15 3.000000 35000000.00 120903.14 Agency Collateralized Mortgage Obligation FGRA 4097SP 08/15/42 2042-08-15 5.858860 11525618.00 473842.47 Agency Collateralized Mortgage Obligation FGRM 4142ID 12/15/32 2032-12-15 3.000000 36166666.00 543732.91 Agency Collateralized Mortgage Obligation FGRM 4168IB 10/15/32 2032-10-15 3.000000 25831961.00 450337.98 Agency Collateralized Mortgage Obligation FGRA 4218SK 10/15/40 2040-10-15 6.008860 20000000.00 119239.41 Agency Collateralized Mortgage Obligation FGRA 4338MS 01/15/54 2054-01-15 5.958860 28540048.00 760261.17 Agency Collateralized Mortgage Obligation FTRA 4363IO 06/15/41 2041-06-15 1.667070 75000000.00 321355.19 Agency Collateralized Mortgage Obligation FGRA 4480ES 11/15/43 2043-11-15 5.988860 4674714.00 121788.17 Agency Collateralized Mortgage Obligation FGRM 4530HI 11/15/45 2045-11-15 4.000000 43832750.00 438947.90 Agency Collateralized Mortgage Obligation FTRA 4596SL 11/15/41 2041-11-15 1.728240 45287202.00 483615.08 Agency Collateralized Mortgage Obligation FGRM 4705MI 07/15/47 2047-07-15 4.000000 22487500.00 646920.55 Agency Collateralized Mortgage Obligation FERM 5058IA 06/25/50 2050-06-25 3.000000 19138290.00 2691579.54 Agency Collateralized Mortgage Obligation FERM 5071IH 02/25/51 2051-02-25 2.500000 1271190.00 161709.79 Agency Collateralized Mortgage Obligation FERM 5086EI 03/25/51 2051-03-25 2.000000 17267814.00 1867238.42 Agency Collateralized Mortgage Obligation FTRA 4895IJ 02/15/42 2042-02-15 1.664800 30385712.00 577431.87 Agency Collateralized Mortgage Obligation FTRA 4913IB 01/15/37 2037-01-15 1.576520 34798694.00 774072.03 Agency Collateralized Mortgage Obligation FERA 4906PS 09/25/49 2049-09-25 5.863140 15800000.00 471688.94 Agency Collateralized Mortgage Obligation FERA 4917SG 10/25/49 2049-10-25 5.813140 8333333.00 812654.44 Agency Collateralized Mortgage Obligation FERM 4943JI 09/25/49 2049-09-25 4.500000 2736884.00 165947.39 Agency Collateralized Mortgage Obligation FERM 5023BI 10/25/50 2050-10-25 2.000000 60252578.00 5939763.48 Agency Collateralized Mortgage Obligation FERM 5141IJ 04/25/51 2051-04-25 2.500000 1050168.00 114115.25 Agency Collateralized Mortgage Obligation FERM 5159BI 03/25/50 2050-03-25 3.000000 27009071.00 2978799.26 Agency Collateralized Mortgage Obligation FERM 5178HI 01/25/52 2052-01-25 3.000000 5872048.00 916658.99 Agency Collateralized Mortgage Obligation FERA 5200SA 02/25/52 2052-02-25 3.460000 38703508.00 3458519.67 Agency Collateralized Mortgage Obligation FNRA RC118SF R03F118 2033-12-25 7.913140 129305000.00 422332.48 Agency Collateralized Mortgage Obligation FNRA RC075AS R05F075 2035-09-25 5.913140 32000000.00 114072.04 Agency Collateralized Mortgage Obligation FNRA RC023SQ R06F023 2036-04-25 6.513140 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Obligation FNRA CL022SE R08F022 2038-04-25 6.033140 67962510.00 343813.77 Agency Collateralized Mortgage Obligation FGRA 3417SL 08/15/35 2035-08-15 6.758860 29010000.00 101139.31 Agency Collateralized Mortgage Obligation FGRA 3443SE 03/15/37 2037-03-15 5.623710 13200000.00 120011.07 Agency Collateralized Mortgage Obligation FGRA 3507IS 03/15/32 2032-03-15 7.787890 18000000.00 175807.97 Agency Collateralized Mortgage Obligation FNRA CL078OS R09F078 2039-10-25 6.553140 75553825.00 479305.34 Agency Collateralized Mortgage Obligation FGRM 3682GO 08/15/36 2036-08-15 0.000000 4067750.00 401433.62 Agency Collateralized Mortgage Obligation FNRA RC134SM R10F134 2040-12-25 5.863140 50000000.00 429505.72 Agency Collateralized Mortgage Obligation FNRM CL154DI R10F154 2040-11-25 4.500000 60733333.00 287960.79 Agency Collateralized Mortgage Obligation GNRA 2013-113 SK 2043-08-20 6.488290 45694819.00 1226288.12 Agency Collateralized Mortgage Obligation GNRA 2015-161 NS 2045-11-20 6.038290 31000000.00 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2022-010 ST 2052-01-20 3.151670 4485798.00 322501.44 Agency Collateralized Mortgage Obligation GNRM 2022-034 HI 2052-02-20 3.500000 3461096.00 493091.96 Agency Collateralized Mortgage Obligation GNRA 2022-022 QS 2052-02-20 2.951330 50000000.00 1597042.56 Agency Collateralized Mortgage Obligation BILL 10/06/22 2022-10-06 0.000000 8380400.00 8342445.17 U.S. Treasuries (including strips) BILL 06/14/22 2022-06-14 0.000000 39442100.00 39390706.94 U.S. Treasuries (including strips) 2 TRIB 26 2026-01-15 2.000000 1528100.00 2454902.33 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 1000000.00 1007793.21 U.S. Treasuries (including strips) 1 5/8 NOTE L 23 2023-05-31 1.625000 2000000.00 2018835.71 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 2028-07-15 0.750000 600000.00 746481.18 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 18300000.00 16538413.59 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 2031-05-15 1.625000 7641000.00 7518991.55 U.S. Treasuries (including strips) FGRA S12507 12/15/42 2042-12-15 5.958860 15566471.00 287822.55 Agency Collateralized Mortgage Obligation FGRA S13156 12/15/42 2042-12-15 3.500000 10398000.00 272704.60 Agency Collateralized Mortgage Obligation FGRM 01983Z 12/15/23 2023-12-15 6.500000 246.00 1.50 Agency Collateralized Mortgage Obligation FNRA CL036SC R12F036 2042-04-25 6.313140 28457346.00 578036.81 Agency Collateralized Mortgage Obligation FNRA CL054CS R12F054 2042-05-25 6.113140 14776879.00 136376.02 Agency Collateralized Mortgage Obligation FNRA CL061PS R12F061 2041-12-25 6.463140 9473800.00 223805.97 Agency Collateralized Mortgage Obligation FNRM CL118IN R12F118 2042-11-25 3.500000 5000000.00 157629.57 Agency Collateralized Mortgage Obligation FNRA CL128SB R12F128 2042-11-25 5.963140 42569124.00 427904.97 Agency Collateralized Mortgage Obligation FNRA CL019DS R13F019 2041-09-25 6.013140 33482200.00 252386.19 Agency Collateralized Mortgage Obligation FNRM CL045PI R13F045 2033-05-25 3.000000 15346667.00 346999.49 Agency Collateralized Mortgage Obligation FNRM CL042PI R13F042 2043-05-25 4.500000 52768332.00 554567.19 Agency Collateralized Mortgage Obligation FNRM RC054IW R13F054 2043-06-25 3.000000 16953332.00 324853.37 Agency Collateralized Mortgage Obligation FNRM CL105IQ R13F105 2040-05-25 5.000000 62643330.00 395121.98 Agency Collateralized Mortgage Obligation FNRA CL130SM R13F130 2044-01-25 6.413140 43960572.00 878707.21 Agency Collateralized Mortgage Obligation FNRA CL083SA R14F083 2044-12-25 1.589120 50325096.00 221896.57 Agency Collateralized Mortgage Obligation FNRM CL040IT R15F040 2032-03-25 3.500000 45313519.00 198715.18 Agency Collateralized Mortgage Obligation FNRA CL076DI R15F076 2041-05-25 2.813140 12894566.00 79049.66 Agency Collateralized Mortgage Obligation FNRA CL075SC R16F075 2046-10-25 5.913140 3300000.00 187155.88 Agency Collateralized Mortgage Obligation FNRA CL060SM R16F060 2046-09-25 5.913140 12267668.00 501559.46 Agency Collateralized 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2.500000 7243000.00 703484.56 Agency Collateralized Mortgage Obligation FGRA 3769DS 12/15/40 2040-12-15 6.308860 29250000.00 349286.26 Agency Collateralized Mortgage Obligation FGRA 3946SL 04/15/41 2041-04-15 6.458860 43627875.00 721957.20 Agency Collateralized Mortgage Obligation FGRA 4020LS 11/15/41 2041-11-15 5.858860 8564831.00 130018.26 Agency Collateralized Mortgage Obligation FGRA 4016CS 07/15/41 2041-07-15 6.308860 40419858.00 213380.91 Agency Collateralized Mortgage Obligation FGRA 4040US 08/15/41 2041-08-15 6.458860 34114911.00 321240.81 Agency Collateralized Mortgage Obligation FGRA 4057ES 12/15/41 2041-12-15 6.458860 25359863.00 121953.59 Agency Collateralized Mortgage Obligation FGRM 4157NI 01/15/43 2043-01-15 3.500000 5357233.00 192710.01 Agency Collateralized Mortgage Obligation FGRM 4165BI 02/15/28 2028-02-15 2.500000 27520192.00 203445.89 Agency Collateralized Mortgage Obligation FGRM 4192IM 12/15/41 2041-12-15 3.500000 6000000.00 130277.46 Agency Collateralized Mortgage Obligation FGRA 4218DS 07/15/42 2042-07-15 6.058860 5466353.00 156588.31 Agency Collateralized Mortgage Obligation FGRA 4248SL 05/15/41 2041-05-15 5.858860 42343980.00 773565.80 Agency Collateralized Mortgage Obligation FGRM 4489MI 08/15/44 2044-08-15 4.500000 18999043.00 582746.23 Agency Collateralized Mortgage Obligation FGRM 4527CI 02/15/44 2044-02-15 3.500000 17289000.00 368633.31 Agency Collateralized Mortgage Obligation FGRA 4573CS 04/15/46 2046-04-15 5.858860 12089020.00 405973.92 Agency Collateralized Mortgage Obligation FGRA 4589WS 06/15/46 2046-06-15 5.708860 18318856.00 568868.66 Agency Collateralized Mortgage Obligation FGRM 4698IO 07/15/47 2047-07-15 6.000000 6841485.00 507623.24 Agency Collateralized Mortgage Obligation FERM 5071QI 04/25/48 2048-04-25 4.000000 7400897.00 723850.73 Agency Collateralized Mortgage Obligation FERM 5083DI 03/25/51 2051-03-25 2.500000 10411573.00 1352722.50 Agency Collateralized Mortgage Obligation FGRA 4851MS 08/15/57 2057-08-15 5.908860 7000000.00 836620.67 Agency Collateralized Mortgage Obligation FGRA 4885AS 06/15/49 2049-06-15 5.858860 7772000.00 756075.65 Agency Collateralized Mortgage Obligation FERA 4908SB 08/25/49 2049-08-25 5.863140 5000000.00 193387.45 Agency Collateralized Mortgage Obligation FERM 4977IO 05/25/50 2050-05-25 4.500000 31579000.00 2662676.40 Agency Collateralized Mortgage Obligation FERM 5092JI 10/25/50 2050-10-25 2.500000 14208400.00 1233875.39 Agency Collateralized Mortgage Obligation FERM 5106BI 06/25/49 2049-06-25 4.500000 3343177.00 506731.22 Agency Collateralized Mortgage Obligation FERM 5127MI 07/25/51 2051-07-25 3.000000 12963000.00 1134727.36 Agency Collateralized Mortgage Obligation FERM 5147PI 10/25/48 2048-10-25 4.500000 5460391.00 971131.88 Agency Collateralized Mortgage Obligation FNRM CL074GI R02F074 2032-11-25 7.000000 147589139.00 144265.63 Agency Collateralized Mortgage Obligation FNRA RC053SB R04F053 2034-07-25 6.213140 143600000.00 296914.94 Agency Collateralized 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6.223140 44419509.00 428152.97 Agency Collateralized Mortgage Obligation FNRA CL012KS R08F012 2038-03-25 6.813140 50000000.00 293472.28 Agency Collateralized Mortgage Obligation FGRA 3265SC 01/15/37 2037-01-15 6.218860 46360000.00 237456.45 Agency Collateralized Mortgage Obligation FGRA 3368AI 09/15/37 2037-09-15 5.838860 13400000.00 131815.58 Agency Collateralized Mortgage Obligation FNRA CL150SN R10F150 2041-01-25 6.343140 50000000.00 547397.01 Agency Collateralized Mortgage Obligation FGRM 3520IO 02/15/35 2035-02-15 5.000000 5000000.00 141323.50 Agency Collateralized Mortgage Obligation FNRM CL002IH R10F002 2040-02-25 6.500000 1198742.00 371522.51 Agency Collateralized Mortgage Obligation FNRA CL021SJ R10F021 2040-03-25 6.143140 25000000.00 192560.13 Agency Collateralized Mortgage Obligation FNRM RC118IT R10F118 2040-10-25 5.000000 24539999.00 115297.76 Agency Collateralized Mortgage Obligation FNRA CL135CS R10F135 2040-04-25 5.863140 81173142.00 359723.10 Agency Collateralized 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2450997.00 2422505.85 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0872 2047-12-01 4.500000 36125760.00 17714547.84 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3725 2049-06-01 3.500000 11680944.00 6203940.38 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7028 2050-09-01 2.500000 10325522.00 8702517.01 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1500 2049-07-01 4.000000 81050969.00 44865157.26 Agency Mortgage-Backed Securities FNMS 04.500 CLFM9963 2044-03-01 4.500000 48784.00 53445.72 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3746 2049-08-01 4.000000 3000.00 625.36 Agency Mortgage-Backed Securities GNII SF MA0221 M 2042-07-20 4.000000 3067472.00 321925.73 Agency Mortgage-Backed Securities GNII SF MA4778 M 2047-10-20 3.500000 212786946.00 47319523.95 Agency Mortgage-Backed Securities GNAR AR 008909 M 2026-07-20 1.625000 27513.00 11.80 Agency Mortgage-Backed Securities GNAR AR 008847 M 2026-04-20 1.875000 108479232.00 131981.91 Agency Mortgage-Backed Securities 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(including strips) 2 BOND 41 2041-11-15 2.000000 100.00 94.28 U.S. Treasuries (including strips) 2 5/8 NOTE J 25 2025-03-31 2.625000 100.00 103.56 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 2027-08-31 0.500000 200.00 185.14 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 100.00 92.47 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 2027-02-28 1.875000 121200.00 121152.61 U.S. Treasuries (including strips) FMAR 848089 G 2035-01-01 2.053000 6924.00 229.98 Agency Mortgage-Backed Securities FMAR 1Q1630 G 2038-01-01 1.933000 50810008.00 6931412.02 Agency Mortgage-Backed Securities 03.500 FGPC C04114 G 2042-07-01 3.500000 16041038.00 2685656.91 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 2048-08-01 4.500000 5521496.00 2175627.62 Agency Mortgage-Backed Securities 03.500 FGPC V83265 G 2047-07-01 3.500000 6452537.00 2600356.61 Agency Mortgage-Backed Securities FEPC 03.000 CLQA6155 2050-01-01 3.000000 41890.00 34983.15 Agency Mortgage-Backed Securities 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2025-01-31 1.375000 2799700.00 2770842.19 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 2025-08-31 0.250000 5116500.00 4838469.39 U.S. Treasuries (including strips) 0 1/4 NOTE AL 24 2024-03-15 0.250000 100.00 97.35 U.S. Treasuries (including strips) 06.000 FGPC G04303 G 2038-04-01 6.000000 140166501.00 2814404.68 Agency Mortgage-Backed Securities FMAR 1Q1637 G 2038-06-01 2.125000 44433082.00 3578156.44 Agency Mortgage-Backed Securities FMAR 849405 G 2043-10-01 1.881000 15691708.00 1539465.07 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0780 2051-12-01 2.500000 31372514.00 30621198.05 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5391 2051-06-01 3.000000 118652.00 116747.02 Agency Mortgage-Backed Securities FMAR 420192 G 2029-06-01 4.005000 74580.00 85.50 Agency Mortgage-Backed Securities FNRA CL82FB RT93-82 2023-05-25 0.886860 3161.00 0.71 Agency Collateralized Mortgage Obligation FNMS 04.000 CLAK3768 2042-03-01 4.000000 19404477.00 2736217.30 Agency Mortgage-Backed 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CLFM9960 2049-11-01 5.000000 1071714.00 1135714.50 Agency Mortgage-Backed Securities GNII SF MA5398 M 2048-08-20 4.000000 12271072.00 2175993.51 Agency Mortgage-Backed Securities GNII SF MA7137 M 2051-01-20 3.000000 8865177.00 5944383.66 Agency Mortgage-Backed Securities GNII SF MA7537 M 2051-06-20 4.000000 4922543.00 4693397.25 Agency Mortgage-Backed Securities GNHA RM CK9645 H 2071-12-20 2.063000 2298008.00 2484053.33 Agency Mortgage-Backed Securities GNAR AR 008892 M 2026-06-20 1.875000 49653316.00 44936.97 Agency Mortgage-Backed Securities GNAR AR 008788 M 2026-01-20 2.000000 25262121.00 19438.87 Agency Mortgage-Backed Securities GNRA 2004-032 TF 2034-01-20 0.461710 50837725.00 1218225.65 Agency Collateralized Mortgage Obligation GNRA 2005-08 F 2035-01-20 0.361710 22000000.00 565785.15 Agency Collateralized Mortgage Obligation GNRA 2006-064 FA 2036-11-20 0.301710 50000000.00 789686.24 Agency Collateralized Mortgage Obligation GNRA 2007-002 FA 2037-01-20 0.281710 40000000.00 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A-1 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 3000000.00 3000000.00 0.0000 N Y Y N Barclays Bank plc Barclays Bank plc 0.050 G5GSEF7VJP5I7OUK5573 BRWZ1E3W3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.125000 5109500.00 5100081.58 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 5000000.00 5000000.00 0.0000 N Y Y N BNP Paribas SA BNP Paribas SA 0.050 R0MUWSFPU8MPRO8K5P83 BRWZ1E402 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_21-209F 2051-11-20 3.000000 383213.00 33750.51 Agency Collateralized Mortgage Obligation GNMA_21-225G 2051-12-20 3.500000 633265.00 61382.76 Agency Collateralized Mortgage Obligation GNMA_21-161E 2051-09-20 3.000000 1140266.00 107099.80 Agency Collateralized 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Mortgage-Backed Securities GNII SP 785135 M 2049-12-20 4.500000 53088219.00 23365579.27 Agency Mortgage-Backed Securities GNRA 2015-160 IO 2056-01-16 0.392480 285000000.00 1688521.22 Agency Collateralized Mortgage Obligation GNRM 2018-12 IO 2048-01-20 4.000000 20750000.00 1068576.17 Agency Collateralized Mortgage Obligation GNRM 2019-153 IP 2049-12-20 3.500000 38365184.00 3573683.56 Agency Collateralized Mortgage Obligation GNRM 2020-061 DI 2049-02-20 5.500000 9252784.00 883581.36 Agency Collateralized Mortgage Obligation GNRM 2020-151 LI 2050-10-20 3.000000 34290000.00 3663151.50 Agency Collateralized Mortgage Obligation GNRM 2021-049 NI 2051-03-20 2.500000 52500000.00 4724092.38 Agency Collateralized Mortgage Obligation GNRM 2021-081 JI 2051-05-20 3.000000 59814528.00 5016951.18 Agency Collateralized Mortgage Obligation GNRM 2021-096 MI 2051-06-20 3.000000 97429248.00 8843403.00 Agency Collateralized Mortgage Obligation GNRM 2021-209 MI 2051-11-20 3.000000 32916608.00 3305607.51 Agency Collateralized Mortgage Obligation FNRA RC039GS R13F039 2042-10-25 5.913140 44524800.00 977227.23 Agency Collateralized Mortgage Obligation FNRM CL022NI R15F022 2045-04-25 3.000000 21128416.00 595171.47 Agency Collateralized Mortgage Obligation FNRA CL091AS R15F091 2045-12-25 1.506370 82366080.00 718106.51 Agency Collateralized Mortgage Obligation FNRA RC040AS R16F040 2046-07-25 1.472540 141625280.00 1334740.63 Agency Collateralized Mortgage Obligation FNRM CL030QI R17F030 2047-05-25 3.500000 3849924.00 312201.12 Agency Collateralized Mortgage Obligation FNRA CL041IC R18F041 2048-06-25 1.641760 202967040.00 3674019.50 Agency Collateralized Mortgage Obligation FNRM CL056IA R18F056 2048-08-25 4.000000 6118328.00 708141.19 Agency Collateralized Mortgage Obligation FNRM RC009QI R19F009 2045-06-25 4.500000 3622220.00 72905.02 Agency Collateralized Mortgage Obligation FNRA CL027IA R19F027 2049-06-25 1.703210 50000000.00 915488.51 Agency Collateralized Mortgage Obligation FNRA RC063S 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Agency Mortgage-Backed Securities GNII SF 000411 M 2022-10-20 8.500000 100000.00 9.78 Agency Mortgage-Backed Securities GNII SF 001148 M 2023-05-20 8.000000 147000.00 49.99 Agency Mortgage-Backed Securities GNII SF 001369 M 2023-09-20 7.000000 225000.00 143.66 Agency Mortgage-Backed Securities GNII SF 001620 M 2024-03-20 7.000000 452000.00 77.18 Agency Mortgage-Backed Securities GNII SF 001654 M 2024-04-20 6.500000 30000.00 23.53 Agency Mortgage-Backed Securities GNII SF 001869 M 2024-09-20 8.000000 353000.00 36.19 Agency Mortgage-Backed Securities GNII SF 001901 M 2024-11-20 8.000000 75000.00 59.76 Agency Mortgage-Backed Securities GNII SF 001989 M 2025-04-20 8.500000 60000.00 23.95 Agency Mortgage-Backed Securities GNII SF 002020 M 2025-06-20 8.500000 715000.00 121.98 Agency Mortgage-Backed Securities GNII SF 002116 M 2025-11-20 7.000000 110270.00 154.45 Agency Mortgage-Backed Securities GNII SF 002185 M 2026-03-20 7.500000 50000.00 61.68 Agency Mortgage-Backed Securities GNII SF 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387.07 Agency Mortgage-Backed Securities GNII SF 003262 M 2032-07-20 7.000000 25000.00 77.58 Agency Mortgage-Backed Securities GNII SF 003374 M 2033-04-20 5.000000 55000.00 1069.13 Agency Mortgage-Backed Securities GNII SF 003665 M 2035-01-20 5.500000 55000.00 1789.03 Agency Mortgage-Backed Securities GNII SF 003819 M 2036-02-20 5.500000 29000.00 716.57 Agency Mortgage-Backed Securities GNII SF 003889 M 2036-08-20 5.500000 25000.00 400.18 Agency Mortgage-Backed Securities GNII SF 003940 M 2037-01-20 5.500000 50182.00 965.52 Agency Mortgage-Backed Securities GNII SF 003994 M 2037-06-20 5.000000 131426.00 2994.02 Agency Mortgage-Backed Securities GNII SF 004368 M 2039-02-20 4.500000 25000.00 939.77 Agency Mortgage-Backed Securities GNII SF 005312 M 2041-11-20 3.000000 1000.00 113.65 Agency Mortgage-Backed Securities GNII SF 004832 M 2040-10-20 3.500000 500000.00 46257.31 Agency Mortgage-Backed Securities GNMI SF 345096 X 2026-03-15 7.500000 35635.00 36.87 Agency Mortgage-Backed Securities GNMI SF 348291 X 2023-10-15 7.500000 50000.00 45.05 Agency Mortgage-Backed Securities GNMI SF 354713 X 2023-12-15 7.500000 52000.00 23.44 Agency Mortgage-Backed Securities GNMI SF 365271 X 2025-01-15 8.500000 25000.00 57.15 Agency Mortgage-Backed Securities GNMI SF 368394 X 2024-02-15 6.500000 25000.00 60.98 Agency Mortgage-Backed Securities GNMI SF 376375 X 2024-01-15 7.500000 174658.00 79.75 Agency Mortgage-Backed Securities GNMI SF 376518 X 2024-05-15 8.000000 75000.00 48.76 Agency Mortgage-Backed Securities GNMI SF 385892 X 2024-09-15 8.000000 80000.00 32.35 Agency Mortgage-Backed Securities GNMI SF 410211 X 2025-11-15 7.000000 25000.00 30.00 Agency Mortgage-Backed Securities GNMI SF 417337 X 2026-03-15 6.500000 33257.00 30.41 Agency Mortgage-Backed Securities GNMI SF 422561 X 2026-04-15 8.000000 25000.00 59.27 Agency Mortgage-Backed Securities GNMI SF 424000 X 2026-09-15 7.500000 40000.00 27.02 Agency Mortgage-Backed Securities GNMI SF 431112 X 2026-08-15 9.000000 40000.00 75.74 Agency Mortgage-Backed Securities GNMI SF 455385 X 2027-08-15 7.250000 25000.00 29.71 Agency Mortgage-Backed Securities GNMI SF 462384 X 2027-11-15 7.000000 27500.00 31.90 Agency Mortgage-Backed Securities GNMI SF 472979 X 2029-06-15 7.000000 25000.00 138.75 Agency Mortgage-Backed Securities GNMI SF 484824 X 2028-10-15 6.000000 25000.00 118.29 Agency Mortgage-Backed Securities GNMI SF 733600 X 2040-04-15 5.000000 200000.00 19252.12 Agency Mortgage-Backed Securities GNMI SF 491643 X 2029-08-15 7.000000 25000.00 31.15 Agency Mortgage-Backed Securities GNMI SF 495908 X 2029-01-15 6.000000 65000.00 170.40 Agency Mortgage-Backed Securities GNMI SF 510283 X 2029-08-15 6.500000 29000.00 58.24 Agency Mortgage-Backed Securities GNMI SF 513664 X 2029-08-15 8.000000 25016.00 25.07 Agency Mortgage-Backed Securities GNMI SF 532749 X 2030-08-15 8.000000 50000.00 42.22 Agency Mortgage-Backed Securities GNMI SF 563380 X 2031-11-15 6.000000 75075.00 95.60 Agency Mortgage-Backed Securities GNMI SF 321840 X 2023-06-15 7.000000 27100.00 31.20 Agency Mortgage-Backed Securities GNMI SF 337546 X 2023-08-15 6.500000 25000.00 28.92 Agency Mortgage-Backed Securities GNMI SP 780162 X 2025-06-15 8.500000 30000.00 23.29 Agency Mortgage-Backed Securities GNMI SP 781762 X 2034-04-15 6.500000 27000.00 554.94 Agency Mortgage-Backed Securities GNMI SP 781035 X 2029-05-15 6.500000 85000.00 293.35 Agency Mortgage-Backed Securities GNMI SF 759138 X 2041-01-15 4.000000 115300.00 11479.75 Agency Mortgage-Backed Securities GNII SP 782549 M 2039-01-20 4.500000 276000.00 8607.13 Agency Mortgage-Backed Securities GNMI SF 617573 X 2037-06-15 6.500000 25000.00 65.16 Agency Mortgage-Backed Securities GNMI SF 701823 X 2039-04-15 5.000000 1000.00 50.73 Agency Mortgage-Backed Securities BILL 04/19/22 2022-04-19 0.000000 336500.00 336417.89 U.S. Treasuries (including strips) 2.25 FHLB 22 9G 2022-09-09 2.250000 25000.00 25460.56 Agency Debentures and Agency Strips 2.125 FHLB 29 IG 2029-12-14 2.125000 1910000.00 1900140.69 Agency Debentures and Agency Strips 1.00 FHOR 22-26 WU 2026-09-30 1.000000 290000.00 277739.41 Agency Debentures and Agency Strips 1.87 FHOR 22-27 W3 2027-02-22 1.870000 5000000.00 4941353.33 Agency Debentures and Agency Strips FEPC 02.000 CLSD0730 2051-09-01 2.000000 3867.00 3607.82 Agency Mortgage-Backed Securities 3.25 FHLB 23 ZC 2023-06-09 3.250000 190000.00 195747.87 Agency Debentures and Agency Strips 1.95 FCSB 22 AK 2022-07-19 1.950000 5000.00 5036.31 Agency Debentures and Agency Strips 2.35 FCSB 23 CQ 2023-01-17 2.350000 25000.00 25342.41 Agency Debentures and Agency Strips 2 7/8 FCSB 23 DS 2023-12-21 2.875000 2000.00 2056.74 Agency Debentures and Agency Strips 0.94 FCOR 23-27 GA 2027-06-08 0.940000 28500000.00 26863555.33 Agency Debentures and Agency Strips 1.10 FCOR 21-27 HZ 2027-08-23 1.100000 8000.00 7561.05 Agency Debentures and Agency Strips 1.90 FCSB 31 CA 2031-01-14 1.900000 24190000.00 23517499.19 Agency Debentures and Agency Strips 1.86 FCOR 23-27 IN 2027-02-08 1.860000 9750000.00 9650904.25 Agency Debentures and Agency Strips FEPC 04.000 CLRA1197 2049-08-01 4.000000 798050.00 245399.25 Agency Mortgage-Backed Securities 5.50 FHLB 36 G677 2036-07-15 5.500000 25315000.00 34480028.54 Agency Debentures and Agency Strips 0.40 FMNT GB22-24R0 2024-10-21 0.400000 74000.00 71321.06 Agency Debentures and Agency Strips FNMS 07.000 GO252887 2029-09-01 7.000000 36000.00 129.90 Agency Mortgage-Backed Securities 0.25 FMNT GB 23 Z8 2023-11-06 0.250000 9050000.00 8862708.24 Agency Debentures and Agency Strips FNMS 04.000 CLBP6555 2050-08-01 4.000000 1843913.00 1351969.13 Agency Mortgage-Backed Securities GNMI SF 777254 X 2043-03-15 2.500000 29124.00 10863.41 Agency Mortgage-Backed Securities GNMI SF AC0655 X 2043-03-15 2.500000 102711.00 17639.93 Agency Mortgage-Backed Securities GNII SF MA2304 M 2044-10-20 4.000000 138081.00 16131.00 Agency Mortgage-Backed Securities GNII SF MA4382 M 2047-04-20 3.500000 8356000.00 1755975.94 Agency Mortgage-Backed Securities GNII SF MA4194 M 2047-01-20 2.500000 650000.00 183892.81 Agency Mortgage-Backed Securities GNII SF MA5139 M 2048-04-20 5.000000 487710.00 85748.92 Agency Mortgage-Backed Securities GNII SF MA5263 M 2048-03-20 3.500000 1215000.00 271534.32 Agency Mortgage-Backed Securities GNII SF MA5467 M 2048-09-20 4.500000 20404998.00 2992206.38 Agency Mortgage-Backed Securities GNII SF MA6342 M 2049-11-20 5.000000 209436.00 55473.21 Agency Mortgage-Backed Securities GNII SF MA6766 M 2050-07-20 3.000000 2566357.00 1258856.41 Agency Mortgage-Backed Securities GNII SF MA7342 M 2036-05-20 3.500000 47635.00 41972.65 Agency Mortgage-Backed Securities GNII SF MA7828 M 2052-01-20 3.000000 115466443.00 116838032.61 Agency Mortgage-Backed Securities GNII SF BN1508 C 2049-05-20 5.000000 38000.00 25380.39 Agency Mortgage-Backed Securities GNII SF BZ2225 C 2052-02-20 3.000000 1264072.00 1295711.72 Agency Mortgage-Backed Securities GNPL PN CC0764 2056-06-15 2.430000 92520.00 92813.67 Agency Mortgage-Backed Securities GNMI SF CE3569 X 2051-07-15 4.000000 164949.00 171059.47 Agency Mortgage-Backed Securities GNII SF CG5597 C 2051-09-20 2.500000 94857.00 94252.23 Agency Mortgage-Backed Securities GNII RG CI4030 C 2047-11-20 3.000000 2103704.00 2007861.31 Agency Mortgage-Backed Securities GNII SF CK0496 C 2051-12-20 2.500000 1412705.00 1400447.00 Agency Mortgage-Backed Securities GNII SF CK3557 C 2052-02-20 2.500000 2013429.00 2029784.08 Agency Mortgage-Backed Securities GNII SF CK4743 C 2052-01-20 3.000000 1891804.00 1964157.97 Agency Mortgage-Backed Securities GNII SF CL2164 C 2052-01-20 3.000000 2179601.00 2233764.91 Agency Mortgage-Backed Securities GNII SF CL4267 C 2052-02-20 3.000000 2793668.00 2876600.83 Agency Mortgage-Backed Securities GNMI SF 603467 X 2033-02-15 6.000000 65000.00 733.37 Agency Mortgage-Backed Securities GNMI SF 569704 X 2032-02-15 6.000000 45000.00 317.01 Agency Mortgage-Backed Securities GNMI SF 579091 X 2031-12-15 6.500000 40000.00 165.34 Agency Mortgage-Backed Securities GNII SF 001717 M 2024-05-20 7.500000 25000.00 25.42 Agency Mortgage-Backed Securities GNII SF 001267 M 2023-07-20 7.500000 150000.00 64.38 Agency Mortgage-Backed Securities GNII SF 001429 M 2023-10-20 7.500000 50000.00 16.69 Agency Mortgage-Backed Securities GNII SF 002630 M 2028-08-20 6.500000 25000.00 67.06 Agency Mortgage-Backed Securities GNII SF 002686 M 2028-12-20 5.500000 30000.00 96.25 Agency Mortgage-Backed Securities GNII SF 001870 M 2024-09-20 8.500000 105015.00 47.78 Agency Mortgage-Backed Securities GNII SF 001939 M 2025-01-20 8.500000 365045.00 72.89 Agency Mortgage-Backed Securities GNII SF 001973 M 2025-03-20 8.000000 133076.00 49.59 Agency Mortgage-Backed Securities GNII SF 002152 M 2026-01-20 6.500000 73400.00 97.15 Agency Mortgage-Backed Securities GNII SF 002184 M 2026-03-20 7.000000 25092.00 34.40 Agency Mortgage-Backed Securities GNII SF 002248 M 2026-07-20 7.500000 50000.00 60.13 Agency Mortgage-Backed Securities GNII SF 002268 M 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Agency Mortgage-Backed Securities GNII SF 003272 M 2032-08-20 5.500000 40048.00 777.22 Agency Mortgage-Backed Securities GNII SF 004371 M 2039-02-20 6.000000 25000.00 734.97 Agency Mortgage-Backed Securities GNII JM 004489 M 2039-07-20 5.000000 33000.00 198.92 Agency Mortgage-Backed Securities GNII SF 003677 M 2035-02-20 5.000000 75000.00 2438.30 Agency Mortgage-Backed Securities GNII SF 003863 M 2036-06-20 5.000000 35000.00 859.41 Agency Mortgage-Backed Securities GNII SF 003890 M 2036-08-20 6.000000 25000.00 367.12 Agency Mortgage-Backed Securities GNII JM 004163 M 2038-06-20 5.500000 78000.00 79.36 Agency Mortgage-Backed Securities GNII JM 004261 M 2038-10-20 6.500000 350000.00 143.63 Agency Mortgage-Backed Securities GNII SF 004344 M 2039-01-20 6.000000 31827.00 714.98 Agency Mortgage-Backed Securities GNII JM 004554 M 2039-10-20 5.000000 27000.00 170.58 Agency Mortgage-Backed Securities GNII SF 004979 M 2041-03-20 5.000000 148000.00 9200.24 Agency Mortgage-Backed Securities GNMI SF 352964 X 2024-05-15 7.000000 82000.00 18.73 Agency Mortgage-Backed Securities GNMI SF 353313 X 2024-04-15 6.500000 62298.00 120.97 Agency Mortgage-Backed Securities GNMI SF 354718 X 2024-01-15 6.000000 45000.00 71.51 Agency Mortgage-Backed Securities GNMI SF 365973 X 2023-11-15 6.500000 27000.00 63.19 Agency Mortgage-Backed Securities GNMI SF 373641 X 2026-03-15 7.000000 25100.00 68.64 Agency Mortgage-Backed Securities GNMI SF 398875 X 2026-09-15 8.000000 25000.00 31.94 Agency Mortgage-Backed Securities GNMI SF 405578 X 2026-02-15 7.500000 78679.00 121.80 Agency Mortgage-Backed Securities GNMI SF 412543 X 2026-01-15 7.000000 30000.00 33.32 Agency Mortgage-Backed Securities GNMI SF 422508 X 2026-03-15 7.000000 125058.00 75.99 Agency Mortgage-Backed Securities GNMI SF 422726 X 2026-05-15 7.500000 40000.00 82.34 Agency Mortgage-Backed Securities GNMI SF 440093 X 2027-02-15 7.000000 50000.00 48.16 Agency Mortgage-Backed Securities GNMI SF 446822 X 2027-08-15 7.500000 84750.00 118.45 Agency Mortgage-Backed Securities GNMI SF 461125 X 2027-12-15 7.000000 25000.00 54.64 Agency Mortgage-Backed Securities GNMI SF 465311 X 2028-05-15 6.500000 30000.00 57.00 Agency Mortgage-Backed Securities GNMI SF 480424 X 2028-07-15 7.000000 25000.00 40.20 Agency Mortgage-Backed Securities GNMI SF 486794 X 2028-12-15 6.500000 40460.00 85.45 Agency Mortgage-Backed Securities GNMI SF 488741 X 2029-05-15 6.750000 35000.00 768.08 Agency Mortgage-Backed Securities GNMI SF 492730 X 2029-05-15 6.500000 27198.00 116.79 Agency Mortgage-Backed Securities GNMI SF 502984 X 2029-02-15 6.500000 30000.00 75.17 Agency Mortgage-Backed Securities GNMI SF 510951 X 2029-05-15 7.000000 30000.00 130.68 Agency Mortgage-Backed Securities GNMI SF 540047 X 2030-09-15 8.500000 36000.00 13.33 Agency Mortgage-Backed Securities GNMI SF 552514 X 2032-04-15 6.500000 109025.00 118.69 Agency Mortgage-Backed Securities GNMI SF 564647 X 2031-06-15 6.000000 25000.00 59.62 Agency Mortgage-Backed Securities GNMI SF 328605 X 2022-10-15 7.000000 75000.00 25.08 Agency Mortgage-Backed Securities GNMI SF 342553 X 2023-03-15 7.500000 269000.00 33.45 Agency Mortgage-Backed Securities GNMI SP 780400 X 2025-12-15 7.000000 1045000.00 2049.50 Agency Mortgage-Backed Securities GNMI SP 781148 X 2029-07-15 6.000000 140000.00 827.54 Agency Mortgage-Backed Securities GNMI SP 781644 X 2033-07-15 5.500000 25000.00 374.48 Agency Mortgage-Backed Securities GNMI SP 781963 X 2035-06-15 6.500000 35386.00 1024.39 Agency Mortgage-Backed Securities GNII SP 783484 M 2041-09-20 4.500000 13266200.00 946476.62 Agency Mortgage-Backed Securities GNMI SF 669028 X 2037-05-15 6.000000 25000.00 594.69 Agency Mortgage-Backed Securities GNPL PN CC0766 2056-09-15 2.330000 394707.00 394752.94 Agency Mortgage-Backed Securities GNII RG CF1408 C 2050-07-20 3.000000 4518006.00 4330798.31 Agency Mortgage-Backed Securities GNII RG CJ1941 C 2047-01-20 3.000000 1235385.00 823902.15 Agency Mortgage-Backed Securities GNII RG CJ8726 C 2039-12-20 5.500000 1306303.00 1434722.63 Agency Mortgage-Backed Securities GNII SF CK0497 C 2051-12-20 2.500000 1111006.00 1102411.28 Agency Mortgage-Backed Securities GNII RG CK4382 C 2046-11-20 3.000000 1589913.00 1627595.53 Agency Mortgage-Backed Securities GNII SF CK8030 C 2052-01-20 3.000000 1169976.00 1184876.38 Agency Mortgage-Backed Securities GNII SF AD1744 C 2043-02-20 3.000000 541000.00 161442.59 Agency Mortgage-Backed Securities GNII SF AT3441 C 2046-07-20 3.000000 25000.00 15289.06 Agency Mortgage-Backed Securities GNMI SF 604900 X 2034-01-15 5.000000 50063.00 1959.23 Agency Mortgage-Backed Securities GNMI SF 570008 X 2032-07-15 6.000000 25000.00 165.14 Agency Mortgage-Backed Securities GNMI SF 589532 X 2032-11-15 5.500000 45000.00 411.79 Agency Mortgage-Backed Securities GNII SF 001790 M 2024-07-20 8.000000 482000.00 104.67 Agency Mortgage-Backed Securities GNII SF 001662 M 2024-04-20 7.500000 225034.00 139.16 Agency Mortgage-Backed Securities GNII SF 002604 M 2028-06-20 7.000000 360767.00 716.15 Agency Mortgage-Backed Securities GNII SF 002631 M 2028-08-20 7.000000 225000.00 539.82 Agency Mortgage-Backed Securities GNII SF 002691 M 2028-12-20 7.500000 30000.00 39.61 Agency Mortgage-Backed Securities GNII SF 001885 M 2024-10-20 8.500000 25000.00 27.95 Agency Mortgage-Backed Securities GNII SF 002053 M 2025-08-20 6.500000 35000.00 17.33 Agency Mortgage-Backed Securities GNII SF 002118 M 2025-11-20 7.500000 65000.00 79.26 Agency Mortgage-Backed Securities GNII SF 002123 M 2025-11-20 8.500000 87111.00 40.60 Agency Mortgage-Backed Securities GNII SF 002168 M 2026-02-20 7.000000 104000.00 111.83 Agency Mortgage-Backed Securities GNII SF 002217 M 2026-05-20 7.000000 135000.00 169.59 Agency Mortgage-Backed Securities GNII SF 002499 M 2027-10-20 8.000000 75269.00 111.92 Agency Mortgage-Backed Securities GNII SF 002486 M 2027-09-20 8.000000 100000.00 95.70 Agency Mortgage-Backed Securities GNII SF 002564 M 2028-03-20 7.000000 345000.00 725.05 Agency Mortgage-Backed Securities GNII SF 003473 M 2033-11-20 5.500000 25523.00 630.15 Agency Mortgage-Backed Securities GNII SF 002799 M 2029-08-20 8.000000 365000.00 68.07 Agency Mortgage-Backed Securities GNII SF 002947 M 2030-07-20 8.500000 67000.00 49.23 Agency Mortgage-Backed Securities GNII SF 002988 M 2030-10-20 8.000000 85051.00 142.22 Agency Mortgage-Backed Securities GNII SF 003011 M 2030-12-20 7.500000 25000.00 44.12 Agency Mortgage-Backed Securities GNII SF 003055 M 2031-03-20 7.500000 80439.00 148.21 Agency Mortgage-Backed Securities GNII SF 003109 M 2031-07-20 7.500000 50688.00 131.20 Agency Mortgage-Backed Securities GNII SF 003153 M 2031-10-20 8.000000 121500.00 48.67 Agency Mortgage-Backed Securities GNII SF 003297 M 2032-10-20 6.500000 101348.00 626.33 Agency Mortgage-Backed Securities GNII SF 003442 M 2033-09-20 5.000000 30000.00 873.49 Agency Mortgage-Backed Securities GNII SF 004401 M 2039-03-20 6.500000 50000.00 1887.39 Agency Mortgage-Backed Securities GNII SF 003653 M 2034-12-20 6.000000 25000.00 877.68 Agency Mortgage-Backed Securities GNII SF 003759 M 2035-09-20 5.000000 25044.00 732.89 Agency Mortgage-Backed Securities GNII SF 003966 M 2037-03-20 6.000000 40000.00 777.33 Agency Mortgage-Backed Securities GNII SF 004038 M 2037-10-20 5.500000 30000.00 310.80 Agency Mortgage-Backed Securities GNII SF 004194 M 2038-07-20 5.500000 25121.00 523.99 Agency Mortgage-Backed Securities GNII JM 004309 M 2038-12-20 5.500000 95000.00 221.59 Agency Mortgage-Backed Securities GNII SF 004345 M 2039-01-20 6.500000 30000.00 752.39 Agency Mortgage-Backed Securities GNMI SF 345282 X 2023-05-15 6.500000 25000.00 62.15 Agency Mortgage-Backed Securities GNMI SF 348808 X 2023-06-15 7.000000 158000.00 34.12 Agency Mortgage-Backed Securities GNMI SF 352966 X 2024-05-15 7.500000 75713.00 30.20 Agency Mortgage-Backed Securities GNMI SF 354346 X 2023-02-15 7.500000 35000.00 19.13 Agency Mortgage-Backed Securities GNMI SF 355842 X 2024-01-15 7.000000 135133.00 58.96 Agency Mortgage-Backed Securities GNMI SF 376404 X 2024-02-15 7.000000 64000.00 24.67 Agency Mortgage-Backed Securities GNMI SF 384270 X 2024-03-15 7.000000 25000.00 48.03 Agency Mortgage-Backed Securities GNMI SF 390868 X 2024-04-15 8.000000 30000.00 29.16 Agency Mortgage-Backed Securities GNMI SF 403965 X 2024-09-15 8.000000 65000.00 21.00 Agency Mortgage-Backed Securities GNMI SF 410465 X 2028-04-15 7.000000 25000.00 98.50 Agency Mortgage-Backed Securities GNMI SF 414837 X 2025-11-15 7.000000 75000.00 170.00 Agency Mortgage-Backed Securities GNMI SF 426150 X 2026-07-15 7.500000 31735.00 11.23 Agency Mortgage-Backed Securities GNMI SF 434308 X 2029-04-15 7.000000 25307.00 70.94 Agency Mortgage-Backed Securities GNMI SF 441108 X 2027-02-15 8.000000 60000.00 44.67 Agency Mortgage-Backed Securities GNMI SF 447236 X 2027-06-15 7.500000 35000.00 61.99 Agency Mortgage-Backed Securities GNMI SF 462600 X 2028-03-15 7.000000 70000.00 19.80 Agency Mortgage-Backed Securities GNMI SF 720165 X 2039-06-15 4.000000 25000.00 2959.17 Agency Mortgage-Backed Securities GNMI SF 738108 X 2041-03-15 4.500000 4400.00 527.84 Agency Mortgage-Backed Securities GNMI SF 487833 X 2039-04-15 4.000000 119000.00 5940.57 Agency Mortgage-Backed Securities GNMI SF 490169 X 2029-04-15 6.250000 25000.00 127.78 Agency Mortgage-Backed Securities GNMI SF 493966 X 2029-06-15 7.000000 25269.00 25.99 Agency Mortgage-Backed Securities GNMI SF 529993 X 2031-03-15 6.500000 25000.00 30.45 Agency Mortgage-Backed Securities GNMI SF 536231 X 2030-07-15 9.000000 78000.00 95.25 Agency Mortgage-Backed Securities GNMI SF 550985 X 2031-10-15 7.000000 53680.00 128.52 Agency Mortgage-Backed Securities GNMI SF 558841 X 2031-08-15 6.500000 27241.00 50.24 Agency Mortgage-Backed Securities GNMI SF 564706 X 2031-07-15 7.000000 50000.00 31.72 Agency Mortgage-Backed Securities GNMI SP 780903 X 2022-12-15 8.000000 200000.00 17.42 Agency Mortgage-Backed Securities GNMI SP 781076 X 2029-08-15 7.000000 31932.00 78.66 Agency Mortgage-Backed Securities GNMI SP 781283 X 2026-12-15 7.500000 40000.00 74.31 Agency Mortgage-Backed Securities GNII SP 784985 M 2048-09-20 3.500000 303000.00 101315.77 Agency Mortgage-Backed Securities GNMI SP 782114 X 2036-09-15 5.000000 50000.00 1918.07 Agency Mortgage-Backed Securities GNMI SF 713592 X 2039-07-15 4.000000 83000.00 5010.88 Agency Mortgage-Backed Securities 3 1/8 BOND 48 2048-05-15 3.125000 100.00 115.90 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR NR Standard & Poor's - BR A-1 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 1500000000.00 1500000000.00 0.0086 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.060 549300H47WTHXPU08X20 BRWZ1FN65 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2024-02-29 1.500000 500000000.00 499160815.63 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 489375000.00 489375000.00 0.0028 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EG17 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-08-31 0.750000 114270000.00 109127998.59 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 106988088.24 106988088.24 0.0006 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EF34 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-05-15 4.250000 41500000.00 54416949.10 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 53349877.45 53349877.45 0.0003 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EFE0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 4.625000 300000000.00 407250554.53 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 399264705.88 399264705.88 0.0023 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EFP5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-02-15 2.375000 62000000.00 62542585.16 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 61316176.47 61316176.47 0.0003 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EF59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2041-08-15 3.750000 163125000.00 199828397.10 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 195909926.47 195909926.47 0.0011 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWZ1FMC3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-08-15 0.000000 31000000.00 18299949.90 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 17941250.00 17941250.00 0.0001 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EFY6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-07-31 1.000000 146000000.00 138335188.36 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 135622549.02 135622549.02 0.0008 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EG33 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-09-30 1.250000 208375000.00 201082148.80 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 197139093.14 197139093.14 0.0011 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.060 549300H47WTHXPU08X20 BRWZ1FN73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-10-31 1.375000 200000000.00 193290315.83 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 189500000.00 189500000.00 0.0011 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EG41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-10-31 1.375000 267990000.00 260285641.92 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 255181654.41 255181654.41 0.0015 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EFT7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-12-31 0.625000 234000000.00 218205297.12 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 213926470.59 213926470.59 0.0012 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EG90 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-02-28 1.875000 350000000.00 351312978.37 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 344424019.61 344424019.61 0.0020 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.060 549300H47WTHXPU08X20 BRWZ1FN40 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-08-31 1.125000 535475200.00 510003478.07 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 500000000.00 500000000.00 0.0029 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EFC4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-08-15 4.500000 78600000.00 105225893.28 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 103162500.00 103162500.00 0.0006 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.060 549300H47WTHXPU08X20 BRWZ1FN32 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-07-31 1.000000 400000000.00 376888615.83 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 369500000.00 369500000.00 0.0021 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EF75 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-05-15 3.000000 2598000.00 2896773.94 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 2839970.59 2839970.59 0.0000 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EFB6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-05-15 1.125000 500000000.00 411875560.83 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 403799019.61 403799019.61 0.0023 N Y Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 0.060 549300H47WTHXPU08X20 BRWZ1FMZ2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-05-31 0.750000 531914900.00 510000839.45 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 500000000.00 500000000.00 0.0029 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EFW0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-03-31 1.250000 177694900.00 172364287.70 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 168984365.69 168984365.69 0.0010 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EG74 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2029-02-28 1.875000 367250000.00 366791436.94 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 359598958.33 359598958.33 0.0021 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWZ1FMN9 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 43095070.42 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 42250000.00 42250000.00 0.0002 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 0.050 549300H47WTHXPU08X20 BRWZ1EFX8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2028-01-31 0.750000 270000000.00 253462845.13 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0005 248492647.06 248492647.06 0.0014 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.060 549300H47WTHXPU08X20 BRWZ1FN57 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-11-30 0.625000 400000000.00 371792607.50 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 364500000.00 364500000.00 0.0021 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 0.060 549300H47WTHXPU08X20 BRWZ1FLY6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-02-15 2.500000 87895000.00 88867263.91 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 87125000.00 87125000.00 0.0005 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWZ1FMQ2 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 60000000.00 66631308.88 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 65325000.00 65325000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWZ1FMA7 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 33150054.17 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 32500000.00 32500000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWZ1FMS8 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 50000000.00 51000083.33 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 50000000.00 50000000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWZ1FMU3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2050-05-15 1.250000 85000000.00 66433558.55 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 65131250.00 65131250.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWZ1FMY5 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 72526278.51 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 71103750.00 71103750.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWZ1FM41 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-11-15 2.750000 23000000.00 24457089.96 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 23977500.00 23977500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWZ1FMF6 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 25130141.06 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0006 24637500.00 24637500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 0.060 X574KRZ6V5A7UBU45C31 BRWZ1FM17 U.S. Treasury Repurchase 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Agency Collateralized Mortgage Obligation FNMA_19-67G 2041-10-25 6.113140 45080960.00 4805156.53 Agency Collateralized Mortgage Obligation FNMA_18-9D 2048-02-25 6.013140 47510177.00 2308066.10 Agency Collateralized Mortgage Obligation GNMA_19-115E 2049-09-20 5.888290 48057562.00 4340964.96 Agency Collateralized Mortgage Obligation FHLMC_4698B 2047-07-15 2.750000 50000000.00 1579423.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2043-12-20 5.888290 51753000.00 982331.88 Agency Collateralized Mortgage Obligation GNMA_20-129N 2050-09-20 3.000000 54092640.00 5529914.01 Agency Collateralized Mortgage Obligation GNMA_21-152A 2050-12-20 3.000000 61981000.00 6207548.96 Agency Collateralized Mortgage Obligation FHLMC_3762 2040-11-15 6.408860 64198292.00 989126.63 Agency Collateralized Mortgage Obligation GNMA_20-181P 2050-12-20 5.000000 66823083.00 7074521.27 Agency Collateralized Mortgage Obligation FNMA_10-136 2040-12-25 5.813140 68886402.00 1325415.69 Agency Collateralized Mortgage Obligation GNMA_14-99 2036-11-20 1.488210 71566002.00 426929.77 Agency Collateralized Mortgage Obligation GNMA_20-188B 2050-12-20 2.500000 83605920.00 10307779.26 Agency Collateralized Mortgage Obligation GNMA_19-158B 2049-12-20 3.500000 89350142.00 6466578.84 Agency Collateralized Mortgage Obligation FNMA_15-56F 2045-08-25 6.000000 97250000.00 4093337.34 Agency Collateralized Mortgage Obligation FHLMC_4783B 2033-07-15 3.500000 124269272.00 2017497.73 Agency Collateralized Mortgage Obligation GNMA_20-1F 2050-01-20 4.338290 171844312.00 4850810.21 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.000000 0.03 0.03 U.S. Treasuries (including strips) FHLMC_5178F 2045-03-25 4.000000 100201.00 14817.75 Agency Collateralized Mortgage Obligation GNMA_21-161E 2051-09-20 5.000000 221315.00 30086.03 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-36 2048-06-25 5.000000 667000.00 48958.23 Agency Collateralized Mortgage Obligation FHLMC_5008M 2050-09-25 3.000000 792540.00 87748.33 Agency Collateralized Mortgage Obligation GNMA_20-183C 2050-12-16 3.000000 950757.00 158461.54 Agency Collateralized Mortgage Obligation GNMA_17-132F 2047-09-20 4.500000 1503000.00 81733.46 Agency Collateralized Mortgage Obligation FHLMC_4949K 2048-10-25 4.000000 1691001.00 162657.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-112 2045-08-20 5.578290 2008320.00 43703.87 Agency Collateralized Mortgage Obligation GNMA_19-35G 2044-01-16 6.024290 2122000.00 145484.66 Agency Collateralized Mortgage Obligation FHLMC_5139D 2051-01-25 2.500000 2299980.00 241893.46 Agency Collateralized Mortgage Obligation FHLMC_5164E 2051-11-25 3.000000 3219284.00 404213.58 Agency Collateralized Mortgage Obligation GNMA_19-86G 2049-07-20 5.938290 3544512.00 282983.04 Agency Collateralized Mortgage Obligation GNMA_20-165Q 2050-11-20 2.500000 3652568.00 395393.13 Agency Collateralized Mortgage Obligation GNMA_21-78F 2051-05-20 4.000000 3992973.00 386158.90 Agency Collateralized Mortgage Obligation GNMA_19-23M 2049-02-20 5.988290 4335000.00 116918.60 Agency Collateralized Mortgage Obligation FHLMC_4995D 2050-07-25 2.500000 5341482.00 563102.14 Agency Collateralized Mortgage Obligation GNMA_21-209F 2051-11-20 3.000000 5856914.00 515832.78 Agency Collateralized Mortgage Obligation FNMA_16-106A 2047-01-25 5.813140 6091352.00 459775.50 Agency Collateralized Mortgage Obligation GNMA_20-149U 2050-10-20 3.538290 6236645.00 210723.15 Agency Collateralized Mortgage Obligation GNMA_20-151F 2050-10-20 3.500000 6523968.00 609924.31 Agency Collateralized Mortgage Obligation FNMA_21-46B 2051-07-25 4.500000 6712356.00 995791.61 Agency Collateralized Mortgage Obligation GNMA_21-136R 2051-08-20 3.000000 7816951.00 608191.42 Agency Collateralized Mortgage Obligation GNMA_20-151E 2050-10-20 4.000000 8612559.00 706183.32 Agency Collateralized Mortgage Obligation FNMA_19-81B 2050-01-25 5.813140 9042361.00 971228.56 Agency Collateralized Mortgage Obligation FHLMC_5157 2051-10-25 3.000000 9784143.00 1169935.60 Agency Collateralized Mortgage Obligation FNMA_18-62A 2048-09-25 6.063140 10299109.00 806999.30 Agency Collateralized Mortgage Obligation FHLMC_5052C 2050-12-25 3.000000 12500224.00 1726672.38 Agency Collateralized Mortgage Obligation FHLMC_5010E 2045-07-25 5.000000 13229798.00 1367399.74 Agency Collateralized Mortgage Obligation GNMA_20-104F 2043-07-20 5.888290 14500000.00 1479137.64 Agency Collateralized Mortgage Obligation FNMA_15-95 2046-01-25 5.813140 15000000.00 546258.29 Agency Collateralized Mortgage Obligation GNMA_21-105K 2051-06-20 2.500000 15210198.00 1589234.67 Agency Collateralized Mortgage Obligation GNMA_14-132 2044-06-20 5.000000 16881450.00 190939.19 Agency Collateralized Mortgage Obligation GNMA_13-4A 2042-09-20 4.000000 18000000.00 433798.27 Agency Collateralized Mortgage Obligation GNMA_20-183C 2050-12-16 2.500000 18525248.00 3000940.29 Agency Collateralized Mortgage Obligation FNMA_20-24B 2050-04-25 3.000000 18945184.00 1597018.91 Agency Collateralized Mortgage Obligation FNMA_19-41C 2049-08-25 5.863140 19449479.00 502376.95 Agency Collateralized Mortgage Obligation GNMA_15-53E 2045-04-16 3.500000 22796352.00 2884495.69 Agency Collateralized Mortgage Obligation NMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-148 2042-12-20 6.488290 24000000.00 1469762.86 Agency Collateralized Mortgage Obligation FNMA_13-35 2033-04-25 3.000000 24874298.00 564437.94 Agency Collateralized Mortgage Obligation FNMA_16-38 2034-12-25 1.386550 25000000.00 275298.73 Agency Collateralized Mortgage Obligation FHLMC_4904E 2049-08-25 5.863140 25680348.00 1508352.64 Agency Collateralized Mortgage Obligation GNMA_17-117 2047-08-20 6.038290 29041714.00 2491059.46 Agency Collateralized Mortgage Obligation FHLMC_5159E 2051-11-25 3.000000 30191939.00 2994563.38 Agency Collateralized Mortgage Obligation GNMA_21-86D 2051-05-20 3.000000 30474336.00 2514926.48 Agency Collateralized Mortgage Obligation GNMA_21-165D 2051-09-20 4.500000 31198926.00 4135039.46 Agency Collateralized Mortgage Obligation FNMA_15-5 2045-02-25 5.913140 31743040.00 2336068.72 Agency Collateralized Mortgage Obligation FNMA_19-48H 2039-06-25 5.763140 33906438.00 4758900.09 Agency Collateralized Mortgage Obligation FNMA_21-28A 2051-05-25 4.000000 36223564.00 4758982.32 Agency Collateralized Mortgage Obligation FNMA_21-25D 2051-05-25 1.768720 37158620.00 1466083.24 Agency Collateralized Mortgage Obligation GNMA_14-11 2043-02-20 4.500000 39256444.00 96917.45 Agency Collateralized Mortgage Obligation FHLMC_4313C 2044-03-15 5.958860 40000000.00 826889.69 Agency Collateralized Mortgage Obligation GNMA_14-100A 2041-04-20 1.466610 42674465.00 175925.33 Agency Collateralized Mortgage Obligation GNMA_21-96F 2051-06-20 6.138290 43528934.00 5092650.07 Agency Collateralized Mortgage Obligation FNMA_17-94D 2047-11-25 6.003140 46035907.00 2822343.95 Agency Collateralized Mortgage Obligation GNMA_20-4J 2050-01-20 3.698290 47673691.00 821247.82 Agency Collateralized Mortgage Obligation FNMA_16-82E 2046-11-25 1.455700 48416365.00 412057.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2040-08-20 5.000000 50000000.00 88753.37 Agency Collateralized Mortgage Obligation GNMA_15-82 2041-04-20 1.473480 58404259.00 197508.60 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-20 5.388290 61474942.00 1056177.17 Agency Collateralized Mortgage Obligation FHLMC_5148A 2051-10-25 2.500000 62163262.00 6508981.00 Agency Collateralized Mortgage Obligation FNMA_19-35H 2049-07-25 5.863140 65016871.00 3482824.48 Agency Collateralized Mortgage Obligation FHLMC_4635C 2046-12-15 5.908860 66910353.00 2672206.26 Agency Collateralized Mortgage Obligation FHLMC_4457 2040-10-15 1.728540 74947351.00 515086.83 Agency Collateralized Mortgage Obligation FHLMC_4495D 2038-11-15 1.564720 77303744.00 965435.10 Agency Collateralized Mortgage Obligation GNMA_18-18A 2043-11-20 1.401030 84926629.00 738664.72 Agency Collateralized Mortgage Obligation GNMA_20-59A 2050-04-20 5.000000 94674297.00 6178368.24 Agency Collateralized Mortgage Obligation GNMA_13-180C 2043-11-16 0.266010 105844078.00 178167.65 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 2028-08-15 8.558860 43.00 0.03 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.125000 700.00 874.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-11-30 2.000000 24100.00 24403.79 U.S. Treasuries (including strips) GNMA_16-29H 2038-11-20 1.317440 134771.00 683.56 Agency Collateralized Mortgage Obligation FHLMC_4801D 2048-06-15 3.000000 888000.00 17181.46 Agency Collateralized Mortgage Obligation FHLMC_5147H 2048-10-25 4.000000 985096.00 158968.87 Agency Collateralized Mortgage Obligation FNMA_18-15 2047-10-25 4.000000 1120000.00 29842.43 Agency Collateralized Mortgage Obligation GNMA_21-117 2051-07-20 5.000000 1460000.00 190679.80 Agency Collateralized Mortgage Obligation FHLMC_5132B 2051-01-25 2.500000 1627924.00 182372.50 Agency Collateralized Mortgage Obligation FHLMC_5146E 2051-09-25 2.500000 2151600.00 239941.87 Agency Collateralized Mortgage Obligation GNMA_15-162 2045-11-20 6.038290 2336789.00 122138.09 Agency Collateralized Mortgage Obligation FHLMC_5158H 2049-06-25 3.500000 2837856.00 410772.81 Agency Collateralized Mortgage Obligation FNMA_17-82A 2047-10-25 5.963140 3191648.00 283553.46 Agency Collateralized Mortgage Obligation FHLMC_4878A 2049-05-15 5.908860 3372936.00 205872.01 Agency Collateralized Mortgage Obligation FHLMC_5123 2051-07-25 2.500000 4085014.00 561626.57 Agency Collateralized Mortgage Obligation FNMA_21-12E 2051-03-25 3.000000 4484553.00 666954.55 Agency Collateralized Mortgage Obligation GNMA_19-23N 2049-02-20 5.888290 4813270.00 232644.44 Agency Collateralized Mortgage Obligation GNMA_20-32N 2050-03-16 3.500000 5179392.00 547505.43 Agency Collateralized Mortgage Obligation GNMA_18-65E 2048-05-20 5.500000 5680518.00 320453.75 Agency Collateralized Mortgage Obligation FNMA_19-67J 2044-04-25 5.863140 5985752.00 570020.00 Agency Collateralized Mortgage Obligation FHLMC_5147 2048-10-25 4.500000 6659132.00 1023460.07 Agency Collateralized Mortgage Obligation FHLMC_4436 2045-02-15 4.500000 6780999.00 225364.17 Agency Collateralized Mortgage Obligation FHLMC_5084E 2044-10-25 4.000000 7294000.00 1009174.08 Agency Collateralized Mortgage Obligation FHLMC_4903F 2049-08-25 5.863140 7792560.00 665930.34 Agency Collateralized Mortgage Obligation GNMA_21-137N 2051-08-20 5.000000 8575715.00 1228902.46 Agency Collateralized Mortgage Obligation FHLMC_4848B 2046-01-15 4.500000 9831556.00 42006.59 Agency Collateralized Mortgage Obligation FNMA_20-38A 2050-06-25 2.500000 10575828.00 855267.63 Agency Collateralized Mortgage Obligation FHLMC_5076E 2051-02-15 4.500000 11186382.00 954197.10 Agency Collateralized Mortgage Obligation FNMA_20-77A 2050-11-25 2.500000 12297896.00 1228158.10 Agency Collateralized Mortgage Obligation FNMA_12-24D 2042-03-25 6.263140 13150872.00 524708.17 Agency Collateralized Mortgage Obligation GNMA_19-12D 2048-03-20 4.500000 15000000.00 902558.19 Agency Collateralized Mortgage Obligation FHLMC_5159B 2041-07-25 6.000000 15475120.00 3147284.88 Agency Collateralized Mortgage Obligation FHLMC_5071W 2051-02-25 2.500000 16200218.00 2080636.25 Agency Collateralized Mortgage Obligation GNMA_18-134A 2048-10-20 6.088290 16855076.00 781786.04 Agency Collateralized Mortgage Obligation GNMA_17-184C 2047-12-20 3.500000 17352142.00 120655.55 Agency Collateralized Mortgage Obligation GNMA_21-182E 2051-10-20 3.000000 19000000.00 2224725.87 Agency Collateralized Mortgage Obligation GNMA_21-165L 2050-01-20 0.020000 19959286.00 7309.70 Agency Collateralized Mortgage Obligation FNMA_20-56E 2050-08-25 4.000000 21316800.00 2726014.37 Agency Collateralized Mortgage Obligation FNMA_20-27G 2050-05-25 5.863140 22318291.00 3670797.93 Agency Collateralized Mortgage Obligation GNMA_21-161E 2051-09-20 3.000000 22450974.00 2113755.20 Agency Collateralized Mortgage Obligation FNMA_13-6 2033-02-25 3.000000 22879622.00 483467.75 Agency Collateralized Mortgage Obligation GNMA_21-162L 2051-09-20 2.500000 25416140.00 3099154.67 Agency Collateralized Mortgage Obligation FNMA_17-23A 2047-04-25 5.913140 25709900.00 972967.38 Agency Collateralized Mortgage Obligation FNMA_21-22A 2051-04-25 4.000000 28245562.00 3216305.34 Agency Collateralized Mortgage Obligation GNMA_22-10K 2052-01-20 0.780000 28878037.00 451435.02 Agency Collateralized Mortgage Obligation GNMA_21-30B 2051-02-20 2.500000 29855904.00 3249726.22 Agency Collateralized Mortgage Obligation FHLMC_5149J 2048-10-25 4.000000 31265505.00 4803885.35 Agency Collateralized Mortgage Obligation GNMA_20-122D 2050-08-20 3.000000 32005760.00 1072723.66 Agency Collateralized Mortgage Obligation FNMA_21-52A 2039-04-25 6.000000 32219075.00 5313553.12 Agency Collateralized Mortgage Obligation GNMA_21-182A 2051-10-20 3.500000 33247034.00 3098973.62 Agency Collateralized Mortgage Obligation FNMA_20-22A 2050-04-25 5.913140 34973836.00 5243735.95 Agency Collateralized Mortgage Obligation GNMA_17-101 2047-07-20 6.038290 39748125.00 3133314.65 Agency Collateralized Mortgage Obligation GNMA_19-54F 2044-04-20 1.231180 40000000.00 277079.31 Agency Collateralized Mortgage Obligation FNMA_19-41A 2049-08-25 5.913140 41582663.00 4504251.70 Agency Collateralized Mortgage Obligation GNMA_12-96 2042-08-20 5.938290 42229665.00 1562208.63 Agency Collateralized Mortgage Obligation FNMA_21-8M 2061-03-25 1.761080 43415584.00 1590805.88 Agency Collateralized Mortgage Obligation FHLMC_5084B 2051-03-25 2.500000 47759497.00 4969385.28 Agency Collateralized Mortgage Obligation FHLMC_4122 2042-10-15 3.500000 49010285.00 339050.26 Agency Collateralized Mortgage Obligation FNMA_14-69 2044-11-25 1.607820 51734300.00 386601.71 Agency Collateralized Mortgage Obligation FNMA_19-38B 2049-07-25 1.605990 53063051.00 1010308.78 Agency Collateralized Mortgage Obligation GNMA_21-140F 2050-06-20 3.651670 55499750.00 2517731.63 Agency Collateralized Mortgage Obligation GNMA_17-132C 2040-02-20 1.428020 60685062.00 552781.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-129 2049-10-20 3.500000 66381600.00 4602637.36 Agency Collateralized Mortgage Obligation FHLMC_4608 2040-05-15 5.908860 68285344.00 3151367.71 Agency Collateralized Mortgage Obligation FNMA_12-133 2042-12-25 5.963140 71485000.00 4116189.97 Agency Collateralized Mortgage Obligation FNMA_19-26D 2059-06-25 1.642970 73646208.00 1177801.66 Agency Collateralized Mortgage Obligation FNMA_19-67H 2041-08-25 5.563140 77204746.00 7166425.84 Agency Collateralized Mortgage Obligation GNMA_16-4 2046-01-20 5.488290 97000000.00 3599422.09 Agency Collateralized Mortgage Obligation GNMA_19-96E 2045-03-20 3.500000 118205669.00 6242.65 Agency Collateralized Mortgage Obligation GNMA_09-106 2036-04-20 5.938290 161210059.00 1061777.53 Agency Collateralized Mortgage Obligation GNMA_14-36 2044-03-16 6.074290 315000000.00 6651307.98 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 2029-06-15 8.408860 535.00 0.25 Agency Collateralized Mortgage Obligation FNMA_02-8 2032-03-25 7.913140 217898.00 83.54 Agency Collateralized Mortgage Obligation FNMA_12-2 2042-02-25 6.313140 101257.00 2712.71 Agency Collateralized Mortgage Obligation FNMA_19-36C 2049-07-25 5.863140 322304.00 27684.26 Agency Collateralized Mortgage Obligation GNMA_12-113 2042-09-20 3.500000 712000.00 28182.78 Agency Collateralized Mortgage Obligation GNMA_13-149C 2043-10-16 3.500000 1055458.00 95265.58 Agency Collateralized Mortgage Obligation FNMA_11-101 2041-10-25 5.713140 1273000.00 19402.69 Agency Collateralized Mortgage Obligation FHLMC_5152C 2050-03-25 3.000000 1558784.00 176722.18 Agency Collateralized Mortgage Obligation FHLMC_41-36 2042-10-15 3.500000 1703000.00 26304.52 Agency Collateralized Mortgage Obligation GNMA_21-165L 2050-01-20 3.678290 2021717.00 112726.07 Agency Collateralized Mortgage Obligation FHLMC_5139 2051-02-25 2.500000 2740000.00 300066.81 Agency Collateralized Mortgage Obligation FNMA_21-5F 2051-02-25 2.000000 3011810.00 328093.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 2040-01-16 6.274290 3221536.00 15140.67 Agency Collateralized Mortgage Obligation FNMA_20-50A 2050-07-25 4.500000 3618000.00 383232.82 Agency Collateralized Mortgage Obligation FNMA_15-34Y 2045-06-25 5.000000 3780473.00 94834.94 Agency Collateralized Mortgage Obligation FNMA_17-1C 2047-02-25 5.863140 4749888.00 240045.51 Agency Collateralized Mortgage Obligation FNMA_12-90 2042-03-25 4.000000 5108000.00 21390.17 Agency Collateralized Mortgage Obligation GNMA_20-97R 2050-07-20 5.988290 5401356.00 580663.78 Agency Collateralized Mortgage Obligation GNMA_21-96E 2051-06-20 3.500000 5954895.00 639461.03 Agency Collateralized Mortgage Obligation FNMA_21-12D 2051-03-25 2.500000 6195471.00 833882.71 Agency Collateralized Mortgage Obligation GNMA_20-16C 2049-11-20 4.500000 6252130.00 280660.30 Agency Collateralized Mortgage Obligation FNMA_16-95 2033-05-25 5.500000 7124683.00 306837.66 Agency Collateralized Mortgage Obligation GNMA_19-20D 2049-02-20 5.000000 7442161.00 572792.03 Agency Collateralized Mortgage Obligation FHLMC_37-61 2040-11-15 4.558860 7962891.00 74322.24 Agency Collateralized Mortgage Obligation FNMA_20-49 2050-07-25 5.913140 8786400.00 997235.53 Agency Collateralized Mortgage Obligation FNMA_20-71K 2050-10-25 2.000000 9375000.00 823313.98 Agency Collateralized Mortgage Obligation FNMA_21-41L 2050-03-25 3.000000 10796666.00 989154.83 Agency Collateralized Mortgage Obligation GNMA_17-68B 2047-05-20 5.988290 11615281.00 839410.83 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 5.963140 12951700.00 564624.99 Agency Collateralized Mortgage Obligation FHLMC_5024H 2050-10-25 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MUFG Securities Americas, Inc. 0.050 K5HU16E3LMSVCCJJJ255 BRWPXUP59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-08-31 0.125000 37400.00 36671.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 509000.00 540196.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-04-30 1.250000 3120700.00 3006119.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2041-05-15 4.375000 9801000.00 12985314.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.125000 15540000.00 19193866.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-11-30 2.875000 25000000.00 26081487.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.750000 47430000.00 45384021.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-09-30 2.125000 850000.00 865940.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-30 1.250000 2100000.00 2045212.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-11-15 1.375000 3817600.00 3625423.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.125000 11015000.00 13774070.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.625000 24038800.00 21633546.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-14 0.000000 80000.00 79982.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-08-31 1.125000 562000.00 532664.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-15 2.375000 957000.00 989451.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-15 1.625000 2361000.00 2308478.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.125000 4794700.00 5562297.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.125000 44699400.00 44605830.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 1000.00 919.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-12-31 1.375000 95000.00 91561.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 3.875000 734000.00 904477.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-30 1.750000 1408700.00 1415053.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.500000 14492000.00 16959087.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-02-28 1.875000 24999900.00 24835850.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.375000 46608900.00 58542480.36 U.S. Treasuries (including strips) Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-03-01 2022-03-07 2022-03-07 Y MUFG SECURITIES AMERICAS INC 1.0000 7 N Fitch - BR A Moody's - BR NR Standard & Poor's - BR A N N 0.0005 300000000.00 300000000.00 0.0017 N N Y N U.S. Treasury Notes U.S. Treasury Notes 0.409 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-03-01 2023-07-31 2023-07-31 N N N 0.0028 3649422915.98 3649422915.98 0.0208 N Y Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.422 313313YJ1 US313313YJ18 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR A-1+ 2022-06-21 2022-06-21 2022-06-21 N N N 0.0042 35949748.32 35949748.32 0.0002 N N N N Federal Farm Credit Bank Bonds Federal Farm Credit Bank Bonds 0.070 3133EM2Z4 US3133EM2Z48 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2022-08-19 2022-08-19 2022-08-19 N N N 0.0049 160473030.89 160473030.89 0.0009 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.074 313385UC8 2549001DPIFGXC1TOL40 US313385UC87 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR A-1+ 2022-03-11 2022-03-11 2022-03-11 N N N 0.0007 139892669.35 139892669.35 0.0008 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.664 912796M71 254900HROIFWPRGM1V77 US912796M713 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-09-08 2022-09-08 2022-09-08 N N N 0.0066 872603323.61 872603323.61 0.0050 N Y Y N Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Discount Notes 0.300 313313XH6 US313313XH60 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR A-1+ 2022-05-27 2022-05-27 2022-05-27 N N N 0.0030 57254396.65 57254396.65 0.0003 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 0.060 3130ANZT0 2549001DPIFGXC1TOL40 US3130ANZT06 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2022-03-01 2022-10-07 2022-10-07 N N N 0.0006 250001367.50 250001367.50 0.0014 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.030 912796S26 254900HROIFWPRGM1V77 US912796S264 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-03-01 2022-03-01 2022-03-01 N N N 0.0003 560500.00 560500.00 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.277 912796Q28 254900HROIFWPRGM1V77 US912796Q284 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-05-12 2022-05-12 2022-05-12 N N N 0.0028 18579682.55 18579682.55 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.240 912796P45 254900HROIFWPRGM1V77 US912796P450 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-05-05 2022-05-05 2022-05-05 N N N 0.0024 331809900.50 331809900.50 0.0019 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.025 912796S83 254900HROIFWPRGM1V77 US912796S835 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-03-15 2022-03-15 2022-03-15 N N N 0.0002 380595.93 380595.93 0.0000 N Y Y N BlackRock Liquidity Funds 2022-03-07 /s/Ann Frechette Ann Frechette Assistant Treasurer