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Collateralized Mortgage Obligation FHLMC_5254B 2052-09-25 2.969310 75389568.00 2854011.67 Agency Collateralized Mortgage Obligation GNMA_22-139G 2052-08-20 3.130370 84041600.00 4362787.06 Agency Collateralized Mortgage Obligation FHLMC_5258A 2052-09-25 3.019310 100000000.00 3789969.11 Agency Collateralized Mortgage Obligation GNMA_22-34D 2052-02-20 0.000000 100000000.00 581404.06 Agency Collateralized Mortgage Obligation FHLMC_5129C 2050-08-25 3.000000 116831232.00 12888139.39 Agency Collateralized Mortgage Obligation FNMA_16-40F 2046-07-25 0.072500 141625280.00 509132.29 Agency Collateralized Mortgage Obligation FHLMC_5258A 2052-09-25 3.019310 150000000.00 6153925.55 Agency Collateralized Mortgage Obligation FNMA_16-40J 2046-07-25 0.060820 157677056.00 789486.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-01-20 3.000000 170759000.00 31554026.69 Agency Mortgage-Backed Securities FNMA_22-60A 2052-09-25 3.019310 193190400.00 8585405.72 Agency Collateralized Mortgage Obligation FHLMC_4360F 2039-12-15 0.010960 194853376.00 689257.21 Agency Collateralized Mortgage Obligation FNMA_22-58A 2052-09-25 3.019310 248279808.00 9810320.79 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-11-01 2022-12-05 2022-12-05 Y MUFG SECURITIES AMERICAS INC 1.0000 35 N Fitch - BR A Moody's - BR NR Standard & Poor's - BR A N N 0.0307 500000000.00 500000000.00 0.0034 N N N Y MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 3.050 K5HU16E3LMSVCCJJJ255 BRWPXUP59 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.750000 300.00 262.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-05-31 2.625000 300.00 283.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-03-31 2.500000 477900.00 445335.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.625000 500000.00 464496.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-31 0.750000 631900.00 530504.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-02-29 1.125000 2270000.00 1941005.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-31 4.077860 7129000.00 7177119.22 U.S. Treasuries (including 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F1 Moody's - BR NR Standard & Poor's - BR A-1 2022-11-01 2022-11-07 2022-11-07 Y MUFG SECURITIES AMERICAS INC 1.0000 7 N Fitch - BR A Moody's - BR NR Standard & Poor's - BR A N N 0.0305 300000000.00 300000000.00 0.0021 N N Y N U.S. Treasury Notes U.S. Treasury Notes 4.070 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR AA+ 2022-11-01 2023-07-31 2023-07-31 N N N 0.0405 3646675992.12 3646675992.12 0.0249 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 1.449 912796N96 254900HROIFWPRGM1V77 US912796N968 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-11-03 2022-11-03 2022-11-03 N N N 0.0145 763409.19 763409.19 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 3.364 912796P94 254900HROIFWPRGM1V77 US912796P948 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-12-01 2022-12-01 2022-12-01 N N N 0.0336 66787851.13 66787851.13 0.0005 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 3.834 912796R27 254900HROIFWPRGM1V77 US912796R274 U.S. Treasury Debt Y Fitch - BR Govt Moody's - BR Govt Standard & Poor's - BR A-1+ 2022-12-29 2022-12-29 2022-12-29 N N N 0.0383 720538.03 720538.03 0.0000 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.085 3133ENKJ8 254900C5LP6DN9OP9V83 US3133ENKJ81 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2022-11-01 2023-07-12 2023-07-12 N N N 0.0310 135742416.87 135742416.87 0.0009 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.105 3133ENKL3 254900C5LP6DN9OP9V83 US3133ENKL38 U.S. Government Agency Debt Y Fitch - BR Agency Moody's - BR Agency Standard & Poor's - BR AA+ 2022-11-01 2024-01-10 2024-01-10 N N N 0.0314 190409053.21 190409053.21 0.0013 N N N N BNP Paribas SA BNP Paribas SA 3.240 R0MUWSFPU8MPRO8K5P83 BRWX5W460 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_21-137P 2051-08-20 3.000000 3905.00 938.54 Agency Collateralized Mortgage Obligation GNMA_22-133C 2052-07-20 1.130370 100000.00 1952.64 Agency Collateralized Mortgage Obligation FNMA_19-48H 2039-06-25 2.364430 39694486.00 2238483.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-05-20 4.000000 1642026.00 1504563.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-10-20 5.500000 1908042.00 1990981.40 Agency Mortgage-Backed Securities FHLMC_5059 2051-01-25 2.500000 2098970.00 300508.85 Agency Collateralized Mortgage Obligation GNMA_20-107B 2050-07-20 3.500000 2120229.00 158683.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-09-20 5.000000 2990904.00 2923608.61 Agency Mortgage-Backed Securities GNMA_22-148J 2052-08-20 4.000000 4833084.00 790508.69 Agency Collateralized Mortgage Obligation FHLMC_4990B 2050-07-25 2.514430 9629102.00 638554.44 Agency Collateralized Mortgage Obligation FHLMC_5092N 2050-09-25 2.500000 10665414.00 523774.82 Agency Collateralized Mortgage Obligation FHLMC_5149T 2048-08-25 4.500000 13310445.00 2065973.75 Agency Collateralized Mortgage Obligation FNMA_19-67G 2041-10-25 2.714430 13599136.00 631653.50 Agency Collateralized Mortgage Obligation GNMA_20-74E 2050-05-16 3.500000 14484313.00 2129940.71 Agency Collateralized Mortgage Obligation FHLMC_5103E 2051-05-25 4.000000 15380317.00 2163740.14 Agency Collateralized Mortgage Obligation GNMA_21-201D 2051-11-20 3.000000 16327583.00 3061859.48 Agency Collateralized Mortgage Obligation FHLMC_5234B 2051-09-25 4.000000 17466132.00 2257667.82 Agency Collateralized Mortgage Obligation GNMA_21-104D 2051-06-20 3.000000 18309369.00 3347151.60 Agency Collateralized Mortgage Obligation FHLMC_5007B 2044-09-15 0.079780 18873290.00 319464.88 Agency Collateralized Mortgage Obligation FHLMC_5071K 2045-06-25 4.000000 19000000.00 2104262.86 Agency Collateralized Mortgage Obligation FHLMC_4717C 2047-08-15 2.687860 19184858.00 742671.53 Agency Collateralized Mortgage Obligation GNMA_20-183C 2050-12-16 2.500000 19435439.00 2920350.99 Agency Collateralized Mortgage Obligation FNMA_21-89A 2048-04-25 2.500000 19479600.00 2756185.45 Agency Collateralized Mortgage Obligation FNMA_21-69C 2051-10-25 2.500000 20000000.00 2159870.36 Agency Collateralized Mortgage Obligation FNMA_21-46B 2051-07-25 4.500000 20137060.00 2945740.72 Agency Collateralized Mortgage Obligation GNMA_21-86E 2051-05-20 2.500000 20178825.00 2409609.62 Agency Collateralized Mortgage Obligation GNMA_20-185D 2050-12-20 2.810860 20837000.00 2022999.76 Agency Collateralized Mortgage Obligation GNMA_21-30B 2051-02-20 2.500000 21418124.00 2441049.34 Agency Collateralized Mortgage Obligation GNMA_22-125D 2052-07-20 3.130370 21551558.00 1491464.70 Agency Collateralized Mortgage Obligation FNMA_20-75G 2050-10-25 2.500000 21729000.00 2744088.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-23 2051-02-20 2.500000 22080497.00 2386540.69 Agency Collateralized Mortgage Obligation GNMA_22-125E 2052-06-20 4.500000 22337140.00 3666644.95 Agency Collateralized Mortgage Obligation FHLMC_5191A 2042-06-15 4.000000 22478747.00 3331429.84 Agency Collateralized Mortgage Obligation GNMA_21-155N 2051-07-20 2.810860 22518734.00 2190989.91 Agency Collateralized Mortgage Obligation FHLMC_5240D 2048-09-15 3.382290 22731513.00 2377817.84 Agency Collateralized Mortgage Obligation GNMA_15-53E 2045-04-16 3.500000 22796352.00 2307018.01 Agency Collateralized Mortgage Obligation FHLMC_5122F 2051-04-25 4.000000 22842416.00 2161125.85 Agency Collateralized Mortgage Obligation FNMA_21-4C 2051-02-25 3.000000 22864333.00 3156619.98 Agency Collateralized Mortgage Obligation GNMA_20-183C 2050-12-16 3.000000 23054296.00 3630434.78 Agency Collateralized Mortgage Obligation FHLMC_5092Q 2050-09-25 3.000000 23269999.00 3160234.53 Agency Collateralized Mortgage Obligation GNMA_22-34F 2041-07-20 5.500000 23781713.00 3725664.12 Agency Collateralized Mortgage Obligation GNMA_22-60F 2046-03-20 4.000000 24530337.00 3208267.53 Agency Collateralized Mortgage Obligation FNMA_21-72L 2050-07-25 3.000000 24687670.00 3010708.27 Agency Collateralized Mortgage Obligation FHLMC_5178H 2052-01-25 3.000000 24780470.00 4150115.12 Agency Collateralized Mortgage Obligation GNMA_22-85D 2051-05-20 4.000000 24821598.00 3257572.50 Agency Collateralized Mortgage Obligation GNMA_21-162G 2051-09-20 2.500000 25400000.00 2107759.95 Agency Collateralized Mortgage Obligation GNMA_22-1L 2051-12-20 3.000000 25833333.00 2331316.21 Agency Collateralized Mortgage Obligation FHLMC_5115N 2050-12-25 4.500000 26058000.00 3590929.19 Agency Collateralized Mortgage Obligation GNMA_20-47E 2050-04-20 3.000000 26255416.00 2926539.24 Agency Collateralized Mortgage Obligation FHLMC_5172J 2051-12-25 3.000000 26282000.00 4166415.97 Agency Collateralized Mortgage Obligation FNMA_22-34D 2048-06-25 5.000000 26421816.00 4324340.18 Agency Collateralized Mortgage Obligation FHLMC_4860A 2036-01-15 6.000000 26603424.00 2235333.48 Agency Collateralized Mortgage Obligation GNMA_21-139N 2051-08-20 3.000000 27370069.00 3424420.16 Agency Collateralized Mortgage Obligation GNMA_20-122L 2050-08-20 3.000000 27698155.00 2366147.20 Agency Collateralized Mortgage Obligation GNMA_20-187B 2050-12-20 3.000000 27957296.00 3290388.16 Agency Collateralized Mortgage Obligation GNMA_20-151F 2050-10-20 3.500000 28197942.00 2986825.25 Agency Collateralized Mortgage Obligation FHLMC_5149D 2051-10-25 3.000000 28518666.00 4007998.45 Agency Collateralized Mortgage Obligation GNMA_20-151E 2050-10-20 4.000000 28553143.00 2157335.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173 2050-11-20 2.500000 28681902.00 3024049.72 Agency Collateralized Mortgage Obligation FHLMC_5027H 2050-10-25 3.500000 30243535.00 3305201.73 Agency Collateralized Mortgage Obligation GNMA_21-64G 2051-04-20 3.500000 31116000.00 2632447.50 Agency Collateralized Mortgage Obligation GNMA_21-23J 2051-02-20 4.000000 31404000.00 3165410.96 Agency Collateralized Mortgage Obligation FNMA_20-34G 2050-06-25 2.464430 31926820.00 2704592.22 Agency Collateralized Mortgage Obligation FNMA_20-56E 2050-08-25 4.000000 31995000.00 4145372.64 Agency Collateralized Mortgage Obligation FNMA_20-27A 2050-05-25 2.364430 32053610.00 2316278.66 Agency Collateralized Mortgage Obligation GNMA_20-185M 2050-12-20 2.860860 32171495.00 2260714.38 Agency Collateralized Mortgage Obligation GNMA_21-165A 2051-09-20 3.000000 32495166.00 2700186.37 Agency Collateralized Mortgage Obligation FHLMC_4923 2048-04-25 2.414430 32972841.00 1911669.04 Agency Collateralized Mortgage Obligation FHLMC_5077G 2048-08-15 4.500000 33887634.00 3210053.32 Agency Collateralized Mortgage Obligation FNMA_19-48E 2036-11-25 3.014430 33942838.00 2204019.54 Agency Collateralized Mortgage Obligation GNMA_21-159D 2051-09-20 2.500000 34505500.00 2918530.61 Agency Collateralized Mortgage Obligation FHLMC_5092CC 2051-03-25 1.500000 34722669.00 2840169.23 Agency Collateralized Mortgage Obligation GNMA_21-177H 2051-10-20 2.500000 34819200.00 3890286.71 Agency Collateralized Mortgage Obligation FHLMC_5008M 2050-09-25 3.000000 34855499.00 3892835.96 Agency Collateralized Mortgage Obligation FHR_5071 2050-01-25 3.000000 35211472.00 3813801.09 Agency Collateralized Mortgage Obligation GNMA_21-15 2051-01-20 3.000000 36652333.00 4014377.54 Agency Collateralized Mortgage Obligation FHLMC_4887B 2049-06-15 2.637860 36769472.00 1617498.21 Agency Collateralized Mortgage Obligation FNMA_22-34C 2049-01-25 0.828000 36847042.00 247486.01 Agency Collateralized Mortgage Obligation FNMA_21-53B 2049-04-25 2.500000 39109200.00 4789725.75 Agency Collateralized Mortgage Obligation FHR 5058 2050-12-25 3.500000 39693714.00 3468971.69 Agency Collateralized Mortgage Obligation GNMA_20-83D 2050-06-20 3.000000 40159190.00 3966292.91 Agency Collateralized Mortgage Obligation GNMA_21-216A 2051-12-20 3.000000 42122446.00 4059676.07 Agency Collateralized Mortgage Obligation GNMA_21-91D 2051-05-20 3.500000 44000000.00 2631977.07 Agency Collateralized Mortgage Obligation GNMA_21-8G 2050-01-20 4.000000 44136540.00 3180378.20 Agency Collateralized Mortgage Obligation GNMA_21-98P 2051-06-20 4.500000 45087743.00 4024748.49 Agency Collateralized Mortgage Obligation GNMA_20-185C 2050-12-20 2.500000 51918800.00 3591127.03 Agency Collateralized Mortgage Obligation FNMA_18-76A 2045-06-25 2.514430 52120350.00 1961648.92 Agency Collateralized Mortgage Obligation FHLMC_5219C 2049-03-25 0.853310 53827183.00 482862.38 Agency Collateralized Mortgage Obligation FNMA_21-45B 2041-07-25 3.000000 54828428.00 4104528.37 Agency Collateralized Mortgage Obligation GNMA_19-86G 2049-07-20 2.610860 59804408.00 2438505.50 Agency Collateralized Mortgage Obligation GNMA_19-115E 2049-09-20 2.560860 62300250.00 2775677.15 Agency Collateralized Mortgage Obligation GNMA_20-76A 2050-05-20 2.610860 62490185.00 2632878.96 Agency Collateralized Mortgage Obligation GNMA_20-65D 2050-05-20 2.610860 64682522.00 3349964.05 Agency Collateralized Mortgage Obligation GNMA_22-177H 2052-10-20 3.068000 64752991.00 4257343.68 Agency Collateralized Mortgage Obligation GNMA_22-159A 2052-09-20 3.040370 67710511.00 5074448.34 Agency Collateralized Mortgage Obligation GNMA_16-5 2046-01-20 2.710860 72857142.00 2248728.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-11 2050-01-20 2.560860 76907777.00 2876783.27 Agency Collateralized Mortgage Obligation FHLMC_5118D 2051-02-25 2.000000 78167726.00 8670665.79 Agency Collateralized Mortgage Obligation GNMA_20-11A 2050-01-20 2.560860 78919851.00 2406740.48 Agency Collateralized Mortgage Obligation FHLMC_5262B 2052-10-25 2.914640 81329161.00 3813506.78 Agency Collateralized Mortgage Obligation GNMA_12-84F 2042-07-16 2.637860 83772143.00 3800101.08 Agency Collateralized Mortgage Obligation FHLMC_4981J 2050-06-25 4.500000 86550899.00 5482902.08 Agency Collateralized Mortgage Obligation GNMA_22-178C 2052-10-20 1.959760 100000000.00 2050781.56 Agency Collateralized Mortgage Obligation FHLMC_5242E 2054-02-25 0.677600 102008472.00 420468.97 Agency Collateralized Mortgage Obligation GNMA_15-95B 2045-07-16 4.500000 102541306.00 3676689.36 Agency Collateralized Mortgage Obligation FNMA_18-33 2048-05-25 2.614430 102568478.00 2313905.07 Agency Collateralized Mortgage Obligation GNMA_18-H03B 2068-02-20 1.819170 102723931.00 2440959.88 Agency Collateralized Mortgage Obligation FHLMC_5242C 2040-05-15 0.532680 107610741.00 435321.54 Agency Collateralized Mortgage Obligation GNMA_22-178C 2052-10-20 2.226470 108217000.00 2235147.63 Agency Collateralized Mortgage Obligation GNMA_18-H04D 2068-03-20 1.610610 114460684.00 2926680.31 Agency Collateralized 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7.000000 17896694.00 451150.57 Agency Collateralized Mortgage Obligation FNMA_21-10E 2051-03-25 3.000000 17939108.00 1591299.89 Agency Collateralized Mortgage Obligation GNMA_17-113D 2047-07-20 4.000000 18059971.00 487048.37 Agency Collateralized Mortgage Obligation FNMA_12-47 2042-05-25 2.864430 18726000.00 190442.36 Agency Collateralized Mortgage Obligation FHLMC_3501C 2039-01-15 6.500000 18865937.00 296515.74 Agency Collateralized Mortgage Obligation GNMA_21-50B 2051-03-20 2.500000 18979500.00 1556134.30 Agency Collateralized Mortgage Obligation GNMA_19-35C 2049-03-20 0.300860 19500000.00 86425.13 Agency Collateralized Mortgage Obligation GNMA_17-167A 2047-08-20 4.000000 19507005.00 352478.26 Agency Collateralized Mortgage Obligation GNMA_16-91C 2045-08-20 4.000000 19546800.00 587839.73 Agency Collateralized Mortgage Obligation FNMA_11-149B 2042-01-25 2.314430 19912972.00 137576.38 Agency Collateralized Mortgage Obligation GNMA_19-49B 2049-04-20 2.560860 20000000.00 436538.99 Agency 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GNMA_17-45 2047-03-20 2.660860 21397499.00 702751.24 Agency Collateralized Mortgage Obligation FNMA_19-6B 2049-03-25 2.514430 21500000.00 777328.28 Agency Collateralized Mortgage Obligation FNMA_12-122E 2042-11-25 2.514430 21600000.00 403658.10 Agency Collateralized Mortgage Obligation FNMA_17-39B 2047-05-25 2.514430 21649385.00 798291.29 Agency Collateralized Mortgage Obligation GNMA_19-153E 2049-11-20 2.560860 22075214.00 389268.96 Agency Collateralized Mortgage Obligation GNMA_21-19A 2051-01-20 2.000000 22822812.00 1565731.23 Agency Collateralized Mortgage Obligation GNMA_20-186E 2050-12-20 3.000000 23252842.00 1771642.41 Agency Collateralized Mortgage Obligation GNMA_22-120F 2052-07-20 3.130370 23258787.00 1609543.37 Agency Collateralized Mortgage Obligation GNMA_21-50E 2050-07-20 2.500000 23356444.00 2199600.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-61 2048-04-20 2.710860 23438463.00 490227.76 Agency Collateralized Mortgage Obligation GNMA_21-131B 2051-07-20 3.000000 23750000.00 2184800.59 Agency Collateralized Mortgage Obligation FHSTR_365B 2049-04-15 3.000000 23970033.00 1769839.45 Agency Collateralized Mortgage Obligation GNMA_21-44K 2051-03-20 0.780370 24289806.00 687554.08 Agency Collateralized Mortgage Obligation GNMA_19-96D 2049-08-20 2.610860 24495921.00 803714.70 Agency Collateralized Mortgage Obligation GNMA_19-111P 2036-09-20 2.610860 24582251.00 440559.87 Agency Collateralized Mortgage Obligation FNMA_16-85C 2046-11-25 2.514430 24614918.00 388783.86 Agency Collateralized Mortgage Obligation FNMA_12-9 2042-02-25 2.914430 25000000.00 195127.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 2049-09-20 2.560860 25000000.00 1130127.27 Agency Collateralized Mortgage Obligation FHLMC_4833E 2043-07-15 2.587860 25405640.00 461332.08 Agency Collateralized Mortgage Obligation GNMA_21-194K 2051-11-20 2.500000 25500000.00 2697256.73 Agency Collateralized 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3.099000 28223000.00 21138885.06 Agency Collateralized Mortgage Obligation FNMA_13-28 2042-05-25 7.500000 28325000.00 2805474.69 Agency Collateralized Mortgage Obligation FHLMC_4063 2042-06-15 2.537860 29000000.00 238793.83 Agency Collateralized Mortgage Obligation GNMA_21-39C 2051-02-20 2.000000 29077714.00 2779326.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 3.313000 29221000.00 29022165.70 Agency Mortgage-Backed Securities FHLMC_3919 2030-08-15 3.237860 29629224.00 54524.37 Agency Collateralized Mortgage Obligation GNMA_21-1B 2051-01-20 2.500000 29908682.00 2974469.97 Agency Collateralized Mortgage Obligation FNMA_18-59C 2048-08-25 2.614430 30000000.00 904509.55 Agency Collateralized Mortgage Obligation GNMA_21-162A 2051-09-20 0.000000 30000000.00 27604.10 Agency Collateralized Mortgage Obligation GNMA_21-223B 2051-12-20 0.000000 30000000.00 68490.16 Agency Collateralized Mortgage Obligation GNMA_21-125B 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1.150370 59887706.00 1404368.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-143 2064-10-16 0.285060 60000000.00 3559181.47 Agency Collateralized Mortgage Obligation FREKI_08 2026-10-25 7.696660 61277000.00 54685027.71 Agency Collateralized Mortgage Obligation FRESB_19-SB58 2038-11-25 4.211830 62248000.00 33312741.93 Agency Collateralized Mortgage Obligation GNMA_21-96F 2051-06-20 2.810860 64432931.00 3099788.70 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-108 2037-11-25 8.009270 65920650.00 2256128.97 Agency Collateralized Mortgage Obligation GNMA_15-142C 2045-10-20 2.190860 68906615.00 1460491.41 Agency Collateralized Mortgage Obligation FNMA_11-58 2041-07-25 2.944430 69000000.00 676078.68 Agency Collateralized Mortgage Obligation GNMA_18-113A 2048-08-20 1.110860 70000000.00 793151.55 Agency Collateralized Mortgage Obligation GNMA_20-79H 2050-06-16 4.000000 70586435.00 4295548.93 Agency Collateralized Mortgage Obligation 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Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 345802.00 289636.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 423000.00 227126.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-10-20 5.000000 445960.00 438207.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 454000.00 347358.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-03-01 4.000000 484500.00 211506.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.000000 495000.00 118505.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2034-03-20 4.500000 502504.00 196654.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-10-01 2.500000 515000.00 231694.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-10-20 4.000000 535106.00 116531.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-04-01 4.000000 547600.00 204100.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-05-01 2.000000 550000.00 383990.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2034-12-20 3.500000 598629.00 246748.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 600000.00 310565.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 3.000000 666000.00 188974.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-04-01 3.500000 774000.00 162084.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 4.000000 828000.00 377658.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 885000.00 96420.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-01-01 2.500000 900000.00 549269.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2046-05-20 3.500000 900000.00 128074.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 3.500000 908000.00 150526.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 4.000000 924000.00 106922.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-05-20 3.000000 935000.00 195857.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-01-01 4.000000 940000.00 253997.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 997227.00 112783.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2045-11-20 3.000000 1000000.00 154397.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-06-01 5.000000 1049536.00 42214.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-06-01 3.000000 1114330.00 954634.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-04-20 2.500000 1127908.00 935949.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-10-20 5.500000 1176000.00 1180551.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 6.249000 1199000.00 1223662.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-10-20 5.500000 1285116.00 1290089.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-09-01 5.000000 1410960.00 345315.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 1457000.00 627136.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-06-20 4.500000 1481885.00 1421756.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-09-01 3.000000 1541656.00 1166703.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 4.000000 1570000.00 1422762.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 3.000000 1665136.00 1419871.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-01-01 2.500000 1825000.00 1204736.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 4.000000 1886000.00 418392.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 2212564.00 2149012.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 4.153000 2261650.00 2154461.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-03-01 4.000000 2305056.00 955517.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-09-20 5.500000 2396876.00 2408182.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-10-01 5.500000 2445656.00 2441657.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-05-20 6.000000 2454000.00 478467.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-02-01 3.500000 2766524.00 1593655.53 Agency Mortgage-Backed Securities FNMA_19-9G 2045-06-25 4.500000 3622216.00 45292.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 3682608.00 3260330.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-10-20 5.500000 3957292.00 3992196.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 3975000.00 1818851.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-08-20 2.000000 4119424.00 3352801.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-10-20 4.500000 4392780.00 4116122.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2042-05-20 4.000000 4843472.00 4533205.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 4.500000 5000000.00 2060365.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-12-20 2.500000 5030000.00 562461.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-08-01 3.500000 5062144.00 2284281.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-09-20 3.500000 5300000.00 544042.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2041-10-20 4.500000 5322480.00 5106738.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-02-20 3.500000 5453300.00 1031843.20 Agency Mortgage-Backed Securities FNMA_17-54D 2047-07-25 4.000000 5833520.00 492168.76 Agency Collateralized Mortgage Obligation FNMA_18-56D 2048-08-25 4.000000 6118328.00 615260.70 Agency Collateralized Mortgage Obligation FNR_19-37-IO 2049-07-25 4.000000 6292536.00 601254.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-05-20 4.000000 7519150.00 6766880.43 Agency Mortgage-Backed Securities FNMA_22-4C 2052-02-25 4.500000 8139376.00 1185128.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-06-20 4.500000 8625376.00 8153204.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 8642768.00 1213226.75 Agency Mortgage-Backed Securities FHLMC_4933D 2049-09-25 2.434430 9535584.00 612232.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-11-01 3.500000 9686000.00 7693744.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 3.000000 10000000.00 4461339.80 Agency Mortgage-Backed Securities FNMA_19-9G 2049-03-25 4.500000 10107952.00 926445.53 Agency Collateralized Mortgage Obligation FNMA_22-4D 2052-02-25 2.500000 10294096.00 1543529.33 Agency Collateralized Mortgage Obligation GNMA_21-107J 2051-06-20 3.000000 10325984.00 1276429.89 Agency Collateralized Mortgage Obligation FHLMC_5228D 2046-01-25 4.500000 10700880.00 1449137.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-01-01 3.500000 11103000.00 4854171.08 Agency Mortgage-Backed Securities FHLMC_5092N 2050-09-25 3.500000 12985712.00 1862328.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-05-01 2.500000 13300000.00 9687295.06 Agency Mortgage-Backed Securities FNMA_22-4F 2052-02-25 4.500000 13704848.00 2136570.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 4.000000 15367360.00 12831098.71 Agency Mortgage-Backed Securities FHLMC_5092N 2050-09-25 3.500000 16175328.00 2096375.20 Agency Collateralized Mortgage Obligation GNMA_21-41L 2050-11-20 2.500000 17000000.00 1702486.47 Agency Collateralized Mortgage Obligation FHLMC_4945F 2049-09-25 4.500000 17375296.00 2061187.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-07-01 2.500000 18847936.00 9363901.80 Agency Mortgage-Backed Securities FHLMC_4121 2042-10-15 3.500000 19370048.00 529792.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-01-20 3.500000 20000000.00 3181463.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 20076256.00 16118881.68 Agency Mortgage-Backed Securities FNMA_15-60 2045-08-25 2.614430 20454528.00 306959.59 Agency Collateralized Mortgage Obligation FHLMC_5107A 2051-05-15 3.500000 22612928.00 2098366.67 Agency Collateralized Mortgage Obligation FNMA_19-38C 2049-07-25 2.464430 24102336.00 553063.26 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-06-01 3.000000 25000000.00 20117447.62 Agency Mortgage-Backed Securities GNMA_21-23E 2051-02-20 2.500000 25916400.00 2670152.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-09-20 4.000000 27427456.00 24750199.48 Agency Mortgage-Backed Securities FHLMC_41-47 2032-12-15 3.500000 29338160.00 492301.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-09-01 5.500000 29902688.00 29717573.12 Agency Mortgage-Backed Securities FNMA_12-151 2043-01-25 5.000000 30000000.00 431776.96 Agency Collateralized Mortgage Obligation FHLMC_4383C 2044-09-15 4.000000 31063520.00 616494.74 Agency Collateralized Mortgage Obligation FHLMC_41-58 2043-01-15 4.000000 31514368.00 449486.67 Agency Collateralized Mortgage Obligation GNMA_17-125D 2046-08-20 4.000000 32553088.00 1354037.46 Agency Collateralized Mortgage Obligation GNMA_21-209E 2051-11-20 3.000000 32916608.00 4010447.48 Agency Collateralized Mortgage Obligation GNMA_20-67B 2050-05-20 2.660860 38000000.00 3540047.31 Agency Collateralized Mortgage Obligation GNMA_17-117B 2047-08-20 2.710860 38427136.00 1117054.00 Agency Collateralized Mortgage Obligation FHLMC_4864D 2043-08-15 0.000000 38612928.00 684621.73 Agency Collateralized Mortgage Obligation GNMA_21-146K 2051-08-20 3.000000 40377216.00 5537741.57 Agency Collateralized Mortgage Obligation FHLMC_5146J 2050-06-25 4.500000 41643584.00 6384482.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-08-01 2.500000 42138368.00 31388296.23 Agency Mortgage-Backed Securities GNMA_20-101A 2050-07-20 2.710860 42365000.00 3251494.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-03-20 3.000000 45000000.00 9681454.42 Agency Mortgage-Backed Securities FHLMC_5179B 2052-01-25 2.500000 47897472.00 7057536.61 Agency Collateralized Mortgage Obligation FNR_19-63 2049-10-25 2.464430 48962048.00 1382198.52 Agency Collateralized Mortgage Obligation FNMA_18-87B 2045-12-25 4.000000 49303440.00 1344952.32 Agency Collateralized Mortgage Obligation FNMA_19-27D 2049-06-25 0.180720 50000000.00 488703.75 Agency Collateralized Mortgage Obligation FHLMC_4847C 2044-10-15 4.000000 50000000.00 892999.55 Agency Collateralized Mortgage Obligation GOVERNMENT 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2051-06-20 3.000000 73414720.00 7619475.85 Agency Collateralized Mortgage Obligation FHLMC_4842C 2037-10-15 0.307000 73512832.00 788954.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2049-05-20 3.500000 73604300.00 9869023.60 Agency Mortgage-Backed Securities GNMA_22-137C 2051-02-20 2.500000 75815936.00 9815571.28 Agency Collateralized Mortgage Obligation GNMA_22-137E 2051-06-20 2.500000 76092032.00 9628166.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-10-01 2.000000 76425920.00 46744797.04 Agency Mortgage-Backed Securities FNMA_15-91 2045-12-25 0.067540 82366080.00 355982.39 Agency Collateralized Mortgage Obligation FNMA_19-9F 2049-03-25 0.118350 82543488.00 899733.77 Agency Collateralized Mortgage Obligation FNMA_21-3 2051-02-25 2.500000 83770720.00 11922219.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-06-20 3.000000 86295000.00 29344289.36 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2048-05-01 4.500000 100000000.00 22430422.88 Agency Mortgage-Backed Securities FHLMC_4683D 2038-09-15 0.001520 102299200.00 1211709.71 Agency Collateralized Mortgage Obligation FNMA_17-30H 2047-05-25 0.108160 119344768.00 711227.09 Agency Collateralized Mortgage Obligation FHLMC_5129A 2050-08-25 3.000000 155395584.00 19130452.79 Agency Collateralized Mortgage Obligation GNMA_21-209F 2051-11-20 3.500000 158770000.00 15076364.01 Agency Collateralized Mortgage Obligation FHLMC_4796E 2040-02-15 0.060450 162358016.00 1682265.33 Agency Collateralized Mortgage Obligation FNMA_17-54E 2047-07-25 0.445160 167905790.00 1393652.60 Agency Collateralized Mortgage Obligation FNMA_22-57A 2052-09-25 3.019310 200000000.00 7128787.05 Agency Collateralized Mortgage Obligation FNMA_22-56B 2052-09-25 2.919310 200000000.00 7419156.98 Agency Collateralized Mortgage Obligation FHLMC_5257A 2052-09-25 3.019310 200000000.00 7269199.23 Agency 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LLC Goldman Sachs & Co. 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BMO Capital Markets Corp. 3.050 RUC0QBLBRPRCU4W1NE59 BRY9GN0Z9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 2033-11-28 3.070000 180000.00 156683.43 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 2023-01-05 0.000000 300000.00 297884.10 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 2035-12-04 3.250000 530000.00 446428.45 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 2024-08-26 3.375000 799000.00 785672.48 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2064-07-15 4.040000 1502043.00 1443847.35 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 2037-08-10 4.950000 2655000.00 2540212.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN 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(including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-05-31 2.750000 3786140000.00 3521518730.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-12-31 2.250000 3800910000.00 3658510352.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 2.250000 3853000000.00 3605137314.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-30 2.250000 3922450000.00 3789263210.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 4117970100.00 3945843067.79 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-03-31 0.500000 4328981500.00 3952675364.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-15 1.500000 4363975400.00 3680383034.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-07-31 1.000000 4434299900.00 3723543706.23 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BR A-1+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0301 195249509.80 195249509.80 0.0013 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 3.010 549300H47WTHXPU08X20 BRY9GRBF2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-11-15 3.000000 136186000.00 109808962.99 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0301 107647022.06 107647022.06 0.0007 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 3.010 549300H47WTHXPU08X20 BRY9GRB88 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-08-15 3.000000 465484000.00 374745335.99 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-11-01 2022-11-01 2022-11-01 N 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N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 3.010 549300H47WTHXPU08X20 BRY9GRB39 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-05-15 3.125000 36750000.00 30459059.08 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0301 29859375.00 29859375.00 0.0002 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 3.060 549300H47WTHXPU08X20 BRY9GSM19 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2048-11-15 3.375000 1025000000.00 895381358.75 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 877750000.00 877750000.00 0.0060 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 3.060 549300H47WTHXPU08X20 BRY9GSMB7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2051-05-15 2.375000 1030000000.00 729558291.49 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 715194000.00 715194000.00 0.0049 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 3.060 549300H47WTHXPU08X20 BRY9GSMS0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2046-05-15 2.500000 815000000.00 593018964.41 U.S. Treasuries (including strips) Y Fitch - BR NR Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 581346000.00 581346000.00 0.0040 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 3.060 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Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-02-15 0.000000 10000000.00 4870905.88 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 4775000.00 4775000.00 0.0000 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 3.060 X574KRZ6V5A7UBU45C31 BRY9GSM76 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 18124360.24 U.S. Treasuries (including strips) Y Fitch - BR F1+ Moody's - BR P-1 Standard & Poor's - BR A-1+ 2022-11-01 2022-11-01 2022-11-01 N N N 0.0306 17767500.00 17767500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 3.060 X574KRZ6V5A7UBU45C31 BRY9GSLS1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including 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Mortgage Obligation FNMA_18-25F 2044-08-25 2.614430 17525874.00 327562.74 Agency Collateralized Mortgage Obligation GNMA_21-215B 2051-12-20 3.000000 17588800.00 1431018.01 Agency Collateralized Mortgage Obligation GNMA_21-137C 2051-08-20 3.000000 17601902.00 1832702.32 Agency Collateralized Mortgage Obligation FHLMC_4992B 2050-07-25 2.500000 17680495.00 1755042.31 Agency Collateralized Mortgage Obligation GNMA_17-117D 2047-08-20 2.710860 17812857.00 635664.18 Agency Collateralized Mortgage Obligation GNMA_18-H09A 2068-06-20 0.849730 18078188.00 397528.77 Agency Collateralized Mortgage Obligation FNMA_10-109 2040-10-25 20.593540 18305750.00 553561.82 Agency Collateralized Mortgage Obligation GNMA_17-88E 2047-06-20 2.710860 18540877.00 481324.35 Agency Collateralized Mortgage Obligation GNMA_20-149V 2050-10-20 3.000000 18920483.00 1811825.70 Agency Collateralized Mortgage Obligation GNMA_19-43E 2048-05-20 4.500000 19125000.00 889486.91 Agency Collateralized Mortgage Obligation FANNIE MAE 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Collateralized Mortgage Obligation GNMA_18-102 2048-07-20 2.710860 20595680.00 977682.89 Agency Collateralized Mortgage Obligation GNMA_21-175C 2051-10-20 0.280370 20650624.00 540777.43 Agency Collateralized Mortgage Obligation FNMA_14-90 2045-01-25 2.564430 20750000.00 416111.69 Agency Collateralized Mortgage Obligation GNMA_20-191H 2050-12-20 4.000000 20869473.00 1704775.09 Agency Collateralized Mortgage Obligation GNMA_21-182A 2051-10-20 3.500000 20934800.00 1735618.57 Agency Collateralized Mortgage Obligation GNMA_17-104B 2047-07-20 2.710860 20955923.00 887569.68 Agency Collateralized Mortgage Obligation GNMA_22-159C 2039-11-20 3.130370 21156800.00 1281020.86 Agency Collateralized Mortgage Obligation FHLMC_4795G 2048-03-15 2.737860 21176438.00 294863.69 Agency Collateralized Mortgage Obligation FHLMC_4104C 2042-09-15 2.687860 21428571.00 617933.83 Agency Collateralized Mortgage Obligation FNMA_19-36C 2049-07-25 2.464430 21619418.00 930894.19 Agency Collateralized Mortgage 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2.710860 22809447.00 438459.40 Agency Collateralized Mortgage Obligation GNMA_17-117 2047-08-20 2.710860 22883361.00 1034688.77 Agency Collateralized Mortgage Obligation FNMA_12-99J 2042-09-25 4.000000 23159229.00 285708.22 Agency Collateralized Mortgage Obligation FHLMC_4942G 2050-01-25 2.414430 23332918.00 1407895.93 Agency Collateralized Mortgage Obligation GNMA_17-59D 2042-06-20 0.000000 23468606.00 96790.44 Agency Collateralized Mortgage Obligation GNMA_20-18A 2050-02-20 2.610860 23527000.00 842130.04 Agency Collateralized Mortgage Obligation GNMA_19-128 2049-10-20 2.560860 23561122.00 1344171.62 Agency Collateralized Mortgage Obligation NMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-148 2042-12-20 3.160860 23900000.00 770257.89 Agency Collateralized Mortgage Obligation GNMA_18-8C 2048-01-20 4.000000 24000000.00 1544620.56 Agency Collateralized Mortgage Obligation FNMA_13-35 2033-04-25 3.000000 24015467.00 499009.28 Agency Collateralized Mortgage Obligation GNMA_20-107B 2050-07-20 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Collateralized Mortgage Obligation GNMA_21-175C 2051-10-20 0.280370 28015543.00 719502.88 Agency Collateralized Mortgage Obligation FNMA_20-49 2050-07-25 2.514430 28218000.00 1455223.62 Agency Collateralized Mortgage Obligation FHLMC_4908A 2049-08-25 2.464430 28287714.00 806852.30 Agency Collateralized Mortgage Obligation GNMA_19-143H 2047-10-20 2.610860 28344859.00 719810.15 Agency Collateralized Mortgage Obligation FHLMC_5008F 2046-12-15 0.000000 28367228.00 731778.39 Agency Collateralized Mortgage Obligation GNMA_17-56 2047-04-20 2.660860 28471328.00 821959.39 Agency Collateralized Mortgage Obligation GNMA_18-H08F 2068-05-20 0.482150 28573696.00 843355.32 Agency Collateralized Mortgage Obligation GNMA_15-177A 2044-08-20 2.710860 28585974.00 460856.01 Agency Collateralized Mortgage Obligation GNMA_21-131D 2051-07-20 0.000000 28604000.00 366592.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 2049-09-20 2.560860 29250002.00 1322248.99 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Mortgage Obligation GNMA_14-27 2044-02-16 2.687860 57169344.00 662194.87 Agency Collateralized Mortgage Obligation GNMA_14-131 2044-09-20 2.710860 57430828.00 1099162.02 Agency Collateralized Mortgage Obligation GNMA_15-20 2045-02-20 2.110860 57578855.00 526440.43 Agency Collateralized Mortgage Obligation FNMA_18-55A 2048-08-25 2.664430 58135875.00 1278300.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 2049-02-20 2.560860 58137116.00 944803.64 Agency Collateralized Mortgage Obligation GNMA_15-82 2041-04-20 0.000000 58404259.00 172440.89 Agency Collateralized Mortgage Obligation GNMA_19-98E 2049-08-20 2.560860 58462107.00 1697155.99 Agency Collateralized Mortgage Obligation GNMA_20-H16C 2069-08-20 0.000000 58468927.00 353447.74 Agency Collateralized Mortgage Obligation GNMA_19-H12F 2069-07-20 0.736290 59086890.00 1942617.88 Agency Collateralized Mortgage Obligation GNMA_19-45D 2049-04-20 2.560860 59500000.00 1547603.90 Agency Collateralized Mortgage Obligation FHLMC_3988 2042-01-15 3.062900 60000000.00 459315.44 Agency Collateralized Mortgage Obligation GNMA_21-H08B 2071-01-20 0.025940 60000000.00 879241.55 Agency Collateralized Mortgage Obligation GNMA_18-125J 2048-09-20 2.710860 60666666.00 1524753.35 Agency Collateralized Mortgage Obligation GNMA_17-132C 2040-02-20 0.000000 60685062.00 400817.11 Agency Collateralized Mortgage Obligation GNMA_14-90M 2038-10-20 0.000000 61239231.00 212791.49 Agency Collateralized Mortgage Obligation GNMA_11-70 2041-05-20 2.620860 61762654.00 303408.54 Agency Collateralized Mortgage Obligation FHLMC_43-67 2044-07-15 2.787860 61834251.00 398775.64 Agency Collateralized Mortgage Obligation GNMA_18-H13B 2068-06-20 0.007100 62362190.00 1198958.09 Agency Collateralized Mortgage Obligation FHLMC_4215 2032-07-15 3.000000 62400000.00 541544.80 Agency Collateralized Mortgage Obligation FNMA_15-74 2045-10-25 0.161400 62554461.00 272853.49 Agency Collateralized Mortgage Obligation GNMA_16-54D 2046-04-20 2.560860 62837839.00 1785288.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2040-08-20 5.000000 63035038.00 86911.20 Agency Collateralized Mortgage Obligation FNMA_18-15N 2048-03-25 0.000000 63345695.00 357502.62 Agency Collateralized Mortgage Obligation GNMA_17-66A 2041-04-20 0.000000 63354203.00 284222.50 Agency Collateralized Mortgage Obligation FNMA_15-4A 2045-02-25 0.298090 63684494.00 188615.14 Agency Collateralized Mortgage Obligation FHLMC_4915C 2038-02-15 0.328810 64544188.00 1210118.02 Agency Collateralized Mortgage Obligation FNMA_19-35H 2049-07-25 2.464430 65016871.00 1803203.67 Agency Collateralized Mortgage Obligation GNMA_15-1 2045-01-20 2.110860 65030912.00 898318.17 Agency Collateralized Mortgage Obligation GNMA_20-123G 2050-08-20 0.000000 66735851.00 407733.36 Agency Collateralized Mortgage Obligation GNMA_15-80 2043-02-20 0.000000 67553541.00 152420.06 Agency Collateralized Mortgage Obligation GNMA_19-70K 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Agency Collateralized Mortgage Obligation FNMA_19-26D 2059-06-25 0.000000 73674747.00 473545.96 Agency Collateralized Mortgage Obligation FNMA_12-51 2042-05-25 2.334430 73678336.00 1438446.97 Agency Collateralized Mortgage Obligation GNMA_19-129F 2046-02-20 0.000000 73811077.00 439330.89 Agency Collateralized Mortgage Obligation GNMA_21-158K 2051-09-20 0.280370 73814362.00 1882258.17 Agency Collateralized Mortgage Obligation FHLMC_4457 2040-10-15 0.000000 74947351.00 356398.73 Agency Collateralized Mortgage Obligation FNMA_16-38 2034-12-25 0.145260 75000000.00 276105.56 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-96 2037-10-25 2.464430 75000000.00 305776.46 Agency Collateralized Mortgage Obligation FHLMC_4770C 2043-08-15 0.059980 76400829.00 815033.30 Agency Collateralized Mortgage Obligation GNMA_14-21 2039-11-16 3.187860 77528841.00 534571.76 Agency Collateralized Mortgage Obligation FNMA_15-38 2055-06-25 0.513510 77650259.00 331052.14 Agency Collateralized Mortgage Obligation GNMA_22-170D 2052-09-20 1.580370 78202000.00 1951600.58 Agency Collateralized Mortgage Obligation FNMA_11-85 2041-09-25 2.364430 80302285.00 344462.12 Agency Collateralized Mortgage Obligation GNMA_21-225D 2051-12-20 0.280370 82199715.00 1934095.39 Agency Collateralized Mortgage Obligation FNMA_16-11F 2046-03-25 0.148820 84430622.00 254101.68 Agency Collateralized Mortgage Obligation GNMA_18-18A 2043-11-20 0.000000 84926629.00 469328.05 Agency Collateralized Mortgage Obligation FNMA_11-63 2041-07-25 2.334430 85439970.00 496653.52 Agency Collateralized Mortgage Obligation FNMA_20-33B 2030-05-25 3.500000 85687068.00 1931439.79 Agency Collateralized Mortgage Obligation FHLMC_40-6 2042-02-15 3.127860 86751597.00 808771.87 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-16 2.137860 87899900.00 778983.98 Agency Collateralized Mortgage Obligation GNMA_21-122E 2051-07-20 0.000000 89100151.00 1435279.52 Agency Collateralized Mortgage Obligation GNMA_21-137P 2051-07-20 0.000000 89365000.00 1032168.62 Agency Collateralized Mortgage Obligation FNMA_14-43 2044-07-25 0.288300 89869142.00 244711.26 Agency Collateralized Mortgage Obligation GNMA_21-158P 2051-09-20 0.230370 89964515.00 1493921.25 Agency Collateralized Mortgage Obligation GNMA_14-37 2044-03-20 2.120860 90727657.00 326158.35 Agency Collateralized Mortgage Obligation FHLMC_40-10 2042-01-15 4.500000 92401015.00 638519.75 Agency Collateralized Mortgage Obligation GNMA_16-121J 2040-12-20 0.000000 94316353.00 414662.61 Agency Collateralized Mortgage Obligation FNMA_07-22E 2037-03-25 3.164430 94696183.00 385450.41 Agency Collateralized Mortgage Obligation FNMA_14-49 2044-08-25 0.339420 97348828.00 266885.21 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-150 2041-01-25 2.944430 98400000.00 463740.79 Agency Collateralized Mortgage Obligation FNMA_16-1 2046-02-25 2.564430 99174285.00 1517100.16 Agency Collateralized Mortgage Obligation FNMA_12-90 2042-08-25 2.474430 99505671.00 511340.67 Agency Collateralized Mortgage Obligation FHLMC_3311 2037-05-15 2.997860 99877609.00 404608.96 Agency Collateralized Mortgage Obligation FNMA_16-62 2046-09-25 0.182980 99900000.00 266314.45 Agency Collateralized Mortgage Obligation FNMA_14-61E 2044-10-25 0.150030 100000000.00 361488.11 Agency Collateralized Mortgage Obligation FHLMC_3715 2040-08-15 3.187860 100000000.00 366944.78 Agency Collateralized Mortgage Obligation GNMA_16-135G 2041-08-20 0.000000 101868319.00 411899.55 Agency Collateralized Mortgage Obligation GNMA_21-96G 2051-06-20 0.000000 102570240.00 725576.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-69 2049-06-20 0.000000 104500000.00 308711.10 Agency Collateralized Mortgage Obligation GNMA_14-69 2037-09-20 0.000000 104785743.00 343961.68 Agency Collateralized Mortgage Obligation FHLMC_5145D 2051-09-25 0.319310 105000000.00 1628133.75 Agency Collateralized Mortgage Obligation FNMA_3153 2036-05-15 3.157860 108826953.00 1217527.27 Agency Collateralized Mortgage Obligation GNMA_14-96 2044-07-16 5.500000 109285094.00 1775706.96 Agency Collateralized Mortgage Obligation FNMA_10-113B 2040-10-25 3.014430 111111111.00 370166.88 Agency Collateralized Mortgage Obligation FHLMC_4678C 2042-12-15 0.000000 114042097.00 826721.95 Agency Collateralized Mortgage Obligation FNMA_10-136 2040-12-25 2.414430 118785400.00 871610.06 Agency Collateralized Mortgage Obligation FNMA_12-86A 2042-08-25 1.914430 119725333.00 1157435.30 Agency Collateralized Mortgage Obligation FHLMC_4783B 2033-07-15 3.500000 124169176.00 1632813.14 Agency Collateralized Mortgage Obligation GNMA_17-162F 2047-10-20 0.010860 125000000.00 844737.00 Agency Collateralized Mortgage Obligation GNMA_15-63A 2042-03-20 0.000000 126723829.00 123571.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8 2039-02-16 2.687860 128571429.00 273390.74 Agency Collateralized Mortgage Obligation FNMA_22-65B 2052-09-25 2.914640 130055951.00 7111747.68 Agency Collateralized Mortgage Obligation FNMA_14-73 2044-11-25 2.564430 133333333.00 1263282.06 Agency Collateralized Mortgage Obligation FNMA_11-10 2040-10-25 5.500000 136363636.00 20145.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-106 2039-11-20 2.860860 142784000.00 548515.41 Agency Collateralized Mortgage Obligation FHLMC_3788 2041-01-15 3.057860 149900000.00 517350.32 Agency Collateralized Mortgage Obligation FNMA_09-110 2034-05-25 0.000000 150000000.00 170868.16 Agency Collateralized Mortgage Obligation GNMA_21-96G 2051-06-20 0.000000 150000000.00 1046079.36 Agency Collateralized Mortgage Obligation GNMA_09-106 2036-04-20 2.610860 161210059.00 387991.78 Agency Collateralized Mortgage Obligation GNMA_11-80 2041-06-20 2.590860 167610000.00 376598.68 Agency Collateralized Mortgage Obligation FNMA_15-42C 2045-06-25 0.644000 174529667.00 776467.20 Agency Collateralized Mortgage Obligation FNMA_07-54 2037-06-25 2.824430 179600648.00 474629.17 Agency Collateralized Mortgage Obligation GNMA_20-1F 2050-01-20 1.010860 187784774.00 1277605.13 Agency Collateralized Mortgage Obligation FHLMC_5196D 2052-02-25 0.000000 200000000.00 365740.09 Agency Collateralized Mortgage Obligation GNMA_18-48D 2048-04-20 0.410860 200000000.00 1519374.10 Agency Collateralized Mortgage Obligation FNMA_20-54E 2050-08-25 0.125150 201787166.00 324300.82 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_11-63 2041-07-25 3.094430 201905021.00 656182.17 Agency Collateralized Mortgage Obligation FNR_07-80 2037-08-25 2.584430 206170370.00 330240.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47 2036-08-16 3.387860 207160131.00 572948.07 Agency Collateralized Mortgage Obligation FNMA_11-51D 2041-06-25 2.994430 285232406.00 728350.60 Agency Collateralized Mortgage Obligation FNMA_07-62 2037-07-25 3.144430 400000000.00 582269.83 Agency Collateralized Mortgage Obligation FNMA_12-47R 2027-05-25 2.514430 414842126.00 479020.86 Agency Collateralized Mortgage Obligation Y Fitch - BR F1 Moody's - BR P-1 Standard & Poor's - BR A-1 2022-11-01 2022-11-07 2022-11-07 Y BNP PARIBAS SA 1.0000 7 N Fitch - BR A+ Moody's - BR Aa3 Standard & Poor's - BR A+ N N 0.0314 400000000.00 400000000.00 0.0027 N N Y N BlackRock Liquidity Funds 2022-11-04 /s/Ann Frechette Ann Frechette Assistant Treasurer