0001145549-20-073675.txt : 20201207 0001145549-20-073675.hdr.sgml : 20201207 20201207105601 ACCESSION NUMBER: 0001145549-20-073675 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20201130 FILED AS OF DATE: 20201207 DATE AS OF CHANGE: 20201207 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WELLS FARGO FUNDS TRUST CENTRAL INDEX KEY: 0001081400 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-09253 FILM NUMBER: 201371668 BUSINESS ADDRESS: STREET 1: 525 MARKET STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 800-222-8222 MAIL ADDRESS: STREET 1: 525 MARKET STREET STREET 2: 12TH FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94105 0001081400 S000007421 Wells Fargo Government Money Market Fund C000020369 Class A WFGXX C000020370 Administrator Class WGAXX C000020371 Institutional Class GVIXX C000020372 Service Class NWGXX C000159700 Select Class WFFXX C000221203 Sweep Class N-MFP2 1 primary_doc.xml N-MFP2 0001081400 XXXXXXXX 2020-11-30 0001081400 S000007421 6 N N 333-74295 Wells Fargo Funds Management, LLC 801-58237 Wells Capital Management, Inc. 801-21122 KPMG LLP Boston MA Wells Fargo Funds Management, LLC Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Exempt Government N 41 94 119220813712.99 121998240176.84 110618784202.74 107959759038.22 128346465222.95 130883385917.67 117378871834.86 114929320168.56 0.00 0.7434 0.7518 0.7376 0.7315 0.8003 0.8065 0.7827 0.7788 0.0000 386117940.24 150471641269.14 150436729332.91 40183603.37 3727969383.35 147135061493.17 147134327032.3680 1.0000 0.0016 1.0002 1.0002 1.0003 1.0002 0.0000 C000020369 1000.00 308958484.91 308956575.5230 1.0002 1.0002 1.0003 1.0003 0.0000 1203851.83 1739496.83 965635.78 1262437.45 2877728.73 980770.44 1399864.64 1291838.20 0.00 0.00 6470494.70 5659954.41 0.0001 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $113,415.71 of expenses for the class. C000020370 1000000.00 4110802245.36 4110740239.0500 1.0002 1.0002 1.0003 1.0003 0.0000 234637011.64 293196114.01 312322652.21 364862623.06 233493312.46 137003299.28 316054930.48 70952137.08 0.00 0.00 1139710112.18 929313760.19 0.0001 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $576,939.23 of expenses for the class. C000020371 10000000.00 43567042727.85 43566712825.0760 1.0002 1.0002 1.0003 1.0003 0.0000 3219471887.47 2717146527.31 1584110290.64 2774158560.89 3669113033.94 2203337985.73 3224278757.24 2422248940.65 0.00 0.00 12244441566.24 10462976152.92 0.0001 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $2,057,104.37 of expenses for the class. C000020372 100000.00 1967563526.39 1967544640.3680 1.0002 1.0002 1.0003 1.0003 0.0000 64420609.27 88894549.06 181422909.92 55786172.52 7020258482.40 7018355259.06 584419442.96 680404255.06 0.00 0.00 7854635874.89 7853291518.30 0.0001 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $572,242.77 of expenses for the class. C000159700 50000000.00 97180669498.50 97180347742.3510 1.0002 1.0002 1.0003 1.0002 0.0000 19451967294.88 20018524353.51 21119851001.28 18861331558.18 23089651158.47 35890154936.64 15410238281.10 19185307330.54 0.00 0.00 85698309216.32 98593689034.88 0.0002 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $2,923,480.06 of expenses for the class. C000221203 1.00 25010.16 25010.0000 1.0002 1.0002 1.0003 1.0003 0.0000 10.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 10.00 0.00 0.0001 Y Wells Fargo Funds Management, LLC waived and/or reimbursed $12.53 of expenses for the class. ABAG CA FIN AUTH FOR NONPROFIT ABAG CA FIN AUTH FOR NONPROFIT 0.110000% 00037NLM6 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2037-12-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 14450000.00 14450000.00 0.0001 N N Y N ABAG CA FIN AUTH FOR NONPROFIT ABAG CA FIN AUTH FOR NONPROFIT 0.110000% 00037NLM6 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2037-12-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 49400000.00 49400000.00 0.0003 N N Y N ASC ADMIRAL WAY LLC ASC ADMIRAL WAY LLC 0.190000% 00215XAA6 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2056-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0019 22270000.00 22270000.00 0.0002 N N Y N ALEXANDRIAVA REDEV HSG AUTH ALEXANDRIAVA REDEV HSG AUTH 0.110000% 015330EY5 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2039-01-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 21720000.00 21720000.00 0.0001 N N Y N BANK OF AMERICA BANK OF AMERICA 0.080000% 0000070858 03199J004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 7/8 BOND 40 2040-08-15 3.875000 121078500.00 177259769.60 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 210970200.00 270426095.70 U.S. Treasuries (including strips) 3 BOND 44 2044-11-15 3.000000 184851600.00 242586872.10 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 187368400.00 227727370.10 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0006 900000000.00 900000000.00 0.0061 N Y Y N ASC Mercer Island LLC ASC Mercer Island LLC 0.225380% 04351QAA7 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2057-06-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0022 33900000.00 33900000.00 0.0002 N N Y N BANK OF MONTREAL REPO BANK OF MONTREAL REPO 0.100000% 06399G001 06399G001 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FMAR 420196 G 2030-11-01 5.342000 8.42 8.64 Agency Mortgage-Backed Securities GNII JM MA4309 M 2047-02-20 3.000000 325324.09 335698.25 Agency Mortgage-Backed Securities GNII JM MA6399 M 2050-01-20 3.000000 75183.57 77585.43 Agency Mortgage-Backed Securities GNII SF MA6712 M 2050-06-20 4.000000 13205793.06 14148002.92 Agency Mortgage-Backed Securities GNII SF MA6822 M 2050-07-20 4.000000 100870.62 108633.84 Agency Mortgage-Backed Securities FNMS 03.500 CIAV2325 2028-12-01 3.500000 4905823.23 5259231.11 Agency Mortgage-Backed Securities GNII SF MA6867 M 2050-09-20 3.500000 51811916.27 55387427.83 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8108 2050-11-01 3.000000 6955385.55 7292350.80 Agency Mortgage-Backed Securities FEPC 02.000 CLQB4100 2050-10-01 2.000000 704207.53 736480.04 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3853 2050-10-01 2.500000 11089554.35 11655120.39 Agency Mortgage-Backed Securities FNMS 03.500 CKBK0602 2049-11-01 3.500000 1388650.63 1468334.80 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4016 2050-10-01 2.000000 8900644.17 9324876.57 Agency Mortgage-Backed Securities GNII JM MA7081 M 2047-09-20 1.500000 639558.42 639066.82 Agency Mortgage-Backed Securities GNII JM MA6856 M 2050-09-20 3.000000 1816918.06 1898255.42 Agency Mortgage-Backed Securities GNII JM MA6921 M 2050-10-20 2.000000 18183453.49 18792619.38 Agency Mortgage-Backed Securities GNII SF MA6932 M 2050-08-20 3.000000 53926904.26 57158024.60 Agency Mortgage-Backed Securities GNII SF BQ2384 C 2049-08-20 5.000000 1197211.42 1336512.69 Agency Mortgage-Backed Securities GNII SF BQ4328 C 2049-10-20 5.500000 998865.16 1124190.33 Agency Mortgage-Backed Securities GNII SF BS6417 C 2050-04-20 4.000000 250711.95 273052.44 Agency Mortgage-Backed Securities GNPL LM BV0967 2044-04-15 2.490000 890941.18 950224.26 Agency Mortgage-Backed Securities GNII SF BW0167 C 2050-08-20 4.500000 1633815.26 1815123.01 Agency Mortgage-Backed Securities GNII SF BW5203 C 2050-08-20 4.500000 1041733.16 1165111.87 Agency Mortgage-Backed Securities GNII SF BW5562 C 2050-08-20 4.000000 1255968.35 1397050.30 Agency Mortgage-Backed Securities GNII SF BX1252 C 2050-09-20 3.500000 378899.40 424520.57 Agency Mortgage-Backed Securities GNII SF BX3779 C 2050-08-20 4.000000 1231028.44 1369308.90 Agency Mortgage-Backed Securities GNII SF BX9091 C 2050-10-20 3.500000 1715947.75 1905505.82 Agency Mortgage-Backed Securities GNII SF BX9440 C 2050-09-20 3.000000 1109730.21 1162812.67 Agency Mortgage-Backed Securities GNII SF BY2824 C 2050-10-20 4.000000 1477004.28 1724900.57 Agency Mortgage-Backed Securities GNII SF BY3884 C 2050-09-20 4.000000 1279463.84 1422843.40 Agency Mortgage-Backed Securities GNII SF BY4910 C 2050-10-20 3.500000 1169096.59 1240245.99 Agency Mortgage-Backed Securities GNII SF BY5136 C 2050-10-20 4.000000 565165.53 620441.67 Agency Mortgage-Backed Securities GNII SF BY5137 C 2050-10-20 4.000000 1366604.66 1484172.59 Agency Mortgage-Backed Securities FMAR 1A1061 G 2035-04-01 6.407000 80.16 90.50 Agency Mortgage-Backed Securities FEPC 01.500 CISB8078 2035-11-01 1.500000 8905185.00 9129046.51 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7529 2050-02-01 3.500000 4741307.03 5094797.28 Agency Mortgage-Backed Securities FEPC 03.000 3PQU7672 2050-11-01 3.000000 1000.00 1034.36 Agency Mortgage-Backed Securities FEPC 04.500 CLQA5171 2049-11-01 4.500000 2544917.52 2848885.01 Agency Mortgage-Backed Securities 0.125 FMNT GB 23 Y1 2023-10-16 0.125000 14000.00 13958.18 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM8659 2031-04-01 2.880000 1200728.59 1349209.49 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM6488 2050-08-01 2.742000 6564503.00 6905370.29 Agency Mortgage-Backed Securities FNMS 02.000 CKBM6467 2050-12-01 2.000000 20667482.00 21455308.04 Agency Mortgage-Backed Securities FNMS 02.000 CKBQ6014 2050-12-01 2.000000 15334032.00 15918582.34 Agency Mortgage-Backed Securities FNMS 02.000 CKBQ8897 2050-11-01 2.000000 1092200.00 1133834.79 Agency Mortgage-Backed Securities FNMS 02.500 CKBQ8901 2050-11-01 2.500000 1842400.00 1942149.17 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ9562 2050-12-01 2.000000 1820336.00 1891394.84 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7600 2050-11-01 2.500000 32268119.77 34010885.07 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4743 2035-10-01 2.500000 1002.86 1045.09 Agency Mortgage-Backed Securities FNMS 02.000 CIFM4930 2035-11-01 2.000000 15393.00 16040.45 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4204 2040-11-01 2.000000 2164017.00 2248556.73 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4205 2035-11-01 1.500000 1000.00 1025.14 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4206 2035-11-01 2.000000 6250141.00 6513072.63 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4208 2050-11-01 2.000000 19826068.00 20600000.59 Agency Mortgage-Backed Securities FNMS 02.000 CKMA4215 2050-11-01 2.000000 2128.00 2172.11 Agency Mortgage-Backed Securities GNII JM MA6985 M 2050-11-20 2.000000 1500815.00 1545504.94 Agency Mortgage-Backed Securities GNMI SF BN0273 X 2050-08-15 4.500000 374289.87 449190.13 Agency Mortgage-Backed Securities GNII SF BS0293 C 2050-10-20 4.000000 395734.79 434438.92 Agency Mortgage-Backed Securities GNII SF BS0296 C 2050-11-20 2.500000 72102.00 77216.11 Agency Mortgage-Backed Securities GNII SF BU2682 C 2040-04-20 4.500000 576782.24 624617.68 Agency Mortgage-Backed Securities GNII SF BU6315 C 2050-07-20 3.500000 810227.71 859587.14 Agency Mortgage-Backed Securities GNII SF BV1358 C 2050-07-20 3.500000 1382572.36 1466486.82 Agency Mortgage-Backed Securities GNII SF BW1550 C 2050-11-20 3.500000 1179490.00 1251270.75 Agency Mortgage-Backed Securities GNII SF BW2848 C 2050-08-20 3.000000 3107330.64 3271514.74 Agency Mortgage-Backed Securities GNPL LM BW3063 2060-03-15 2.980000 30444211.00 35635483.44 Agency Mortgage-Backed Securities GNII SF BW7529 C 2050-07-20 3.000000 1327491.56 1391035.48 Agency Mortgage-Backed Securities GNII SF BX4596 C 2050-11-20 2.500000 9409827.00 9995437.13 Agency Mortgage-Backed Securities GNII SF BX7097 C 2050-09-20 3.500000 2405232.51 2593382.89 Agency Mortgage-Backed Securities GNII SF BX7690 C 2050-10-20 2.500000 2095744.53 2286048.38 Agency Mortgage-Backed Securities GNII SF BY1838 C 2050-11-20 5.000000 1147425.00 1280925.35 Agency Mortgage-Backed Securities GNII SF BY2826 C 2050-11-20 2.500000 6960880.00 7592892.33 Agency Mortgage-Backed Securities GNII SF BY2828 C 2050-11-20 3.000000 1335098.00 1491764.63 Agency Mortgage-Backed Securities GNPL LM BY2816 2054-07-15 2.930000 1069843.00 1180917.61 Agency Mortgage-Backed Securities GNII SF BY2830 C 2050-11-20 3.500000 4990535.00 5752327.41 Agency Mortgage-Backed Securities GNII SF BY3427 C 2050-09-20 4.000000 1605582.65 1802412.99 Agency Mortgage-Backed Securities GNPL LM BY5347 2057-04-15 2.500000 1809904.00 1928693.23 Agency Mortgage-Backed Securities GNII SF BY6663 C 2050-11-20 3.500000 1330661.00 1411648.28 Agency Mortgage-Backed Securities GNII SF BY7906 C 2050-11-20 4.000000 2652014.00 2949201.93 Agency Mortgage-Backed Securities GNII SF BY7916 C 2050-11-20 3.500000 2678214.00 3000682.87 Agency Mortgage-Backed Securities GNII SF BY8946 C 2050-11-20 3.000000 1165065.00 1220795.50 Agency Mortgage-Backed Securities GNII SF BY8961 C 2050-11-20 3.500000 1087379.00 1194027.44 Agency Mortgage-Backed Securities GNII SF BY8974 C 2050-11-20 2.500000 2000039.00 2149357.69 Agency Mortgage-Backed Securities GNII SF BY8975 C 2050-11-20 2.500000 2003626.00 2145744.97 Agency Mortgage-Backed Securities GNII SF BY8976 C 2050-11-20 2.500000 1403513.00 1490859.07 Agency Mortgage-Backed Securities GNII SF BY8540 C 2050-11-20 3.500000 328553.00 369744.49 Agency Mortgage-Backed Securities GNII SF BZ1146 C 2050-11-20 3.000000 1615249.00 1733623.60 Agency Mortgage-Backed Securities GNPL LM BZ1231 2053-11-15 2.980000 9239279.00 10189211.36 Agency Mortgage-Backed Securities GNII SF BZ3555 C 2050-11-20 4.000000 1228173.00 1378737.46 Agency Mortgage-Backed Securities GNII SF BZ3380 C 2050-11-20 2.500000 4211806.00 4468687.79 Agency Mortgage-Backed Securities GNII SF BZ3636 C 2050-11-20 2.500000 3485584.00 3802112.98 Agency Mortgage-Backed Securities GNII SF BZ7636 C 2050-11-20 3.000000 1412205.00 1536731.35 Agency Mortgage-Backed Securities GNII SF AU0758 C 2046-07-20 3.500000 2747919.73 2950566.29 Agency Mortgage-Backed Securities GNII SP 785179 C 2050-03-20 4.000000 3498094.00 3822892.81 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 450000000.00 450000000.00 0.0031 N Y Y N BARCLAYS BK PLC BARCLAYS BK PLC 0.080000% 06738C000 06738C000 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNII SF MA3105 M 2045-09-20 3.500000 59610200.52 64240687.78 Agency Mortgage-Backed Securities GNII SF MA3663 M 2046-05-20 3.500000 62055255.33 67118309.14 Agency Mortgage-Backed Securities GNII SF MA1375 M 2043-10-20 3.500000 75104286.00 81892019.44 Agency Mortgage-Backed Securities GNII SF MA4322 M 2047-03-20 4.000000 48920321.83 53023377.94 Agency Mortgage-Backed Securities GNII SF MA4588 M 2047-07-20 4.500000 82686742.79 90668494.07 Agency Mortgage-Backed Securities GNII SF MA5398 M 2048-08-20 4.000000 82362436.65 88775194.27 Agency Mortgage-Backed Securities GNII SF MA5931 M 2049-05-20 4.000000 64788678.79 69281917.63 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 500000000.00 500000000.00 0.0034 N Y Y N BARCLAYS BANK PLC REPO BARCLAYS BANK PLC REPO 0.080000% 0673PA005 0673PA005 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/4 NOTE T 24 2024-12-31 2.250000 70963000.00 77278254.23 U.S. Treasuries (including strips) 1 1/4 NOTE AC 24 2024-08-31 1.250000 219144500.00 227908585.00 U.S. Treasuries (including strips) 0 3/8 NOTE AY 22 2022-03-31 0.375000 102419100.00 102813253.20 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 400000000.00 400000000.00 0.0027 N Y Y N BARCLAYS BANK PLC REPO BARCLAYS BANK PLC REPO 0.080000% 0673PA006 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 4 3/4 BOND 37 2037-02-15 4.750000 81967982.40 127455797.94 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 98361280.80 128097577.40 U.S. Treasuries (including strips) 2 NOTE B 25 2025-02-15 2.000000 119176725.60 128311170.83 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 2026-05-15 1.625000 121983537.60 129904336.44 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 55417672.80 60359307.10 U.S. Treasuries (including strips) 1 3/4 NOTE Z 22 2022-05-31 1.750000 126253728.00 129288615.13 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 23494082.40 25833577.16 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 117758772.00 130324720.15 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 125787038.40 131864942.28 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0008 972000000.00 972000000.00 0.0066 N Y Y N RBC DOMINION RBC DOMINION 0.020000% 071995005 071995005 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 1 5/8 NOTE R 23 2023-10-31 1.625000 40221200.00 41948888.98 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 146617300.00 161222588.70 U.S. Treasuries (including strips) 2 3/4 NOTE AC 23 2023-08-31 2.750000 6916900.00 7449971.53 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 2025-11-30 2.875000 152935400.00 171878590.40 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0002 375000000.00 375000000.00 0.0025 N Y Y N BRANDON PLACE PARTNERS BRANDON PLACE PARTNERS 0.190000% 105288AA2 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2058-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0019 15335000.00 15335000.00 0.0001 N N Y N CIBC CIBC 0.100000% 12599G007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 04.000 FGPC C03840 G 2042-04-01 4.000000 216.67 239.54 Agency Mortgage-Backed Securities 04.000 FGPC U90493 G 2042-05-01 4.000000 348.60 383.69 Agency Mortgage-Backed Securities FNMS 04.000 CLAO3361 2042-05-01 4.000000 360.13 398.50 Agency Mortgage-Backed Securities 03.500 FGPC Q12142 G 2042-10-01 3.500000 601.82 652.39 Agency Mortgage-Backed Securities 03.500 FGPC G07281 G 2042-12-01 3.500000 281.43 304.11 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2384 2041-12-01 4.000000 19176396.96 21486524.23 Agency Mortgage-Backed Securities FNMS 04.000 CLAL3563 2043-03-01 4.000000 949.76 1047.85 Agency Mortgage-Backed Securities 03.000 FGPC G15215 G 2029-11-01 3.000000 123475.73 131757.82 Agency Mortgage-Backed Securities 04.000 FGPC Q25817 G 2044-04-01 4.000000 3267.45 3601.88 Agency Mortgage-Backed Securities FNMS 05.000 CL835143 2035-10-01 5.000000 132.26 154.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBE2401 2046-11-01 3.500000 709.56 784.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2002 2047-10-01 4.000000 5512889.94 5951601.44 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0136 2047-08-01 4.000000 640.78 709.87 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9489 2047-04-01 4.000000 21714.60 23397.75 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9958 2047-07-01 4.000000 3469898.71 3894476.29 Agency Mortgage-Backed Securities 04.000 FGPC V82963 G 2047-02-01 4.000000 66654.54 73760.59 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ7081 2045-11-01 3.500000 770.59 843.84 Agency Mortgage-Backed Securities 03.500 FGPC G08835 G 2048-09-01 3.500000 70719585.22 74899073.42 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0542 2048-07-01 4.000000 1498.72 1652.15 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8954 2047-03-01 4.000000 571.66 641.61 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0534 2047-12-01 3.500000 579478.20 633157.85 Agency Mortgage-Backed Securities US TREASURY FRN 2022-04-30 0.199018 100.00 100.11 U.S. Treasuries (including strips) FMAR 1Q1289 G 2038-10-01 2.786000 599612.32 630998.59 Agency Mortgage-Backed Securities FEPC 03.000 CLZL5313 2043-03-01 3.000000 45380.79 48336.06 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2014 2050-01-01 3.500000 17840202.83 19608317.58 Agency Mortgage-Backed Securities FNAR XX.XXX LBAY7248 2045-06-01 2.445000 244599.82 247307.68 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ1665 2047-12-01 4.000000 5547.28 5952.33 Agency Mortgage-Backed Securities FNMS 03.000 CLFM0076 2050-03-01 3.000000 239579443.09 254561942.90 Agency Mortgage-Backed Securities 0 1/8 NOTE AQ 23 2023-08-15 0.125000 7800.00 7791.28 U.S. Treasuries (including strips) FNMS 03.500 CKBK5555 2050-08-01 3.500000 244707.33 255953.21 Agency Mortgage-Backed Securities FMAR 1B4810 G 2040-07-01 2.900000 93.92 94.91 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3235 2042-06-01 3.500000 1917324.47 2121863.58 Agency Mortgage-Backed Securities FNMS 04.500 CLAJ3120 2041-10-01 4.500000 457.50 515.79 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM8146 2027-02-01 2.780000 3657886.70 4011942.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6476 2046-01-01 3.500000 747.49 818.52 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6637 2046-02-01 3.500000 3579.20 3959.22 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2086 2046-12-01 3.500000 1222.55 1352.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9645 2047-07-01 4.000000 1133.56 1263.20 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5757 2047-11-01 4.000000 274391.40 303580.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6472 2047-07-01 4.000000 652.93 722.38 Agency Mortgage-Backed Securities FNMS 03.500 CLBH8138 2047-11-01 3.500000 632.49 703.73 Agency Mortgage-Backed Securities FNMS 04.500 CLBH8394 2047-08-01 4.500000 402.09 440.24 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8484 2047-11-01 4.000000 776.50 871.52 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ2897 2047-11-01 4.000000 905.56 1016.38 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ6842 2048-04-01 4.000000 2145.47 2373.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7306 2047-12-01 4.000000 3369.75 3819.32 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1878 2048-06-01 4.000000 671.02 752.95 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4565 2049-11-01 3.500000 7163302.44 7873088.61 Agency Mortgage-Backed Securities FEPC 02.500 CLQB2671 2050-08-01 2.500000 73371638.78 77113584.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1278 2049-03-01 4.500000 522.80 579.69 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5171 2050-04-01 3.000000 3390099.12 3699298.76 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7221 2050-10-01 2.000000 993.85 1032.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5000 2050-07-01 3.500000 35352917.00 37384452.73 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 500000000.00 500000000.00 0.0034 N Y Y N CALIFORNIAST STWD CMNTYS DEV CALIFORNIAST STWD CMNTYS DEV 0.110000% 13077V3E0 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2037-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 20290000.00 20290000.00 0.0001 N N Y N CALIFORNIAST STWD CMNTYS DEV CALIFORNIAST STWD CMNTYS DEV 0.110000% 13077V4F6 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2037-11-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 28720000.00 28720000.00 0.0002 N N Y N California Statewide CDA MFHR Series 2017BB California Statewide CDA MFHR Series 2017BB 0.150000% 13079PXB4 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2057-03-01 Y Federal Home Loan Bank - Des Moi 1.0000 7 N NA NA N N 0.0015 28200000.00 28200000.00 0.0002 N N Y N CHULA VISTA CA MF HSG REVENUE CHULA VISTA CA MF HSG REVENUE 0.110000% 171316BZ4 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2036-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 37940000.00 37940000.00 0.0003 N N Y N CONTRA COSTA CNTY CA MF HSG RE CONTRA COSTA CNTY CA MF HSG RE 0.110000% 212249BY1 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2033-10-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 50000000.00 50000000.00 0.0003 N N Y N CREDIT AGRICOLE REPO CREDIT AGRICOLE REPO 0.070000% 22599G006 22599G006 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/8 NOTE J 24 2024-03-31 2.125000 430985108.70 459730577.00 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 2027-08-15 2.250000 364721695.65 407269442.81 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0007 850000000.00 850000000.00 0.0058 N Y Y N CREDIT AGRICOLE REPO CREDIT AGRICOLE REPO 0.070000% 22599G007 22599G007 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/4 NOTE F 24 2024-11-15 2.250000 282276100.00 304470995.60 U.S. Treasuries (including strips) 2 1/8 NOTE T 22 2022-12-31 2.125000 303000200.00 318024743.20 U.S. Treasuries (including strips) 1 7/8 NOTE U 22 2022-01-31 1.875000 168149500.00 172614883.60 U.S. Treasuries (including strips) 2 1/2 NOTE U 24 2024-01-31 2.500000 284232800.00 307175799.70 U.S. Treasuries (including strips) 0 1/8 NOTE BB 22 2022-05-31 0.125000 316662600.00 316610984.00 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 325000300.00 324043304.80 U.S. Treasuries (including strips) 0 1/4 NOTE AN 23 2023-06-15 0.250000 296185700.00 297059311.90 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0007 2000000000.00 2000000000.00 0.0136 N Y Y N DAIWA REPO DAIWA REPO 0.100000% 234993004 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 06.000 CL850598 2036-01-01 6.000000 55.70 66.86 Agency Mortgage-Backed Securities 06.500 FGPC G03344 G 2037-10-01 6.500000 124.28 142.30 Agency Mortgage-Backed Securities FNMS 04.500 CIAD0837 2023-03-01 4.500000 6.57 6.91 Agency Mortgage-Backed Securities FNMS 06.000 CT255362 2024-08-01 6.000000 14.39 16.15 Agency Mortgage-Backed Securities FNMS 04.500 CLAB3393 2041-08-01 4.500000 262.99 301.84 Agency Mortgage-Backed Securities FNMS 03.500 CLAO0774 2042-04-01 3.500000 49835305.65 54059268.63 Agency Mortgage-Backed Securities 03.500 FGPC Q12142 G 2042-10-01 3.500000 19036087.68 20635565.33 Agency Mortgage-Backed Securities TINT 02/15/23 2023-02-15 0.00 721782.62 718486.96 U.S. Treasuries (including strips) FNMS 03.500 CQAQ9733 2043-01-01 3.500000 378.43 411.40 Agency Mortgage-Backed Securities FNMS 04.000 CRAB5527 2042-07-01 4.000000 4596798.54 5023814.57 Agency Mortgage-Backed Securities FNMS 04.500 CTAD9145 2030-08-01 4.500000 114.12 126.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2103 2042-07-01 4.000000 28030560.04 30952976.40 Agency Mortgage-Backed Securities FNMS 06.500 CT254232 2022-03-01 6.500000 1.94 2.18 Agency Mortgage-Backed Securities FNMS 03.000 CLAU4279 2043-09-01 3.000000 436.71 469.41 Agency Mortgage-Backed Securities 03.500 FGPC G07287 G 2043-02-01 3.500000 278408.26 301994.85 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0016 2043-07-01 3.000000 390.40 413.87 Agency Mortgage-Backed Securities 03.500 FGPC G07294 G 2043-01-01 3.500000 10380558.69 11252706.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAB4042 2041-12-01 3.500000 285.76 316.12 Agency Mortgage-Backed Securities FMAR 2B0953 G 2042-12-01 3.197000 1487799.28 1552559.26 Agency Mortgage-Backed Securities 03.500 FGPC Q42622 G 2046-08-01 3.500000 4676313.36 5056106.91 Agency Mortgage-Backed Securities FNMS 04.000 CLAK6824 2042-03-01 4.000000 248.27 273.93 Agency Mortgage-Backed Securities FNMS 03.500 CIAU3793 2028-08-01 3.500000 290.16 316.36 Agency Mortgage-Backed Securities 03.500 FGPC Q44981 G 2046-12-01 3.500000 11647750.38 12811086.27 Agency Mortgage-Backed Securities FNMS 05.500 CIAL2194 2025-05-01 5.500000 23.71 24.53 Agency Mortgage-Backed Securities GNII SF MA4586 M 2047-07-20 3.500000 106478.67 115085.28 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3521 2043-03-01 3.500000 430.00 468.95 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0186 2057-02-01 4.500000 29502006.00 33882050.82 Agency Mortgage-Backed Securities GNII SF MA4962 M 2048-01-20 3.500000 1404387.53 1508739.77 Agency Mortgage-Backed Securities 03.500 FGPC Q40493 G 2046-05-01 3.500000 3769090.40 4153120.93 Agency Mortgage-Backed Securities GNII SF MA5137 M 2048-04-20 4.000000 24774307.18 26732027.99 Agency Mortgage-Backed Securities 04.500 FGPC G07607 G 2044-01-01 4.500000 244211.22 275719.35 Agency Mortgage-Backed Securities FNMS 03.000 CVAT6276 2028-06-01 3.000000 304.79 321.28 Agency Mortgage-Backed Securities 04.500 FGPC Q57850 G 2048-08-01 4.500000 9364031.76 10607622.00 Agency Mortgage-Backed Securities 04.500 FGPC G61601 G 2048-09-01 4.500000 4208100.70 4640992.23 Agency Mortgage-Backed Securities GNII SF MA5711 M 2049-01-20 4.500000 10918566.42 11833924.44 Agency Mortgage-Backed Securities 04.000 FGPC Q57143 G 2048-07-01 4.000000 10506983.55 11484450.56 Agency Mortgage-Backed Securities FMAR 1G2137 G 2037-08-01 2.737000 52.38 52.86 Agency Mortgage-Backed Securities FEPC 03.000 CLZL4719 2043-01-01 3.000000 9468.18 10086.81 Agency Mortgage-Backed Securities FEPC 03.000 CLZM2341 2047-01-01 3.000000 10286.22 10818.08 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL1480 2037-12-01 3.382000 3022.30 3184.63 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1653 2047-06-01 4.000000 3066565.76 3392769.31 Agency Mortgage-Backed Securities FNMS 03.500 CIBO1496 2034-06-01 3.500000 900929.45 973605.12 Agency Mortgage-Backed Securities 03.500 FGPC Q54334 G 2048-02-01 3.500000 89438.57 94887.11 Agency Mortgage-Backed Securities 04.000 FGPC Q39495 G 2046-03-01 4.000000 877950.55 986230.14 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3736 2029-07-01 3.500000 503172.08 533371.69 Agency Mortgage-Backed Securities FEPC 04.000 CLZM5716 2048-02-01 4.000000 496.60 537.80 Agency Mortgage-Backed Securities FEPC 06.500 CLZS0839 2032-12-01 6.500000 64.94 75.73 Agency Mortgage-Backed Securities 04.000 FGPC Q51615 G 2047-10-01 4.000000 5656545.36 6350214.43 Agency Mortgage-Backed Securities FMAR 2B7397 G 2048-01-01 3.200000 3835887.84 4005015.12 Agency Mortgage-Backed Securities GNII SF MA5991 M 2049-06-20 6.500000 47497.20 54032.15 Agency Mortgage-Backed Securities FNMS 04.000 CRAL5971 2044-10-01 4.000000 430.30 473.58 Agency Mortgage-Backed Securities FNMS 04.000 CLBO3278 2049-07-01 4.000000 8635.37 9273.15 Agency Mortgage-Backed Securities GNII SF MA6602 M 2050-04-20 4.500000 4714266.84 5093694.60 Agency Mortgage-Backed Securities TREASURY BILL 2021-04-22 0.00 96300.00 96263.79 U.S. Treasuries (including strips) FEPC 03.500 CLSD8069 2050-06-01 3.500000 527314.64 559295.98 Agency Mortgage-Backed Securities 03.500 FGPC C04423 G 2042-12-01 3.500000 287.04 309.76 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0101 2049-10-01 3.000000 646698.06 688750.04 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8075 2050-07-01 3.500000 5339045.16 5667217.28 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8077 2050-07-01 4.500000 329475.91 360173.50 Agency Mortgage-Backed Securities 03.500 FGPC Q45306 G 2047-01-01 3.500000 11418788.74 12506764.59 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4084 2050-07-01 4.000000 242853.69 260218.27 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4087 2050-07-01 4.500000 229747.12 250525.45 Agency Mortgage-Backed Securities GNII SF MA6713 M 2050-06-20 4.500000 290958.57 315562.32 Agency Mortgage-Backed Securities GNII SF MA6714 M 2050-06-20 5.000000 3488236.66 3847852.16 Agency Mortgage-Backed Securities 04.500 FGPC G61060 G 2047-06-01 4.500000 934065.17 1027173.72 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ8516 2049-08-01 3.157000 7618146.55 7983552.01 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4098 2050-08-01 3.500000 3357718.64 3565777.81 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4114 2050-08-01 4.000000 1002616.04 1074305.32 Agency Mortgage-Backed Securities GNII SF MA6768 M 2050-07-20 4.000000 6487939.08 6944639.52 Agency Mortgage-Backed Securities GNII SF MA6769 M 2050-07-20 4.500000 5118765.50 5566683.07 Agency Mortgage-Backed Securities GNII SF MA6770 M 2050-07-20 5.000000 779062.02 864038.82 Agency Mortgage-Backed Securities GNII SF BU3714 C 2050-07-20 3.500000 777322.47 841675.01 Agency Mortgage-Backed Securities GNII SF BV8964 C 2050-02-20 3.500000 913327.54 996211.51 Agency Mortgage-Backed Securities GNII SF BW5183 C 2050-02-20 3.500000 3543116.11 3832136.75 Agency Mortgage-Backed Securities GNII SF BW5184 C 2047-12-20 3.500000 4055237.80 4387339.25 Agency Mortgage-Backed Securities GNII SF BW5185 C 2045-10-20 3.500000 1499029.22 1621043.37 Agency Mortgage-Backed Securities GNII SF BW5186 C 2045-12-20 3.500000 218029.69 237664.67 Agency Mortgage-Backed Securities GNII SF BW5187 C 2044-08-20 3.500000 1837439.77 1987605.35 Agency Mortgage-Backed Securities 03.000 FGPC G15147 G 2029-08-01 3.000000 361.51 387.53 Agency Mortgage-Backed Securities FEPC 03.500 CTZJ9406 2032-01-01 3.500000 547.92 592.43 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4720 2047-11-01 4.000000 2886435.61 3239643.60 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0465 2042-09-01 3.500000 791.01 862.96 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0531 2042-06-01 3.500000 610.45 661.47 Agency Mortgage-Backed Securities FEPC 05.500 CLZN4210 2049-03-01 5.500000 98180.93 110436.91 Agency Mortgage-Backed Securities FEPC 04.000 3SZT0945 2045-02-01 4.000000 12277874.60 13507285.47 Agency Mortgage-Backed Securities FEPC 04.000 3VZT1142 2042-10-01 4.000000 11075320.52 12140458.71 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8076 2050-07-01 4.000000 397438.57 427666.25 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8086 2050-08-01 4.000000 3435248.30 3680876.19 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8094 2050-09-01 4.000000 1757838.53 1883527.89 Agency Mortgage-Backed Securities FEPC 03.000 CLQA3637 2049-10-01 3.000000 67337209.55 70615633.83 Agency Mortgage-Backed Securities FEPC 04.000 CLQB1356 2050-07-01 4.000000 6058965.93 6492219.69 Agency Mortgage-Backed Securities FEPC 03.500 CLRA2330 2050-03-01 3.500000 4108764.98 4369184.44 Agency Mortgage-Backed Securities FNMS 04.500 CLAH5829 2041-02-01 4.500000 297.34 341.25 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6302 2050-07-01 2.500000 3746685.25 3988057.54 Agency Mortgage-Backed Securities FNMS 03.500 CRAB8283 2042-08-01 3.500000 296.42 321.96 Agency Mortgage-Backed Securities GNII SF MA6821 M 2050-07-20 3.500000 13624613.94 14666153.61 Agency Mortgage-Backed Securities GNII SF MA6823 M 2050-07-20 4.500000 1160644.37 1258237.15 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8099 2050-10-01 2.500000 198647783.74 208778798.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6306 2050-07-01 2.500000 2141169.36 2296810.72 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4170 2050-10-01 4.500000 560329.13 611034.43 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4171 2050-10-01 3.500000 499648.24 533822.40 Agency Mortgage-Backed Securities GNII SF MA6841 M 2035-09-20 3.000000 221791.62 233286.34 Agency Mortgage-Backed Securities GNII SF MA6869 M 2050-09-20 4.500000 7483877.65 8106424.01 Agency Mortgage-Backed Securities GNII SF MA6867 M 2050-09-20 3.500000 773853.14 827256.31 Agency Mortgage-Backed Securities GNII SF MA6868 M 2050-09-20 4.000000 8314765.90 8889409.53 Agency Mortgage-Backed Securities TREASURY BILL 2021-04-15 0.00 99800.00 99766.17 U.S. Treasuries (including strips) FEPC 02.000 CLSD8106 2050-11-01 2.000000 48617220.20 50515047.41 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8110 2050-11-01 4.000000 19851.50 22210.44 Agency Mortgage-Backed Securities FEPC 02.000 CLQB4275 2050-10-01 2.000000 20699248.21 21507266.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBP8127 2050-03-01 3.500000 10625217.28 11340171.62 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4197 2050-11-01 3.500000 1035582.16 1096525.59 Agency Mortgage-Backed Securities GNII SF MA6870 M 2048-07-20 5.000000 350061.92 389831.67 Agency Mortgage-Backed Securities GNII SF MA6905 M 2032-10-20 2.000000 2422127.26 2526247.51 Agency Mortgage-Backed Securities GNII SF MA6933 M 2050-09-20 3.500000 11568279.74 12387851.22 Agency Mortgage-Backed Securities GNII SF MA6934 M 2050-10-20 4.000000 2108220.53 2284278.50 Agency Mortgage-Backed Securities GNII SF MA6935 M 2050-10-20 4.500000 3509803.32 3867115.34 Agency Mortgage-Backed Securities GNII SF MA6936 M 2050-09-20 5.000000 472797.48 527782.30 Agency Mortgage-Backed Securities GNII SF MA6932 M 2050-08-20 3.000000 1928178.24 2043708.25 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8113 2050-11-01 2.000000 3010956.00 3128492.01 Agency Mortgage-Backed Securities FEPC 02.000 CTRB5090 2040-11-01 2.000000 108829.00 113077.81 Agency Mortgage-Backed Securities FNMS 04.000 CLCA7777 2050-11-01 4.000000 23739692.34 25718139.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1001 2048-11-01 3.500000 486113.64 516121.16 Agency Mortgage-Backed Securities FNMS 07.000 CLFM4840 2050-12-01 7.000000 24058409.00 31009867.08 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4210 2050-11-01 2.500000 131186714.00 137877221.80 Agency Mortgage-Backed Securities GNII SF MA6997 M 2050-11-20 3.500000 735175.00 792510.89 Agency Mortgage-Backed Securities GNII SF MA6998 M 2050-11-20 4.000000 15392222.00 16721990.26 Agency Mortgage-Backed Securities GNII SF MA6993 M 2050-10-20 1.500000 466367.00 473246.54 Agency Mortgage-Backed Securities GNII SF BY5789 C 2050-11-20 2.500000 3614754.00 3770094.04 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1000000000.00 1000000000.00 0.0068 N Y Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.098000% 3130AFLT2 U.S. Government Agency Debt Y 2020-12-18 2020-12-18 2020-12-18 N N N 0.0017 14009986.55 14009986.55 0.0001 N N N N FHLMC FHLMC 0.110000% 3130AFSN8 U.S. Government Agency Debt Y 2021-01-25 2021-01-25 2021-01-25 N N N 0.0011 50003460.50 50003460.50 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.155000% 3130AGM85 U.S. Government Agency Debt Y 2020-12-01 2021-06-11 2021-06-11 N N N 0.0016 195042580.20 195042580.20 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.155000% 3130AGM85 U.S. Government Agency Debt Y 2020-12-01 2021-06-11 2021-06-11 N N N 0.0016 100021836.00 100021836.00 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.155000% 3130AGM85 U.S. Government Agency Debt Y 2020-12-01 2021-06-11 2021-06-11 N N N 0.0016 37008079.32 37008079.32 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.155000% 3130AGM85 U.S. Government Agency Debt Y 2020-12-01 2021-06-11 2021-06-11 N N N 0.0021 333072713.88 333072713.88 0.0023 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.155000% 3130AGM85 U.S. Government Agency Debt Y 2020-12-01 2021-06-11 2021-06-11 N N N 0.0021 48010481.28 48010481.28 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.130000% 3130AGTW5 U.S. Government Agency Debt Y 2020-12-01 2021-01-28 2021-01-28 N N N 0.0013 185010084.35 185010084.35 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.130000% 3130AGTW5 U.S. Government Agency Debt Y 2020-12-01 2021-01-28 2021-01-28 N N N 0.0013 75004088.25 75004088.25 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.154000% 3130AH3M3 U.S. Government Agency Debt Y 2020-12-13 2021-09-13 2021-09-13 N N N 0.0020 13998603.50 13998603.50 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.154000% 3130AH3M3 U.S. Government Agency Debt Y 2020-12-13 2021-09-13 2021-09-13 N N N 0.0022 15373466.34 15373466.34 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.154000% 3130AH3M3 U.S. Government Agency Debt Y 2020-12-13 2021-09-13 2021-09-13 N N N 0.0029 19158088.79 19158088.79 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.250000% 3130AHBW2 U.S. Government Agency Debt Y 2020-12-01 2021-04-09 2021-04-09 N N N 0.0025 14007143.92 14007143.92 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.250000% 3130AHBW2 U.S. Government Agency Debt Y 2020-12-01 2021-04-09 2021-04-09 N N N 0.0025 175089299.00 175089299.00 0.0012 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.216000% 3130AHES8 U.S. Government Agency Debt Y 2020-12-22 2021-01-22 2021-01-22 N N N 0.0015 192021479.04 192021479.04 0.0013 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.170000% 3130AHST1 U.S. Government Agency Debt Y 2020-12-19 2021-03-19 2021-03-19 N N N 0.0015 101000345.42 101000345.42 0.0007 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.099000% 3130AHW66 U.S. Government Agency Debt Y 2021-01-14 2021-04-14 2021-04-14 N N N 0.0010 224975373.75 224975373.75 0.0015 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.156000% 3130AHW90 U.S. Government Agency Debt Y 2020-12-14 2021-07-14 2021-07-14 N N N 0.0016 49995453.50 49995453.50 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.120000% 3130AHYS6 U.S. Government Agency Debt Y 2020-12-24 2021-03-24 2021-03-24 N N N 0.0016 124986745.00 124986745.00 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.156000% 3130AHYU1 U.S. Government Agency Debt Y 2020-12-28 2021-09-28 2021-09-28 N N N 0.0016 349942302.50 349942302.50 0.0024 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.156000% 3130AHYU1 U.S. Government Agency Debt Y 2020-12-28 2021-09-28 2021-09-28 N N N 0.0016 74987636.25 74987636.25 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.113000% 3130AHZ89 U.S. Government Agency Debt Y 2020-12-26 2021-03-26 2021-03-26 N N N 0.0015 239974588.80 239974588.80 0.0016 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.099000% 3130AJ2A6 U.S. Government Agency Debt Y 2021-01-30 2021-04-30 2021-04-30 N N N 0.0010 199995290.00 199995290.00 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.101000% 3130AJ2D0 U.S. Government Agency Debt Y 2021-02-03 2021-05-03 2021-05-03 N N N 0.0010 199994606.00 199994606.00 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.130000% 3130AJ2N8 U.S. Government Agency Debt Y 2020-12-03 2021-05-03 2021-05-03 N N N 0.0016 40003674.00 40003674.00 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.130000% 3130AJ2N8 U.S. Government Agency Debt Y 2020-12-03 2021-05-03 2021-05-03 N N N 0.0016 14801359.38 14801359.38 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.130000% 3130AJ2N8 U.S. Government Agency Debt Y 2020-12-03 2021-05-03 2021-05-03 N N N 0.0015 29002663.65 29002663.65 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.115000% 3130AJ2T5 U.S. Government Agency Debt Y 2021-02-04 2021-08-04 2021-08-04 N N N 0.0006 36730938.95 36730938.94 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.115000% 3130AJ2T5 U.S. Government Agency Debt Y 2021-02-04 2021-08-04 2021-08-04 N N N 0.0007 19302865.83 19302865.83 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.100000% 3130AJ4Y2 U.S. Government Agency Debt Y 2020-12-12 2021-02-12 2021-02-12 N N N 0.0013 162984241.16 162984241.16 0.0011 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.100000% 3130AJ5E5 U.S. Government Agency Debt Y 2020-12-11 2021-02-11 2021-02-11 N N N 0.0012 499953725.00 499953725.00 0.0034 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.195000% 3130AJ5K1 U.S. Government Agency Debt Y 2020-12-01 2022-02-10 2022-02-10 N N N 0.0020 28020104.28 28020104.28 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.195000% 3130AJ5K1 U.S. Government Agency Debt Y 2020-12-01 2022-02-10 2022-02-10 N N N 0.0020 20014360.20 20014360.20 0.0001 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 1.500000% 3130AJ5U9 U.S. Government Agency Debt Y 2021-02-18 2021-02-18 2021-02-18 N N N 0.0152 25074499.00 25074499.00 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.125000% 3130AJA66 U.S. Government Agency Debt Y 2021-02-24 2021-08-24 2021-08-24 N N N 0.0004 24519413.73 24519413.72 0.0002 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.160000% 3130AJCE7 U.S. Government Agency Debt Y 2020-12-01 2021-03-04 2021-03-04 N N N 0.0016 80012121.60 80012121.60 0.0005 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.160000% 3130AJCE7 U.S. Government Agency Debt Y 2020-12-01 2021-03-04 2021-03-04 N N N 0.0016 60009091.20 60009091.20 0.0004 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.160000% 3130AJCE7 U.S. Government Agency Debt Y 2020-12-01 2021-03-04 2021-03-04 N N N 0.0016 415062880.80 415062880.80 0.0028 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.160000% 3130AJCE7 U.S. Government Agency Debt Y 2020-12-01 2021-03-04 2021-03-04 N N N 0.0021 93014091.36 93014091.36 0.0006 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.170000% 3130AJD22 U.S. Government Agency Debt Y 2020-12-01 2020-12-04 2020-12-04 N N N 0.0018 154001147.30 154001147.30 0.0010 N N Y N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.390000% 3130AJFN4 U.S. Government Agency Debt Y 2020-12-01 2021-09-24 2021-09-24 N N N 0.0039 150329562.00 150329562.00 0.0010 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.320000% 3130AJFU8 U.S. Government Agency Debt Y 2020-12-01 2020-12-24 2020-12-24 N N N 0.0032 200029366.00 200029366.00 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.430000% 3130AJGK9 U.S. Government Agency Debt Y 2020-12-01 2022-03-28 2022-03-28 N N N 0.0043 50194031.00 50194031.00 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.350000% 3130AJHN2 U.S. Government Agency Debt Y 2020-12-01 2021-07-14 2021-07-14 N N N 0.0035 300436176.00 300436176.00 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.190000% 3130AJPK9 U.S. Government Agency Debt Y 2020-12-01 2020-12-10 2020-12-10 N N N 0.0019 300008046.00 300008046.00 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.200000% 3130AJPV5 U.S. Government Agency Debt Y 2020-12-01 2020-12-11 2020-12-11 N N N 0.0020 300009759.00 300009759.00 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.200000% 3130AJQE2 U.S. Government Agency Debt Y 2020-12-01 2020-12-15 2020-12-15 N N N 0.0020 300012819.00 300012819.00 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.200000% 3130AJRB7 U.S. Government Agency Debt Y 2021-01-19 2021-01-19 2021-01-19 N N N 0.0020 199999978.00 199999978.00 0.0014 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.120000% 3130AJZ77 U.S. Government Agency Debt Y 2020-12-01 2021-03-19 2021-03-19 N N N 0.0012 500023870.00 500023870.00 0.0034 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.135000% 3130AJZN2 U.S. Government Agency Debt Y 2020-12-01 2021-08-25 2021-08-25 N N N 0.0014 280079195.20 280079195.20 0.0019 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.120000% 3130AK2F2 U.S. Government Agency Debt Y 2020-12-01 2021-02-26 2021-02-26 N N N 0.0012 425020013.25 425020013.25 0.0029 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.120000% 3130AK3C8 U.S. Government Agency Debt Y 2020-12-01 2021-03-03 2021-03-03 N N N 0.0012 500023985.00 500023985.00 0.0034 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.120000% 3130AK6Q4 U.S. Government Agency Debt Y 2020-12-01 2021-03-17 2021-03-17 N N N 0.0012 125005947.50 125005947.50 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.130000% 3130AK6T8 U.S. Government Agency Debt Y 2020-12-01 2021-07-16 2021-07-16 N N N 0.0013 400032344.00 400032344.00 0.0027 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.120000% 3130AK6Y7 U.S. Government Agency Debt Y 2020-12-01 2021-03-18 2021-03-18 N N N 0.0012 121005768.07 121005768.07 0.0008 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.130000% 3130AK7H3 U.S. Government Agency Debt Y 2021-06-10 2021-06-10 2021-06-10 N N N 0.0014 299961402.00 299961402.00 0.0020 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.125000% 3130AKCB0 U.S. Government Agency Debt Y 2021-10-13 2021-10-13 2021-10-13 N N N 0.0014 49615087.62 49615087.62 0.0003 N N N N FEDERAL HOME LOAN BANK FEDERAL HOME LOAN BANK 0.130000% 3130AKE51 U.S. Government Agency Debt Y 2020-12-01 2021-12-23 2021-12-23 N N N 0.0013 99998567.00 99998567.00 0.0007 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312T34 U.S. Government Agency Debt Y 2020-12-14 2020-12-14 2020-12-14 N N N 0.0081 124997291.25 124997291.25 0.0008 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312T42 U.S. Government Agency Debt Y 2020-12-15 2020-12-15 2020-12-15 N N N 0.0041 24999416.75 24999416.75 0.0002 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313312U32 U.S. Government Agency Debt Y 2020-12-22 2020-12-22 2020-12-22 N N N 0.0041 32998845.00 32998845.00 0.0002 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313AM0 U.S. Government Agency Debt Y 2021-01-12 2021-01-12 2021-01-12 N N N 0.0047 74993000.25 74993000.25 0.0005 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313AV0 U.S. Government Agency Debt Y 2021-01-20 2021-01-20 2021-01-20 N N N 0.0047 49994444.50 49994444.50 0.0003 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313BA5 U.S. Government Agency Debt Y 2021-01-25 2021-01-25 2021-01-25 N N N 0.0047 49993889.00 49993889.00 0.0003 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313BB3 U.S. Government Agency Debt Y 2021-01-26 2021-01-26 2021-01-26 N N N 0.0155 29996266.80 29996266.80 0.0002 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313BC1 U.S. Government Agency Debt Y 2021-01-27 2021-01-27 2021-01-27 N N N 0.0154 66991513.11 66991513.11 0.0005 N N Y N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313BJ6 U.S. Government Agency Debt Y 2021-02-02 2021-02-02 2021-02-02 N N N 0.0154 14997637.50 14997637.50 0.0001 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313BT4 U.S. Government Agency Debt Y 2021-02-11 2021-02-11 2021-02-11 N N N 0.0047 49991000.00 49991000.00 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313BZ0 U.S. Government Agency Debt Y 2021-02-17 2021-02-17 2021-02-17 N N N 0.0078 5998830.00 5998830.00 0.0000 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313BZ0 U.S. Government Agency Debt Y 2021-02-17 2021-02-17 2021-02-17 N N N 0.0050 74985375.00 74985375.00 0.0005 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313BZ0 U.S. Government Agency Debt Y 2021-02-17 2021-02-17 2021-02-17 N N N 0.0049 119976600.00 119976600.00 0.0008 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313CE6 U.S. Government Agency Debt Y 2021-02-22 2021-02-22 2021-02-22 N N N 0.0029 99979250.00 99979250.00 0.0007 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313CW6 U.S. Government Agency Debt Y 2021-03-10 2021-03-10 2021-03-10 N N N 0.0041 199950500.00 199950500.00 0.0014 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313DB1 U.S. Government Agency Debt Y 2021-03-15 2021-03-15 2021-03-15 N N N 0.0037 199948000.00 199948000.00 0.0014 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313DC9 U.S. Government Agency Debt Y 2021-03-16 2021-03-16 2021-03-16 N N N 0.0056 49986875.00 49986875.00 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313DC9 U.S. Government Agency Debt Y 2021-03-16 2021-03-16 2021-03-16 N N N 0.0056 49986875.00 49986875.00 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313DC9 U.S. Government Agency Debt Y 2021-03-16 2021-03-16 2021-03-16 N N N 0.0056 49986875.00 49986875.00 0.0003 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313DM7 U.S. Government Agency Debt Y 2021-03-25 2021-03-25 2021-03-25 N N N 0.0045 199943000.00 199943000.00 0.0014 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313FK9 U.S. Government Agency Debt Y 2021-05-10 2021-05-10 2021-05-10 N N N 0.0014 9996000.00 9996000.00 0.0001 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313GX0 U.S. Government Agency Debt Y 2021-06-15 2021-06-15 2021-06-15 N N N 0.0014 24987750.00 24987750.00 0.0002 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313JK5 U.S. Government Agency Debt Y 2021-07-21 2021-07-21 2021-07-21 N N N 0.0014 19987111.20 19987111.20 0.0001 N N N N FED FARM CRD DISCOUNT NT FED FARM CRD DISCOUNT NT 313313MF2 U.S. Government Agency Debt Y 2021-09-27 2021-09-27 2021-09-27 N N N 0.0014 16985833.39 16985833.39 0.0001 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384S83 U.S. Government Agency Debt Y 2020-12-11 2020-12-11 2020-12-11 N N N 0.0053 49999166.50 49999166.50 0.0003 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313384T33 U.S. Government Agency Debt Y 2020-12-14 2020-12-14 2020-12-14 N N N 0.0043 199995666.00 199995666.00 0.0014 N N Y N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385CV6 U.S. Government Agency Debt Y 2021-03-09 2021-03-09 2021-03-09 N N N 0.0035 49987750.00 49987750.00 0.0003 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385DE3 U.S. Government Agency Debt Y 2021-03-18 2021-03-18 2021-03-18 N N N 0.0041 199946500.00 199946500.00 0.0014 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385DF0 U.S. Government Agency Debt Y 2021-03-19 2021-03-19 2021-03-19 N N N 0.0041 49986500.00 49986500.00 0.0003 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385DM5 U.S. Government Agency Debt Y 2021-03-25 2021-03-25 2021-03-25 N N N 0.0045 99971500.00 99971500.00 0.0007 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385DM5 U.S. Government Agency Debt Y 2021-03-25 2021-03-25 2021-03-25 N N N 0.0045 49985750.00 49985750.00 0.0003 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385DM5 U.S. Government Agency Debt Y 2021-03-25 2021-03-25 2021-03-25 N N N 0.0045 99971500.00 99971500.00 0.0007 N N N N FED HOME LN DISCOUNT NT FED HOME LN DISCOUNT NT 313385DM5 U.S. Government Agency Debt Y 2021-03-25 2021-03-25 2021-03-25 N N N 0.0045 49985750.00 49985750.00 0.0003 N N N N FFCB FFCB 0.165880% 3133EJ2N8 U.S. Government Agency Debt Y 2020-12-14 2020-12-14 2020-12-14 N N N 0.0017 50000719.50 50000719.50 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.237380% 3133EJ3J6 U.S. Government Agency Debt Y 2020-12-20 2021-09-20 2021-09-20 N N N 0.0022 38634298.03 38634298.03 0.0003 N N N N FFCB FFCB 0.133250% 3133EJ3Y3 U.S. Government Agency Debt Y 2020-12-28 2020-12-28 2020-12-28 N N N 0.0014 234989728.15 234989728.15 0.0016 N N N N FFCB FFCB 0.195018% 3133EJ3Z0 U.S. Government Agency Debt Y 2020-12-01 2020-12-28 2020-12-28 N N N 0.0022 50001915.00 50001915.00 0.0003 N N N N FFCB FFCB 0.195018% 3133EJ3Z0 U.S. Government Agency Debt Y 2020-12-01 2020-12-28 2020-12-28 N N N 0.0022 34001302.20 34001302.20 0.0002 N N N N FFCB FFCB 0.211750% 3133EJ4D8 U.S. Government Agency Debt Y 2020-12-28 2020-12-28 2020-12-28 N N N 0.0021 150008965.50 150008965.50 0.0010 N N N N FFCB FFCB 0.211750% 3133EJ4D8 U.S. Government Agency Debt Y 2020-12-28 2020-12-28 2020-12-28 N N N 0.0021 100005977.00 100005977.00 0.0007 N N N N FFCB FFCB 0.196630% 3133EJ4N6 U.S. Government Agency Debt Y 2020-12-08 2021-01-08 2021-01-08 N N N 0.0021 300026073.00 300026073.00 0.0020 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.156880% 3133EJ5D7 U.S. Government Agency Debt Y 2021-01-15 2021-01-15 2021-01-15 N N N 0.0016 75300643.82 75300643.81 0.0005 N N N N FFCB FFCB 0.186750% 3133EJ6M6 U.S. Government Agency Debt Y 2020-12-28 2021-01-28 2021-01-28 N N N 0.0019 57505034.12 57505034.12 0.0004 N N N N FFCB FFCB 0.186750% 3133EJ6M6 U.S. Government Agency Debt Y 2020-12-28 2021-01-28 2021-01-28 N N N 0.0019 50004377.50 50004377.50 0.0003 N N N N FFCB FFCB 0.186750% 3133EJ6M6 U.S. Government Agency Debt Y 2020-12-28 2021-01-28 2021-01-28 N N N 0.0019 50004377.50 50004377.50 0.0003 N N N N FFCB FFCB 0.186750% 3133EJ6M6 U.S. Government Agency Debt Y 2020-12-28 2021-01-28 2021-01-28 N N N 0.0019 50004377.50 50004377.50 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.140880% 3133EJUF4 U.S. Government Agency Debt Y 2020-12-16 2021-07-16 2021-07-16 N N N 0.0026 20003903.60 20003903.60 0.0001 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.225018% 3133EJZQ5 U.S. Government Agency Debt Y 2020-12-01 2021-09-17 2021-09-17 N N N 0.0039 29616813.69 29616813.68 0.0002 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.345018% 3133EK2L9 U.S. Government Agency Debt Y 2020-12-01 2021-05-17 2021-05-17 N N N 0.0037 50045715.00 50045715.00 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.345018% 3133EK2L9 U.S. Government Agency Debt Y 2020-12-01 2021-05-17 2021-05-17 N N N 0.0037 48744526.41 48744526.41 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.230500% 3133EK5K8 U.S. Government Agency Debt Y 2020-12-04 2021-05-04 2021-05-04 N N N 0.0023 75031554.00 75031554.00 0.0005 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.237630% 3133EK5S1 U.S. Government Agency Debt Y 2020-12-05 2021-08-05 2021-08-05 N N N 0.0024 130091278.20 130091278.20 0.0009 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.160880% 3133EK7G5 U.S. Government Agency Debt Y 2020-12-14 2021-06-14 2021-06-14 N N N 0.0017 250035465.00 250035465.00 0.0017 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.160880% 3133EK7G5 U.S. Government Agency Debt Y 2020-12-14 2021-06-14 2021-06-14 N N N 0.0017 45861504.99 45861504.99 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.270000% 3133EK7M2 U.S. Government Agency Debt Y 2020-12-01 2021-11-18 2021-11-18 N N N 0.0027 181250516.67 181250516.67 0.0012 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.164880% 3133EKAA4 U.S. Government Agency Debt Y 2020-12-11 2021-02-11 2021-02-11 N N N 0.0017 175016717.75 175016717.75 0.0012 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.215018% 3133EKAC0 U.S. Government Agency Debt Y 2020-12-01 2021-02-08 2021-02-08 N N N 0.0028 100013331.00 100013331.00 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.320018% 3133EKB96 U.S. Government Agency Debt Y 2020-12-01 2021-08-20 2021-08-20 N N N 0.0033 225275247.00 225275247.00 0.0015 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.179500% 3133EKCC8 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2020-12-07 N N N 0.0019 24999901.00 24999901.00 0.0002 N N Y N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.145000% 3133EKD29 U.S. Government Agency Debt Y 2020-12-01 2021-08-20 2021-08-20 N N N 0.0015 42007502.88 42007502.88 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.195380% 3133EKDB9 U.S. Government Agency Debt Y 2020-12-15 2021-03-15 2021-03-15 N N N 0.0020 74997057.00 74997057.00 0.0005 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.245018% 3133EKDP8 U.S. Government Agency Debt Y 2020-12-01 2021-01-19 2021-01-19 N N N 0.0027 73510029.81 73510029.81 0.0005 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.221750% 3133EKEX0 U.S. Government Agency Debt Y 2020-12-29 2021-03-29 2021-03-29 N N N 0.0023 250123807.50 250123807.50 0.0017 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.216750% 3133EKF43 U.S. Government Agency Debt Y 2020-12-29 2021-04-29 2021-04-29 N N N 0.0022 225073363.50 225073363.50 0.0015 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.305018% 3133EKFH4 U.S. Government Agency Debt Y 2020-12-01 2021-02-02 2021-02-02 N N N 0.0031 300083862.00 300083862.00 0.0020 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.280000% 3133EKHW9 U.S. Government Agency Debt Y 2020-12-01 2022-04-22 2022-04-22 N N N 0.0042 181852500.22 181852500.22 0.0012 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.180000% 3133EKKV7 U.S. Government Agency Debt Y 2020-12-01 2021-05-07 2021-05-07 N N N 0.0018 84025182.36 84025182.36 0.0006 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.180250% 3133EKNT9 U.S. Government Agency Debt Y 2020-12-03 2021-06-03 2021-06-03 N N N 0.0017 50011915.50 50011915.50 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.180880% 3133EKP26 U.S. Government Agency Debt Y 2020-12-16 2020-12-16 2020-12-16 N N N 0.0019 300006852.00 300006852.00 0.0020 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.160000% 3133EKQD1 U.S. Government Agency Debt Y 2020-12-01 2021-06-10 2021-06-10 N N N 0.0016 40009712.80 40009712.80 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.259130% 3133EKQL3 U.S. Government Agency Debt Y 2020-12-13 2021-09-13 2021-09-13 N N N 0.0021 19616996.92 19616996.92 0.0001 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.260130% 3133EKR81 U.S. Government Agency Debt Y 2020-12-24 2021-09-24 2021-09-24 N N N 0.0030 14157604.30 14157604.30 0.0001 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.260130% 3133EKR99 U.S. Government Agency Debt Y 2020-12-25 2021-03-25 2021-03-25 N N N 0.0027 200074538.00 200074538.00 0.0014 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.220130% 3133EKRT5 U.S. Government Agency Debt Y 2020-12-24 2021-06-24 2021-06-24 N N N 0.0023 300121548.00 300121548.00 0.0020 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.220130% 3133EKRT5 U.S. Government Agency Debt Y 2020-12-24 2021-06-24 2021-06-24 N N N 0.0023 23009318.68 23009318.68 0.0002 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.225500% 3133EKSQ0 U.S. Government Agency Debt Y 2020-12-27 2021-05-27 2021-05-27 N N N 0.0023 300128418.00 300128418.00 0.0020 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.220000% 3133EKT63 U.S. Government Agency Debt Y 2020-12-01 2021-09-24 2021-09-24 N N N 0.0022 240190920.00 240190920.00 0.0016 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.206630% 3133EKUC8 U.S. Government Agency Debt Y 2020-12-08 2021-07-08 2021-07-08 N N N 0.0021 100057139.00 100057139.00 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.206630% 3133EKUC8 U.S. Government Agency Debt Y 2020-12-08 2021-07-08 2021-07-08 N N N 0.0021 50028569.50 50028569.50 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.206630% 3133EKUC8 U.S. Government Agency Debt Y 2020-12-08 2021-07-08 2021-07-08 N N N 0.0021 50028569.50 50028569.50 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.206630% 3133EKUC8 U.S. Government Agency Debt Y 2020-12-08 2021-07-08 2021-07-08 N N N 0.0026 25014284.75 25014284.75 0.0002 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.164880% 3133EKUN4 U.S. Government Agency Debt Y 2020-12-11 2021-01-11 2021-01-11 N N N 0.0017 89507994.14 89507994.14 0.0006 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.309130% 3133EKV29 U.S. Government Agency Debt Y 2020-12-01 2021-07-01 2021-07-01 N N N 0.0031 35033755.05 35033755.05 0.0002 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.309130% 3133EKV29 U.S. Government Agency Debt Y 2020-12-01 2021-07-01 2021-07-01 N N N 0.0023 25024110.75 25024110.75 0.0002 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.178000% 3133EKWX0 U.S. Government Agency Debt Y 2020-12-26 2021-01-26 2021-01-26 N N N 0.0019 35002687.65 35002687.65 0.0002 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.144380% 3133EKXY7 U.S. Government Agency Debt Y 2021-02-01 2021-02-01 2021-02-01 N N N 0.0015 49997929.00 49997929.00 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.325018% 3133EKYD2 U.S. Government Agency Debt Y 2020-12-01 2021-08-02 2021-08-02 N N N 0.0033 150175270.50 150175270.50 0.0010 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.189130% 3133EKYG5 U.S. Government Agency Debt Y 2020-12-01 2021-02-01 2021-02-01 N N N 0.0020 133012236.00 133012236.00 0.0009 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.165630% 3133EKYT7 U.S. Government Agency Debt Y 2021-02-13 2021-05-13 2021-05-13 N N N 0.0017 24997739.25 24997739.25 0.0002 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.160000% 3133EL6T6 U.S. Government Agency Debt Y 2020-12-01 2022-03-10 2022-03-10 N N N 0.0016 140039369.40 140039369.40 0.0010 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.230130% 3133ELBJ2 U.S. Government Agency Debt Y 2020-12-25 2021-08-25 2021-08-25 N N N 0.0023 150090466.50 150090466.50 0.0010 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.226630% 3133ELCZ5 U.S. Government Agency Debt Y 2020-12-09 2021-09-09 2021-09-09 N N N 0.0023 105081880.05 105081880.05 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.226630% 3133ELCZ5 U.S. Government Agency Debt Y 2020-12-09 2021-09-09 2021-09-09 N N N 0.0022 14010917.34 14010917.34 0.0001 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.226630% 3133ELCZ5 U.S. Government Agency Debt Y 2020-12-09 2021-09-09 2021-09-09 N N N 0.0017 25019495.25 25019495.25 0.0002 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.231380% 3133ELDX9 U.S. Government Agency Debt Y 2020-12-13 2021-09-13 2021-09-13 N N N 0.0023 90064197.00 90064197.00 0.0006 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.203250% 3133ELEQ3 U.S. Government Agency Debt Y 2020-12-27 2021-09-27 2021-09-27 N N N 0.0021 75043427.25 75043427.25 0.0005 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.171500% 3133ELER1 U.S. Government Agency Debt Y 2020-12-20 2021-05-20 2021-05-20 N N N 0.0018 37505812.50 37505812.50 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.171380% 3133ELGQ1 U.S. Government Agency Debt Y 2020-12-13 2021-07-13 2021-07-13 N N N 0.0018 300064095.00 300064095.00 0.0020 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.200000% 3133ELJ54 U.S. Government Agency Debt Y 2020-12-01 2021-06-11 2021-06-11 N N N 0.0022 300137058.00 300137058.00 0.0020 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.200000% 3133ELJ54 U.S. Government Agency Debt Y 2020-12-01 2021-06-11 2021-06-11 N N N 0.0022 145066244.70 145066244.70 0.0010 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.250000% 3133ELJ62 U.S. Government Agency Debt Y 2020-12-01 2022-03-15 2022-03-15 N N N 0.0025 200289950.00 200289950.00 0.0014 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.170380% 3133ELJ96 U.S. Government Agency Debt Y 2020-12-15 2021-09-15 2021-09-15 N N N 0.0019 50007883.50 50007883.50 0.0003 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.210000% 3133ELMT8 U.S. Government Agency Debt Y 2020-12-01 2022-02-11 2022-02-11 N N N 0.0021 89080091.99 89080091.99 0.0006 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.210000% 3133ELMT8 U.S. Government Agency Debt Y 2020-12-01 2022-02-11 2022-02-11 N N N 0.0042 84475952.40 84475952.40 0.0006 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.130880% 3133ELMZ4 U.S. Government Agency Debt Y 2021-02-10 2021-08-10 2021-08-10 N N N 0.0014 100017419.00 100017419.00 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.700000% 3133ELSM7 U.S. Government Agency Debt Y 2021-04-12 2021-04-12 2021-04-12 N N N 0.0043 161554754.45 161554754.45 0.0011 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.270000% 3133ELU28 U.S. Government Agency Debt Y 2020-12-01 2022-07-14 2022-07-14 N N N 0.0027 100205221.00 100205221.00 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.370000% 3133ELUV4 U.S. Government Agency Debt Y 2020-12-01 2021-06-25 2021-06-25 N N N 0.0037 200291086.00 200291086.00 0.0014 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.370000% 3133ELVD3 U.S. Government Agency Debt Y 2020-12-01 2021-04-23 2021-04-23 N N N 0.0037 200206474.00 200206474.00 0.0014 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.380000% 3133ELVR2 U.S. Government Agency Debt Y 2020-12-01 2021-07-02 2021-07-02 N N N 0.0038 250390090.00 250390090.00 0.0017 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.360000% 3133ELWA8 U.S. Government Agency Debt Y 2020-12-01 2021-10-01 2021-10-01 N N N 0.0036 200398090.00 200398090.00 0.0014 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.400000% 3133ELWM2 U.S. Government Agency Debt Y 2020-12-01 2022-01-12 2022-01-12 N N N 0.0040 125376745.00 125376745.00 0.0009 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.460000% 3133ELXT6 U.S. Government Agency Debt Y 2020-12-01 2022-04-22 2022-04-22 N N N 0.0046 366633061.10 366633061.10 0.0025 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.145018% 3133EMAN2 U.S. Government Agency Debt Y 2020-12-01 2022-08-01 2022-08-01 N N N 0.0016 259847081.00 259847081.00 0.0018 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.165000% 3133EMCF7 U.S. Government Agency Debt Y 2020-12-01 2022-10-07 2022-10-07 N N N 0.0017 140022531.60 140022531.60 0.0010 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.155018% 3133EMDK5 U.S. Government Agency Debt Y 2020-12-01 2022-10-19 2022-10-19 N N N 0.0016 194926570.80 194926570.80 0.0013 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.160000% 3133EMDX7 U.S. Government Agency Debt Y 2020-12-01 2022-10-14 2022-10-14 N N N 0.0016 165009355.50 165009355.50 0.0011 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.155000% 3133EMFW7 U.S. Government Agency Debt Y 2020-12-01 2022-11-03 2022-11-03 N N N 0.0016 109992042.60 109992042.60 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.150020% 3133EMGN6 U.S. Government Agency Debt Y 2020-12-01 2022-10-31 2022-10-31 N N N 0.0015 99961567.00 99961567.00 0.0007 N N N N FEDERAL FARM CREDIT BANK FEDERAL FARM CREDIT BANK 0.125000% 3133EMHQ8 U.S. Government Agency Debt Y 2020-12-01 2022-08-25 2022-08-25 N N N 0.0014 249869850.00 249869850.00 0.0017 N N N N FREDDIE MAC FREDDIE MAC 0.125000% 3134GVEK0 U.S. Government Agency Debt Y 2020-12-01 2021-08-27 2021-08-27 N N N 0.0022 190008831.20 190008831.20 0.0013 N N N N FREDDIE MAC FREDDIE MAC 0.400000% 3134GVHP6 U.S. Government Agency Debt Y 2020-12-01 2021-09-23 2021-09-23 N N N 0.0040 250564300.00 250564300.00 0.0017 N N N N FREDDIE MAC FREDDIE MAC 0.270000% 3134GVJ58 U.S. Government Agency Debt Y 2020-12-01 2022-06-03 2022-06-03 N N N 0.0027 200375222.00 200375222.00 0.0014 N N N N FREDDIE MAC FREDDIE MAC 0.220000% 3134GWEV4 U.S. Government Agency Debt Y 2020-12-01 2022-04-22 2022-04-22 N N N 0.0022 648701285.04 648701285.04 0.0044 N N N N FREDDIE MAC FREDDIE MAC 0.175000% 3134GWQ25 U.S. Government Agency Debt Y 2020-12-01 2022-09-09 2022-09-09 N N N 0.0018 200073378.00 200073378.00 0.0014 N N N N FEDERAL HOME LOAN MTGE CORP VA FEDERAL HOME LOAN MTGE CORP VA 0.150000% 31350ABD9 Tender Option Bond Y 2020-12-07 2020-12-07 2024-09-15 Y Freddie Mac (Formerly Federal Ho 1.0000 7 Y NA NA Y Freddie Mac (Formerly Federal Ho 1.0000 NA NA N 0.0015 44615000.00 44615000.00 0.0003 N N Y N FANNIE MAE FANNIE MAE 0.150000% 3135G02C6 U.S. Government Agency Debt Y 2020-12-01 2020-12-11 2020-12-11 N N N 0.0015 200003390.00 200003390.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.430000% 3135G03C5 U.S. Government Agency Debt Y 2020-12-01 2022-04-07 2022-04-07 N N N 0.0043 250987707.50 250987707.50 0.0017 N N N N FANNIE MAE FANNIE MAE 0.430000% 3135G03C5 U.S. Government Agency Debt Y 2020-12-01 2022-04-07 2022-04-07 N N N 0.0043 150592624.50 150592624.50 0.0010 N N N N FANNIE MAE FANNIE MAE 0.470000% 3135G03G6 U.S. Government Agency Debt Y 2020-12-01 2022-04-15 2022-04-15 N N N 0.0047 301368024.00 301368024.00 0.0020 N N N N FANNIE MAE FANNIE MAE 0.470000% 3135G03G6 U.S. Government Agency Debt Y 2020-12-01 2022-04-15 2022-04-15 N N N 0.0047 150684012.00 150684012.00 0.0010 N N N N FANNIE MAE FANNIE MAE 0.430000% 3135G03H4 U.S. Government Agency Debt Y 2020-12-01 2021-10-15 2021-10-15 N N N 0.0043 300807123.00 300807123.00 0.0020 N N N N FANNIE MAE FANNIE MAE 0.440000% 3135G03L5 U.S. Government Agency Debt Y 2020-12-01 2022-01-20 2022-01-20 N N N 0.0044 301058013.00 301058013.00 0.0020 N N N N FANNIE MAE FANNIE MAE 0.420000% 3135G03N1 U.S. Government Agency Debt Y 2020-12-01 2022-01-21 2022-01-21 N N N 0.0042 200660658.00 200660658.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.380000% 3135G03Y7 U.S. Government Agency Debt Y 2020-12-01 2022-01-27 2022-01-27 N N N 0.0038 200575248.00 200575248.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.400000% 3135G04A8 U.S. Government Agency Debt Y 2020-12-01 2022-04-28 2022-04-28 N N N 0.0040 200733166.00 200733166.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.380000% 3135G04F7 U.S. Government Agency Debt Y 2020-12-01 2022-04-28 2022-04-28 N N N 0.0038 301014351.00 301014351.00 0.0020 N N N N FANNIE MAE FANNIE MAE 0.310000% 3135G04J9 U.S. Government Agency Debt Y 2020-12-01 2022-05-06 2022-05-06 N N N 0.0028 200482360.00 200482360.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.280000% 3135G04X8 U.S. Government Agency Debt Y 2020-12-01 2022-06-15 2022-06-15 N N N 0.0028 200415884.00 200415884.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.180000% 3135G0Z30 U.S. Government Agency Debt Y 2020-12-01 2021-09-07 2021-09-07 N N N 0.0021 50022602.00 50022602.00 0.0003 N N N N FANNIE MAE FANNIE MAE 0.250000% 3136G4US0 U.S. Government Agency Debt Y 2020-12-01 2022-03-09 2022-03-09 N N N 0.0025 100143867.00 100143867.00 0.0007 N N N N FANNIE MAE FANNIE MAE 0.300000% 3136G4UU5 U.S. Government Agency Debt Y 2020-12-01 2022-03-16 2022-03-16 N N N 0.0030 200420878.00 200420878.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.350000% 3136G4UW1 U.S. Government Agency Debt Y 2020-12-01 2021-06-24 2021-06-24 N N N 0.0035 200267262.00 200267262.00 0.0014 N N N N FANNIE MAE FANNIE MAE 0.450000% 3136G4UX9 U.S. Government Agency Debt Y 2020-12-01 2022-03-30 2022-03-30 N N N 0.0045 251041190.00 251041190.00 0.0017 N N N N FANNIE MAE FANNIE MAE 0.260000% 3136G4WC3 U.S. Government Agency Debt Y 2020-12-01 2022-06-03 2022-06-03 N N N 0.0026 200348744.00 200348744.00 0.0014 N N N N FHLMC Multifamily Certificates FHLMC Multifamily Certificates 0.240000% 31394THC2 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2042-01-15 Y Freddie Mac (Formerly Federal Ho 1.0000 7 Y NA NA Y Freddie Mac (Formerly Federal Ho 1.0000 NA NA N 0.0024 30633886.05 30633886.05 0.0002 N N Y N FHLMC MULTIFAMILY VRD CERTIFIC FHLMC MULTIFAMILY VRD CERTIFIC 0.240000% 31395XJQ9 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2045-10-15 Y Freddie Mac (Formerly Federal Ho 1.0000 7 N NA NA N N 0.0024 10478374.51 10478374.51 0.0001 N N Y N HACIENDA SENIOR VILLAS HACIENDA SENIOR VILLAS 0.190000% 404515AA6 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2058-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0019 17380000.00 17380000.00 0.0001 N N Y N HACIENDA SENIOR VILLAS HACIENDA SENIOR VILLAS 0.190000% 404515AA6 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2058-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0019 670000.00 670000.00 0.0000 N N Y N HARRIS CNTY TX HSG FIN CORP HARRIS CNTY TX HSG FIN CORP 0.110000% 414158SU0 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2038-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 11815000.00 11815000.00 0.0001 N N Y N JPMorgan Securities Incorporated JPMorgan Securities Incorporated 0.130000% 41899C002 41899C002 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNII SF MA0088 M 2042-05-20 3.500000 93567.55 102151.39 Agency Mortgage-Backed Securities GNII SF MA0625 M 2042-12-20 3.500000 1367638.19 1493118.23 Agency Mortgage-Backed Securities GNII SF MA2148 M 2044-08-20 3.500000 185490.31 200812.64 Agency Mortgage-Backed Securities GNII SF MA2678 M 2045-03-20 3.500000 1160948.17 1249063.50 Agency Mortgage-Backed Securities GNII SF MA1447 M 2043-11-20 3.000000 356966.95 381466.19 Agency Mortgage-Backed Securities GNII SF MA4449 M 2047-04-20 2.500000 89871.11 95542.60 Agency Mortgage-Backed Securities GNII SF 755678 C 2040-12-20 4.000000 453761.50 508412.64 Agency Mortgage-Backed Securities GNII SF MA5686 M 2034-04-20 5.000000 291188.82 311404.83 Agency Mortgage-Backed Securities GNII SF MA5765 M 2049-01-20 5.000000 478121.18 525927.46 Agency Mortgage-Backed Securities GNII SF 004700 M 2040-05-20 6.500000 154848.45 179246.70 Agency Mortgage-Backed Securities GNII SF MA5369 M 2033-08-20 4.500000 511334.31 546729.38 Agency Mortgage-Backed Securities GNII SF MA6339 M 2049-12-20 3.500000 336282.00 355786.17 Agency Mortgage-Backed Securities GNII SF MA6409 M 2049-12-20 3.000000 304924954.66 318984027.90 Agency Mortgage-Backed Securities GNII SF MA6475 M 2050-02-20 3.500000 446401.65 472292.70 Agency Mortgage-Backed Securities GNII SF MA6713 M 2050-06-20 4.500000 9754024.61 10578834.68 Agency Mortgage-Backed Securities GNII SF MA6130 M 2034-01-20 4.500000 353295.01 377882.57 Agency Mortgage-Backed Securities GNII SF MA6767 M 2050-07-20 3.500000 120096537.07 128034851.40 Agency Mortgage-Backed Securities GNII SF MA6575 M 2035-02-20 4.500000 126672.06 135504.40 Agency Mortgage-Backed Securities GNII SF MA5676 M 2033-12-20 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CLBN5440 2049-01-01 4.500000 1439213.80 1586373.41 Agency Mortgage-Backed Securities FNMS 03.000 CIBO8603 2034-11-01 3.000000 2047156.32 2195083.15 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1947 2049-09-01 3.500000 5239978.20 5580469.07 Agency Mortgage-Backed Securities FNMS 04.000 CL890834 2048-01-01 4.000000 409219.03 451708.74 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD3778 2040-05-01 3.150000 1494945.91 1561044.19 Agency Mortgage-Backed Securities FNMS 04.000 CRAL5971 2044-10-01 4.000000 2211497.30 2433927.98 Agency Mortgage-Backed Securities FNMS 03.500 CLBE9360 2047-03-01 3.500000 5560745.64 6110811.51 Agency Mortgage-Backed Securities FNMS 04.000 CLBK6101 2048-06-01 4.000000 484629.18 543802.51 Agency Mortgage-Backed Securities FNMS 03.000 CICA5278 2035-02-01 3.000000 1858.88 2005.83 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4868 2049-12-01 3.000000 24024638.42 26043228.58 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1504 2047-06-01 3.500000 5174094.70 5648923.67 Agency Mortgage-Backed Securities FNMS 02.500 CLMA3936 2050-02-01 2.500000 621634.23 653337.50 Agency Mortgage-Backed Securities FMAR 2B1269 G 2043-04-01 3.490000 2309207.81 2400353.14 Agency Mortgage-Backed Securities 04.000 FGPC Q57396 G 2048-07-01 4.000000 8629985.76 9484761.87 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4663 2047-06-01 4.000000 2174734.95 2423485.97 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4047 2050-06-01 2.000000 40410.10 42028.57 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3055 2050-07-01 2.500000 9832355.38 10547087.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5201 2048-08-01 4.500000 4928376.61 5559085.61 Agency Mortgage-Backed Securities FNMS 02.500 CLBP6796 2050-05-01 2.500000 7175915.73 7541886.63 Agency Mortgage-Backed Securities FMAR 840905 G 2048-11-01 3.141000 3014390.89 3166015.50 Agency Mortgage-Backed Securities 04.500 FGPC Q59265 G 2048-10-01 4.500000 1834931.97 2062289.22 Agency Mortgage-Backed Securities FEPC 02.500 CLQB0686 2050-06-01 2.500000 10021191.72 10610055.88 Agency Mortgage-Backed Securities FNMS 04.000 CLAS1368 2043-12-01 4.000000 1363016.94 1503303.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2148 2045-07-01 3.500000 4669723.40 5144225.41 Agency Mortgage-Backed Securities FNMS 04.000 CLBK5172 2048-07-01 4.000000 6656895.25 7247176.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7194 2048-08-01 4.500000 919693.93 1035048.38 Agency Mortgage-Backed Securities FNMS 04.000 CLBN8089 2049-03-01 4.000000 2148212.11 2376728.65 Agency Mortgage-Backed Securities FNMS 03.000 CLBP8779 2050-07-01 3.000000 5881148.79 6280870.87 Agency Mortgage-Backed Securities FNMS 02.500 CLBP9335 2050-06-01 2.500000 5615285.15 6008023.19 Agency Mortgage-Backed Securities FNMS 06.500 NP923295 2037-03-01 6.500000 361147.62 410890.69 Agency Mortgage-Backed Securities FMAR 841041 G 2047-04-01 2.610000 214444.22 222593.63 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4094 2040-08-01 2.500000 45546362.68 47886575.28 Agency Mortgage-Backed Securities FEPC 02.500 CLQB0341 2050-06-01 2.500000 7294941.71 7778478.81 Agency Mortgage-Backed Securities FEPC 02.500 CLQB0649 2050-06-01 2.500000 700965.48 741813.47 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3509 2049-05-01 4.500000 10200752.71 11437104.34 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4767 2050-11-01 2.000000 800584.59 831836.29 Agency Mortgage-Backed Securities Y 2021-01-15 2021-01-15 2021-01-15 N N N 0.0013 600000000.00 600000000.00 0.0041 N N N Y La Mesa Senior Living LP La Mesa Senior Living LP 0.190000% 503667AA5 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2057-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0022 25925000.00 25925000.00 0.0002 N N Y N La Mesa Senior Living LP La Mesa Senior Living LP 0.190000% 503667AA5 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2057-08-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0023 22200000.00 22200000.00 0.0002 N N Y N MITCHELL 2019 IRREV TR MITCHELL 2019 IRREV TR 0.180000% 60669LAA7 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2059-09-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0018 18495000.00 18495000.00 0.0001 N N Y N MITSUBISHIBANK MITSUBISHIBANK 0.100000% 606745008 606745008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N RFIN 01/15/29 2029-01-15 0.00 10500000.00 9492735.00 Agency Mortgage-Backed Securities 8.625 RFPR 30 A 2030-01-15 0.00 10000000.00 8874450.00 Agency Mortgage-Backed Securities RFIN 04/15/28 2028-04-15 0.00 19400000.00 17922108.00 Agency Mortgage-Backed Securities RFIN 10/15/29 2029-10-15 0.00 50000000.00 44811500.00 Agency Mortgage-Backed Securities RFIN 01/15/28 2028-01-15 0.00 57500000.00 53362702.50 Agency Mortgage-Backed Securities RFIN 07/15/28 2028-07-15 0.00 20000000.00 18346400.00 Agency Mortgage-Backed Securities RFIN 04/15/30 2030-04-15 0.00 12000000.00 10610868.00 Agency Mortgage-Backed Securities FNAR XX.XXX S1872235 2036-05-01 3.339000 563034.34 586457.55 Agency Mortgage-Backed Securities 04.000 FGPC U70097 G 2027-06-01 4.000000 265150.07 283264.92 Agency Mortgage-Backed Securities FNAR XX.XXX WS843823 2035-11-01 2.750000 135881.28 140669.77 Agency Mortgage-Backed Securities 04.500 FGPC J11967 G 2025-05-01 4.500000 496032.36 525449.56 Agency Mortgage-Backed Securities FNAR XX.XXX LBAX3002 2044-10-01 2.868000 1605605.85 1673110.87 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9337 2044-10-01 2.815000 1423712.32 1479218.08 Agency Mortgage-Backed Securities 03.500 FGPC G08761 G 2047-05-01 3.500000 1818496.92 1933874.09 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH5310 2047-06-01 2.958000 6040136.00 6313433.03 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0547 2047-10-01 4.000000 5213071.21 5719277.23 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL9923 2040-08-01 2.993000 3613504.90 3795694.30 Agency Mortgage-Backed Securities TINT 05/15/29 2029-05-15 0.00 46701400.00 43278234.08 U.S. Treasuries (including strips) 04.000 FGPC G61651 G 2048-10-01 4.000000 3291878.96 3624481.26 Agency Mortgage-Backed Securities 05.000 FGPC U20184 G 2048-09-01 5.000000 961364.81 1078444.41 Agency Mortgage-Backed Securities FEPC 04.000 CLZM2785 2047-03-01 4.000000 1162319.53 1246381.07 Agency Mortgage-Backed Securities FNAR XX.XXX LBBK6419 2048-09-01 3.295000 4445941.63 4637603.09 Agency Mortgage-Backed Securities FMAR 849791 G 2045-02-01 3.010000 278714.14 290986.68 Agency Mortgage-Backed Securities FEPC 04.500 CTZN2332 2038-11-01 4.500000 435338.75 474726.89 Agency Mortgage-Backed Securities FNAR XX.XXX LBBC1742 2046-07-01 2.135000 1580441.07 1635607.73 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH9399 2047-11-01 2.823000 1423636.15 1480472.10 Agency Mortgage-Backed Securities FNMS 04.000 CLBN9980 2049-05-01 4.000000 850840.55 919324.90 Agency Mortgage-Backed Securities 1 5/8 NOTE R 26 2026-10-31 1.625000 900.00 960.87 U.S. Treasuries (including strips) FNAR XX.XXX LBBE7127 2047-02-01 2.786000 2034653.35 2116959.71 Agency Mortgage-Backed Securities FNMS 05.000 CLBN9410 2049-05-01 5.000000 400101.22 444029.84 Agency Mortgage-Backed Securities FNMS 03.000 CLBP2315 2050-02-01 3.000000 2141348.10 2347565.63 Agency Mortgage-Backed Securities FEPC 03.000 CLZL9432 2045-04-01 3.000000 525541.21 568029.47 Agency Mortgage-Backed Securities FEPC 03.500 3PQU7309 2049-11-01 3.500000 166770.01 172879.53 Agency Mortgage-Backed Securities FEPC 04.500 CLQA7369 2050-02-01 4.500000 1689747.93 1850620.38 Agency Mortgage-Backed Securities FNAR XX.XXX LBAV2453 2043-11-01 2.100000 5315874.74 5497968.26 Agency Mortgage-Backed Securities FNAR XX.XXX LBBP4797 2050-03-01 2.950000 1450470.84 1522044.89 Agency Mortgage-Backed Securities FEPC 04.000 CTZA2503 2038-04-01 4.000000 1109350.60 1202668.31 Agency Mortgage-Backed Securities FEPC 04.000 CTRB5051 2040-05-01 4.000000 580922.90 625576.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBO2371 2049-11-01 4.500000 1017372.12 1128563.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBP1102 2050-03-01 4.500000 1758325.86 2026983.98 Agency Mortgage-Backed Securities FMAR 2B7796 G 2050-04-01 3.505000 447650.09 464489.56 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL7240 2036-04-01 2.128000 7910173.00 8188367.63 Agency Mortgage-Backed Securities FNAR XX.XXX S1AL8869 2037-10-01 2.898000 1088716.02 1148748.37 Agency Mortgage-Backed Securities FNAR XX.XXX LBAO7219 2042-07-01 3.307000 1865113.18 1969033.51 Agency Mortgage-Backed Securities FEPC 05.000 CLQA2761 2049-09-01 5.000000 980074.65 1101356.71 Agency Mortgage-Backed Securities FEPC 03.500 3PQU7346 2049-12-01 3.500000 5247731.36 5456420.22 Agency Mortgage-Backed Securities 04.000 FGPC C92044 G 2039-04-01 4.000000 2333552.95 2512980.35 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0535 2048-01-01 3.500000 50975.46 56357.17 Agency Mortgage-Backed Securities FEPC 03.500 CIQN2776 2035-07-01 3.500000 1014172.06 1109488.46 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4971 2044-01-01 2.595000 3219123.30 3340701.27 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL7270 2038-10-01 2.505000 940421.22 987462.89 Agency Mortgage-Backed Securities FNAR XX.XXX HYAM8986 2027-05-01 2.830000 1792958.52 1973607.56 Agency Mortgage-Backed Securities FNAR XX.XXX LBBO0753 2049-06-01 2.904000 717112.57 744028.20 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ0568 2050-10-01 3.500000 1954532.66 2156161.17 Agency Mortgage-Backed Securities FEPC 04.500 CLZJ1313 2041-02-01 4.500000 3501306.87 3945384.62 Agency Mortgage-Backed Securities FEPC 03.000 CIZK8786 2032-06-01 3.000000 632301.82 676960.45 Agency Mortgage-Backed Securities FEPC 04.000 CTZL0941 2038-09-01 4.000000 99111.06 106763.65 Agency Mortgage-Backed Securities FEPC 03.500 CLZM3532 2047-06-01 3.500000 2474568.85 2630118.87 Agency Mortgage-Backed Securities FEPC 04.000 CIZN2472 2034-01-01 4.000000 1692634.33 1818744.43 Agency Mortgage-Backed Securities FEPC 04.000 3PZN6355 2049-03-01 4.000000 1228340.31 1316961.65 Agency Mortgage-Backed Securities FMAR 2B7031 G 2048-07-01 3.587000 1629856.63 1700920.86 Agency Mortgage-Backed Securities FMAR 2B7561 G 2049-07-01 4.164000 601679.85 629355.52 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1513 2041-12-01 4.000000 398631.67 450261.74 Agency Mortgage-Backed Securities 03.000 FGPC Q10364 G 2042-08-01 3.000000 122950.33 128800.02 Agency Mortgage-Backed Securities 04.000 FGPC G61559 G 2048-03-01 4.000000 1892672.95 2056241.95 Agency Mortgage-Backed Securities FEPC 04.500 CLQA7009 2050-01-01 4.500000 1741182.19 1967034.42 Agency Mortgage-Backed Securities FEPC 04.500 CLQA7497 2050-02-01 4.500000 1033713.01 1131059.83 Agency Mortgage-Backed Securities FEPC 03.000 CLQA7761 2050-03-01 3.000000 1059112.11 1109945.96 Agency Mortgage-Backed Securities FEPC 03.000 CLQA8561 2050-04-01 3.000000 1269441.03 1340506.46 Agency Mortgage-Backed Securities FEPC 03.000 CLQA9313 2050-05-01 3.000000 1079624.35 1178111.64 Agency Mortgage-Backed Securities FEPC 04.000 CLQA9474 2050-05-01 4.000000 870112.61 958723.33 Agency Mortgage-Backed Securities FEPC 04.000 CLQA9732 2050-05-01 4.000000 5893804.39 6315242.18 Agency Mortgage-Backed Securities FEPC 02.500 CLQB2931 2050-09-01 2.500000 8680836.87 9216183.12 Agency Mortgage-Backed Securities FEPC 03.000 CLQB5074 2050-10-01 3.000000 1856165.02 1987475.09 Agency Mortgage-Backed Securities FEPC 03.000 CLQB5264 2050-11-01 3.000000 1003722.00 1109177.72 Agency Mortgage-Backed Securities FEPC 04.500 CLQB6287 2050-11-01 4.500000 2326760.00 2563489.22 Agency Mortgage-Backed Securities FEPC 03.000 CIQN2773 2035-07-01 3.000000 1201619.72 1271206.32 Agency Mortgage-Backed Securities FEPC 02.000 CIQN4333 2035-11-01 2.000000 34355712.00 36248028.43 Agency Mortgage-Backed Securities 1.00 FMNT 21-29 U5 2029-05-24 1.000000 5750000.00 5729993.83 Agency Mortgage-Backed Securities FNAR XX.XXX LBBD1028 2046-06-01 2.360000 4974383.59 5143980.78 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ9844 2049-10-01 4.500000 101829.97 113816.89 Agency Mortgage-Backed Securities FNMS 03.500 CKBO1332 2049-08-01 3.500000 1510410.27 1591906.63 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8825 2050-03-01 3.000000 1177612.26 1290997.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBO9631 2049-12-01 4.500000 831665.07 933682.09 Agency Mortgage-Backed Securities FNMS 03.500 CTBP2361 2040-02-01 3.500000 1432341.87 1538085.14 Agency Mortgage-Backed Securities FNMS 03.000 CLBP2553 2050-06-01 3.000000 6727544.60 7138595.34 Agency Mortgage-Backed Securities FNMS 04.500 CLBP2905 2050-03-01 4.500000 2053250.27 2302562.08 Agency Mortgage-Backed Securities FNMS 03.000 CLBP4468 2050-03-01 3.000000 1132222.39 1213405.76 Agency Mortgage-Backed Securities FNMS 03.000 CLBP6306 2050-06-01 3.000000 1186280.99 1281181.89 Agency Mortgage-Backed Securities FNMS 03.000 CLBP7532 2050-11-01 3.000000 8925840.00 9863666.11 Agency Mortgage-Backed Securities FNMS 03.000 CLBP7704 2050-07-01 3.000000 1325062.16 1418783.36 Agency Mortgage-Backed Securities FNMS 04.500 CLBP9047 2050-07-01 4.500000 4700.52 5231.44 Agency Mortgage-Backed Securities FNMS 03.000 CIBP9748 2035-09-01 3.000000 1096154.10 1191599.16 Agency Mortgage-Backed Securities FNMS 03.000 CIBP9757 2035-08-01 3.000000 1163841.79 1245026.35 Agency Mortgage-Backed Securities FNMS 04.000 CLBQ0109 2050-07-01 4.000000 1267623.40 1407093.95 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ1406 2050-08-01 3.000000 8214403.76 8775699.44 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ2070 2050-09-01 3.500000 1126296.02 1242484.10 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ5294 2050-11-01 2.500000 1536683.96 1663904.32 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ5056 2050-10-01 2.000000 14887388.55 15529036.65 Agency Mortgage-Backed Securities FNMS 02.000 CKBQ5061 2050-10-01 2.000000 5226511.14 5425741.10 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ8561 2050-11-01 2.500000 3587564.00 3770529.37 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ9069 2050-12-01 2.000000 16961856.00 17623980.90 Agency Mortgage-Backed Securities FNMS 02.000 CIFM4933 2035-11-01 2.000000 28780992.00 30419612.20 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3658 2034-05-01 3.500000 14918.35 15813.73 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4207 2035-11-01 2.500000 7613144.00 7933686.97 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 500000000.00 500000000.00 0.0034 N Y Y N NEBRASKA ST INVESTMENT FIN AUT NEBRASKA ST INVESTMENT FIN AUT 0.110000% 63968MHP7 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2038-03-01 Y Federal Home Loan Bank - Topeka 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 17725000.00 17725000.00 0.0001 N N Y N NEBRASKA ST INVESTMENT FIN AUT NEBRASKA ST INVESTMENT FIN AUT 0.110000% 63968MHP7 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2038-03-01 Y Federal Home Loan Bank - Topeka 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 2155000.00 2155000.00 0.0000 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970HAN4 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2029-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 6200000.00 6200000.00 0.0000 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970HAN4 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2029-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 13000000.00 13000000.00 0.0001 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.120000% 64970HAP9 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2029-11-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0012 27000000.00 27000000.00 0.0002 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970HAS3 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2031-11-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 24800000.00 24800000.00 0.0002 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970HAY0 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2033-03-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 23000000.00 23000000.00 0.0002 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970HAY0 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2033-03-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 33000000.00 33000000.00 0.0002 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970HBA1 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2034-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 15000000.00 15000000.00 0.0001 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970HBA1 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2034-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 25000000.00 25000000.00 0.0002 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970HBA1 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2034-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 25000000.00 25000000.00 0.0002 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.100000% 64970HCK8 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2036-04-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0010 30000000.00 30000000.00 0.0002 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970VDD2 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2039-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 22950000.00 22950000.00 0.0002 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970VDD2 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2039-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 11750000.00 11750000.00 0.0001 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970VDD2 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2039-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 6250000.00 6250000.00 0.0000 N N Y N NEW YORK CITY NY HSG DEV CORP NEW YORK CITY NY HSG DEV CORP 0.110000% 64970VDD2 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2039-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 3300000.00 3300000.00 0.0000 N N Y N NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY 0.100000% 64986M6R1 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2041-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0010 31150000.00 31150000.00 0.0002 N N Y N NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY 0.110000% 64986MBK0 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2029-05-01 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 22605000.00 22605000.00 0.0002 N N Y N NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY 0.110000% 64986MBK0 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2029-05-01 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly 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2020-12-07 2020-12-07 2038-11-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 125000000.00 125000000.00 0.0008 N N Y N NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY 0.120000% 64986MK79 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2041-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0012 53870000.00 53870000.00 0.0004 N N Y N NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY 0.110000% 64986MQV0 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2033-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 41700000.00 41700000.00 0.0003 N N Y N NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY 0.120000% 64986MSE6 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2033-05-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0012 33300000.00 33300000.00 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2020-12-07 2031-09-02 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 5725775.00 5725775.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903532P1 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-02 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 5018425.00 5018425.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 6903532T3 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2035-04-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 5000000.00 5000000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 6903532U0 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2035-01-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 9816840.00 9816840.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903532Z9 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-10-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 7000000.00 7000000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903533H8 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-07 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 10686060.00 10686060.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 6903533J4 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2035-04-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 5000000.00 5000000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 6903533K1 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2035-01-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 3966400.00 3966400.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903533L9 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-02 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 9746000.00 9746000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903533L9 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-02 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 8542000.00 8542000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903533S4 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-01-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3968000.00 3968000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903533S4 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-01-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3904000.00 3904000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903533U9 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2025-11-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 6600000.00 6600000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903533V7 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2027-07-19 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 9000000.01 9000000.01 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903533X3 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2038-09-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3773156.76 3773156.76 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 6903534D6 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2035-01-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 2875640.00 2875640.00 0.0000 N N Y N INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 0.130000% 6903534E4 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2035-04-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 8900000.00 8900000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 6903534F1 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2027-09-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 25000000.00 25000000.00 0.0002 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 6903535F0 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2027-01-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 68000000.00 68000000.00 0.0005 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 0.140000% 6903537A9 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-12-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 35000000.00 35000000.00 0.0002 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 0.140000% 6903537J0 U.S. Government Agency Debt Y 2020-12-05 2020-12-05 2038-07-05 Y U.S. Government 1.0000 5 N NA NA N N 0.0014 8150000.00 8150000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353A31 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3242000.00 3242000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353A31 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3585200.00 3585200.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353A49 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 9951000.00 9951000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353A49 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 2850000.00 2850000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353C39 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3975730.00 3975730.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353C47 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2033-05-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3548533.72 3548533.72 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353D95 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2025-10-10 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 4722480.00 4722480.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 690353K22 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2026-08-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 10627069.00 10627069.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 690353K22 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2026-08-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 15892700.00 15892700.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353K30 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2025-10-10 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 6139224.00 6139224.00 0.0000 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 0.140000% 690353K71 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2026-07-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 6668000.00 6668000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353L88 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2026-07-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 4998180.00 4998180.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353L88 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2026-07-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3736900.00 3736900.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353L96 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2022-11-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 10850000.00 10850000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353N78 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2039-10-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 14965000.00 14965000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353P76 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-07 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 19429200.00 19429200.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 690353P84 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2030-01-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 13962264.13 13962264.13 0.0001 N N Y N OVERSEAS PRIVATE INV COR OVERSEAS PRIVATE INV COR 0.130000% 690353P92 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2026-08-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 1410626.00 1410626.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353Q75 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-02 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 10748772.00 10748772.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353S57 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-07 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 7500000.00 7500000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353S57 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-07 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 854556.00 854556.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353T23 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2023-11-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 5000000.00 5000000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353T23 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2023-11-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 10000000.00 10000000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 690353T56 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2035-01-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 11899200.00 11899200.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353T80 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-02 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 7532352.00 7532352.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353T80 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-02 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 8771400.00 8771400.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353T98 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2039-10-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 15000000.00 15000000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353V46 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-07 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 8492707.00 8492707.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353V46 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-07 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 5593463.00 5593463.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353V61 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-01-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 11808000.00 11808000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 690353V87 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2035-04-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 17500000.00 17500000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353VS3 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2030-05-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 21420000.00 21420000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 690353VV6 U.S. Government Agency Debt Y 2020-12-05 2020-12-05 2026-07-09 Y U.S. Government 1.0000 5 N NA NA N N 0.0013 54012625.00 54012625.00 0.0004 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.130000% 690353W60 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2035-01-20 Y U.S. Government 1.0000 7 N NA NA N N 0.0013 10312640.00 10312640.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353W94 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-02 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 5750572.00 5750572.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353W94 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-02 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 6529820.00 6529820.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353WB9 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2032-10-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 19677777.90 19677777.90 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353X28 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 9572200.00 9572200.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353X28 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 9890000.00 9890000.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353XK8 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 10838180.00 10838180.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353YG6 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2033-11-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 21333333.90 21333333.90 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353YY7 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 4267000.00 4267000.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353Z59 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-02 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3200400.00 3200400.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353Z75 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3461500.00 3461500.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353Z75 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3384500.00 3384500.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353Z83 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2040-07-07 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 4760154.00 4760154.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353ZD2 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3395660.00 3395660.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353ZD2 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 6589120.00 6589120.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353ZF7 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 3379940.00 3379940.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353ZF7 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 2423180.00 2423180.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353ZP5 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 5973800.00 5973800.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353ZT7 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 5411210.00 5411210.00 0.0000 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353ZT7 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2031-09-30 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 11912810.00 11912810.00 0.0001 N N Y N Overseas Private Investment Corporation Overseas Private Investment Corporation 0.140000% 690353ZU4 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2034-06-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0014 16230342.05 16230342.05 0.0001 N N Y N PLAZA PATRIA COURT LTD PLAZA PATRIA COURT LTD 0.190000% 72820VAA6 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2058-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0019 16905000.00 16905000.00 0.0001 N N Y N PLAZA PATRIA COURT LTD PLAZA PATRIA COURT LTD 0.190000% 72820VAA6 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2058-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0019 210000.00 210000.00 0.0000 N N Y N PLAZA PATRIA COURT LTD PLAZA PATRIA COURT LTD 0.190000% 72820VAA6 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2058-12-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0019 210000.00 210000.00 0.0000 N N Y N PRUDENTIALREPO 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0.625000 2099700.00 2101022.81 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 2000000000.00 2000000000.00 0.0136 N Y Y N SAN FRANCISCO CITY CNTY CA R SAN FRANCISCO CITY CNTY CA R 0.110000% 79765TBY0 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2034-06-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 100000000.00 100000000.00 0.0007 N N Y N SANTA CRUZCA REDEV AGY MF REV SANTA CRUZCA REDEV AGY MF REV 0.110000% 80176PAC8 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2035-08-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 19295000.00 19295000.00 0.0001 N N Y N SOUTHSIDEBROOKSHORE SOUTHSIDEBROOKSHORE 0.190000% 84471LAA5 Other Instrument Floating Rate Note Y 2020-12-07 2020-12-07 2059-09-01 Y Federal Home Loan Bank - San Fra 1.0000 7 N NA NA N N 0.0019 5000000.00 5000000.00 0.0000 N N Y N STANDARD CHARTERED BANK STANDARD 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01/01/2048 2048-01-01 3.500000 128328159.83 114260058.07 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 1000000000.00 1000000000.00 0.0068 N Y Y N Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 0.170000% 86562A007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 03.500 FGPC G08748 G 2047-02-01 3.500000 236319887.40 252311522.90 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2896 2047-02-01 3.500000 32833038.24 34975375.74 Agency Mortgage-Backed Securities US TREASURY N/B 2021-01-15 2.000000 50300000.00 50796159.20 U.S. Treasuries (including strips) Y 2020-12-02 2020-12-02 2020-12-02 N N N 0.0017 328630000.00 328630000.00 0.0022 N N Y N Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 0.170000% 86562A008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. 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0.170000% 86562A011 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 03.500 CLMA3148 2047-10-01 3.500000 29130130.25 30925403.99 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 2047-12-01 3.500000 163940640.50 174017980.60 Agency Mortgage-Backed Securities US TREASURY N/B 2021-01-15 2.000000 16000000.00 16157824.00 U.S. Treasuries (including strips) Y 2021-02-02 2021-02-02 2021-02-02 N N N 0.0017 214775000.00 214775000.00 0.0015 N N N Y Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 0.170000% 86562A012 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 03.500 FGPC G08748 G 2047-02-01 3.500000 236319887.40 251903818.60 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2896 2047-02-01 3.500000 61561946.70 65489797.27 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3120 2047-09-01 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05.000 CLAD1596 2040-02-01 5.000000 2602193.44 3034823.14 Agency Mortgage-Backed Securities FNMS 04.000 CLAS1556 2044-01-01 4.000000 19150016.78 21179061.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5722 2045-09-01 3.500000 2361566.02 2530060.08 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7501 2045-10-01 3.500000 7522801.87 8261386.38 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6638 2046-02-01 3.500000 2267563.28 2497830.81 Agency Mortgage-Backed Securities FNMS 03.500 CL890724 2046-01-01 3.500000 6715829.78 7397751.40 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6343 2045-12-01 3.500000 1540205.80 1692007.63 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5787 2044-09-01 4.000000 18493542.21 20712346.03 Agency Mortgage-Backed Securities FNMS 03.500 CLBH6941 2047-08-01 3.500000 2767616.27 3027997.61 Agency Mortgage-Backed Securities FNMS 03.500 CLAY6021 2045-09-01 3.500000 1715770.03 1886261.71 Agency Mortgage-Backed Securities FNMS 04.000 CLBE8782 2047-06-01 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CLFM1754 2047-02-01 3.500000 9146115.84 9799966.58 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3241 2050-03-01 3.000000 17504593.73 18531354.85 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3451 2048-09-01 4.500000 9751481.22 10635296.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4680 2050-06-01 3.500000 19608822.18 20748397.59 Agency Mortgage-Backed Securities FNMS 04.000 CT890744 2036-04-01 4.000000 2508704.93 2746738.94 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4205 2035-11-01 1.500000 7923149.56 8122324.34 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4206 2035-11-01 2.000000 10844640.82 11300854.37 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 757350000.00 757350000.00 0.0051 N Y Y N TEXAS ST DEPT OF HSG CMNTY A TEXAS ST DEPT OF HSG CMNTY A 0.110000% 88275ABN9 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2041-01-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA 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2042-02-15 3.125000 17459800.00 23353901.58 U.S. Treasuries (including strips) 6.21 FNSM GDED 08/38 2038-08-06 6.210000 9600000.00 16526544.00 Agency Mortgage-Backed Securities US TREASURY N/B 2020-12-31 2.375000 10211900.00 10332138.19 U.S. Treasuries (including strips) FMIN 03/15/2031 E 2031-03-15 0.00 4396000.00 3766800.52 Agency Mortgage-Backed Securities 3.50 TVBD 42 B 2042-12-15 3.500000 11427000.00 14528763.92 Agency Mortgage-Backed Securities 2 1/2 BOND 45 2045-02-15 2.500000 25056000.00 30453037.89 U.S. Treasuries (including strips) 0 1/8 TRIN X 21 2021-04-15 0.125000 24622096.35 24669862.41 U.S. Treasuries (including strips) FHLB 2020-12-16 0.00 985000.00 984969.46 Agency Mortgage-Backed Securities FED HOME LN DISCOUNT NT 2021-02-10 0.00 2650000.00 2649438.20 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6734 2046-05-01 3.500000 136339.37 145874.87 Agency Mortgage-Backed Securities FED HOME LN DISCOUNT NT 2020-12-08 0.00 1155000.00 1154976.90 Agency Mortgage-Backed Securities 04.500 FGPC U99076 G 2043-12-01 4.500000 591207.46 664129.95 Agency Mortgage-Backed Securities 4.250 TVBD 65 A 2065-09-15 4.250000 1897000.00 2849197.57 Agency Mortgage-Backed Securities 04.000 FGPC Q44618 G 2046-11-01 4.000000 1318660.07 1481313.12 Agency Mortgage-Backed Securities 02.500 FGPC G18631 G 2032-02-01 2.500000 277672.95 289997.15 Agency Mortgage-Backed Securities 03.000 FGPC C91908 G 2037-01-01 3.000000 141406.60 148842.27 Agency Mortgage-Backed Securities 2.00 FNSM A 01/22 2022-01-05 2.000000 19780000.00 20338004.79 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3028 2037-06-01 3.500000 453.02 482.53 Agency Mortgage-Backed Securities 1.875 FHLB 21 UM 2021-06-11 1.875000 5000000.00 5090380.42 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2594 2047-08-01 3.500000 15995267.27 17012653.36 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2863 2047-01-01 3.000000 1533964.86 1604882.61 Agency Mortgage-Backed Securities GNII SF MA4719 M 2047-09-20 3.500000 23314083.50 25172412.83 Agency Mortgage-Backed Securities 03.500 FGPC G08784 G 2047-10-01 3.500000 454.80 484.07 Agency Mortgage-Backed Securities GNII SF MA4720 M 2047-09-20 4.000000 3703596.90 4015444.28 Agency Mortgage-Backed Securities 1.875 FHLB 21 G4609 2021-11-29 1.875000 4190000.00 4264724.81 Agency Mortgage-Backed Securities 2.875 TVBD 27 A 2027-02-01 2.875000 508000.00 576807.32 Agency Mortgage-Backed Securities 2.375 FMNT GB 21 L9 2021-02-16 2.375000 10000.00 10115.93 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3143 2047-09-01 3.000000 2320006.82 2433076.22 Agency Mortgage-Backed Securities 04.500 FGPC Q51590 G 2047-10-01 4.500000 11417821.09 12548368.07 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1051 2048-01-01 3.500000 524.53 557.20 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0196 2041-02-01 3.500000 2395800.05 2609463.36 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3361 2038-05-01 4.000000 451331.70 485324.75 Agency Mortgage-Backed Securities GNII SF MA4777 M 2047-10-20 3.000000 40794850.49 43200386.84 Agency Mortgage-Backed Securities 04.500 FGPC C92015 G 2038-07-01 4.500000 2811709.41 3096330.32 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3209 2047-12-01 3.000000 5268913.48 5516587.53 Agency Mortgage-Backed Securities 04.000 FGPC Q48243 G 2047-05-01 4.000000 19750543.34 21742014.77 Agency Mortgage-Backed Securities FMIN 01/15/2031 F 2031-01-15 0.00 2695000.00 2319263.10 Agency Mortgage-Backed Securities 3 7/8 FCOR 21-38 G 2038-03-08 3.875000 100000.00 101707.44 Agency Mortgage-Backed Securities FNMS 04.000 CLBH9427 2047-09-01 4.000000 2580857.04 2777237.61 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0086 2028-09-01 3.705000 7653300.00 8930663.19 Agency Mortgage-Backed Securities FNMS 06.000 CLBM4495 2041-07-01 6.000000 10303657.05 12321353.52 Agency Mortgage-Backed Securities 05.000 FGPC G31077 G 2031-09-01 5.000000 437.90 484.91 Agency Mortgage-Backed Securities 04.000 FGPC V84871 G 2048-11-01 4.000000 32172382.56 35300253.09 Agency Mortgage-Backed Securities 04.000 FGPC U64824 G 2046-02-01 4.000000 1373272.48 1511255.08 Agency Mortgage-Backed Securities FNAR XX.XXX WSBK3745 2047-08-01 3.650000 11517593.84 12237423.62 Agency Mortgage-Backed Securities FNMS 05.500 CTBM5090 2031-04-01 5.500000 498.03 557.30 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0209 2042-02-01 3.500000 101745704.34 110821161.20 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1495 2048-03-01 3.500000 645.52 684.75 Agency Mortgage-Backed Securities GNHA ML BK4745 H 2068-11-20 1.833000 1018026.37 1099051.68 Agency Mortgage-Backed Securities 04.000 FGPC Q48688 G 2047-06-01 4.000000 1770376.24 1930367.31 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2797 2048-12-01 4.500000 73915649.37 81629412.62 Agency Mortgage-Backed Securities 03.000 FGPC Q62596 G 2048-10-01 3.000000 107228012.01 112553455.50 Agency Mortgage-Backed Securities 2.25 FNSM A 04/22 2022-04-12 2.250000 1988000.00 2050431.15 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5813 2049-02-01 4.000000 7867816.70 8875048.47 Agency Mortgage-Backed Securities 2 1/4 NOTE J 26 2026-03-31 2.250000 719800.00 792327.48 U.S. Treasuries (including strips) FNAR XX.XXX HYAM7303 2022-12-01 2.660000 189406.41 197823.97 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5807 2048-04-01 3.500000 23526531.64 24954814.31 Agency Mortgage-Backed Securities FNMS 03.500 CIBM5982 2033-08-01 3.500000 11696144.11 12728638.12 Agency Mortgage-Backed Securities GNMI SF 711731 X 2043-03-15 3.000000 84148.95 93914.75 Agency Mortgage-Backed Securities 04.500 FGPC C91997 G 2038-04-01 4.500000 367.16 403.74 Agency Mortgage-Backed Securities 04.500 FGPC V62328 G 2034-03-01 4.500000 3074382.79 3357914.67 Agency Mortgage-Backed Securities GNHF RF BQ2250 H 2069-10-20 4.203000 999.73 1178.02 Agency Mortgage-Backed Securities 2.625 FNSM A 01/22 2022-01-11 2.625000 505000.00 523888.73 Agency Mortgage-Backed Securities FNMS 03.500 U4BF0242 2052-09-01 3.500000 4754532.50 5212576.76 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1381 2029-01-01 3.695000 50177018.00 58819684.59 Agency Mortgage-Backed Securities 2 BOND 50 2050-02-15 2.000000 27490500.00 30472812.87 U.S. Treasuries (including strips) 1.625 FHLB 21 G5090 2021-12-20 1.625000 1270000.00 1298943.58 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1703 2049-01-01 4.000000 1524251.35 1661818.42 Agency Mortgage-Backed Securities FCFR 03FF S 22/12 2022-12-12 0.440000 44720000.00 45027474.84 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1346 2049-08-01 3.500000 21599751.85 22985083.13 Agency Mortgage-Backed Securities GNII SF MA6542 M 2050-02-20 3.500000 52632224.52 56386451.85 Agency Mortgage-Backed Securities 0.375 FMNT GB 23 Q8 2023-04-20 0.375000 5220000.00 5242616.52 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4109 2049-09-01 3.000000 302703.81 326216.23 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5351 2050-03-01 3.500000 48346062.92 51380718.43 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3831 2039-11-01 3.000000 2540716.32 2660426.40 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4016 2040-05-01 2.500000 377431.43 396680.39 Agency Mortgage-Backed Securities GNII SF MA6571 M 2035-04-20 2.500000 14087379.23 14685443.27 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0399 2048-06-01 4.000000 4304811.69 4783430.22 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8069 2050-06-01 3.500000 58341901.84 61880305.77 Agency Mortgage-Backed Securities 0.25 FCDB 22 B 2022-05-06 0.250000 260000.00 260262.25 Agency Mortgage-Backed Securities 1.625 FNSM A 10/24 2024-10-15 1.625000 1384000.00 1458350.21 Agency Mortgage-Backed Securities GNMI SF BD4016 X 2049-10-15 3.000000 38346212.01 40103376.05 Agency Mortgage-Backed Securities TVIN 03/15/21 2021-03-15 0.00 387000.00 386761.22 Agency Mortgage-Backed Securities TREASURY BILL 2021-05-20 0.00 14886900.00 14880290.22 U.S. Treasuries (including strips) 0 3/8 FCDB 22 A 2022-04-08 0.375000 1402000.00 1406446.68 Agency Mortgage-Backed Securities FEPC 03.000 CIRC1213 2035-01-01 3.000000 1690380.84 1824341.27 Agency Mortgage-Backed Securities FEPC 03.500 CLZM0609 2045-12-01 3.500000 5169207.63 5682760.37 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7348 2048-07-01 4.500000 546.18 599.79 Agency Mortgage-Backed Securities 0.41 FMNT GB21-23K2 2023-07-20 0.410000 47632000.00 47753964.38 Agency Mortgage-Backed Securities GNMI SF AX2578 X 2046-12-15 2.500000 623.35 657.86 Agency Mortgage-Backed Securities 0.25 FHLB 22 G5159 2022-06-03 0.250000 9875000.00 9901669.08 Agency Mortgage-Backed Securities FEPC 05.000 CLZT1954 2049-05-01 5.000000 2765865.88 3070187.95 Agency Mortgage-Backed Securities FEPC 03.000 CLQA6761 2050-02-01 3.000000 16741523.85 17958074.58 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5054 2040-06-01 2.500000 25625390.74 26932282.82 Agency Mortgage-Backed Securities 0.25 FMNT GB 22 66 2022-06-08 0.250000 5340000.00 5351947.95 Agency Mortgage-Backed Securities FEPC 04.000 CLZN5874 2049-05-01 4.000000 1226645.45 1335635.62 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1838 2049-03-01 4.000000 6569722.32 7134240.31 Agency Mortgage-Backed Securities 04.000 FGPC U20043 G 2047-03-01 4.000000 2785865.62 3049147.25 Agency Mortgage-Backed Securities FEPC 03.000 CLQB0678 2050-06-01 3.000000 1396437.61 1472509.48 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5017 2039-11-01 3.000000 2361358.77 2476462.42 Agency Mortgage-Backed Securities 0.25 FMNT GB23 V7 2023-08-24 0.250000 4204000.00 4207142.49 Agency Mortgage-Backed Securities FNMS 04.525 CLAV1946 2043-10-01 4.525000 114123.57 124393.68 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4872 2048-03-01 4.000000 870276.77 954444.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7473 2048-12-01 4.000000 11904754.42 12867256.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7809 2049-05-01 4.000000 8420476.62 9147755.06 Agency Mortgage-Backed Securities FNMS 03.500 CIBK4704 2033-08-01 3.500000 813511.32 883935.73 Agency Mortgage-Backed Securities FNMS 04.000 CRBM5357 2044-12-01 4.000000 149821.78 163754.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5364 2042-04-01 4.000000 7074704.88 7847441.10 Agency Mortgage-Backed Securities FNMS 05.500 CLBM5201 2048-12-01 5.500000 8957990.82 10274614.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBP3076 2050-03-01 3.500000 8890067.91 9561174.20 Agency Mortgage-Backed Securities FNMS 03.500 CLCA6095 2050-06-01 3.500000 7270696.12 7709900.29 Agency Mortgage-Backed Securities FNMS 03.500 CLCA6757 2050-08-01 3.500000 3005149.54 3178737.33 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3890 2040-01-01 3.000000 10919890.41 11426733.48 Agency Mortgage-Backed Securities 0.125 FHLB 22 G5218 2022-08-12 0.125000 500000.00 499682.03 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3876 2047-07-01 4.500000 1502300.29 1655288.54 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1518 2046-12-01 4.000000 367097.83 400848.89 Agency Mortgage-Backed Securities 03.500 FGPC Q54813 G 2048-03-01 3.500000 540.13 573.01 Agency Mortgage-Backed Securities FEPC 03.000 CLQB0113 2050-06-01 3.000000 4975534.54 5252555.71 Agency Mortgage-Backed Securities FEPC 02.000 3PRE6063 2050-07-01 2.000000 8595445.15 8842874.58 Agency Mortgage-Backed Securities FNMS 03.275 CLAV0150 2043-09-01 3.275000 89479.91 94263.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6562 2048-07-01 4.500000 3949766.88 4344625.08 Agency Mortgage-Backed Securities FNMS 04.500 CTBM3491 2038-01-01 4.500000 368304.41 407806.90 Agency Mortgage-Backed Securities FNAR XX.XXX LBBP0714 2050-03-01 2.909000 5770364.14 6028515.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBP3806 2050-03-01 3.500000 5346661.74 5693534.15 Agency Mortgage-Backed Securities FNMS 04.000 CICA2406 2033-10-01 4.000000 556.21 598.68 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4418 2049-10-01 3.000000 70425141.41 75210999.27 Agency Mortgage-Backed Securities TREASURY BILL 2021-05-27 0.00 17367800.00 17359637.13 U.S. Treasuries (including strips) 02.500 FGPC G16181 G 2028-11-01 2.500000 917.46 968.42 Agency Mortgage-Backed Securities 03.500 FGPC G16756 G 2034-01-01 3.500000 553.13 594.39 Agency Mortgage-Backed Securities FEPC 04.000 CLZM2700 2047-02-01 4.000000 1527367.17 1688608.61 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4692 2047-09-01 4.500000 750129.07 823345.41 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4747 2047-12-01 3.500000 18956689.68 20123273.84 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8029 2033-02-01 3.500000 182961.65 196274.75 Agency Mortgage-Backed Securities FEPC 06.000 ZLZT1253 2036-04-01 6.000000 42905.08 51707.97 Agency Mortgage-Backed Securities FEPC 02.500 CISB8010 2034-10-01 2.500000 2365803.52 2465247.45 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8019 2049-10-01 4.500000 531.77 579.11 Agency Mortgage-Backed Securities 04.000 FGPC K94460 G 2039-02-01 4.000000 594159.59 641242.71 Agency Mortgage-Backed Securities 03.500 FGPC Q50962 G 2047-09-01 3.500000 100913.60 107382.92 Agency Mortgage-Backed Securities 03.500 FGPC Q52216 G 2047-11-01 3.500000 669937.76 711493.63 Agency Mortgage-Backed Securities 04.000 FGPC Q55643 G 2048-04-01 4.000000 36377184.08 39078998.38 Agency Mortgage-Backed Securities 04.000 FGPC Q58071 G 2048-08-01 4.000000 1455990.04 1581672.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQA0030 2049-01-01 6.000000 653472.50 737431.51 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0315 2049-06-01 5.000000 1089082.54 1223088.46 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1964 2049-08-01 3.500000 483224.86 529443.60 Agency Mortgage-Backed Securities 03.500 FGPC G61929 G 2048-03-01 3.500000 542.18 576.44 Agency Mortgage-Backed Securities FEPC 04.500 CLQA2987 2049-09-01 4.500000 9706167.86 10704233.68 Agency Mortgage-Backed Securities FEPC 03.000 CLQA4199 2049-11-01 3.000000 14152818.55 15160565.27 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6363 2050-01-01 4.500000 6840638.70 7772395.26 Agency Mortgage-Backed Securities FEPC 04.000 CLQA8026 2050-03-01 4.000000 2669326.72 2886049.95 Agency Mortgage-Backed Securities FEPC 04.000 CLQA8028 2050-02-01 4.000000 2140242.62 2330917.32 Agency Mortgage-Backed Securities FEPC 04.500 CLQA9046 2050-04-01 4.500000 1098714.75 1228056.55 Agency Mortgage-Backed Securities FEPC 04.000 CLQB0375 2050-06-01 4.000000 796027.06 852442.47 Agency Mortgage-Backed Securities FEPC 04.500 CLQB1000 2050-07-01 4.500000 995.22 1085.08 Agency Mortgage-Backed Securities FEPC 02.500 CLQB5521 2050-11-01 2.500000 2507900.00 2715538.79 Agency Mortgage-Backed Securities FEPC 02.500 CLQB6163 2050-12-01 2.500000 3305400.00 3550749.56 Agency Mortgage-Backed Securities 2.45 FCOR 20-28 DM 2020-12-04 2.450000 5000000.00 5059888.89 Agency Mortgage-Backed Securities FCFR 03SF D 23/05 2023-05-08 0.460000 14800000.00 14905984.44 Agency Mortgage-Backed Securities 0 1/8 FCDB 22 C 2022-11-23 0.125000 50000000.00 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5.000000 54515757.96 60539028.39 Agency Mortgage-Backed Securities FNMS 03.000 CIFM4748 2035-03-01 3.000000 16585891.97 17425862.36 Agency Mortgage-Backed Securities FNMS 04.500 CTMA3591 2039-02-01 4.500000 1431.13 1569.55 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3773 2039-09-01 4.000000 3140146.05 3396536.53 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3900 2030-01-01 3.000000 515619.32 540857.17 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3943 2050-02-01 3.500000 22161598.71 22957342.93 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4160 2050-10-01 3.000000 31187946.31 32802317.58 Agency Mortgage-Backed Securities GNII SF MA4716 M 2042-06-20 2.000000 25293.07 26455.17 Agency Mortgage-Backed Securities GNHF RF BE9483 H 2069-05-20 4.294000 1053260.44 1239801.35 Agency Mortgage-Backed Securities GNII SF BK1664 C 2048-11-20 5.000000 812981.61 902159.01 Agency Mortgage-Backed Securities GNII SF BL2225 C 2049-03-20 4.500000 4423116.92 4813726.80 Agency Mortgage-Backed Securities GNII SF BL7728 C 2049-05-20 4.500000 147068.67 162210.13 Agency Mortgage-Backed Securities GNHF RF BL9392 H 2069-03-20 4.508000 964646.62 1150998.44 Agency Mortgage-Backed Securities GNHF RF BL9393 H 2069-03-20 4.459000 2613390.87 3049680.73 Agency Mortgage-Backed Securities GNII SF BM5458 C 2049-07-20 4.000000 448588.53 489581.09 Agency Mortgage-Backed Securities GNHA AL BN2890 H 2069-07-20 2.890000 7961392.01 8692526.89 Agency Mortgage-Backed Securities GNHF RF BO1443 H 2069-07-20 4.245000 3032699.55 3568024.35 Agency Mortgage-Backed Securities GNII SF BP8023 C 2050-02-20 4.000000 1106457.11 1214663.33 Agency Mortgage-Backed Securities GNII SF BP7879 C 2050-01-20 4.500000 4242452.56 4567331.10 Agency Mortgage-Backed Securities GNII SF BP7948 C 2050-02-20 4.500000 1862628.76 2054693.72 Agency Mortgage-Backed Securities GNII SF BT3657 C 2050-04-20 4.000000 2546830.28 2775531.11 Agency Mortgage-Backed Securities GNII SF BT4300 C 2050-07-20 3.500000 2705659.42 2939767.80 Agency Mortgage-Backed Securities GNII SF BU6475 C 2050-07-20 2.500000 1294065.06 1364952.51 Agency Mortgage-Backed Securities GNII SF BW1825 C 2050-10-20 2.500000 2907336.11 3171310.28 Agency Mortgage-Backed Securities GNII SF BY8707 C 2050-10-20 2.500000 2995348.44 3245028.37 Agency Mortgage-Backed Securities GNMI SF AD6378 X 2048-04-15 3.000000 41201.28 45960.51 Agency Mortgage-Backed Securities GNMI SF AW6085 X 2046-10-15 3.000000 40664.37 43495.05 Agency Mortgage-Backed Securities GNMI SP 785100 X 2045-04-15 4.000000 9747797.85 10680469.31 Agency Mortgage-Backed Securities 0 1/8 NOTE BH 22 2022-10-31 0.125000 22100.00 22088.72 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 3000000000.00 3000000000.00 0.0204 N Y Y N INT DEVELOPMENT FIN CORP INT DEVELOPMENT FIN CORP 0.081350% 90376PAU5 U.S. Government Agency Debt Y 2020-12-07 2020-12-07 2030-03-15 Y U.S. Government 1.0000 7 N NA NA N N 0.0008 18000000.00 18000000.00 0.0001 N N Y N BANK 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Treasury Debt Y 2021-04-22 2021-04-22 2021-04-22 N N N 0.0012 699744598.00 699744598.00 0.0048 N Y Y N TREASURY BILL TREASURY BILL 9127962Y4 U.S. Treasury Debt Y 2021-05-20 2021-05-20 2021-05-20 N N N 0.0010 699710767.00 699710767.00 0.0048 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127963J6 U.S. Treasury Debt Y 2020-12-10 2020-12-10 2020-12-10 N N N 0.0019 299996436.00 299996436.00 0.0020 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127963J6 U.S. Treasury Debt Y 2020-12-10 2020-12-10 2020-12-10 N N N 0.0011 499994060.00 499994060.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127963J6 U.S. Treasury Debt Y 2020-12-10 2020-12-10 2020-12-10 N N N 0.0012 449994654.00 449994654.00 0.0031 N Y Y N TREASURY BILL TREASURY BILL 9127963K3 U.S. Treasury Debt Y 2020-12-17 2020-12-17 2020-12-17 N N N 0.0019 299990667.00 299990667.00 0.0020 N Y Y N TREASURY BILL TREASURY BILL 9127963K3 U.S. Treasury Debt Y 2020-12-17 2020-12-17 2020-12-17 N N N 0.0011 499984445.00 499984445.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 9127963K3 U.S. Treasury Debt Y 2020-12-17 2020-12-17 2020-12-17 N N N 0.0011 349989111.50 349989111.50 0.0024 N Y Y N TREASURY BILL TREASURY BILL 9127963K3 U.S. Treasury Debt Y 2020-12-17 2020-12-17 2020-12-17 N N N 0.0011 49998444.50 49998444.50 0.0003 N Y Y N TREASURY BILL TREASURY BILL 9127963L1 U.S. Treasury Debt Y 2020-12-24 2020-12-24 2020-12-24 N N N 0.0011 499976840.00 499976840.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 9127963L1 U.S. Treasury Debt Y 2020-12-24 2020-12-24 2020-12-24 N N N 0.0010 299986104.00 299986104.00 0.0020 N Y Y N TREASURY BILL TREASURY BILL 9127963L1 U.S. Treasury Debt Y 2020-12-24 2020-12-24 2020-12-24 N N N 0.0010 299986104.00 299986104.00 0.0020 N Y Y N TREASURY BILL TREASURY BILL 9127963L1 U.S. Treasury Debt Y 2020-12-24 2020-12-24 2020-12-24 N N N 0.0010 399981472.00 399981472.00 0.0027 N Y Y N TREASURY BILL TREASURY BILL 9127963L1 U.S. Treasury Debt Y 2020-12-24 2020-12-24 2020-12-24 N N N 0.0010 99995368.00 99995368.00 0.0007 N Y Y N TREASURY BILL TREASURY BILL 9127963T4 U.S. Treasury Debt Y 2021-01-07 2021-01-07 2021-01-07 N N N 0.0016 599952978.00 599952978.00 0.0041 N Y Y N TREASURY BILL TREASURY BILL 9127963T4 U.S. Treasury Debt Y 2021-01-07 2021-01-07 2021-01-07 N N N 0.0013 499960815.00 499960815.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 9127963T4 U.S. Treasury Debt Y 2021-01-07 2021-01-07 2021-01-07 N N N 0.0010 499960815.00 499960815.00 0.0034 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 9127963U1 U.S. Treasury Debt Y 2021-01-14 2021-01-14 2021-01-14 N N N 0.0016 444960568.55 444960568.55 0.0030 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 9127963U1 U.S. Treasury Debt Y 2021-01-14 2021-01-14 2021-01-14 N N N 0.0016 454959682.45 454959682.45 0.0031 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 9127963U1 U.S. Treasury Debt Y 2021-01-14 2021-01-14 2021-01-14 N N N 0.0011 499955695.00 499955695.00 0.0034 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 9127963U1 U.S. Treasury Debt Y 2021-01-14 2021-01-14 2021-01-14 N N N 0.0010 499955695.00 499955695.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 9127963V9 U.S. Treasury Debt Y 2021-01-21 2021-01-21 2021-01-21 N N N 0.0013 499946875.00 499946875.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 9127963V9 U.S. Treasury Debt Y 2021-01-21 2021-01-21 2021-01-21 N N N 0.0010 399957500.00 399957500.00 0.0027 N Y Y N TREASURY BILL TREASURY BILL 9127963V9 U.S. Treasury Debt Y 2021-01-21 2021-01-21 2021-01-21 N N N 0.0010 149984062.50 149984062.50 0.0010 N Y Y N TREASURY BILL TREASURY BILL 9127963V9 U.S. Treasury Debt Y 2021-01-21 2021-01-21 2021-01-21 N N N 0.0010 749920312.50 749920312.50 0.0051 N Y Y N TREASURY BILL TREASURY BILL 9127963W7 U.S. Treasury Debt Y 2021-02-04 2021-02-04 2021-02-04 N N N 0.0010 399942100.00 399942100.00 0.0027 N Y Y N TREASURY BILL TREASURY BILL 9127963W7 U.S. Treasury Debt Y 2021-02-04 2021-02-04 2021-02-04 N N N 0.0011 399942100.00 399942100.00 0.0027 N Y Y N TREASURY BILL TREASURY BILL 9127963W7 U.S. Treasury Debt Y 2021-02-04 2021-02-04 2021-02-04 N N N 0.0010 499927625.00 499927625.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 9127963W7 U.S. Treasury Debt Y 2021-02-04 2021-02-04 2021-02-04 N N N 0.0009 374945718.75 374945718.75 0.0025 N Y Y N TREASURY BILL TREASURY BILL 9127963W7 U.S. Treasury Debt Y 2021-02-04 2021-02-04 2021-02-04 N N N 0.0010 374945718.75 374945718.75 0.0025 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964B2 U.S. Treasury Debt Y 2021-08-12 2021-08-12 2021-08-12 N N N 0.0014 169901046.40 169901046.40 0.0012 N Y Y N TREASURY BILL TREASURY BILL 9127964C0 U.S. Treasury Debt Y 2021-02-11 2021-02-11 2021-02-11 N N N 0.0012 299954850.00 299954850.00 0.0020 N Y Y N TREASURY BILL TREASURY BILL 9127964C0 U.S. Treasury Debt Y 2021-02-11 2021-02-11 2021-02-11 N N N 0.0012 499924750.00 499924750.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 9127964C0 U.S. Treasury Debt Y 2021-02-11 2021-02-11 2021-02-11 N N N 0.0011 474928512.50 474928512.50 0.0032 N Y Y N TREASURY BILL TREASURY BILL 9127964C0 U.S. Treasury Debt Y 2021-02-11 2021-02-11 2021-02-11 N N N 0.0011 474928512.50 474928512.50 0.0032 N Y Y N TREASURY BILL TREASURY BILL 9127964C0 U.S. Treasury Debt Y 2021-02-11 2021-02-11 2021-02-11 N N N 0.0010 699894650.00 699894650.00 0.0048 N Y Y N TREASURY BILL TREASURY BILL 9127964D8 U.S. Treasury Debt Y 2021-02-18 2021-02-18 2021-02-18 N N N 0.0012 499917525.00 499917525.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 9127964D8 U.S. Treasury Debt Y 2021-02-18 2021-02-18 2021-02-18 N N N 0.0011 699884535.00 699884535.00 0.0048 N Y Y N TREASURY BILL TREASURY BILL 9127964D8 U.S. Treasury Debt Y 2021-02-18 2021-02-18 2021-02-18 N N N 0.0010 699884535.00 699884535.00 0.0048 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 9127964F3 U.S. Treasury Debt Y 2021-03-04 2021-03-04 2021-03-04 N N N 0.0012 499890530.00 499890530.00 0.0034 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 9127964F3 U.S. Treasury Debt Y 2021-03-04 2021-03-04 2021-03-04 N N N 0.0010 499890530.00 499890530.00 0.0034 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 9127964F3 U.S. Treasury Debt Y 2021-03-04 2021-03-04 2021-03-04 N N N 0.0009 599868636.00 599868636.00 0.0041 N Y Y N TREASURY BILL TREASURY BILL 9127964M8 U.S. Treasury Debt Y 2021-03-11 2021-03-11 2021-03-11 N N N 0.0013 499888540.00 499888540.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 9127964M8 U.S. Treasury Debt Y 2021-03-11 2021-03-11 2021-03-11 N N N 0.0010 699843956.00 699843956.00 0.0048 N Y Y N TREASURY BILL TREASURY BILL 9127964N6 U.S. Treasury Debt Y 2021-03-18 2021-03-18 2021-03-18 N N N 0.0012 499869965.00 499869965.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 9127964N6 U.S. Treasury Debt Y 2021-03-18 2021-03-18 2021-03-18 N N N 0.0010 699817951.00 699817951.00 0.0048 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964P1 U.S. Treasury Debt Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0011 549835935.00 549835935.00 0.0037 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964P1 U.S. Treasury Debt Y 2021-04-01 2021-04-01 2021-04-01 N N N 0.0011 299910510.00 299910510.00 0.0020 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127964U0 U.S. Treasury Debt Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0016 300000000.00 300000000.00 0.0020 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127964U0 U.S. Treasury Debt Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0011 650000000.00 650000000.00 0.0044 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127964U0 U.S. Treasury Debt Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 500000000.00 500000000.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964V8 U.S. Treasury Debt Y 2021-10-07 2021-10-07 2021-10-07 N N N 0.0014 199823472.00 199823472.00 0.0014 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964V8 U.S. Treasury Debt Y 2021-10-07 2021-10-07 2021-10-07 N N N 0.0014 159858777.60 159858777.60 0.0011 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964V8 U.S. Treasury Debt Y 2021-10-07 2021-10-07 2021-10-07 N N N 0.0014 49955868.00 49955868.00 0.0003 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964W6 U.S. Treasury Debt Y 2021-11-04 2021-11-04 2021-11-04 N N N 0.0014 49948361.00 49948361.00 0.0003 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964W6 U.S. Treasury Debt Y 2021-11-04 2021-11-04 2021-11-04 N N N 0.0014 499483610.00 499483610.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964X4 U.S. Treasury Debt Y 2021-04-08 2021-04-08 2021-04-08 N N N 0.0011 699776000.00 699776000.00 0.0048 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964Y2 U.S. Treasury Debt Y 2021-04-15 2021-04-15 2021-04-15 N N N 0.0012 599797500.00 599797500.00 0.0041 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964Y2 U.S. Treasury Debt Y 2021-04-15 2021-04-15 2021-04-15 N N N 0.0012 349881875.00 349881875.00 0.0024 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964Z9 U.S. Treasury Debt Y 2021-04-29 2021-04-29 2021-04-29 N N N 0.0011 599776500.00 599776500.00 0.0041 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127964Z9 U.S. Treasury Debt Y 2021-04-29 2021-04-29 2021-04-29 N N N 0.0011 349869625.00 349869625.00 0.0024 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127965A3 U.S. Treasury Debt Y 2021-05-06 2021-05-06 2021-05-06 N N N 0.0011 424838852.75 424838852.75 0.0029 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 9127965A3 U.S. Treasury Debt Y 2021-05-06 2021-05-06 2021-05-06 N N N 0.0011 424838852.75 424838852.75 0.0029 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965B1 U.S. Treasury Debt Y 2020-12-08 2020-12-08 2020-12-08 N N N 0.0016 299997084.00 299997084.00 0.0020 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965B1 U.S. Treasury Debt Y 2020-12-08 2020-12-08 2020-12-08 N N N 0.0016 99999028.00 99999028.00 0.0007 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965B1 U.S. Treasury Debt Y 2020-12-08 2020-12-08 2020-12-08 N N N 0.0011 499995140.00 499995140.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965B1 U.S. Treasury Debt Y 2020-12-08 2020-12-08 2020-12-08 N N N 0.0009 149998542.00 149998542.00 0.0010 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965C9 U.S. Treasury Debt Y 2020-12-15 2020-12-15 2020-12-15 N N N 0.0016 599987748.00 599987748.00 0.0041 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965C9 U.S. Treasury Debt Y 2020-12-15 2020-12-15 2020-12-15 N N N 0.0016 249994895.00 249994895.00 0.0017 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965C9 U.S. Treasury Debt Y 2020-12-15 2020-12-15 2020-12-15 N N N 0.0010 99997958.00 99997958.00 0.0007 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965D7 U.S. Treasury Debt Y 2020-12-22 2020-12-22 2020-12-22 N N N 0.0015 449980641.00 449980641.00 0.0031 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965D7 U.S. Treasury Debt Y 2020-12-22 2020-12-22 2020-12-22 N N N 0.0015 449980641.00 449980641.00 0.0031 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965D7 U.S. Treasury Debt Y 2020-12-22 2020-12-22 2020-12-22 N N N 0.0012 499978490.00 499978490.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965D7 U.S. Treasury Debt Y 2020-12-22 2020-12-22 2020-12-22 N N N 0.0009 99995698.00 99995698.00 0.0007 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965F2 U.S. Treasury Debt Y 2020-12-29 2020-12-29 2020-12-29 N N N 0.0013 499967915.00 499967915.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965F2 U.S. Treasury Debt Y 2020-12-29 2020-12-29 2020-12-29 N N N 0.0012 499967915.00 499967915.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 9127965F2 U.S. Treasury Debt Y 2020-12-29 2020-12-29 2020-12-29 N N N 0.0009 399974332.00 399974332.00 0.0027 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796A25 U.S. Treasury Debt Y 2021-05-13 2021-05-13 2021-05-13 N N N 0.0011 699730598.00 699730598.00 0.0048 N Y Y N TREASURY BILL TREASURY BILL 0.010000% 912796A33 U.S. Treasury Debt Y 2021-05-27 2021-05-27 2021-05-27 N N N 0.0010 199909042.00 199909042.00 0.0014 N Y Y N WI TREASURY SEC WI TREASURY SEC 0.010000% 912796A41 U.S. Treasury Debt Y 2021-06-03 2021-06-03 2021-06-03 N N N 0.0010 599711833.20 599711833.20 0.0041 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A58 U.S. Treasury Debt Y 2021-01-05 2021-01-05 2021-01-05 N N N 0.0012 399974268.00 399974268.00 0.0027 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A58 U.S. Treasury Debt Y 2021-01-05 2021-01-05 2021-01-05 N N N 0.0011 399974268.00 399974268.00 0.0027 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A58 U.S. Treasury Debt Y 2021-01-05 2021-01-05 2021-01-05 N N N 0.0010 499967835.00 499967835.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A58 U.S. Treasury Debt Y 2021-01-05 2021-01-05 2021-01-05 N N N 0.0008 499967835.00 499967835.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A66 U.S. Treasury Debt Y 2021-01-12 2021-01-12 2021-01-12 N N N 0.0011 399965000.00 399965000.00 0.0027 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A66 U.S. Treasury Debt Y 2021-01-12 2021-01-12 2021-01-12 N N N 0.0011 399965000.00 399965000.00 0.0027 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A66 U.S. Treasury Debt Y 2021-01-12 2021-01-12 2021-01-12 N N N 0.0010 399965000.00 399965000.00 0.0027 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A66 U.S. Treasury Debt Y 2021-01-12 2021-01-12 2021-01-12 N N N 0.0009 699938750.00 699938750.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A74 U.S. Treasury Debt Y 2021-01-19 2021-01-19 2021-01-19 N N N 0.0012 699922587.00 699922587.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A74 U.S. Treasury Debt Y 2021-01-19 2021-01-19 2021-01-19 N N N 0.0010 499944705.00 499944705.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A82 U.S. Treasury Debt Y 2021-01-26 2021-01-26 2021-01-26 N N N 0.0011 499935835.00 499935835.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796A82 U.S. Treasury Debt Y 2021-01-26 2021-01-26 2021-01-26 N N N 0.0011 499935835.00 499935835.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796B65 U.S. Treasury Debt Y 2021-02-02 2021-02-02 2021-02-02 N N N 0.0011 499938750.00 499938750.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796B65 U.S. Treasury Debt Y 2021-02-02 2021-02-02 2021-02-02 N N N 0.0011 699914250.00 699914250.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796B73 U.S. Treasury Debt Y 2021-02-09 2021-02-09 2021-02-09 N N N 0.0012 499878470.00 499878470.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796B73 U.S. Treasury Debt Y 2021-02-09 2021-02-09 2021-02-09 N N N 0.0011 699829858.00 699829858.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796B81 U.S. Treasury Debt Y 2021-02-16 2021-02-16 2021-02-16 N N N 0.0012 499919790.00 499919790.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796B81 U.S. Treasury Debt Y 2021-02-16 2021-02-16 2021-02-16 N N N 0.0010 649895727.00 649895727.00 0.0044 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796B99 U.S. Treasury Debt Y 2021-02-23 2021-02-23 2021-02-23 N N N 0.0011 499918335.00 499918335.00 0.0034 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796B99 U.S. Treasury Debt Y 2021-02-23 2021-02-23 2021-02-23 N N N 0.0010 599902002.00 599902002.00 0.0041 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796C23 U.S. Treasury Debt Y 2021-03-02 2021-03-02 2021-03-02 N N N 0.0010 229953489.40 229953489.40 0.0016 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796C23 U.S. Treasury Debt Y 2021-03-02 2021-03-02 2021-03-02 N N N 0.0010 699858446.00 699858446.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796C72 U.S. Treasury Debt Y 2021-03-09 2021-03-09 2021-03-09 N N N 0.0011 699828500.00 699828500.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796C72 U.S. Treasury Debt Y 2021-03-09 2021-03-09 2021-03-09 N N N 0.0009 699828500.00 699828500.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796C80 U.S. Treasury Debt Y 2021-03-16 2021-03-16 2021-03-16 N N N 0.0011 699816250.00 699816250.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796C80 U.S. Treasury Debt Y 2021-03-16 2021-03-16 2021-03-16 N N N 0.0009 599842500.00 599842500.00 0.0041 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796C98 U.S. Treasury Debt Y 2021-03-23 2021-03-23 2021-03-23 N N N 0.0012 199950222.00 199950222.00 0.0014 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796C98 U.S. Treasury Debt Y 2021-03-23 2021-03-23 2021-03-23 N N N 0.0012 399900444.00 399900444.00 0.0027 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796C98 U.S. Treasury Debt Y 2021-03-23 2021-03-23 2021-03-23 N N N 0.0012 649838221.50 649838221.50 0.0044 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796D22 U.S. Treasury Debt Y 2021-03-30 2021-03-30 2021-03-30 N N N 0.0012 699803321.00 699803321.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796D22 U.S. Treasury Debt Y 2021-03-30 2021-03-30 2021-03-30 N N N 0.0011 169952235.10 169952235.10 0.0012 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796D71 U.S. Treasury Debt Y 2021-04-06 2021-04-06 2021-04-06 N N N 0.0010 649806625.00 649806625.00 0.0044 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796D89 U.S. Treasury Debt Y 2021-04-13 2021-04-13 2021-04-13 N N N 0.0011 599793852.00 599793852.00 0.0041 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796D97 U.S. Treasury Debt Y 2021-04-20 2021-04-20 2021-04-20 N N N 0.0010 699795831.00 699795831.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796F20 U.S. Treasury Debt Y 2021-04-27 2021-04-27 2021-04-27 N N N 0.0009 699717025.00 699717025.00 0.0048 N Y Y N CASH MGMTBILL CASH MGMTBILL 912796F79 U.S. Treasury Debt Y 2021-05-04 2021-05-04 2021-05-04 N N N 0.0010 599756166.00 599756166.00 0.0041 N Y Y N TREASURY BILL TREASURY BILL 912796TU3 U.S. Treasury Debt Y 2020-12-03 2020-12-03 2020-12-03 N N N 0.0017 24999934.00 24999934.00 0.0002 N Y Y N TREASURY BILL TREASURY BILL 912796TU3 U.S. Treasury Debt Y 2020-12-03 2020-12-03 2020-12-03 N N N 0.0017 199999472.00 199999472.00 0.0014 N Y Y N TREASURY BILL TREASURY BILL 912796TU3 U.S. Treasury Debt Y 2020-12-03 2020-12-03 2020-12-03 N N N 0.0017 219999419.20 219999419.20 0.0015 N Y Y N TREASURY BILL TREASURY BILL 912796TU3 U.S. Treasury Debt Y 2020-12-03 2020-12-03 2020-12-03 N N N 0.0010 499998680.00 499998680.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 912796TU3 U.S. Treasury Debt Y 2020-12-03 2020-12-03 2020-12-03 N N N 0.0011 249999340.00 249999340.00 0.0017 N Y Y N TREASURY BILL TREASURY BILL 912796TY5 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0017 299980626.00 299980626.00 0.0020 N Y Y N TREASURY BILL TREASURY BILL 912796TY5 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0012 499967710.00 499967710.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 912796TY5 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0010 149990313.00 149990313.00 0.0010 N Y Y N TREASURY BILL TREASURY BILL 912796UC1 U.S. Treasury Debt Y 2021-01-28 2021-01-28 2021-01-28 N N N 0.0016 104985832.35 104985832.35 0.0007 N Y Y N TREASURY BILL TREASURY BILL 912796UC1 U.S. Treasury Debt Y 2021-01-28 2021-01-28 2021-01-28 N N N 0.0013 499932535.00 499932535.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 912796UC1 U.S. Treasury Debt Y 2021-01-28 2021-01-28 2021-01-28 N N N 0.0009 499932535.00 499932535.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 912796UC1 U.S. Treasury Debt Y 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 599919042.00 599919042.00 0.0041 N Y Y N TREASURY BILL TREASURY BILL 912796UC1 U.S. Treasury Debt Y 2021-01-28 2021-01-28 2021-01-28 N N N 0.0010 99986507.00 99986507.00 0.0007 N Y Y N TREASURY BILL TREASURY BILL 912796XE4 U.S. Treasury Debt Y 2021-02-25 2021-02-25 2021-02-25 N N N 0.0012 499905935.00 499905935.00 0.0034 N Y Y N TREASURY BILL TREASURY BILL 912796XE4 U.S. Treasury Debt Y 2021-02-25 2021-02-25 2021-02-25 N N N 0.0010 599887122.00 599887122.00 0.0041 N Y Y N TREASURY BILL TREASURY BILL 912796XE4 U.S. Treasury Debt Y 2021-02-25 2021-02-25 2021-02-25 N N N 0.0008 199962374.00 199962374.00 0.0014 N Y Y N US TREASURY N/B US TREASURY N/B 8.125000% 912810EJ3 U.S. Treasury Debt Y 2021-05-15 2021-05-15 2021-05-15 N N N 0.0019 221815176.66 221815176.66 0.0015 N Y Y N US TREASURY N/B US TREASURY N/B 8.000000% 912810EL8 U.S. Treasury Debt Y 2021-11-15 2021-11-15 2021-11-15 N N N 0.0020 161601855.09 161601855.09 0.0011 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 9128283L2 U.S. Treasury Debt Y 2020-12-15 2020-12-15 2020-12-15 N N N 0.0045 130086712.60 130086712.60 0.0009 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 9128283Q1 U.S. Treasury Debt Y 2021-01-15 2021-01-15 2021-01-15 N N N 0.0100 40090910.80 40090910.80 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 2.250000% 9128283X6 U.S. Treasury Debt Y 2021-02-15 2021-02-15 2021-02-15 N N N 0.0154 110476692.70 110476692.70 0.0008 N Y Y N US TREASURY N/B US TREASURY N/B 2.375000% 9128284G2 U.S. Treasury Debt Y 2021-04-15 2021-04-15 2021-04-15 N N N 0.0036 20165625.00 20165625.00 0.0001 N Y Y N US TREASURY N/B US TREASURY N/B 2.375000% 9128284G2 U.S. Treasury Debt Y 2021-04-15 2021-04-15 2021-04-15 N N N 0.0036 100828125.00 100828125.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 2.375000% 9128284G2 U.S. Treasury Debt Y 2021-04-15 2021-04-15 2021-04-15 N N N 0.0036 20165625.00 20165625.00 0.0001 N Y Y N US TREASURY N/B US TREASURY N/B 2.750000% 9128285A4 U.S. Treasury Debt Y 2021-09-15 2021-09-15 2021-09-15 N N N 0.0016 161283437.50 161283437.50 0.0011 N Y Y N US TREASURY N/B US TREASURY N/B 2.500000% 9128285S5 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0160 100193075.00 100193075.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 2.500000% 9128285S5 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0101 100193075.00 100193075.00 0.0007 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 0.200018% 9128285Y2 U.S. Treasury Debt Y 2020-12-01 2021-01-31 2021-01-31 N N N 0.0020 105021982.80 105021982.80 0.0007 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 0.200018% 9128285Y2 U.S. Treasury Debt Y 2020-12-01 2021-01-31 2021-01-31 N N N 0.0020 100020936.00 100020936.00 0.0007 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 0.200018% 9128285Y2 U.S. Treasury Debt Y 2020-12-01 2021-01-31 2021-01-31 N N N 0.0020 105021982.80 105021982.80 0.0007 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 0.200018% 9128285Y2 U.S. Treasury Debt Y 2020-12-01 2021-01-31 2021-01-31 N N N 0.0023 150031404.00 150031404.00 0.0010 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 0.200018% 9128285Y2 U.S. Treasury Debt Y 2020-12-01 2021-01-31 2021-01-31 N N N 0.0024 150031404.00 150031404.00 0.0010 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 0.200018% 9128285Y2 U.S. Treasury Debt Y 2020-12-01 2021-01-31 2021-01-31 N N N 0.0027 80016748.80 80016748.80 0.0005 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 0.200018% 9128285Y2 U.S. Treasury Debt Y 2020-12-01 2021-01-31 2021-01-31 N N N 0.0027 300062808.00 300062808.00 0.0020 N Y Y N U.S. Treasury Floating Note U.S. Treasury Floating Note 0.200018% 9128285Y2 U.S. Treasury Debt Y 2020-12-01 2021-01-31 2021-01-31 N N N 0.0028 130027216.80 130027216.80 0.0009 N Y Y N US TREASURY N/B US TREASURY N/B 2.500000% 9128286D7 U.S. Treasury Debt Y 2021-02-28 2021-02-28 2021-02-28 N N N 0.0156 160923704.00 160923704.00 0.0011 N Y Y N US TREASURY N/B US TREASURY N/B 2.500000% 9128286D7 U.S. Treasury Debt Y 2021-02-28 2021-02-28 2021-02-28 N N N 0.0101 60346389.00 60346389.00 0.0004 N Y Y N US TREASURY FRN US TREASURY FRN 0.224018% 9128286Q8 U.S. Treasury Debt Y 2020-12-01 2021-04-30 2021-04-30 N N N 0.0023 150087784.50 150087784.50 0.0010 N Y Y N US TREASURY FRN US TREASURY FRN 0.224018% 9128286Q8 U.S. Treasury Debt Y 2020-12-01 2021-04-30 2021-04-30 N N N 0.0023 43025164.89 43025164.89 0.0003 N Y Y N US TREASURY FRN US TREASURY FRN 0.224018% 9128286Q8 U.S. Treasury Debt Y 2020-12-01 2021-04-30 2021-04-30 N N N 0.0022 97056767.31 97056767.31 0.0007 N Y Y N US TREASURY FRN US TREASURY FRN 0.224018% 9128286Q8 U.S. Treasury Debt Y 2020-12-01 2021-04-30 2021-04-30 N N N 0.0023 300175569.00 300175569.00 0.0020 N Y Y N US TREASURY FRN US TREASURY FRN 0.224018% 9128286Q8 U.S. Treasury Debt Y 2020-12-01 2021-04-30 2021-04-30 N N N 0.0023 100058523.00 100058523.00 0.0007 N Y Y N US TREASURY FRN US TREASURY FRN 0.224018% 9128286Q8 U.S. Treasury Debt Y 2020-12-01 2021-04-30 2021-04-30 N N N 0.0030 80046818.40 80046818.40 0.0005 N Y Y N US TREASURY FRN US TREASURY FRN 0.224018% 9128286Q8 U.S. Treasury Debt Y 2020-12-01 2021-04-30 2021-04-30 N N N 0.0021 150087784.50 150087784.50 0.0010 N Y Y N US TREASURY FRN US TREASURY FRN 0.305018% 9128287G9 U.S. Treasury Debt Y 2020-12-01 2021-07-31 2021-07-31 N N N 0.0031 50066488.50 50066488.50 0.0003 N Y Y N US TREASURY FRN US TREASURY FRN 0.305018% 9128287G9 U.S. Treasury Debt Y 2020-12-01 2021-07-31 2021-07-31 N N N 0.0034 23030584.71 23030584.71 0.0002 N Y Y N US TREASURY FRN US TREASURY FRN 0.305018% 9128287G9 U.S. Treasury Debt Y 2020-12-01 2021-07-31 2021-07-31 N N N 0.0033 47062499.19 47062499.19 0.0003 N Y Y N US TREASURY FRN US TREASURY FRN 0.305018% 9128287G9 U.S. Treasury Debt Y 2020-12-01 2021-07-31 2021-07-31 N N N 0.0038 17022.61 17022.60 0.0000 N Y Y N US TREASURY N/B US TREASURY N/B 2.375000% 912828A83 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0154 100182892.00 100182892.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 2.375000% 912828A83 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0071 120219470.40 120219470.40 0.0008 N Y Y N US TREASURY N/B US TREASURY N/B 2.125000% 912828B58 U.S. Treasury Debt Y 2021-01-31 2021-01-31 2021-01-31 N N N 0.0134 40131517.60 40131517.60 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 2.125000% 912828B58 U.S. Treasury Debt Y 2021-01-31 2021-01-31 2021-01-31 N N N 0.0100 90295914.60 90295914.60 0.0006 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 912828B90 U.S. Treasury Debt Y 2021-02-28 2021-02-28 2021-02-28 N N N 0.0155 150681718.50 150681718.50 0.0010 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 912828B90 U.S. Treasury Debt Y 2021-02-28 2021-02-28 2021-02-28 N N N 0.0047 45204515.55 45204515.55 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 912828B90 U.S. Treasury Debt Y 2021-02-28 2021-02-28 2021-02-28 N N N 0.0053 100454479.00 100454479.00 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 2.250000% 912828C57 U.S. Treasury Debt Y 2021-03-31 2021-03-31 2021-03-31 N N N 0.0099 50357422.00 50357422.00 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 2.250000% 912828C57 U.S. Treasury Debt Y 2021-03-31 2021-03-31 2021-03-31 N N N 0.0052 125893555.00 125893555.00 0.0009 N Y Y N US TREASURY N/B US TREASURY N/B 2.250000% 912828C57 U.S. Treasury Debt Y 2021-03-31 2021-03-31 2021-03-31 N N N 0.0013 75536133.00 75536133.00 0.0005 N Y Y N US TREASURY N/B US TREASURY N/B 2.125000% 912828F21 U.S. Treasury Debt Y 2021-09-30 2021-09-30 2021-09-30 N N N 0.0015 152501953.50 152501953.50 0.0010 N Y Y N US TREASURY N/B US TREASURY N/B 2.125000% 912828F21 U.S. Treasury Debt Y 2021-09-30 2021-09-30 2021-09-30 N N N 0.0014 203335938.00 203335938.00 0.0014 N Y Y N US TREASURY N/B US TREASURY N/B 2.000000% 912828F96 U.S. Treasury Debt Y 2021-10-31 2021-10-31 2021-10-31 N N N 0.0016 25429687.50 25429687.50 0.0002 N Y Y N US TREASURY N/B US TREASURY N/B 1.875000% 912828G53 U.S. Treasury Debt Y 2021-11-30 2021-11-30 2021-11-30 N N N 0.0015 152625000.00 152625000.00 0.0010 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828N48 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0154 120158368.80 120158368.80 0.0008 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828N48 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0138 60079184.40 60079184.40 0.0004 N Y Y N US TREASURY N/B US TREASURY N/B 1.750000% 912828N48 U.S. Treasury Debt Y 2020-12-31 2020-12-31 2020-12-31 N N N 0.0044 50065987.00 50065987.00 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 1.125000% 912828P87 U.S. Treasury Debt Y 2021-02-28 2021-02-28 2021-02-28 N N N 0.0061 110263467.60 110263467.60 0.0007 N Y Y N US TREASURY N/B US TREASURY N/B 3.625000% 912828PX2 U.S. Treasury Debt Y 2021-02-15 2021-02-15 2021-02-15 N N N 0.0154 130932244.30 130932244.30 0.0009 N Y Y N US TREASURY N/B US TREASURY N/B 3.625000% 912828PX2 U.S. Treasury Debt Y 2021-02-15 2021-02-15 2021-02-15 N N N 0.0152 141003955.40 141003955.40 0.0010 N Y Y N US TREASURY N/B US TREASURY N/B 1.125000% 912828S76 U.S. Treasury Debt Y 2021-07-31 2021-07-31 2021-07-31 N N N 0.0011 120825000.00 120825000.00 0.0008 N Y Y N US TREASURY N/B US TREASURY N/B 1.125000% 912828T34 U.S. Treasury Debt Y 2021-09-30 2021-09-30 2021-09-30 N N N 0.0014 50421875.00 50421875.00 0.0003 N Y Y N US TREASURY N/B US TREASURY N/B 1.250000% 912828T67 U.S. Treasury Debt Y 2021-10-31 2021-10-31 2021-10-31 N N N 0.0015 60623437.20 60623437.20 0.0004 N Y Y N US TREASURY N/B US TREASURY N/B 1.250000% 912828T67 U.S. Treasury Debt Y 2021-10-31 2021-10-31 2021-10-31 N N N 0.0014 151558593.00 151558593.00 0.0010 N Y Y N US TREASURY N/B US TREASURY N/B 2.625000% 912828Y20 U.S. Treasury Debt Y 2021-07-15 2021-07-15 2021-07-15 N N N 0.0012 198031641.60 198031641.60 0.0013 N Y Y N US TREASURY N/B US TREASURY N/B 1.500000% 912828YC8 U.S. Treasury Debt Y 2021-08-31 2021-08-31 2021-08-31 N N N 0.0015 131335547.20 131335547.20 0.0009 N Y Y N US TREASURY FRN US TREASURY FRN 0.385018% 912828YN4 U.S. Treasury Debt Y 2020-12-01 2021-10-31 2021-10-31 N N N 0.0033 110287245.20 110287245.20 0.0007 N Y Y N US TREASURY FRN US TREASURY FRN 0.385018% 912828YN4 U.S. Treasury Debt Y 2020-12-01 2021-10-31 2021-10-31 N N N 0.0035 300783396.00 300783396.00 0.0020 N Y Y N US TREASURY FRN US TREASURY FRN 0.385018% 912828YN4 U.S. Treasury Debt Y 2020-12-01 2021-10-31 2021-10-31 N N N 0.0035 330861735.60 330861735.60 0.0022 N Y Y N US TREASURY FRN US TREASURY FRN 0.140018% 91282CAA9 U.S. Treasury Debt Y 2020-12-01 2022-07-31 2022-07-31 N N N 0.0014 150019225.50 150019225.50 0.0010 N Y Y N US TREASURY FRN US TREASURY FRN 0.140018% 91282CAA9 U.S. Treasury Debt Y 2020-12-01 2022-07-31 2022-07-31 N N N 0.0014 165021148.05 165021148.05 0.0011 N Y Y N US TREASURY FRN US TREASURY FRN 0.140018% 91282CAA9 U.S. Treasury Debt Y 2020-12-01 2022-07-31 2022-07-31 N N N 0.0014 50006408.50 50006408.50 0.0003 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.140018% 91282CAS0 U.S. Treasury Debt Y 2020-12-01 2022-10-31 2022-10-31 N N N 0.0014 309977239.80 309977239.80 0.0021 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.140018% 91282CAS0 U.S. Treasury Debt Y 2020-12-01 2022-10-31 2022-10-31 N N N 0.0015 249981645.00 249981645.00 0.0017 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.140018% 91282CAS0 U.S. Treasury Debt Y 2020-12-01 2022-10-31 2022-10-31 N N N 0.0015 189986050.20 189986050.20 0.0013 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.140018% 91282CAS0 U.S. Treasury Debt Y 2020-12-01 2022-10-31 2022-10-31 N N N 0.0014 139989721.20 139989721.20 0.0010 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.140018% 91282CAS0 U.S. Treasury Debt Y 2020-12-01 2022-10-31 2022-10-31 N N N 0.0014 199985316.00 199985316.00 0.0014 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.140018% 91282CAS0 U.S. Treasury Debt Y 2020-12-01 2022-10-31 2022-10-31 N N N 0.0014 139989721.20 139989721.20 0.0010 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.140018% 91282CAS0 U.S. Treasury Debt Y 2020-12-01 2022-10-31 2022-10-31 N N N 0.0014 99992658.00 99992658.00 0.0007 N Y Y N WI TREASURY SEC. WI TREASURY SEC. 0.140018% 91282CAS0 U.S. Treasury Debt Y 2020-12-01 2022-10-31 2022-10-31 N N N 0.0014 299977974.00 299977974.00 0.0020 N Y Y N ANZ BANK ANZ BANK 0.100000% 926SBP003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 5/8 BOND 44 2044-02-15 3.625000 41925000.00 60066702.31 U.S. Treasuries (including strips) 2 3/4 NOTE B 24 2024-02-15 2.750000 161513000.00 174618041.23 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 400000000.00 431176699.63 U.S. Treasuries (including strips) 2 1/4 BOND 46 2046-08-15 2.250000 50000000.00 57719760.43 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 55000000.00 58389317.24 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 85500000.00 81930661.45 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 849999787.99 849999787.99 0.0058 N Y Y N BNS BNS 0.100000% 927UVC004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 3 3/8 BOND 44 2044-05-15 3.375000 185000000.00 255102040.75 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 250000000.00 250000000.00 0.0017 N Y Y N BNP Paribas BNP Paribas 0.100000% 930YEV008 0000753835 930YEV008 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 7 7/8 BOND 21 2021-02-15 7.875000 100.00 103.91 U.S. Treasuries (including strips) GNAR AF MA0101 M 2042-05-20 2.875000 74156.71 77435.47 Agency Mortgage-Backed Securities GNMI JP 783453 X 2026-10-15 3.000000 651213.57 683693.93 Agency Mortgage-Backed Securities GNII SF MA0674 M 2028-01-20 2.500000 364602.48 379971.53 Agency Mortgage-Backed Securities GNAR AF MA0233 M 2042-07-20 2.250000 131.12 135.65 Agency Mortgage-Backed Securities 0 3/8 TRIN D 25 2025-07-15 0.375000 109.74 118.93 U.S. Treasuries (including strips) 2 NOTE S 22 2022-11-30 2.000000 50510500.00 52361911.87 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 24.89 23.98 U.S. Treasuries (including strips) FNMS 03.500 CLMA3238 2048-01-01 3.500000 489.42 518.81 Agency Mortgage-Backed Securities 2 3/4 NOTE H 25 2025-02-28 2.750000 400.00 444.11 U.S. Treasuries (including strips) GNAR FB MA2024 M 2044-05-20 2.125000 230.61 234.10 Agency Mortgage-Backed Securities GNAR AF MA5276 M 2048-06-20 3.500000 313.13 326.83 Agency Mortgage-Backed Securities GNII SF MA5191 M 2048-05-20 3.500000 3940647.22 4214894.37 Agency Mortgage-Backed Securities GNAR FL MA3418 M 2045-12-20 3.000000 223.80 226.92 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3415 2048-07-01 4.000000 1195777.17 1281493.13 Agency Mortgage-Backed Securities 2 1/8 NOTE BB 21 2021-05-31 2.125000 33433100.00 33770105.65 U.S. Treasuries (including strips) GNII SF MA5985 M 2049-06-20 3.500000 4257252.65 4508300.48 Agency Mortgage-Backed Securities 0 1/2 NOTE AK 23 2023-03-15 0.500000 3416600.00 3445951.07 U.S. Treasuries (including strips) 0 3/8 NOTE AY 22 2022-03-31 0.375000 100.00 100.38 U.S. Treasuries (including strips) TREASURY BILL 2021-04-22 0.00 600.00 599.78 U.S. Treasuries (including strips) GNII SF MA6655 M 2050-05-20 2.500000 149983.98 158136.19 Agency Mortgage-Backed Securities 2.99 FCOR 22-34 AM 2034-07-18 2.990000 81000.00 84672.81 Agency Mortgage-Backed Securities GNAR AF MA2089 M 2044-07-20 2.250000 100.59 104.40 Agency Mortgage-Backed Securities 0 1/4 NOTE AB 25 2025-07-31 0.250000 100.00 99.66 U.S. Treasuries (including strips) FNMS 03.500 CLBO7870 2050-04-01 3.500000 1066624.57 1151262.77 Agency Mortgage-Backed Securities GNMI SF 677205 X 2038-08-15 5.500000 25.66 30.03 Agency Mortgage-Backed Securities FNAR XX.XXX LB790962 2034-09-01 2.067000 24.35 24.44 Agency Mortgage-Backed Securities FNAR XX.XXX LB848576 2035-12-01 3.810000 22.72 22.77 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 100000000.00 100000000.00 0.0007 N Y Y N BNP Paribas BNP Paribas 0.120000% 930YEV009 0000753835 930YEV009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N US TREASURY N/B 2021-05-15 8.125000 900.00 936.15 U.S. Treasuries (including strips) TRIB 04/15/29 3.8750 2029-04-15 3.875000 316.60 452.50 U.S. Treasuries (including strips) TRIB 04/15/32 3.3750 2032-04-15 3.375000 5191571.30 7822167.00 U.S. Treasuries (including strips) TRIB 01/15/26 2.0000 2026-01-15 2.000000 36775641.40 43353038.42 U.S. Treasuries (including strips) TRIB 01/15/28 1.7501 2028-01-15 1.750000 16213306.01 19730174.75 U.S. Treasuries (including strips) FNMS 06.000 CL555528 2033-04-01 6.000000 16.66 19.71 Agency Mortgage-Backed Securities TRIB 01/15/27 2.3750 2027-01-15 2.375000 121428.52 149842.34 U.S. Treasuries (including strips) 4 1/4 BOND 39 2039-05-15 4.250000 167300.00 251776.14 U.S. Treasuries (including strips) 4 1/2 BOND 36 2036-02-15 4.500000 100.00 149.94 U.S. Treasuries (including strips) US TREASURY N/B 2021-05-15 3.125000 52319800.00 53111131.19 U.S. Treasuries (including strips) 7.125 FNSM BB 01/30 2030-01-15 7.125000 5181000.00 8068483.99 Agency Mortgage-Backed Securities 0 1/8 TRIN A 23 2023-01-15 0.125000 112.74 116.11 U.S. Treasuries (including strips) 7.125 FNPR BB 01/30 2030-01-15 0.00 13559000.00 12023375.46 Agency Mortgage-Backed Securities 03.000 FGPC Q15884 G 2043-02-01 3.000000 3347.86 3566.16 Agency Mortgage-Backed Securities FNMS 06.000 CI984079 2023-06-01 6.000000 30.60 31.86 Agency Mortgage-Backed Securities 4.00 FHLB 28 JZ 2028-09-01 4.000000 60000.00 74550.53 Agency Mortgage-Backed Securities 2 NOTE S 22 2022-11-30 2.000000 30604200.00 31725966.35 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 2026-02-15 1.625000 74086000.00 79117170.19 U.S. Treasuries (including strips) 1 1/4 NOTE W 21 2021-03-31 1.250000 600.00 603.55 U.S. Treasuries (including strips) 1 3/8 NOTE M 23 2023-06-30 1.375000 2056900.00 2132048.25 U.S. Treasuries (including strips) GNAR AS 082975 M 2041-10-20 3.125000 2450.51 2549.66 Agency Mortgage-Backed Securities US TREASURY N/B 2021-07-31 1.125000 100.00 101.05 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 100.00 108.91 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 1551456.70 1494518.24 U.S. Treasuries (including strips) 0 3/8 TRIN A 27 2027-01-15 0.375000 6388712.19 7018615.25 U.S. Treasuries (including strips) 02.500 FGPC G08736 G 2046-12-01 2.500000 1266207.62 1349516.34 Agency Mortgage-Backed Securities 1 7/8 NOTE W 22 2022-03-31 1.875000 6037400.00 6195749.96 U.S. Treasuries (including strips) GNII SF MA4382 M 2047-04-20 3.500000 21313859.15 22911321.06 Agency Mortgage-Backed Securities FNMS 02.500 CLMA2781 2046-10-01 2.500000 20899145.32 22138963.89 Agency Mortgage-Backed Securities 3.46 FCSB 38 H 2038-03-09 3.460000 1000.00 1263.83 Agency Mortgage-Backed Securities 0 3/8 TRIN D 27 2027-07-15 0.375000 212.77 235.82 U.S. Treasuries (including strips) 1 5/8 NOTE AC 22 2022-08-31 1.625000 100.00 102.96 U.S. Treasuries (including strips) 2 3/4 BOND 47 2047-11-15 2.750000 85200.00 108573.73 U.S. Treasuries (including strips) FNMS 03.500 CLMA3238 2048-01-01 3.500000 489.42 518.81 Agency Mortgage-Backed Securities GNII SF 626986 C 2045-09-20 3.500000 1330390.67 1531039.45 Agency Mortgage-Backed Securities 3 BOND 48 2048-02-15 3.000000 444900.00 595944.81 U.S. Treasuries (including strips) 2 5/8 NOTE V 23 2023-02-28 2.625000 6040200.00 6412437.94 U.S. Treasuries (including strips) 2 7/8 NOTE K 25 2025-04-30 2.875000 1000.00 1114.46 U.S. Treasuries (including strips) GNAR FB MA2024 M 2044-05-20 2.125000 332.99 338.04 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8824 2047-02-01 4.000000 20824894.27 23142563.86 Agency Mortgage-Backed Securities GNAR FL MA3418 M 2045-12-20 3.000000 316.01 320.41 Agency Mortgage-Backed Securities 0 3/4 TRIN D 28 2028-07-15 0.750000 77753250.00 89323439.00 U.S. Treasuries (including strips) 3.98 FCOR 21-38 I 2038-04-05 3.980000 1000.00 1016.86 Agency Mortgage-Backed Securities 3.93 FHOR 23-33 BI 2033-07-11 3.930000 370000.00 406414.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8841 2048-08-01 4.500000 8502574.55 9431846.43 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3053 2049-02-01 4.500000 13270713.15 14962914.87 Agency Mortgage-Backed Securities 1 3/4 NOTE AN 22 2022-06-15 1.750000 100.00 103.26 U.S. Treasuries (including strips) GNII SF MA6039 M 2049-07-20 3.500000 11220608.29 11880777.76 Agency Mortgage-Backed Securities 1 5/8 NOTE E 29 2029-08-15 1.625000 200.00 215.75 U.S. Treasuries (including strips) FNMS 03.000 CLCA4108 2049-09-01 3.000000 13598084.72 14714510.13 Agency Mortgage-Backed Securities GNII SF MA6409 M 2049-12-20 3.000000 10236321.46 10708284.12 Agency Mortgage-Backed Securities GNII SF MA6473 M 2050-02-20 2.500000 17512846.60 18447032.43 Agency Mortgage-Backed Securities GNAR AS 082972 M 2041-09-20 3.625000 72.97 75.99 Agency Mortgage-Backed Securities GNAR AF 899277 C 2043-09-20 2.250000 120841.49 121826.53 Agency Mortgage-Backed Securities 1 1/8 NOTE V 25 2025-02-28 1.125000 100.00 103.74 U.S. Treasuries (including strips) 0 1/2 NOTE AK 23 2023-03-15 0.500000 13946200.00 14066007.95 U.S. Treasuries (including strips) GNII SF MA6602 M 2050-04-20 4.500000 13524453.62 14612969.27 Agency Mortgage-Backed Securities TREASURY BILL 2021-04-22 0.00 200.00 199.93 U.S. Treasuries (including strips) GNAR AF MA6611 M 2050-04-20 3.000000 907.87 954.77 Agency Mortgage-Backed Securities FEPC 06.500 4LZT0566 2037-09-01 6.500000 58.95 67.21 Agency Mortgage-Backed Securities GNAR FL MA3416 M 2045-11-20 2.000000 925.52 943.19 Agency Mortgage-Backed Securities GNAR AF MA5479 M 2048-09-20 4.000000 29588.03 30754.40 Agency Mortgage-Backed Securities GNAR AF MA6669 M 2050-05-20 3.500000 926269.85 974857.75 Agency Mortgage-Backed Securities GNAR AF MA2089 M 2044-07-20 2.250000 37011.44 38411.46 Agency Mortgage-Backed Securities 03.500 FGPC V84001 G 2048-03-01 3.500000 19277.63 20617.03 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2853 2050-06-01 2.500000 320970.09 337339.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4618 2048-02-01 4.000000 13037893.82 14320069.28 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4128 2049-09-01 3.000000 12448249.39 13062031.07 Agency Mortgage-Backed Securities 3.50 FHOR 21-29 DR 2029-02-22 3.500000 5525000.00 5615017.60 Agency Mortgage-Backed Securities FEPC 04.000 CTZA1814 2023-11-01 4.000000 31.50 33.66 Agency Mortgage-Backed Securities FEPC 03.500 CIZS8575 2030-07-01 3.500000 129132.98 138467.41 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4156 2035-10-01 2.500000 1049842.09 1098254.39 Agency Mortgage-Backed Securities TREASURY BILL 2021-11-04 0.00 80199000.00 80115593.04 U.S. Treasuries (including strips) GNAR FT 082831 M 2041-05-20 1.875000 119.46 123.78 Agency Mortgage-Backed Securities Y 2020-12-09 2020-12-09 2020-12-09 N N N 0.0012 650000000.00 650000000.00 0.0044 N N N Y BANK OF MONTREAL REPO Bank of Montreal Repo 0.100000% 930YEZ009 930YEZ009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 04.000 CRAL7342 2045-09-01 4.000000 3234942.22 3559372.06 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3046 2049-02-01 4.000000 31207118.12 34357670.87 Agency Mortgage-Backed Securities FNMS 03.000 CICA4086 2034-09-01 3.000000 33159503.22 35948106.91 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6833 2050-08-01 2.500000 27698150.43 29134850.41 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 100000000.00 100000000.00 0.0007 N Y Y N Prudential Insurance NJ Prudential Insurance NJ 0.100000% 931EYU001 931EYU001 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TINT 02/15/27 2027-02-15 0.00 28840500.00 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strips) 2 1/8 NOTE AM 22 2022-05-15 2.125000 8760000.00 9019861.24 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 2026-05-31 2.125000 4467512.40 4877764.07 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 2026-06-30 1.875000 10173864.00 11054468.05 U.S. Treasuries (including strips) 1 3/4 NOTE AP 22 2022-07-15 1.750000 87600.00 90446.08 U.S. Treasuries (including strips) FNMS 03.000 CLMA3774 2049-09-01 3.000000 38827784.76 40671198.55 Agency Mortgage-Backed Securities 2 1/4 BOND 49 2049-08-15 2.250000 306600.00 357578.11 U.S. Treasuries (including strips) 1 1/2 NOTE AQ 22 2022-08-15 1.500000 1752000.00 1799884.64 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 17362232.40 18722873.47 U.S. Treasuries (including strips) 1 3/4 NOTE AA 24 2024-06-30 1.750000 4108440.00 4359140.36 U.S. Treasuries (including strips) 1 1/2 NOTE AR 22 2022-09-15 1.500000 10643400.00 10932135.98 U.S. Treasuries (including strips) 1 1/2 NOTE AD 24 2024-09-30 1.500000 16778466.00 17606898.33 U.S. Treasuries (including strips) 1 1/2 NOTE BH 21 2021-10-31 1.500000 8760000.00 8880722.38 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 4799691.60 5718852.30 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 2029-11-15 1.750000 775084.80 841640.66 U.S. Treasuries (including strips) 1 1/2 NOTE AG 24 2024-11-30 1.500000 2785417.20 2920005.77 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 2024-12-31 1.750000 20890585.20 22279011.41 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 87.60 96.96 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 2027-01-31 1.500000 14072239.20 14978320.09 U.S. Treasuries (including strips) 1 3/8 NOTE AJ 23 2023-02-15 1.375000 8234312.40 8487294.87 U.S. Treasuries (including strips) 0 1/4 TRIB 50 2050-02-15 0.250000 4708043.03 5573743.39 U.S. Treasuries (including strips) 1 1/8 NOTE AX 22 2022-02-28 1.125000 87.60 88.93 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 2027-02-28 1.125000 4380175.20 4551795.01 U.S. Treasuries (including strips) 0 1/2 NOTE AK 23 2023-03-15 0.500000 12439200.00 12547790.78 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 2027-03-31 0.625000 6351000.00 6388784.58 U.S. Treasuries (including strips) 0 3/8 NOTE AY 22 2022-03-31 0.375000 87.60 87.93 U.S. Treasuries (including strips) 0 1/4 NOTE AL 23 2023-04-15 0.250000 38903948.40 38995331.21 U.S. Treasuries (including strips) 0 1/8 NOTE AZ 22 2022-04-30 0.125000 52560.00 52560.56 U.S. Treasuries (including strips) FNMS 02.500 CLMA3964 2050-03-01 2.500000 1088.60 1144.12 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4049 2050-06-01 3.500000 1577419.93 1672143.11 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4063 2050-06-01 4.500000 3747586.79 4090809.53 Agency Mortgage-Backed Securities 0 5/8 NOTE C 30 2030-05-15 0.625000 525.60 516.37 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-05-15 1.125000 8409512.40 8083535.81 U.S. Treasuries (including strips) 0 1/8 NOTE BB 22 2022-05-31 0.125000 87.60 87.58 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 2027-05-31 0.500000 87.60 87.22 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 175.20 174.68 U.S. Treasuries (including strips) 0 1/8 NOTE BC 22 2022-06-30 0.125000 6258757.20 6259944.50 U.S. Treasuries (including strips) TREASURY BILL 2020-12-24 0.00 4347412.80 4347204.13 U.S. Treasuries (including strips) 0 1/4 NOTE AN 23 2023-06-15 0.250000 3504000.00 3514335.19 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 2030-07-15 0.125000 94032170.89 104159130.05 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 2025-07-31 0.250000 9215782.80 9184078.70 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 1327227.60 1264655.40 U.S. Treasuries (including strips) 1 1/8 BOND 40 2040-08-15 1.125000 87.60 84.22 U.S. Treasuries (including strips) 0 1/8 NOTE BD 22 2022-07-31 0.125000 12426060.00 12426810.56 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 87.60 85.99 U.S. Treasuries (including strips) BILL 09/09/21 2021-09-09 0.00 963.60 962.79 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 2027-07-31 0.375000 4380.00 4325.16 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 2025-09-30 0.250000 262.80 261.56 U.S. Treasuries (including strips) TREASURY BILL 2021-04-29 0.00 21900000.00 21891174.30 U.S. Treasuries (including strips) FNMS 01.500 CLMA4181 2050-11-01 1.500000 873.62 883.45 Agency Mortgage-Backed Securities 0 1/8 NOTE AS 23 2023-10-15 0.125000 62668777.20 62560859.50 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 72708.00 73475.31 U.S. Treasuries (including strips) 0 1/8 NOTE BH 22 2022-10-31 0.125000 8409.60 8405.86 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 59686260.00 59242932.22 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 2030-11-15 0.875000 2419599.60 2426104.86 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 2027-11-30 0.625000 17734094.40 17737055.99 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0011 2190000000.00 2190000000.00 0.0149 N Y Y N WASHINGTONST HSG FIN COMMISSI WASHINGTONST HSG FIN COMMISSI 0.110000% 93978PFK8 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2040-08-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 800000.00 800000.00 0.0000 N N Y N WASHINGTONST HSG FIN COMMISSI WASHINGTONST HSG FIN COMMISSI 0.110000% 93978PFK8 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2040-08-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 15095000.00 15095000.00 0.0001 N N Y N WASHINGTONST HSG FIN COMMISSI WASHINGTONST HSG FIN COMMISSI 0.110000% 93978PFK8 Variable Rate Demand Note Y 2020-12-07 2020-12-07 2040-08-15 Y Fannie Mae (formerly Federal Nat 1.0000 7 Y NA NA Y Fannie Mae (formerly Federal Nat 1.0000 NA NA N 0.0011 400000.00 400000.00 0.0000 N N Y N WASHINGTONST HSG FIN 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Treasuries, and cash N N GNII JM MA6856 M 2050-09-20 3.000000 2938191.36 3069724.40 Agency Mortgage-Backed Securities GNII SF BS0945 C 2050-09-20 3.500000 1180942.86 1296746.64 Agency Mortgage-Backed Securities GNII SF BS8502 C 2050-09-20 3.000000 6853997.75 7352006.94 Agency Mortgage-Backed Securities GNII SF BS8503 C 2050-09-20 3.000000 3079898.99 3305602.20 Agency Mortgage-Backed Securities GNII SF BS8504 C 2050-09-20 3.000000 2508003.05 2712028.26 Agency Mortgage-Backed Securities GNII SF BS8505 C 2050-09-20 3.000000 1008941.05 1089138.41 Agency Mortgage-Backed Securities GNII SF BU3546 C 2050-09-20 2.500000 1204666.45 1307327.99 Agency Mortgage-Backed Securities GNII SF BU7560 C 2050-09-20 3.500000 1057228.64 1174035.95 Agency Mortgage-Backed Securities GNII SF BU7639 C 2050-09-20 2.500000 2649675.64 2845857.33 Agency Mortgage-Backed Securities GNII SF BV4275 C 2050-09-20 2.500000 1261766.27 1338728.82 Agency Mortgage-Backed Securities GNII SF BW0242 C 2050-09-20 3.500000 996.94 1104.61 Agency Mortgage-Backed Securities GNII SF BW1714 C 2050-09-20 3.500000 7189039.59 8054667.86 Agency Mortgage-Backed Securities GNII SF BW1715 C 2050-09-20 3.500000 13546100.57 15009139.64 Agency Mortgage-Backed Securities GNII SF BW1716 C 2050-09-20 3.500000 4305513.05 4749146.42 Agency Mortgage-Backed Securities GNII SF BW1723 C 2050-09-20 4.000000 8209669.47 9093992.26 Agency Mortgage-Backed Securities GNII SF BW4831 C 2050-09-20 2.500000 13543.70 14285.65 Agency Mortgage-Backed Securities GNII SF BW4914 C 2050-09-20 2.500000 6975288.13 7357400.61 Agency Mortgage-Backed Securities GNII SF BW6870 C 2050-09-20 3.000000 3699318.71 3926792.28 Agency Mortgage-Backed Securities GNII SF BW6871 C 2050-09-20 3.000000 3351328.73 3557400.82 Agency Mortgage-Backed Securities GNII SF BW6875 C 2050-09-20 3.000000 1173515.50 1276998.05 Agency Mortgage-Backed Securities GNII SF BX1234 C 2050-09-20 4.500000 2212142.21 2462530.17 Agency Mortgage-Backed Securities GNII SF BX1240 C 2050-09-20 4.000000 1369210.16 1522642.78 Agency Mortgage-Backed Securities GNII SF BX1261 C 2050-09-20 3.000000 1723372.18 1892455.09 Agency Mortgage-Backed Securities GNII SF BX1269 C 2050-09-20 2.500000 2424090.98 2626145.96 Agency Mortgage-Backed Securities GNII SF BX2245 C 2050-09-20 2.500000 25278135.53 26662970.09 Agency Mortgage-Backed Securities GNII SF BX2306 C 2050-09-20 3.000000 1980965.34 2126139.72 Agency Mortgage-Backed Securities GNII SF BX2307 C 2050-09-20 3.000000 2795461.60 2967359.19 Agency Mortgage-Backed Securities GNII SF BX2311 C 2050-09-20 3.500000 5822768.25 6177150.34 Agency Mortgage-Backed Securities GNII SF BX2312 C 2050-09-20 4.000000 2116954.81 2262341.38 Agency Mortgage-Backed Securities GNII SF BX2282 C 2050-09-20 3.000000 2976585.33 3194726.37 Agency Mortgage-Backed Securities GNII SF BX2283 C 2050-09-20 3.000000 5210641.08 5531052.08 Agency Mortgage-Backed Securities GNII SF BX2300 C 2050-09-20 2.500000 4239022.78 4502842.14 Agency Mortgage-Backed Securities GNII SF BX3528 C 2050-09-20 3.000000 2725836.96 2869762.97 Agency Mortgage-Backed Securities GNII SF BX3530 C 2050-09-20 4.500000 1088646.02 1211874.22 Agency Mortgage-Backed Securities GNII SF BX3553 C 2050-09-20 4.500000 1034259.06 1151330.98 Agency Mortgage-Backed Securities GNII SF BX4312 C 2050-09-20 2.500000 2024514.12 2150507.51 Agency Mortgage-Backed Securities GNII SF BX4313 C 2050-09-20 2.500000 1457925.45 1546848.53 Agency Mortgage-Backed Securities GNII SF BX5244 C 2050-09-20 2.500000 22162843.58 23597286.84 Agency Mortgage-Backed Securities GNII SF BX5553 C 2050-09-20 2.500000 1435763.56 1558114.86 Agency Mortgage-Backed Securities GNII SF BX5554 C 2050-09-20 2.500000 3101676.52 3360204.02 Agency Mortgage-Backed Securities GNII SF BX5558 C 2050-09-20 2.500000 7980685.58 8477346.69 Agency Mortgage-Backed Securities GNII SF BX5926 C 2050-09-20 2.500000 3741579.37 3969777.88 Agency Mortgage-Backed Securities GNII SF BX6115 C 2050-09-20 4.000000 9458430.90 10617960.96 Agency 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Securities GNII SF MA6821 M 2050-07-20 3.500000 29856347.46 32138729.21 Agency Mortgage-Backed Securities GNII SF MA6822 M 2050-07-20 4.000000 55057160.23 59294481.63 Agency Mortgage-Backed Securities GNII SF MA6823 M 2050-07-20 4.500000 779481.59 845024.30 Agency Mortgage-Backed Securities GNMI SF BT1008 X 2050-07-15 3.000000 15933748.68 17785260.90 Agency Mortgage-Backed Securities GNII SF MA6819 M 2050-08-20 2.500000 49515421.00 52227573.17 Agency Mortgage-Backed Securities GNII SF MA6865 M 2050-09-20 2.500000 248517627.50 262129904.40 Agency Mortgage-Backed Securities GNII SF MA6866 M 2050-07-20 3.000000 218240681.74 229221388.90 Agency Mortgage-Backed Securities GNII SF MA6867 M 2050-09-20 3.500000 1971845.13 2107921.07 Agency Mortgage-Backed Securities GNII SF MA6868 M 2050-09-20 4.000000 100289925.26 107221084.60 Agency Mortgage-Backed Securities GNII SF BT4502 C 2050-08-20 3.000000 1148338.33 1241832.21 Agency Mortgage-Backed Securities GNII JM MA6759 M 2050-06-20 4.000000 552213.80 578356.28 Agency Mortgage-Backed Securities GNII JM MA6761 M 2050-07-20 5.000000 533021.13 574694.74 Agency Mortgage-Backed Securities GNII SF MA6932 M 2050-08-20 3.000000 170684056.04 180910875.70 Agency Mortgage-Backed Securities GNMI SF BQ8629 X 2050-07-15 2.500000 1943607.99 2045130.19 Agency Mortgage-Backed Securities GNII SF BT1751 C 2050-08-20 2.500000 12803624.40 13505043.93 Agency Mortgage-Backed Securities GNII SF BT1019 C 2050-08-20 3.500000 9863984.50 11372093.48 Agency Mortgage-Backed Securities GNII SF BT4503 C 2050-07-20 3.000000 2099927.04 2239584.09 Agency Mortgage-Backed Securities GNII SF BT4545 C 2050-08-20 3.500000 1529040.56 1629846.29 Agency Mortgage-Backed Securities GNMI SF BU8660 X 2050-07-15 2.500000 25976629.51 27338633.26 Agency Mortgage-Backed Securities GNMI SF BU8662 X 2050-07-15 2.500000 2209188.19 2324929.53 Agency Mortgage-Backed Securities GNII SF BV1849 C 2050-07-20 3.000000 1804391.60 1915429.65 Agency Mortgage-Backed Securities GNII SF 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5389227.79 5684465.26 Agency Mortgage-Backed Securities GNII SF BV9502 C 2050-07-20 2.500000 1411890.51 1532213.08 Agency Mortgage-Backed Securities GNII SF BV9523 C 2050-08-20 3.000000 2230861.80 2368146.06 Agency Mortgage-Backed Securities GNII SF BV9529 C 2050-08-20 2.500000 1305060.53 1416280.26 Agency Mortgage-Backed Securities GNII SF BV9532 C 2050-08-20 3.000000 1993698.85 2199374.14 Agency Mortgage-Backed Securities GNII SF BV9732 C 2050-07-20 3.000000 1864426.20 1972208.06 Agency Mortgage-Backed Securities GNII SF BV9733 C 2050-06-20 3.500000 2275253.85 2462023.62 Agency Mortgage-Backed Securities GNII SF BW0175 C 2050-08-20 3.000000 1417295.22 1511556.22 Agency Mortgage-Backed Securities GNII SF BW0203 C 2050-08-20 2.500000 1334315.96 1433107.24 Agency Mortgage-Backed Securities GNII SF BW0212 C 2050-08-20 2.500000 2286812.77 2434819.62 Agency Mortgage-Backed Securities GNII SF BW0215 C 2050-09-20 3.000000 4426685.10 4720867.83 Agency Mortgage-Backed Securities GNII SF BW0232 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1155376.51 Agency Mortgage-Backed Securities GNII SF BX5208 C 2050-08-20 3.500000 1360403.89 1488761.32 Agency Mortgage-Backed Securities GNII SF BX6077 C 2050-08-20 3.000000 12068862.88 12870858.93 Agency Mortgage-Backed Securities GNII SF BX6107 C 2050-08-20 3.500000 6803107.23 7419655.45 Agency Mortgage-Backed Securities GNII SF BX6108 C 2050-08-20 3.000000 8633233.22 9265847.77 Agency Mortgage-Backed Securities GNII SF BX6406 C 2050-09-20 4.000000 2612776.96 2905573.16 Agency Mortgage-Backed Securities GNII SF BX6614 C 2050-09-20 3.500000 3805695.48 4216693.25 Agency Mortgage-Backed Securities GNII SF BX6615 C 2050-09-20 3.500000 5185695.46 5694269.29 Agency Mortgage-Backed Securities GNII SF BX6617 C 2050-09-20 4.000000 1085424.82 1207055.60 Agency Mortgage-Backed Securities GNII SF BX6612 C 2050-09-20 3.500000 1414015.83 1584280.93 Agency Mortgage-Backed Securities GNII SF BX6629 C 2050-09-20 3.500000 4751581.41 5264702.05 Agency Mortgage-Backed Securities GNII SF BY1338 C 2050-09-20 4.500000 1355874.76 1495900.02 Agency Mortgage-Backed Securities GNII SF BY2122 C 2050-09-20 2.500000 8152923.35 8680571.49 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 2250000000.00 2250000000.00 0.0153 N Y Y N DEUTSCHE BANK SECURITIES DEUTSCHE BANK SECURITIES 0.070000% 0000058086 959JFJ003 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 7 7/8 TPRN 21 2021-02-15 0.00 108000.00 107973.00 U.S. Treasuries (including strips) 8 1/8 TPRN 21 2021-05-15 0.00 3462000.00 3459230.40 U.S. Treasuries (including strips) 8 1/8 TPRN 21/08 2021-08-15 0.00 510100.00 509543.99 U.S. Treasuries (including strips) 8 TPRN 21 2021-11-15 0.00 526500.00 525905.06 U.S. Treasuries (including strips) 7 1/4 TPRN 22 2022-08-15 0.00 7928000.00 7907070.08 U.S. Treasuries (including strips) 7 5/8 TPRN 22 2022-11-15 0.00 71000.00 70777.77 U.S. Treasuries (including strips) 7 1/8 TPRN 23 2023-02-15 0.00 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2025-02-15 0.00 68200.00 67331.27 U.S. Treasuries (including strips) TINT 02/15/25 2025-02-15 0.00 270223.74 265825.58 U.S. Treasuries (including strips) TINT 05/15/25 2025-05-15 0.00 218529.54 214505.98 U.S. Treasuries (including strips) TINT 08/15/25 2025-08-15 0.00 213427.64 208896.14 U.S. Treasuries (including strips) TINT 11/15/25 2025-11-15 0.00 3363665.54 3284202.31 U.S. Treasuries (including strips) TINT 02/15/26 2026-02-15 0.00 7054758.74 6868703.59 U.S. Treasuries (including strips) 2 3/4 TPRN F 23 2023-11-15 0.00 111600.00 110908.19 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 222993.54 216416.35 U.S. Treasuries (including strips) 2 TPRN E 25 2025-08-15 0.00 6200.00 6092.49 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.00 197874.94 191305.89 U.S. Treasuries (including strips) TINT 11/15/26 2026-11-15 0.00 267385.54 257592.01 U.S. Treasuries (including strips) 6 3/4 TPRN 26 2026-08-15 0.00 1488.00 1447.88 U.S. Treasuries (including strips) TINT 02/15/27 2027-02-15 0.00 200974.01 192962.58 U.S. Treasuries (including strips) TINT 05/15/27 2027-05-15 0.00 320182.57 306394.55 U.S. Treasuries (including strips) 2 1/2 TPRN 46 2046-05-15 0.00 73780.00 49264.53 U.S. Treasuries (including strips) TINT 02/15/37 2037-02-15 0.00 1186432.00 947790.69 U.S. Treasuries (including strips) TINT 05/15/31 2031-05-15 0.00 94612.00 84513.02 U.S. Treasuries (including strips) TINT 05/15/34 2034-05-15 0.00 67704.00 57206.56 U.S. Treasuries (including strips) TINT 11/15/27 2027-11-15 0.00 252974.57 240089.06 U.S. Treasuries (including strips) TINT 05/15/37 2037-05-15 0.00 89652.00 71273.16 U.S. Treasuries (including strips) TINT 02/15/40 2040-02-15 0.00 4836.00 3636.66 U.S. Treasuries (including strips) TINT 11/15/40 2040-11-15 0.00 9704736.00 7189423.70 U.S. Treasuries (including strips) TINT 05/15/41 2041-05-15 0.00 235600.00 172650.04 U.S. Treasuries (including strips) TINT 08/15/42 2042-08-15 0.00 1052636.00 748831.57 U.S. Treasuries (including strips) TINT 02/15/43 2043-02-15 0.00 165292.00 116295.65 U.S. Treasuries (including strips) TINT 08/15/31 2031-08-15 0.00 237336.00 211047.00 U.S. Treasuries (including strips) TINT 08/15/32 2032-08-15 0.00 8724144.00 7616247.51 U.S. Treasuries (including strips) TINT 08/15/27 2027-08-15 0.00 261050.38 248774.49 U.S. Treasuries (including strips) 3 TPRN 44 2044-11-15 0.00 34720.00 23937.08 U.S. Treasuries (including strips) 3 TPRN 47 2047-02-15 0.00 4836.00 3186.38 U.S. Treasuries (including strips) TINT 02/15/34 2034-02-15 0.00 178684.00 151560.66 U.S. Treasuries (including strips) TINT 11/15/30 2030-11-15 0.00 92132.00 83125.08 U.S. Treasuries (including strips) TINT 08/15/28 2028-08-15 0.00 200024.56 187641.23 U.S. Treasuries (including strips) TINT 05/15/28 2028-05-15 0.00 222395.40 209512.03 U.S. Treasuries (including strips) TINT 11/15/28 2028-11-15 0.00 242235.40 226284.92 U.S. Treasuries (including strips) TINT 02/15/31 2031-02-15 0.00 177335.50 159083.42 U.S. Treasuries (including strips) TINT 08/15/36 2036-08-15 0.00 12365652.00 9990321.54 U.S. Treasuries (including strips) TINT 11/15/35 2035-11-15 0.00 169260.00 138882.40 U.S. Treasuries (including strips) TINT 08/15/30 2030-08-15 0.00 463279.50 419654.32 U.S. Treasuries (including strips) TINT 05/15/42 2042-05-15 0.00 758508.00 541834.88 U.S. Treasuries (including strips) TINT 08/15/44 2044-08-15 0.00 354640.00 240642.75 U.S. Treasuries (including strips) TINT 11/15/47 2047-11-15 0.00 900240.00 570177.81 U.S. Treasuries (including strips) 3 TPRN 47 2047-05-15 0.00 555396.00 364090.40 U.S. Treasuries (including strips) TINT 02/15/33 2033-02-15 0.00 297104.00 256858.89 U.S. Treasuries (including strips) TINT 08/15/34 2034-08-15 0.00 177940.00 149583.66 U.S. Treasuries (including strips) TINT 11/15/31 2031-11-15 0.00 11160372.00 9877688.12 U.S. Treasuries (including strips) TINT 11/15/32 2032-11-15 0.00 66836.00 58069.32 U.S. Treasuries (including strips) TINT 05/15/36 2036-05-15 0.00 114700.00 93171.73 U.S. Treasuries (including strips) 4 5/8 TPRN 40 2040-02-15 0.00 99696.00 77713.03 U.S. Treasuries (including strips) TINT 02/15/28 2028-02-15 0.00 197048.56 186405.17 U.S. Treasuries (including strips) 5 3/8 TPRN 31 2031-02-15 0.00 74400.00 68212.67 U.S. Treasuries (including strips) 4 3/8 TPRN 38 2038-02-15 0.00 154876.00 126292.55 U.S. Treasuries (including strips) 2 1/4 TPRN 46 2046-08-15 0.00 87035.60 57793.64 U.S. Treasuries (including strips) TINT 05/15/33 2033-05-15 0.00 109864.00 94547.86 U.S. Treasuries (including strips) 2 1/2 TPRN 45 2045-02-15 0.00 53940.00 36958.18 U.S. Treasuries (including strips) TINT 05/15/30 2030-05-15 0.00 66805.00 60791.81 U.S. Treasuries (including strips) 5 TPRN 37 2037-05-15 0.00 101593.20 84163.36 U.S. Treasuries (including strips) 4 1/4 TPRN 40 2040-11-15 0.00 258168.00 197190.01 U.S. Treasuries (including strips) 3 3/4 TPRN 41 2041-08-15 0.00 243660.00 182298.13 U.S. Treasuries (including strips) TINT 02/15/35 2035-02-15 0.00 248744.00 207008.74 U.S. Treasuries (including strips) TINT 11/15/34 2034-11-15 0.00 75888.00 63474.54 U.S. Treasuries (including strips) TINT 05/15/35 2035-05-15 0.00 70060.00 58033.99 U.S. Treasuries (including strips) TINT 05/15/39 2039-05-15 0.00 71300.00 54402.19 U.S. Treasuries (including strips) TINT 05/15/43 2043-05-15 0.00 507532.00 354850.64 U.S. Treasuries (including strips) TINT 02/15/48 2048-02-15 0.00 555892.00 350588.30 U.S. Treasuries (including strips) 3 1/8 TPRN 43 2043-02-15 0.00 235724.00 169712.32 U.S. Treasuries (including strips) 2 7/8 TPRN 43 2043-05-15 0.00 901232.00 644074.46 U.S. Treasuries (including strips) 2 3/4 TPRN 47 2047-11-15 0.00 992.00 643.46 U.S. Treasuries (including strips) 5 1/4 TPRN 29 2029-02-15 0.00 27900.00 26265.48 U.S. Treasuries (including strips) 6 1/4 TPRN 30 2030-05-15 0.00 10912.00 10117.43 U.S. Treasuries (including strips) 4 1/2 TPRN 36 2036-02-15 0.00 27143.60 23004.23 U.S. Treasuries (including strips) 4 1/2 TPRN 38 2038-05-15 0.00 342860.00 278405.41 U.S. Treasuries (including strips) 3 1/2 TPRN 39 2039-02-15 0.00 47740.00 38047.49 U.S. Treasuries (including strips) 4 1/4 TPRN 39 2039-05-15 0.00 85560.00 67805.44 U.S. Treasuries (including strips) 4 3/8 TPRN 39 2039-11-15 0.00 194618.00 152511.42 U.S. Treasuries (including strips) 3 7/8 TPRN 40 2040-08-15 0.00 28520.00 21874.84 U.S. Treasuries (including strips) 4 3/4 TPRN 41 2041-02-15 0.00 89404.00 68125.22 U.S. Treasuries (including strips) 4 3/8 TPRN 41 2041-05-15 0.00 3076440.00 2325151.82 U.S. Treasuries (including strips) 3 1/8 TPRN 42 2042-02-15 0.00 135408.00 100328.93 U.S. Treasuries (including strips) 3 5/8 TPRN 43 2043-08-15 0.00 260400.00 185228.25 U.S. Treasuries (including strips) 3 3/4 TPRN 43 2043-11-15 0.00 770660.00 544855.08 U.S. Treasuries (including strips) 3 1/8 TPRN 44 2044-08-15 0.00 184760.00 128169.67 U.S. Treasuries (including strips) 3 TPRN 45 2045-11-15 0.00 54064.00 36532.72 U.S. Treasuries (including strips) 2 7/8 TPRN 46 2046-11-15 0.00 201748.00 133361.68 U.S. Treasuries (including strips) 2 3/4 TPRN 47 2047-08-15 0.00 486700.00 316943.91 U.S. Treasuries (including strips) 3 1/8 TPRN 48 2048-05-15 0.00 25212783.60 16184766.54 U.S. Treasuries (including strips) TINT 02/15/32 2032-02-15 0.00 170996.00 150693.99 U.S. Treasuries (including strips) TINT 08/15/33 2033-08-15 0.00 12827924.00 10987514.57 U.S. Treasuries (including strips) TINT 08/15/35 2035-08-15 0.00 240312.00 198137.48 U.S. Treasuries (including strips) TINT 05/15/29 2029-05-15 0.00 179273.00 166073.67 U.S. Treasuries (including strips) TINT 02/15/30 2030-02-15 0.00 172623.50 157808.78 U.S. Treasuries (including strips) TINT 08/15/37 2037-08-15 0.00 440200.00 347639.59 U.S. Treasuries (including strips) TINT 02/15/38 2038-02-15 0.00 20832.00 16301.00 U.S. Treasuries (including strips) TINT 08/15/38 2038-08-15 0.00 899620.00 696988.69 U.S. Treasuries (including strips) TINT 02/15/39 2039-02-15 0.00 24304.00 18647.29 U.S. Treasuries (including strips) TINT 08/15/39 2039-08-15 0.00 5580.00 4236.05 U.S. Treasuries (including strips) TINT 08/15/41 2041-08-15 0.00 2108.00 1532.89 U.S. Treasuries (including strips) TINT 02/15/42 2042-02-15 0.00 21080.00 15168.30 U.S. Treasuries (including strips) TINT 08/15/43 2043-08-15 0.00 17360.00 12056.54 U.S. Treasuries (including strips) TINT 11/15/43 2043-11-15 0.00 539028.00 372181.59 U.S. Treasuries (including strips) TINT 02/15/44 2044-02-15 0.00 366792.00 251974.37 U.S. Treasuries (including strips) TINT 05/15/44 2044-05-15 0.00 635004.00 433764.88 U.S. Treasuries (including strips) TINT 11/15/45 2045-11-15 0.00 252588.00 166479.49 U.S. Treasuries (including strips) TINT 02/15/46 2046-02-15 0.00 713372.00 470353.27 U.S. Treasuries (including strips) TINT 05/15/48 2048-05-15 0.00 972036.00 610208.24 U.S. Treasuries (including strips) 3 TPRN 48 2048-02-15 0.00 614296.00 396284.19 U.S. Treasuries (including strips) TINT 02/15/29 2029-02-15 0.00 201032.06 187047.86 U.S. Treasuries (including strips) 4 3/4 TPRN 37 2037-02-15 0.00 85436.00 71082.07 U.S. Treasuries (including strips) 4 1/2 TPRN 39 2039-08-15 0.00 74524.00 58762.70 U.S. Treasuries (including strips) 4 3/8 TPRN 40 2040-05-15 0.00 204600.00 158342.60 U.S. Treasuries (including strips) 3 1/8 TPRN 41 2041-11-15 0.00 162068.00 120491.08 U.S. Treasuries (including strips) 3 TPRN 42 2042-05-15 0.00 49848.00 36581.10 U.S. Treasuries (including strips) 2 3/4 TPRN 42 2042-08-15 0.00 153760.00 112093.35 U.S. Treasuries (including strips) 2 3/4 TPRN 42 2042-11-15 0.00 378076.00 273424.94 U.S. Treasuries (including strips) 3 5/8 TPRN 44 2044-02-15 0.00 348192.00 244496.24 U.S. Treasuries (including strips) 3 3/8 TPRN 44 2044-05-15 0.00 396800.00 277206.86 U.S. Treasuries (including strips) 3 TPRN 48 2048-08-15 0.00 185256.00 118306.52 U.S. Treasuries (including strips) TINT 02/15/36 2036-02-15 0.00 776984.00 634227.18 U.S. Treasuries (including strips) TINT 05/15/32 2032-05-15 0.00 12235700.00 10730684.43 U.S. Treasuries (including strips) TINT 11/15/33 2033-11-15 0.00 94860.00 80863.41 U.S. Treasuries (including strips) TINT 08/15/29 2029-08-15 0.00 169192.58 156136.66 U.S. Treasuries (including strips) TINT 11/15/29 2029-11-15 0.00 69409.00 63774.93 U.S. Treasuries (including strips) TINT 11/15/36 2036-11-15 0.00 71052.00 57089.00 U.S. Treasuries (including strips) TINT 11/15/37 2037-11-15 0.00 72292.00 56823.54 U.S. Treasuries (including strips) TINT 05/15/38 2038-05-15 0.00 76136.00 59293.04 U.S. Treasuries (including strips) TINT 11/15/38 2038-11-15 0.00 8497596.00 6550048.97 U.S. Treasuries (including strips) TINT 11/15/39 2039-11-15 0.00 73780.00 55757.39 U.S. Treasuries (including strips) TINT 05/15/40 2040-05-15 0.00 167896.00 125403.20 U.S. Treasuries (including strips) TINT 08/15/40 2040-08-15 0.00 11904.00 8864.78 U.S. Treasuries (including strips) TINT 02/15/41 2041-02-15 0.00 7192.00 5302.59 U.S. Treasuries (including strips) TINT 05/15/45 2045-05-15 0.00 415524.00 277173.21 U.S. Treasuries (including strips) TINT 11/15/41 2041-11-15 0.00 460288.00 333049.21 U.S. Treasuries (including strips) TINT 11/15/42 2042-11-15 0.00 847044.00 599244.67 U.S. Treasuries (including strips) TINT 11/15/44 2044-11-15 0.00 576104.00 388403.56 U.S. Treasuries (including strips) TINT 02/15/45 2045-02-15 0.00 210180.00 140914.76 U.S. Treasuries (including strips) TINT 08/15/45 2045-08-15 0.00 222580.00 147421.86 U.S. Treasuries (including strips) TINT 05/15/46 2046-05-15 0.00 434248.00 284679.09 U.S. Treasuries (including strips) TINT 08/15/46 2046-08-15 0.00 333312.00 216146.17 U.S. Treasuries (including strips) TINT 11/15/46 2046-11-15 0.00 749828.00 483836.26 U.S. Treasuries (including strips) TINT 02/15/47 2047-02-15 0.00 109368.00 70200.15 U.S. Treasuries (including strips) TINT 05/15/47 2047-05-15 0.00 306652.00 195925.48 U.S. Treasuries (including strips) TINT 08/15/47 2047-08-15 0.00 851508.00 541595.70 U.S. Treasuries (including strips) TINT 08/15/48 2048-08-15 0.00 766940.00 479348.24 U.S. Treasuries (including strips) TINT 11/15/48 2048-11-15 0.00 271560.00 168895.38 U.S. Treasuries (including strips) 2 7/8 TPRN 45 2045-08-15 0.00 97340.00 65997.40 U.S. Treasuries (including strips) 2 1/2 TPRN 46 2046-02-15 0.00 114948.00 77171.26 U.S. Treasuries (including strips) 3 TPRN 49 2049-02-15 0.00 152272.00 96428.98 U.S. Treasuries (including strips) 2 3/8 TPRN C 29 2029-05-15 0.00 148800.00 139291.08 U.S. Treasuries (including strips) TINT 02/15/49 2049-02-15 0.00 657944.00 407579.86 U.S. Treasuries (including strips) 2 7/8 TPRN 49 2049-05-15 0.00 632400.00 398326.63 U.S. Treasuries (including strips) TINT 05/15/49 2049-05-15 0.00 675800.00 419112.24 U.S. Treasuries (including strips) TINT 08/15/49 2049-08-15 0.00 432636.00 265590.48 U.S. Treasuries (including strips) 3 TPRN 45 2045-05-15 0.00 122636.00 83650.63 U.S. Treasuries (including strips) 1 5/8 TPRN E 29 2029-08-15 0.00 60140.00 56229.34 U.S. Treasuries (including strips) 2 1/4 TPRN 49 2049-08-15 0.00 43028.00 26963.50 U.S. Treasuries (including strips) 2 3/8 TPRN 49 2049-11-15 0.00 122536.80 76465.17 U.S. Treasuries (including strips) TINT 11/15/49 2049-11-15 0.00 696260.00 426597.81 U.S. Treasuries (including strips) TINT 02/15/50 2050-02-15 0.00 25296.00 15439.94 U.S. Treasuries (including strips) 2 TPRN 50 2050-02-15 0.00 69936.00 43438.30 U.S. Treasuries (including strips) 1 1/4 TPRN 50 2050-05-15 0.00 134044.00 82846.16 U.S. Treasuries (including strips) TINT 05/15/50 2050-05-15 0.00 178932.00 108835.03 U.S. Treasuries (including strips) 1 3/8 TPRN 50 2050-08-15 0.00 49600.00 30423.80 U.S. Treasuries (including strips) 1 5/8 TPRN 50 2050-11-15 0.00 198400.00 121380.13 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 2027-11-30 0.625000 15511036.00 15513626.35 U.S. Treasuries (including strips) TINT 08/15/50 2050-08-15 0.00 4216.00 2575.07 U.S. Treasuries (including strips) TINT 11/15/50 2050-11-15 0.00 1488.00 900.54 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0009 155000000.00 155000000.00 0.0011 N Y Y N BNYM REPO BNYM REPO 0.100000% 963HZU004 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N TRIB 01/15/26 2.0000 2026-01-15 2.000000 472010400.00 556430404.10 U.S. Treasuries (including strips) 4 3/8 BOND 38 2038-02-15 4.375000 2503000.00 3800479.58 U.S. Treasuries (including strips) 0 1/8 TRIN D 22 2022-07-15 0.125000 537519500.00 551103558.40 U.S. Treasuries (including strips) 0 5/8 TRIN A 24 2024-01-15 0.625000 490552053.35 521620554.50 U.S. Treasuries (including strips) 1 TRIB 46 2046-02-15 1.000000 2745700.00 3708223.28 U.S. Treasuries (including strips) 3 BOND 48 2048-02-15 3.000000 400000000.00 535801130.40 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 2026-05-31 2.125000 377000.00 411638.76 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 2026-06-30 1.875000 38000000.00 41291769.62 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 686000.00 723638.41 U.S. Treasuries (including strips) 1 1/4 NOTE AC 24 2024-08-31 1.250000 29000000.00 30160645.69 U.S. Treasuries (including strips) TREASURY BILL 2021-11-04 0.00 50000000.00 49948000.00 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 2250000000.00 2250000000.00 0.0153 N Y Y N RBC Dominion Repo RBC Dominion Repo 0.090000% 964FUR009 964FUR009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N 6 1/2 BOND 26 2026-11-15 6.500000 25000000.00 33900434.25 U.S. Treasuries (including strips) 6 3/8 BOND 27 2027-08-15 6.375000 200.00 280.27 U.S. Treasuries (including strips) 4 3/4 BOND 41 2041-02-15 4.750000 100.00 163.36 U.S. Treasuries (including strips) 6 1/4 BOND 23 2023-08-15 6.250000 23757300.00 28087271.15 U.S. Treasuries (including strips) FNMS 05.000 CL889757 2038-02-01 5.000000 32.18 37.68 Agency Mortgage-Backed Securities FNMS 05.000 CL962490 2038-04-01 5.000000 72926.79 84702.19 Agency Mortgage-Backed Securities 3 BOND 42 2042-05-15 3.000000 2549400.00 3325718.03 U.S. Treasuries (including strips) 2 7/8 BOND 43 2043-05-15 2.875000 18064300.00 23155204.48 U.S. Treasuries (including strips) 3 3/4 BOND 43 2043-11-15 3.750000 400.00 583.84 U.S. Treasuries (including strips) 0 1/8 TRIN D 24 2024-07-15 0.125000 78104685.36 82576080.97 U.S. Treasuries (including strips) 0 3/4 TRIB 45 2045-02-15 0.750000 3795576.46 4843423.93 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 27467500.00 29254357.01 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 2026-07-15 0.125000 3136985.68 3394054.59 U.S. Treasuries (including strips) 2 NOTE F 26 2026-11-15 2.000000 300.00 326.72 U.S. Treasuries (including strips) 0 1/8 TRIN X 22 2022-04-15 0.125000 214.01 217.45 U.S. Treasuries (including strips) 0 3/8 TRIN D 27 2027-07-15 0.375000 117021.30 129701.29 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 2027-11-15 2.250000 300.00 334.16 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 2025-01-31 2.500000 1093700.00 1202648.97 U.S. Treasuries (including strips) 3 1/8 BOND 48 2048-05-15 3.125000 100.00 136.26 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 2028-05-15 2.875000 800.00 930.80 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 2028-11-15 3.125000 8573000.00 10197539.69 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 2029-01-15 0.875000 92139625.83 106956161.40 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 100.00 113.54 U.S. Treasuries (including strips) 1 1/2 NOTE BK 21 2021-11-30 1.500000 300.00 304.14 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 26525600.00 29403235.48 U.S. Treasuries (including strips) 1 1/4 BOND 50 2050-05-15 1.250000 100.00 92.18 U.S. Treasuries (including strips) GNII SF MA6710 M 2050-06-20 3.000000 146538833.91 153878036.00 Agency Mortgage-Backed Securities TREASURY BILL 2021-02-18 0.00 100.00 99.98 U.S. Treasuries (including strips) 1 3/8 BOND 50 2050-08-15 1.375000 500.00 477.31 U.S. Treasuries (including strips) FNMS 02.500 CLMA4210 2050-11-01 2.500000 1059000.00 1113008.88 Agency Mortgage-Backed Securities Y 2020-12-02 2020-12-02 2020-12-02 N N N 0.0009 500000000.00 500000000.00 0.0034 N N Y N RBC Dominion Repo RBC Dominion Repo 0.100000% 964FUR010 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N GNMI SP 782712 X 2039-07-15 5.000000 22989428.32 26639132.90 Agency Mortgage-Backed Securities GNMI SP 782721 X 2034-06-15 5.500000 4717142.86 5566127.41 Agency Mortgage-Backed Securities GNMI SP 783056 X 2040-08-15 5.000000 26811625.00 30635841.55 Agency Mortgage-Backed Securities GNM2 BB4423M 2039-04-20 4.500000 7470958.30 8323573.95 Agency Mortgage-Backed Securities FNMS 04.500 CLAD1045 2040-02-01 4.500000 91.26 102.76 Agency Mortgage-Backed Securities GNII SF 004882 M 2040-12-20 4.000000 26727352.00 29574569.29 Agency Mortgage-Backed Securities 6 1/2 BOND 26 2026-11-15 6.500000 24975900.00 33867754.24 U.S. Treasuries (including strips) 6 3/8 BOND 27 2027-08-15 6.375000 28183500.00 39495398.81 U.S. Treasuries (including strips) 6 1/8 BOND 27 2027-11-15 6.125000 1207000.00 1666717.31 U.S. Treasuries (including strips) GNMI SP 783098 X 2040-08-15 4.500000 18647712.36 20958331.75 Agency Mortgage-Backed Securities GNMI SP 782736 X 2039-08-15 4.500000 22175226.00 24922825.20 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0630 2040-12-01 4.000000 4222854.16 4634650.95 Agency Mortgage-Backed Securities FNMS 05.000 CLAE0397 2040-08-01 5.000000 154349.20 179031.14 Agency Mortgage-Backed Securities 6 1/4 BOND 23 2023-08-15 6.250000 16259300.00 19222696.51 U.S. Treasuries (including strips) 3 3/4 BOND 41 2041-08-15 3.750000 6247600.00 9061647.32 U.S. Treasuries (including strips) FNMS 06.000 CL889551 2038-05-01 6.000000 597171.33 705976.74 Agency Mortgage-Backed Securities FNMS 04.500 CIAE0219 2025-08-01 4.500000 106.12 112.42 Agency Mortgage-Backed Securities FNMS 05.000 CLAE0468 2040-10-01 5.000000 900129.33 1048230.11 Agency Mortgage-Backed Securities GNII SF 005259 M 2041-12-20 4.000000 37882008.00 42100632.59 Agency Mortgage-Backed Securities FNMS 05.000 CLAD0049 2039-07-01 5.000000 5290469.28 6163792.32 Agency Mortgage-Backed Securities FNMS 05.000 CLAE0495 2040-08-01 5.000000 4901453.27 5710848.76 Agency Mortgage-Backed Securities FNMS 04.000 CLAE0618 2040-11-01 4.000000 397020.08 435514.44 Agency Mortgage-Backed Securities 3 BOND 42 2042-05-15 3.000000 100.00 130.45 U.S. Treasuries (including strips) GNMI SP 782722 X 2039-06-15 4.500000 8787129.00 9790214.92 Agency Mortgage-Backed Securities FNMS 04.500 CLAL0786 2041-08-01 4.500000 2109027.30 2365729.67 Agency Mortgage-Backed Securities 1.875 TVBD 22 A 2022-08-15 1.875000 3000.00 3100.56 Agency Mortgage-Backed Securities 3 3/4 BOND 43 2043-11-15 3.750000 70600.00 103048.03 U.S. Treasuries (including strips) GNII SF MA1522 M 2043-12-20 4.000000 25802515.75 28489595.47 Agency Mortgage-Backed Securities GNII SF 004344 M 2039-01-20 6.000000 44.49 51.61 Agency Mortgage-Backed Securities 3 5/8 BOND 44 2044-02-15 3.625000 4679400.00 6761686.59 U.S. Treasuries (including strips) 1 3/8 TRIB 44 2044-02-15 1.375000 4143107.20 5917284.97 U.S. Treasuries (including strips) 3 3/8 BOND 44 2044-05-15 3.375000 100.00 138.74 U.S. Treasuries (including strips) 2 1/2 NOTE C 24 2024-05-15 2.500000 125500.00 135414.74 U.S. Treasuries (including strips) 0 1/8 TRIN D 24 2024-07-15 0.125000 76109599.78 80466779.23 U.S. Treasuries (including strips) GNII SF 004400 M 2039-03-20 6.000000 88.20 102.21 Agency Mortgage-Backed Securities GNII SF MA1760 M 2044-03-20 3.500000 834.78 907.66 Agency Mortgage-Backed Securities GNII SF MA2447 M 2044-12-20 4.500000 58689146.78 65625910.49 Agency Mortgage-Backed Securities US TREASURY N/B 2021-11-30 1.875000 900.00 915.79 U.S. Treasuries (including strips) 2 1/2 BOND 45 2045-02-15 2.500000 10324400.00 12548265.66 U.S. Treasuries (including strips) 0 1/4 TRIN A 25 2025-01-15 0.250000 17210036.80 18329609.93 U.S. Treasuries (including strips) 1 1/2 NOTE G 22 2022-01-31 1.500000 8112500.00 8282617.71 U.S. Treasuries (including strips) GNII SF MA2826 M 2045-05-20 3.500000 13055518.50 14091336.08 Agency Mortgage-Backed Securities GNII SF MA2604 M 2045-02-20 5.000000 272728.84 316086.40 Agency Mortgage-Backed Securities GNII SF MA1841 M 2044-04-20 5.000000 236937.91 274602.46 Agency Mortgage-Backed Securities GNII SF MA2891 M 2045-06-20 3.000000 3691.35 3936.13 Agency Mortgage-Backed Securities 2 NOTE E 25 2025-08-15 2.000000 10274500.00 11128775.54 U.S. Treasuries (including strips) 1 7/8 NOTE P 22 2022-08-31 1.875000 7000.00 7242.49 U.S. Treasuries (including strips) GNII SF MA3106 M 2045-09-20 4.000000 11377650.00 12418229.64 Agency Mortgage-Backed Securities GNII SF 738068 C 2041-03-20 4.500000 22605058.00 25242955.24 Agency Mortgage-Backed Securities GNII SF MA3244 M 2045-11-20 3.500000 19476034.71 20957332.14 Agency Mortgage-Backed Securities GNII SF MA3244 M 2045-11-20 3.500000 15864324.00 17070923.94 Agency Mortgage-Backed Securities GNII SF MA2926 M 2030-05-20 2.000000 67412.83 70118.45 Agency Mortgage-Backed Securities 0 5/8 TRIN A 26 2026-01-15 0.625000 31951474.32 35169778.58 U.S. Treasuries (including strips) GNII SF MA3522 M 2046-03-20 4.000000 6584612.75 7181173.54 Agency Mortgage-Backed Securities 2 1/2 BOND 46 2046-05-15 2.500000 5440000.00 6596151.84 U.S. Treasuries (including strips) GNII SF MA3736 M 2046-06-20 3.500000 9519949.41 10352425.61 Agency Mortgage-Backed Securities 0 1/8 TRIN D 26 2026-07-15 0.125000 21146942.09 22879886.41 U.S. Treasuries (including strips) GNII SF MA3377 M 2046-01-20 4.000000 6612883.00 7219695.84 Agency Mortgage-Backed Securities GNII SF MA3873 M 2046-08-20 3.000000 5530519.80 5854252.46 Agency Mortgage-Backed Securities 1 1/2 NOTE E 26 2026-08-15 1.500000 24100.00 25610.62 U.S. Treasuries (including strips) GNII SF MA3804 M 2046-07-20 4.000000 49810.97 54160.03 Agency Mortgage-Backed Securities 2 1/4 BOND 46 2046-08-15 2.250000 100.00 116.39 U.S. Treasuries (including strips) GNII SF MA4261 M 2047-02-20 3.000000 24384033.00 25728731.14 Agency Mortgage-Backed Securities GNMI SP 783520 X 2042-01-15 4.000000 37368057.00 40895310.94 Agency Mortgage-Backed Securities 2 1/4 NOTE B 27 2027-02-15 2.250000 3133000.00 3485030.52 U.S. Treasuries (including strips) GNII SF MA4321 M 2047-02-20 3.500000 448543.99 484113.27 Agency Mortgage-Backed Securities GNII SF MA4323 M 2047-02-20 4.500000 24298075.13 26681473.32 Agency Mortgage-Backed Securities GNII SF MA4510 M 2047-03-20 3.500000 3626040.49 3880829.47 Agency Mortgage-Backed Securities GNII SF MA4511 M 2047-06-20 4.000000 14523950.61 15763747.31 Agency Mortgage-Backed Securities 0 3/8 TRIN D 27 2027-07-15 0.375000 13573194.20 15043934.63 U.S. Treasuries (including strips) GNII SF MA4651 M 2047-08-20 3.000000 1967950.54 2083364.28 Agency Mortgage-Backed Securities GNII SF MA4652 M 2047-08-20 3.500000 23746257.50 25497269.59 Agency Mortgage-Backed Securities GNII SF MA4718 M 2047-09-20 3.000000 101507.09 107448.67 Agency Mortgage-Backed Securities GNII SF MA4587 M 2047-06-20 4.000000 19656310.50 21374905.41 Agency Mortgage-Backed Securities 2 NOTE AE 22 2022-10-31 2.000000 32500.00 33697.09 U.S. Treasuries (including strips) 2 1/4 NOTE R 24 2024-10-31 2.250000 22458200.00 24227269.27 U.S. Treasuries (including strips) GNII SF MA4653 M 2047-08-20 4.000000 20267490.00 21852797.30 Agency Mortgage-Backed Securities 2 1/8 NOTE S 24 2024-11-30 2.125000 1771200.00 1900922.69 U.S. Treasuries (including strips) GNII SF MA4900 M 2047-12-20 3.500000 9786910.60 10496162.57 Agency Mortgage-Backed Securities GNII SF MA5018 M 2048-02-20 3.000000 5237260.20 5483069.26 Agency Mortgage-Backed Securities GNII SF MA5020 M 2048-02-20 4.000000 21749063.50 23544257.78 Agency Mortgage-Backed Securities GNII SP 783484 M 2041-09-20 4.500000 3612852.08 4041011.18 Agency Mortgage-Backed Securities 2 3/4 NOTE B 28 2028-02-15 2.750000 17906900.00 20737621.39 U.S. Treasuries (including strips) GNII SP 783464 M 2041-09-20 4.500000 31093827.00 34778849.72 Agency Mortgage-Backed Securities GNII SP 783656 M 2042-05-20 4.000000 27740016.00 30844185.43 Agency Mortgage-Backed Securities GNII SF MA5078 M 2048-03-20 4.000000 20374982.50 22023934.36 Agency Mortgage-Backed Securities FNMS 04.500 CLAL0919 2041-09-01 4.500000 380.57 428.77 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 2048-07-01 4.500000 231782.43 252766.39 Agency Mortgage-Backed Securities GNII SF MA5136 M 2048-04-20 3.500000 23317971.50 25031129.91 Agency Mortgage-Backed Securities GNII SF MA5263 M 2048-03-20 3.500000 23190145.76 24800224.70 Agency Mortgage-Backed Securities 2 7/8 NOTE C 28 2028-05-15 2.875000 587700.00 683789.71 U.S. Treasuries (including strips) FNMS 04.000 CLMA3443 2048-08-01 4.000000 1117691.20 1196310.96 Agency Mortgage-Backed Securities 2 3/4 NOTE AC 23 2023-08-31 2.750000 10129100.00 10909729.31 U.S. Treasuries (including strips) GNMI SF BB7228 X 2047-09-15 4.500000 1194320.29 1324062.89 Agency Mortgage-Backed Securities GNII SP 783195 M 2040-12-20 4.500000 9584519.00 10720179.07 Agency Mortgage-Backed Securities GNII SF MA5397 M 2048-05-20 3.500000 60439841.66 64312007.42 Agency Mortgage-Backed Securities GNII SF MA5529 M 2048-10-20 4.500000 32420585.55 35233557.65 Agency Mortgage-Backed Securities GNMI SF BC8857 X 2047-10-15 4.500000 1088368.54 1218579.86 Agency Mortgage-Backed Securities GNMI SF BD4716 X 2047-10-15 4.500000 2042671.36 2261057.44 Agency Mortgage-Backed Securities GNII SF MA5652 M 2048-12-20 4.500000 3584258.48 3897683.96 Agency Mortgage-Backed Securities GNMI SF BB9846 X 2047-08-15 4.500000 138488.58 154236.53 Agency Mortgage-Backed Securities GNMI SF BC3562 X 2047-08-15 4.500000 759299.63 844042.78 Agency Mortgage-Backed Securities 2 5/8 NOTE T 25 2025-12-31 2.625000 843600.00 947939.59 U.S. Treasuries (including strips) GNII SF MA5709 M 2049-01-20 3.500000 909626.81 973231.96 Agency Mortgage-Backed Securities GNMI SF BC7179 X 2047-10-15 4.500000 1342038.12 1495900.11 Agency Mortgage-Backed Securities GNII SP 783457 M 2041-09-20 4.500000 23874211.41 26703663.58 Agency Mortgage-Backed Securities 3 BOND 49 2049-02-15 3.000000 3904400.00 5255829.29 U.S. Treasuries (including strips) GNII SF MA5817 M 2049-03-20 4.000000 19630416.00 21000270.05 Agency Mortgage-Backed Securities GNII SF MA5876 M 2049-04-20 4.000000 16530462.26 17658802.22 Agency Mortgage-Backed Securities GNMI SF BK2579 X 2048-11-15 4.500000 824145.35 949188.81 Agency Mortgage-Backed Securities 2 1/4 NOTE J 26 2026-03-31 2.250000 100.00 110.08 U.S. Treasuries (including strips) GNII SF MA5930 M 2049-05-20 3.500000 14239771.80 15077489.66 Agency Mortgage-Backed Securities GNII SF MA5933 M 2049-05-20 5.000000 83261820.12 91657340.73 Agency Mortgage-Backed Securities 2 3/8 NOTE C 29 2029-05-15 2.375000 56800.00 64488.68 U.S. Treasuries (including strips) 3 TPRN 49 2049-02-15 0.00 30514300.00 19343197.86 U.S. Treasuries (including strips) GNII SF MA5816 M 2049-03-20 3.500000 4255361.52 4516978.78 Agency Mortgage-Backed Securities GNMI SP 782299 X 2038-03-15 5.000000 10914490.00 12687371.84 Agency Mortgage-Backed Securities 1 3/4 NOTE AP 22 2022-07-15 1.750000 200.00 206.50 U.S. Treasuries (including strips) GNII SF MA6090 M 2049-08-20 3.500000 1136309.11 1202793.92 Agency Mortgage-Backed Securities 2 1/4 BOND 49 2049-08-15 2.250000 8100000.00 9458832.67 U.S. Treasuries (including strips) 1 3/4 NOTE AB 24 2024-07-31 1.750000 157100.00 166603.55 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 2029-08-15 1.625000 2722900.00 2937314.39 U.S. Treasuries (including strips) FNMS 03.000 CLBN7703 2049-08-01 3.000000 2329373.86 2439913.52 Agency Mortgage-Backed Securities GNII SF MA6038 M 2049-07-20 3.000000 1729.97 1809.74 Agency Mortgage-Backed Securities 2 7/8 TPRN 49 2049-05-15 0.00 5808600.00 3660835.30 U.S. Treasuries (including strips) GNII SP 783521 M 2041-11-20 4.000000 37009443.00 41150437.80 Agency Mortgage-Backed Securities 1 1/2 NOTE BK 21 2021-11-30 1.500000 200.00 202.76 U.S. Treasuries (including strips) GNMI SF 681568 X 2038-09-15 5.500000 585.87 691.10 Agency Mortgage-Backed Securities TREASURY BILL 2021-01-28 0.00 57700.00 57692.10 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 2030-01-15 0.125000 202.29 222.33 U.S. Treasuries (including strips) GNII SF MA5377 M 2026-08-20 8.500000 43400.14 44762.18 Agency Mortgage-Backed Securities GNII SF MA6475 M 2050-02-20 3.500000 1295.73 1370.88 Agency Mortgage-Backed Securities TREASURY BILL 2021-02-25 0.00 119300.00 119276.14 U.S. Treasuries (including strips) FNMS 05.000 CLAE0500 2040-10-01 5.000000 404404.84 471240.33 Agency Mortgage-Backed Securities GNII SF MA6600 M 2050-04-20 3.500000 3492883.78 3700306.74 Agency Mortgage-Backed Securities GNMI SF BN9283 X 2049-07-15 4.500000 657974.59 726933.62 Agency Mortgage-Backed Securities GNMI SP 783518 X 2041-12-15 4.000000 256.96 281.32 Agency Mortgage-Backed Securities GNII SF MA6656 M 2050-05-20 3.000000 25234.74 26525.16 Agency Mortgage-Backed Securities GNMI SF BC3744 X 2047-09-15 4.500000 1490371.98 1654605.01 Agency Mortgage-Backed Securities GNMI SF BD4242 X 2047-09-15 4.500000 1094042.05 1219104.18 Agency Mortgage-Backed Securities GNMI SP 783516 X 2040-10-15 4.000000 31319913.00 33919723.30 Agency Mortgage-Backed Securities 1 1/4 BOND 50 2050-05-15 1.250000 100.00 92.18 U.S. Treasuries (including strips) FEPC 02.000 CLSD8079 2050-07-01 2.000000 21677904.39 22566874.30 Agency Mortgage-Backed Securities GNII SF MA6710 M 2050-06-20 3.000000 485081839.33 509376516.50 Agency Mortgage-Backed Securities BILL 06/17/21 2021-06-17 0.00 100.00 99.95 U.S. Treasuries (including strips) CASH MGMTBILL 2020-12-08 0.00 3200.00 3199.96 U.S. Treasuries (including strips) GNII SF MA2924 M 2030-03-20 2.000000 309651.43 322090.47 Agency Mortgage-Backed Securities GNII SF MA4491 M 2029-04-20 6.500000 113706.57 120880.67 Agency Mortgage-Backed Securities GNII SF MA6541 M 2050-02-20 3.000000 20931.75 21896.84 Agency Mortgage-Backed Securities GNII SF MA6820 M 2050-08-20 3.000000 992.79 1047.09 Agency Mortgage-Backed Securities 1 1/8 BOND 40 2040-08-15 1.125000 6601300.00 6356794.84 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 2030-08-15 0.625000 19699700.00 19350764.25 U.S. Treasuries (including strips) GNII SF MA6819 M 2050-08-20 2.500000 13195009.02 13917750.98 Agency Mortgage-Backed Securities GNII SF MA6865 M 2050-09-20 2.500000 9707201.91 10238903.11 Agency Mortgage-Backed Securities GNII SF MA6866 M 2050-07-20 3.000000 26999094.37 28357544.80 Agency Mortgage-Backed Securities 0 1/4 NOTE AD 25 2025-09-30 0.250000 97700.00 97233.97 U.S. Treasuries (including strips) FNMS 02.500 CLMA4183 2050-11-01 2.500000 12440412.99 13074872.67 Agency Mortgage-Backed Securities GNII SF MA6931 M 2050-10-20 2.500000 9294407.92 9803545.26 Agency Mortgage-Backed Securities GNII FS MA4682 M 2047-04-20 4.000000 69186.20 71731.16 Agency Mortgage-Backed Securities GNII SF MA5120 M 2027-08-20 8.000000 41794.02 47155.50 Agency Mortgage-Backed Securities GNII SF MA6994 M 2050-11-20 2.000000 21667543.00 22654003.64 Agency Mortgage-Backed Securities GNII SF MA6995 M 2050-11-20 2.500000 255383830.00 268746505.10 Agency Mortgage-Backed Securities GNMI SF BB8989 X 2047-09-15 4.500000 1210377.46 1339343.18 Agency Mortgage-Backed Securities GNMI SF BC9877 X 2047-10-15 4.500000 199337.51 220138.58 Agency Mortgage-Backed Securities GNII SF BM5079 C 2050-11-20 2.500000 1005894.00 1072247.69 Agency Mortgage-Backed Securities GNII SF BM5181 C 2050-11-20 2.500000 1622170.00 1711035.54 Agency Mortgage-Backed Securities GNMI SF BT9370 X 2050-04-15 4.500000 1201184.95 1330009.63 Agency Mortgage-Backed Securities GNII SF BV9205 C 2050-07-20 3.000000 1087551.32 1167310.88 Agency Mortgage-Backed Securities GNII SF BW1419 C 2050-10-20 2.500000 1245529.34 1313759.30 Agency Mortgage-Backed Securities GNII SF BW4237 C 2050-09-20 3.000000 996.54 1099.26 Agency Mortgage-Backed Securities GNII SF BX9962 C 2050-10-20 3.000000 1672716.00 1808790.89 Agency Mortgage-Backed Securities GNII SF BY1346 C 2050-09-20 2.500000 1292845.71 1400609.43 Agency Mortgage-Backed Securities GNII SF BZ7630 C 2050-11-20 2.500000 2140272.00 2257520.14 Agency Mortgage-Backed Securities Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 2500000000.00 2500000000.00 0.0170 N Y Y N BANK OF NOVA SCOTIA NYA/ REPO BANK OF NOVA SCOTIA NYA/ REPO 0.100000% 0000814020 972KNC009 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash N N FNMS 04.500 CL931843 2039-08-01 4.500000 54.88 61.53 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0641 2031-02-01 4.000000 117.91 127.34 Agency Mortgage-Backed Securities FNMS 06.500 CL995941 2039-07-01 6.500000 43.94 53.42 Agency Mortgage-Backed Securities FNMS 04.500 CLAL2067 2041-01-01 4.500000 272.86 307.60 Agency Mortgage-Backed Securities FNMS 04.500 CIAH5621 2026-02-01 4.500000 292635.51 316993.02 Agency Mortgage-Backed Securities FNMS 03.000 CLAL2860 2042-12-01 3.000000 392.53 424.44 Agency Mortgage-Backed Securities 04.000 FGPC G06943 G 2042-03-01 4.000000 125347.83 139462.15 Agency Mortgage-Backed Securities 03.000 FGPC C91557 G 2032-09-01 3.000000 18488855.53 19431725.54 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1463 2043-06-01 3.500000 3002.87 3273.46 Agency Mortgage-Backed Securities FNMS 05.500 CT256103 2026-02-01 5.500000 755.59 846.13 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0038 2043-07-01 3.000000 396.28 421.33 Agency Mortgage-Backed Securities FNMS 03.000 CLAU1632 2043-07-01 3.000000 411.28 439.75 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1652 2033-11-01 3.500000 312.48 338.25 Agency Mortgage-Backed Securities 04.500 FGPC D98602 G 2031-03-01 4.500000 372210.77 412933.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAK4660 2042-03-01 4.000000 259.77 284.10 Agency Mortgage-Backed Securities FNMS 03.000 CLMA1430 2043-04-01 3.000000 394.43 420.11 Agency Mortgage-Backed Securities 2 NOTE L 21 2021-05-31 2.000000 40956400.00 41345240.06 U.S. Treasuries (including strips) FNMS 03.500 CRAO5261 2042-06-01 3.500000 316.25 344.85 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2496 2042-02-01 4.000000 687541.69 752856.93 Agency Mortgage-Backed Securities FNMS 03.500 CTAQ3405 2032-11-01 3.500000 335.07 356.49 Agency Mortgage-Backed Securities 2 NOTE B 25 2025-02-15 2.000000 38969900.00 41959406.41 U.S. Treasuries (including strips) FNMS 04.500 CLAS2511 2044-05-01 4.500000 845.97 951.74 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ9618 2042-03-01 4.000000 14538.10 15798.88 Agency Mortgage-Backed Securities 2 NOTE N 22 2022-07-31 2.000000 35838300.00 37175693.42 U.S. Treasuries (including strips) FNMS 04.000 CLAK8483 2042-04-01 4.000000 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Treasuries (including strips) FCFR 01LI E 21/05 2021-05-25 0.420130 145000.00 145204.21 Agency Mortgage-Backed Securities GNMI SP 780966 X 2025-08-15 9.000000 1.34 1.35 Agency Mortgage-Backed Securities 1 TRIB 49 2049-02-15 1.000000 103.42 144.19 U.S. Treasuries (including strips) US TREASURY FRN 2021-04-30 0.224018 35300.00 35326.29 U.S. Treasuries (including strips) FNMS 04.500 CLCA2418 2048-10-01 4.500000 607.35 675.51 Agency Mortgage-Backed Securities 2 3/8 NOTE K 26 2026-04-30 2.375000 200.00 221.32 U.S. Treasuries (including strips) FNMS 05.000 CIAD2763 2025-02-01 5.000000 66626.13 70700.17 Agency Mortgage-Backed Securities TVIN 03/15/30 2030-03-15 0.00 2000.00 1737.09 Agency Mortgage-Backed Securities TVIN 09/15/30 2030-09-15 0.00 17000.00 14607.05 Agency Mortgage-Backed Securities TVIN 09/15/34 2034-09-15 0.00 14000.00 10755.30 Agency Mortgage-Backed Securities TVIN 03/15/37 2037-03-15 0.00 17000.00 12136.81 Agency Mortgage-Backed Securities TVIN 09/15/44 2044-09-15 0.00 153000.00 86411.34 Agency Mortgage-Backed Securities TVIN 09/15/46 2046-09-15 0.00 17000.00 9028.36 Agency Mortgage-Backed Securities TVIN 03/15/51 2051-03-15 0.00 17000.00 7756.98 Agency Mortgage-Backed Securities TVIN 09/15/59 2059-09-15 0.00 5000.00 1667.81 Agency Mortgage-Backed Securities TVIN 09/15/61 2061-09-15 0.00 17000.00 5081.61 Agency Mortgage-Backed Securities TVIN 03/15/62 2062-03-15 0.00 17000.00 5656.29 Agency Mortgage-Backed Securities TVIN 09/15/62 2062-09-15 0.00 17000.00 5571.12 Agency Mortgage-Backed Securities TVIN 03/15/63 2063-03-15 0.00 17000.00 5451.39 Agency Mortgage-Backed Securities TVIN 09/15/63 2063-09-15 0.00 17000.00 5433.37 Agency Mortgage-Backed Securities TVIN 03/15/64 2064-03-15 0.00 17000.00 5358.40 Agency Mortgage-Backed Securities TVIN 09/15/64 2064-09-15 0.00 17000.00 5246.88 Agency Mortgage-Backed Securities TVIN 03/15/65 2065-03-15 0.00 17000.00 5219.00 Agency Mortgage-Backed Securities TVIN 09/15/65 2065-09-15 0.00 17000.00 5126.69 Agency Mortgage-Backed Securities 1 3/4 NOTE AB 24 2024-07-31 1.750000 2000.00 2120.99 U.S. Treasuries (including strips) FNMS 06.500 CL323979 2029-04-01 6.500000 473.25 537.26 Agency Mortgage-Backed Securities 1 3/4 NOTE AA 24 2024-06-30 1.750000 100.00 106.10 U.S. Treasuries (including strips) US TREASURY FRN 2021-10-31 0.385018 24600.00 24672.96 U.S. Treasuries (including strips) 1 /38 NOTE T 22 2022-10-15 1.375000 4302800.00 4407988.99 U.S. Treasuries (including strips) 08.000 FRPC G80227 G 2030-11-15 8.000000 37.29 38.45 Agency Mortgage-Backed Securities FNMS 07.000 CL252498 2029-06-01 7.000000 11.16 13.10 Agency Mortgage-Backed Securities TVIN 03/15/27 2027-03-15 0.00 15000.00 13995.15 Agency Mortgage-Backed Securities TVIN 09/15/29 2029-09-15 0.00 17000.00 14991.57 Agency Mortgage-Backed Securities TVIN 09/15/35 2035-09-15 0.00 17000.00 12651.66 Agency Mortgage-Backed Securities TVIN 03/15/38 2038-03-15 0.00 17000.00 11799.27 Agency Mortgage-Backed Securities TVIN 03/15/45 2045-03-15 0.00 17000.00 9394.20 Agency Mortgage-Backed Securities TVIN 03/15/49 2049-03-15 0.00 17000.00 8353.46 Agency Mortgage-Backed Securities 1 1/2 NOTE AG 24 2024-11-30 1.500000 23136200.00 24255806.99 U.S. Treasuries (including strips) TREASURY BILL 2021-01-28 0.00 1800.00 1799.75 U.S. Treasuries (including strips) 0 1/8 TRIN A 30 2030-01-15 0.125000 305258.63 335503.27 U.S. Treasuries (including strips) FNMS 08.000 CL404952 2027-12-01 8.000000 13.45 13.60 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN7890 2027-12-01 3.060000 1182.00 1287.35 Agency Mortgage-Backed Securities TVIN 03/15/52 2052-03-15 0.00 17000.00 7401.58 Agency Mortgage-Backed Securities 1 1/8 NOTE AX 22 2022-02-28 1.125000 100.00 101.52 U.S. Treasuries (including strips) 1.625 FHLB 27 2U 2027-03-12 1.625000 7705000.00 8167075.27 Agency Mortgage-Backed Securities GNMI SF 479229 X 2030-03-15 8.000000 1903.25 2045.94 Agency Mortgage-Backed Securities GNMI SP 780205 X 2023-04-15 8.500000 1.16 1.17 Agency Mortgage-Backed Securities GNMI SP 781324 X 2031-07-15 7.000000 3.17 3.79 Agency Mortgage-Backed Securities TREASURY BILL 2021-04-22 0.00 1600.00 1599.41 U.S. Treasuries (including strips) 0 1/4 NOTE AL 23 2023-04-15 0.250000 25400.00 25456.59 U.S. Treasuries (including strips) GNMI SF 674444 X 2037-09-15 6.000000 31.79 37.41 Agency Mortgage-Backed Securities GNMI SF 479341 X 2030-05-15 8.000000 49.03 51.01 Agency Mortgage-Backed Securities TREASURY BILL 2021-01-07 0.00 100.00 99.99 U.S. Treasuries (including strips) FEPC 03.500 CIQN2892 2035-07-01 3.500000 911.50 967.95 Agency Mortgage-Backed Securities GNII SF MA4266 M 2047-02-20 5.500000 1630.06 1912.04 Agency Mortgage-Backed Securities 0 1/4 NOTE AC 25 2025-08-31 0.250000 2100.00 2091.58 U.S. Treasuries (including strips) MNAR XX.XXX HYBL8336 2030-09-01 1.420000 1000.00 1012.30 Agency Mortgage-Backed Securities GNMI SF 606256 X 2036-04-15 6.000000 52.46 62.88 Agency Mortgage-Backed Securities GNII SF 618382 C 2021-09-20 3.500000 22.10 23.32 Agency Mortgage-Backed Securities 06.500 FGPC A52052 G 2036-09-01 6.500000 20.06 22.65 Agency Mortgage-Backed Securities 0.375 FMNT GB 25 X3 2025-09-23 0.375000 458000.00 455569.89 Agency Mortgage-Backed Securities CASH MGMTBILL 2021-04-27 0.00 4029600.00 4027867.27 U.S. Treasuries (including strips) 06.500 FGPC A46653 G 2035-08-01 6.500000 59.00 66.31 Agency Mortgage-Backed Securities 06.500 FGPC C26472 G 2029-05-01 6.500000 79.56 89.42 Agency Mortgage-Backed Securities FNMS 06.000 CL688233 2033-02-01 6.000000 36.57 42.63 Agency Mortgage-Backed Securities GNMI SF 476376 X 2028-06-15 7.000000 184.96 205.74 Agency Mortgage-Backed Securities 0 7/8 NOTE F 30 2030-11-15 0.875000 100.00 100.35 U.S. Treasuries (including strips) 0 1/8 NOTE BK 22 2022-11-30 0.125000 1000000.00 999410.00 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 250000000.00 250000000.00 0.0017 N Y Y N BNP REPO BNP REPO 0.100000% 986PPK002 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash N N 2 1/4 NOTE E 27 2027-08-15 2.250000 500000000.00 558270480.00 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 2027-10-31 0.500000 217000000.00 215326080.00 U.S. Treasuries (including strips) 0 1/8 NOTE BK 22 2022-11-30 0.125000 429000000.00 428752920.00 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 2027-11-30 0.625000 925000000.00 925631640.00 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 2025-11-30 0.375000 676783400.00 677018880.00 U.S. Treasuries (including strips) Y 2020-12-01 2020-12-01 2020-12-01 N N N 0.0010 2750000000.00 2750000000.00 0.0187 N Y Y N Wells Fargo Funds Trust 2020-12-04 David Berardi David Berardi Assistant Treasurer