0001145549-19-049953.txt : 20191206 0001145549-19-049953.hdr.sgml : 20191206 20191206100457 ACCESSION NUMBER: 0001145549-19-049953 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191129 FILED AS OF DATE: 20191206 DATE AS OF CHANGE: 20191206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST CENTRAL INDEX KEY: 0000822977 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 191271959 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000009242 Financial Square Government Fund C000025196 Institutional Shares FGTXX C000025197 Administration Shares FOAXX C000025198 Service Shares FOSXX C000025199 Preferred Shares GPGXX C000025200 Select Shares GSGXX C000025201 Capital Shares GCGXX C000088802 Cash Management Shares GVCXX C000088803 Premier Shares GGPXX C000088804 Resource Shares GVRXX C000166882 Class A Shares FSOXX C000166883 Class C Shares FSGXX C000167141 Class R6 Shares FGGXX C000214495 Drexel Hamilton Class Shares VETXX N-MFP2 1 primary_doc.xml N-MFP2 0000822977 XXXXXXXX 2019-11-29 0000822977 549300BRJMXN4GUWZ402 S000009242 13 N N 033-17619 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman Sachs & Co. LLC 0000734700 084-01100 N N N Exempt Government N 38 98 63556651489.03 66007301617.92 59569869449.47 57995719771.83 60985050795.45 81561576544.45 85221422976.47 84242417214.98 83963168303.20 90933968273.13 0.5787 0.5759 0.5263 0.4962 0.5030 0.7426 0.7435 0.7443 0.7184 0.7501 294867307.96 120869880893.28 120854055824.32 87311186.56 2221092798.86 119015141519.98 119006079516.3300 1.0000 0.0170 1.0003 1.0003 1.0003 1.0002 1.0002 C000025196 10000000.00 106733729112.56 106725602235.3400 1.0003 1.0003 1.0003 1.0002 1.0002 19969833876.23 19386431953.69 21093692320.79 14224344859.47 15585298105.90 19565105518.68 21443238212.57 16136887776.04 18554712477.75 15930842139.93 79982767736.94 71542597831.35 0.0153 N C000025197 10000000.00 6643999575.91 6643493691.1300 1.0003 1.0003 1.0003 1.0002 1.0002 387442697.60 632695267.39 371192257.36 277303493.26 1777834369.89 362178563.80 566109616.41 1055082359.63 400213812.18 390588749.17 3179504751.95 2209226726.98 0.0128 N C000025198 10000000.00 838174410.71 838110590.7600 1.0003 1.0003 1.0003 1.0002 1.0002 53487458.75 29453201.34 27545708.13 45292097.73 44457793.87 92567686.86 139477112.26 47954011.14 47635262.68 53239819.19 268962400.61 248684227.98 0.0103 N C000025199 10000000.00 1076070025.04 1075988091.3500 1.0003 1.0003 1.0003 1.0002 1.0002 65575813.14 77559478.35 58808906.73 51362168.19 36613610.31 204475855.41 150497599.05 180385740.33 246683260.80 29888195.45 501277951.64 483887985.69 0.0143 N C000025200 10000000.00 425924201.73 425891771.1700 1.0003 1.0003 1.0003 1.0002 1.0002 25376301.92 16222245.30 9377799.20 26710816.41 8236020.55 22016978.54 35135927.46 19065250.11 70104769.45 63848004.17 124554896.14 134232275.76 0.0150 N C000025201 10000000.00 1550011998.50 1549893978.1000 1.0003 1.0003 1.0003 1.0002 1.0002 191654627.15 252146380.32 194685239.89 129089660.06 173189865.41 228332260.15 207685150.22 221777705.93 210573062.74 287859923.77 828529746.53 887638236.31 0.0138 N C000088802 10000000.00 129775043.72 129765162.4400 1.0003 1.0003 1.0003 1.0002 1.0002 4460207.61 14488203.03 10214480.35 2805670.48 1452552.47 12901815.23 3906438.97 3938166.21 3353428.31 9808495.88 20001119.58 32378009.71 0.0073 N C000088803 10000000.00 190621837.59 190607323.3400 1.0003 1.0003 1.0003 1.0002 1.0002 8383288.67 7428579.19 10623581.47 15391453.38 10298517.08 10336352.23 6834458.59 12198043.63 5629594.30 6796914.38 35876232.44 45362929.48 0.0118 N C000088804 10000000.00 67363939.70 67358810.5000 1.0003 1.0003 1.0003 1.0002 1.0002 1376327.81 2894407.87 433776.70 798982.52 477642.60 1177248.44 1982609.94 285479.45 340238.27 3463986.47 4569058.96 5732036.85 0.0088 N C000166882 1000.00 329486298.68 329461211.0800 1.0003 1.0003 1.0003 1.0002 1.0002 11485767.27 2988684.70 15201857.21 4336373.80 13956654.04 6698498.25 6836778.97 4286433.66 8442738.40 2915350.14 48395139.28 19308913.27 0.0128 N C000166883 1000.00 4595500.35 4595150.4400 1.0003 1.0003 1.0003 1.0002 1.0002 7410.01 18379.82 8648.16 1636.22 8237.17 1380.70 25671.39 27646.49 26258.62 21374.13 72140.63 52152.37 0.0053 N C000167141 1.00 112680690.73 112672111.0400 1.0003 1.0003 1.0003 1.0002 1.0002 27985502.50 5213149.77 13436450.96 6523543.50 14184115.22 36147056.27 15088091.93 9835680.80 16446242.04 5802780.79 59723651.90 60016214.36 0.0153 N C000214495 10000000.00 912708884.76 912639389.6400 1.0003 1.0003 1.0003 1.0002 1.0002 349578563.65 0.00 169752135.84 120096890.21 270682362.30 82578757.72 72043095.17 282616207.27 156728970.71 0.00 669246012.20 485291855.20 0.0153 N NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1.650000% 1DU7IM20QESYGDO4HO54 0000073076 188307372779156ANO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.00 49060000.00 50041200.00 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 49059926.41 49059926.41 0.0004 N Y Y N NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 1.650000% 1DU7IM20QESYGDO4HO54 0000073076 188307375779156NOR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-03-15 0.00 794480000.00 810369600.00 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 794478808.28 794478808.28 0.0067 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 1.650000% M67H5PRC0NQKM73ZAS82 0000026617 1883075907791561DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-06-30 0.00 73206854.05 74670991.13 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 73206744.24 73206744.24 0.0006 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 1.650000% M67H5PRC0NQKM73ZAS82 0000026617 1883075937791563DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-07-31 0.00 143774509.00 146649999.18 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 143774293.34 143774293.34 0.0012 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 1.650000% M67H5PRC0NQKM73ZAS82 0000026617 1883075967791567DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-03-31 0.00 250612745.00 255624999.90 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 250612369.08 250612369.08 0.0021 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 1.650000% M67H5PRC0NQKM73ZAS82 0000026617 1883075997791564DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.00 172916666.00 176374999.32 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 172916406.63 172916406.63 0.0015 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 1.650000% M67H5PRC0NQKM73ZAS82 0000026617 1883076027791566DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.00 225801466.00 230317495.32 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 225801127.30 225801127.30 0.0019 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 1.650000% M67H5PRC0NQKM73ZAS82 0000026617 1883076057791562DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-07-31 0.00 105269606.00 107374998.12 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 105269448.10 105269448.10 0.0009 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 1.650000% M67H5PRC0NQKM73ZAS82 0000026617 1883076087791565DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 180441176.00 184049999.52 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 180440905.34 180440905.34 0.0015 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 1.650000% M67H5PRC0NQKM73ZAS82 0000026617 1883076117791568DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-01-31 0.00 349520831.03 356511247.65 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 349520306.75 349520306.75 0.0029 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 1.650000% M67H5PRC0NQKM73ZAS82 0000026617 1883076147791560DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.00 553149849.95 564212846.95 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 553149020.23 553149020.23 0.0046 N Y Y N DAIWA CAPITAL MARKETS AMERICA INC. DAIWA CAPITAL MARKETS AMERICA INC. 1.650000% M67H5PRC0NQKM73ZAS82 0000026617 1883076177791569DA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.00 445306296.97 454212422.91 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 445305629.01 445305629.01 0.0037 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 188307938779156IPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.00 168000000.00 171360000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 167999610.24 167999610.24 0.0014 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 188307941779156HPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.00 114950000.00 117249000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 114949733.32 114949733.32 0.0010 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 188307944779156CPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2036-08-15 0.00 30825000.00 31441500.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 30824928.49 30824928.49 0.0003 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 1883079477791565PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.00 18843750.00 19220625.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 18843706.28 18843706.28 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 1883079507791567PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.00 22837500.00 23294250.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 22837447.02 22837447.02 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 1883079537791566PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.00 21408750.00 21836925.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 21408700.33 21408700.33 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 1883079567791564PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.00 13475000.00 13744500.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 13474968.74 13474968.74 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 188307959779156GPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.00 89250000.00 91035000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 89249792.94 89249792.94 0.0007 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 1883079627791569PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2035-02-15 0.00 27075000.00 27616500.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 27074937.19 27074937.19 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 188307965779156BPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.00 29375000.00 29962500.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 29374931.85 29374931.85 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 188307968779156PRU U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.00 172000000.00 175440000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 171999600.96 171999600.96 0.0014 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 188307971779156APR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.00 29000000.00 29580000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 28999932.72 28999932.72 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 1883079747791560PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-11-15 0.00 28812500.00 29388750.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 28812433.16 28812433.16 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 1883079777791568PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.00 24337500.00 24824250.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 24337443.54 24337443.54 0.0002 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 1883079807791563PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 12155000.00 12398100.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 12154971.80 12154971.80 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 1883079837791562PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.00 10467500.00 10676850.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 10467475.72 10467475.72 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 1883079867791561PR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 7863750.00 8021025.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 7863731.76 7863731.76 0.0001 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 188307989779156DPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.00 49556250.00 50547375.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 49556135.03 49556135.03 0.0004 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 188307992779156FPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.00 53000000.00 54060000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 52999877.04 52999877.04 0.0004 N Y Y N PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 1.640000% X574KRZ6V5A7UBU45C31 0000729057 188307995779156EPR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2036-05-15 0.00 51750000.00 52785000.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 51749879.94 51749879.94 0.0004 N Y Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.662001% 3130ADKQ4 US3130ADKQ40 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-04 2020-01-30 2020-01-30 N N N 0.0177 1754653650.77 1754653650.77 0.0147 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.742000% 3130AFTV9 US3130AFTV91 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-04 2020-08-04 2020-08-04 N N N 0.0173 477741493.02 477741493.02 0.0040 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.089001% 3130AG4K8 US3130AG4K80 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-19 2021-03-19 2021-03-19 N N N 0.0186 491894075.83 491894075.83 0.0041 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.680001% 3130AG5J0 US3130AG5J09 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-27 2019-12-27 2019-12-27 N N N 0.0171 1433169773.81 1433169773.81 0.0120 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.750000% 3130AG5N1 US3130AG5N11 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2020-01-07 2020-01-07 N N N 0.0172 477780835.44 477780835.44 0.0040 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 2.029000% 3130AG6J9 US3130AG6J99 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-01 2021-04-01 2021-04-01 N N N 0.0187 993106027.58 993106027.58 0.0083 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.692000% 3130AG7H2 US3130AG7H25 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-21 2020-01-21 2020-01-21 N N N 0.0172 649954773.00 649954773.00 0.0055 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.728000% 3130AG7J8 US3130AG7J80 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-10 2020-01-10 2020-01-10 N N N 0.0172 1348428731.78 1348428731.78 0.0113 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.744999% 3130AH6S7 US3130AH6S70 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-27 2020-03-27 2020-03-27 N N N 0.0166 490134710.80 490134710.80 0.0041 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.831000% 3130AH7M9 US3130AH7M91 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-01 2020-05-01 2020-05-01 N N N 0.0166 593210918.24 593210918.24 0.0050 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.815998% 3130AHAN3 US3130AHAN33 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-06 2020-04-06 2020-04-06 N N N 0.0166 745216072.35 745216072.35 0.0063 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 1.834999% 3130AHB44 US3130AHB448 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2020-10-07 2020-10-07 N N N 0.0170 2843700141.58 2843700141.58 0.0239 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000% 313312QR4 US313312QR43 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-18 2019-12-18 2019-12-18 N N N 0.0160 79144384.18 79144384.18 0.0007 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000% 313312RU6 US313312RU62 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-14 2020-01-14 2020-01-14 N N N 0.0162 55294785.98 55294785.98 0.0005 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000% 313312SB7 US313312SB72 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-21 2020-01-21 2020-01-21 N N N 0.0162 91597275.31 91597275.31 0.0008 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000% 313312SD3 US313312SD39 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-23 2020-01-23 2020-01-23 N N N 0.0162 24643272.25 24643272.25 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000% 313312SL5 US313312SL54 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-30 2020-01-30 2020-01-30 N N N 0.0162 49570490.25 49570490.25 0.0004 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000% 313312WZ9 US313312WZ94 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-18 2020-05-18 2020-05-18 N N N 0.0163 26302133.25 26302133.25 0.0002 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 5.340000% 313384QH5 US313384QH55 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-10 2019-12-10 2019-12-10 N N N 0.0160 372569141.30 372569141.30 0.0031 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384QK8 US313384QK84 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-12 2019-12-12 2019-12-12 N N N 0.0160 481988367.24 481988367.24 0.0040 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384QL6 US313384QL67 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-13 2019-12-13 2019-12-13 N N N 0.0160 989522047.80 989522047.80 0.0083 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384QQ5 US313384QQ54 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-17 2019-12-17 2019-12-17 N N N 0.0160 217656615.73 217656615.73 0.0018 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384RA9 US313384RA93 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-27 2019-12-27 2019-12-27 N N N 0.0160 139846389.20 139846389.20 0.0012 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384RH4 US313384RH47 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-03 2020-01-03 2020-01-03 N N N 0.0161 62910960.21 62910960.21 0.0005 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384RP6 US313384RP62 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-09 2020-01-09 2020-01-09 N N N 0.0161 2645795017.67 2645795017.67 0.0222 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384RQ4 US313384RQ46 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-10 2020-01-10 2020-01-10 N N N 0.0161 532880529.50 532880529.50 0.0045 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384RW1 US313384RW14 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-16 2020-01-16 2020-01-16 N N N 0.0162 393616130.00 393616130.00 0.0033 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384RX9 US313384RX96 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-17 2020-01-17 2020-01-17 N N N 0.0162 850867798.16 850867798.16 0.0071 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384SC4 US313384SC41 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-22 2020-01-22 2020-01-22 N N N 0.0162 489694473.00 489694473.00 0.0041 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384SD2 US313384SD24 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-23 2020-01-23 2020-01-23 N N N 0.0162 1320460357.26 1320460357.26 0.0111 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384SH3 US313384SH38 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-27 2020-01-27 2020-01-27 N N N 0.0162 1653799466.19 1653799466.19 0.0139 N N Y N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384SL4 US313384SL40 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-30 2020-01-30 2020-01-30 N N N 0.0162 1167097795.84 1167097795.84 0.0098 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384SM2 US313384SM23 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-31 2020-01-31 2020-01-31 N N N 0.0162 225201630.00 225201630.00 0.0019 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384SR1 US313384SR10 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-04 2020-02-04 2020-02-04 N N N 0.0163 974530100.34 974530100.34 0.0082 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384SS9 US313384SS92 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-05 2020-02-05 2020-02-05 N N N 0.0163 120141917.64 120141917.64 0.0010 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384ST7 US313384ST75 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-06 2020-02-06 2020-02-06 N N N 0.0163 1234268830.79 1234268830.79 0.0104 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384SU4 US313384SU49 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-07 2020-02-07 2020-02-07 N N N 0.0163 475180790.05 475180790.05 0.0040 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384TG4 US313384TG46 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-19 2020-02-19 2020-02-19 N N N 0.0163 492564458.33 492564458.33 0.0041 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384TH2 US313384TH29 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-20 2020-02-20 2020-02-20 N N N 0.0163 494336086.68 494336086.68 0.0042 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384TR0 US313384TR01 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-28 2020-02-28 2020-02-28 N N N 0.0163 495155787.22 495155787.22 0.0042 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384TX7 US313384TX78 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-05 2020-03-05 2020-03-05 N N N 0.0163 496815705.56 496815705.56 0.0042 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 0.000000% 313384UL1 US313384UL12 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-18 2020-03-18 2020-03-18 N N N 0.0163 1920622720.31 1920622720.31 0.0161 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FEDERAL HOME LOAN MORTGAGE CORPORATION 0.000000% 313396RP0 S6XOOCT0IEG5ABCC6L87 US313396RP01 0001026214 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-09 2020-01-09 2020-01-09 N N N 0.0161 29450489.27 29450489.27 0.0002 N N Y N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.696108% 3133EH2K8 US3133EH2K86 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-11-12 2020-11-12 N N N 0.0181 14685955.77 14685955.77 0.0001 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.770001% 3133EH2M4 US3133EH2M43 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-11-12 2020-11-12 N N N 0.0167 54051209.82 54051209.82 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.641107% 3133EH4C4 US3133EH4C43 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-26 2019-12-26 N N N 0.0168 98598170.97 98598170.97 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.789999% 3133EJGC7 US3133EJGC72 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-03-13 2020-03-13 N N N 0.0177 24601350.05 24601350.05 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.636106% 3133EJLK3 US3133EJLK34 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-02-18 2020-02-18 N N N 0.0166 98697770.37 98697770.37 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.850000% 3133EJMQ9 US3133EJMQ94 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-01-30 2020-01-30 N N N 0.0176 88812899.09 88812899.09 0.0007 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.800000% 3133EJN39 US3133EJN395 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-04-30 2020-04-30 N N N 0.0178 24302156.87 24302156.87 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.815001% 3133EJN47 US3133EJN478 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-10-30 2020-10-30 N N N 0.0174 245060345.83 245060345.83 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.869998% 3133EJNP0 US3133EJNP03 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-05-07 2020-05-07 N N N 0.0178 148058066.32 148058066.32 0.0012 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.820002% 3133EJR35 US3133EJR354 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-11-06 2020-11-06 N N N 0.0174 197737800.31 197737800.31 0.0017 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.660000% 3133EJS42 US3133EJS428 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-08-13 2020-08-13 N N N 0.0167 123405765.25 123405765.25 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.904249% 3133EK5T9 US3133EK5T96 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-05 2021-11-05 2021-11-05 N N N 0.0180 93142969.37 93142969.37 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.810001% 3133EK5U6 US3133EK5U69 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-11-08 2021-11-08 N N N 0.0183 117654865.58 117654865.58 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.810001% 3133EKBH8 US3133EKBH87 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-02-26 2021-02-26 N N N 0.0171 98418583.22 98418583.22 0.0008 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.800000% 3133EKCX2 US3133EKCX29 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-03-15 2021-03-15 N N N 0.0171 344682214.32 344682214.32 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.670000% 3133EKDM5 US3133EKDM54 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-03-18 2021-03-18 N N N 0.0163 103359223.96 103359223.96 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.701130% 3133EKFD3 US3133EKFD38 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-29 2020-06-29 2020-06-29 N N N 0.0178 282277921.30 282277921.30 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.789999% 3133EKFF8 US3133EKFF85 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-03-29 2021-03-29 N N N 0.0171 344644148.51 344644148.51 0.0029 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.784999% 3133EKGE0 US3133EKGE02 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-04-08 2021-04-08 N N N 0.0171 246232273.20 246232273.20 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.670000% 3133EKHY5 US3133EKHY56 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-04-23 2021-04-23 N N N 0.0177 245620266.62 245620266.62 0.0021 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.711109% 3133EKHZ2 US3133EKHZ22 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-04-23 2021-04-23 N N N 0.0176 29488667.28 29488667.28 0.0002 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.775002% 3133EKJQ0 US3133EKJQ05 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-02-26 2021-02-26 N N N 0.0171 188746772.29 188746772.29 0.0016 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.694999% 3133ELAC8 US3133ELAC82 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-01-21 2021-01-21 N N N 0.0174 261240959.27 261240959.27 0.0022 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.739999% 3133ELAX2 US3133ELAX20 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-02-25 2021-02-25 N N N 0.0176 282830771.54 282830771.54 0.0024 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORPORATION FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 1.750000% 3133ELBS2 US3133ELBS26 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-11-29 2021-11-29 N N N 0.0179 336667984.50 336667984.50 0.0028 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 1.710000% 3136G4TH6 B1V7KEBTPIMZEU4LTD58 US3136G4TH64 0000310522 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2020-01-30 2020-01-30 N N N 0.0154 124284049.47 124284049.47 0.0010 N N N N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 6903533N5 549300IDY55XMYWXSD28 US6903533N55 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2030-03-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 55000000.00 55000000.00 0.0005 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.959999% 6903533X3 549300IDY55XMYWXSD28 US6903533X38 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2038-09-20 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0196 3926721.58 3926721.58 0.0000 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.959999% 6903534F1 549300IDY55XMYWXSD28 US6903534F13 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2027-09-20 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0196 25000000.00 25000000.00 0.0002 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 6903534J3 549300IDY55XMYWXSD28 US6903534J35 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2025-09-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 10000000.00 10000000.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 6903534U8 549300IDY55XMYWXSD28 US6903534U89 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2026-09-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 24000000.00 24000000.00 0.0002 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 6903534Y0 549300IDY55XMYWXSD28 US6903534Y02 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2030-10-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 13000000.00 13000000.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.959999% 6903535X1 549300IDY55XMYWXSD28 US6903535X10 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2027-06-20 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0196 6250000.00 6250000.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 6903537A9 549300IDY55XMYWXSD28 US6903537A98 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2031-12-20 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 30000000.00 30000000.00 0.0003 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 6903537C5 549300IDY55XMYWXSD28 US6903537C54 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2027-08-13 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 20000000.00 20000000.00 0.0002 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 6903537H4 549300IDY55XMYWXSD28 US6903537H42 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2031-08-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 29995353.90 29995353.90 0.0003 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 6903537L5 549300IDY55XMYWXSD28 US6903537L53 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2024-03-20 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 12598048.64 12598048.64 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 0.000000% 6903537T8 549300IDY55XMYWXSD28 US6903537T89 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-11-17 2020-11-17 2020-11-17 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0190 37034488.44 37034488.44 0.0003 N N N N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353A31 549300IDY55XMYWXSD28 US690353A310 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2031-09-30 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 7434310.00 7434310.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353A49 549300IDY55XMYWXSD28 US690353A492 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2031-09-30 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 18272280.00 18272280.00 0.0002 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353C39 549300IDY55XMYWXSD28 US690353C399 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2031-09-30 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 12539800.00 12539800.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353C47 549300IDY55XMYWXSD28 US690353C472 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2033-05-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 3715648.50 3715648.50 0.0000 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353C96 549300IDY55XMYWXSD28 US690353C969 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2030-01-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 38679245.25 38679245.25 0.0003 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353D38 549300IDY55XMYWXSD28 US690353D389 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2028-11-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 56045454.61 56045454.61 0.0005 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353J57 549300IDY55XMYWXSD28 US690353J576 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2033-12-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 4765025.19 4765025.19 0.0000 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353L21 549300IDY55XMYWXSD28 US690353L218 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2033-12-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 27299018.23 27299018.23 0.0002 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353L62 549300IDY55XMYWXSD28 US690353L622 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2033-12-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 4347650.69 4347650.69 0.0000 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.959999% 690353L96 549300IDY55XMYWXSD28 US690353L960 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2022-11-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0196 16275000.00 16275000.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353M46 549300IDY55XMYWXSD28 US690353M463 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2033-12-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 1330381.10 1330381.10 0.0000 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353M87 549300IDY55XMYWXSD28 US690353M877 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2028-02-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 53163916.81 53163916.81 0.0004 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353N52 549300IDY55XMYWXSD28 US690353N529 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2033-12-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 6747553.89 6747553.89 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.959999% 690353Q59 549300IDY55XMYWXSD28 US690353Q597 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2040-07-07 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0196 29874345.80 29874345.80 0.0003 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353Q67 549300IDY55XMYWXSD28 US690353Q670 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2033-12-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 1748354.27 1748354.27 0.0000 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353Q75 549300IDY55XMYWXSD28 US690353Q753 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2031-09-02 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 10720600.00 10720600.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353S32 549300IDY55XMYWXSD28 US690353S320 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2028-09-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 42993340.59 42993340.59 0.0004 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.959999% 690353T23 549300IDY55XMYWXSD28 US690353T237 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2023-11-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0196 10000000.00 10000000.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353T72 549300IDY55XMYWXSD28 US690353T724 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2026-12-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 27995663.64 27995663.64 0.0002 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.959999% 690353V46 549300IDY55XMYWXSD28 US690353V464 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2040-07-07 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0196 8492707.00 8492707.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353VV6 549300IDY55XMYWXSD28 US690353VV66 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2026-07-09 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 106650000.00 106650000.00 0.0009 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353W37 549300IDY55XMYWXSD28 US690353W371 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2025-06-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 17000000.00 17000000.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353W52 549300IDY55XMYWXSD28 US690353W520 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2023-06-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 24996128.25 24996128.25 0.0002 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353W94 549300IDY55XMYWXSD28 US690353W942 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2031-09-02 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 6529820.00 6529820.00 0.0001 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353XQ5 549300IDY55XMYWXSD28 US690353XQ53 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2025-07-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 46575001.69 46575001.69 0.0004 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353YR2 549300IDY55XMYWXSD28 US690353YR28 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2021-02-15 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y UNITED STATES OF AMERICA 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N 0.0199 232475.40 232475.40 0.0000 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.959999% 690353Z83 549300IDY55XMYWXSD28 US690353Z838 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2040-07-07 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0196 4496139.00 4496139.00 0.0000 N N Y N OVERSEAS PRIVATE INVESTMENT CORPORATION OVERSEAS PRIVATE INVESTMENT CORPORATION 1.989998% 690353ZP5 549300IDY55XMYWXSD28 US690353ZP52 U.S. Government Agency Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2031-09-30 Y UNITED STATES OF AMERICA 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0199 11375390.00 11375390.00 0.0001 N N Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796RT8 254900HROIFWPRGM1V77 US912796RT85 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0158 289210971.63 289210971.63 0.0024 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796SD2 254900HROIFWPRGM1V77 US912796SD25 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-27 2020-02-27 2020-02-27 N N N 0.0158 2081224093.00 2081224093.00 0.0175 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796SH3 254900HROIFWPRGM1V77 US912796SH39 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-26 2020-03-26 2020-03-26 N N N 0.0159 814732725.63 814732725.63 0.0068 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796SM2 254900HROIFWPRGM1V77 US912796SM24 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-04-23 2020-04-23 2020-04-23 N N N 0.0159 15900376.64 15900376.64 0.0001 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796SW0 254900HROIFWPRGM1V77 US912796SW06 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-12 2019-12-12 2019-12-12 N N N 0.0160 49978055.50 49978055.50 0.0004 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TA7 254900HROIFWPRGM1V77 US912796TA76 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-09 2020-01-09 2020-01-09 N N N 0.0159 2153459.52 2153459.52 0.0000 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TC3 254900HROIFWPRGM1V77 US912796TC33 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-23 2020-01-23 2020-01-23 N N N 0.0159 2195058.56 2195058.56 0.0000 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TF6 254900HROIFWPRGM1V77 US912796TF63 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-13 2020-02-13 2020-02-13 N N N 0.0158 949491757.35 949491757.35 0.0080 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TG4 254900HROIFWPRGM1V77 US912796TG47 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-20 2020-02-20 2020-02-20 N N N 0.0158 685710765.42 685710765.42 0.0058 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TH2 254900HROIFWPRGM1V77 US912796TH20 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-05 2020-03-05 2020-03-05 N N N 0.0159 4571316714.09 4571316714.09 0.0384 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TK5 254900HROIFWPRGM1V77 US912796TK58 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-12 2020-03-12 2020-03-12 N N N 0.0159 24392428.10 24392428.10 0.0002 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TM1 254900HROIFWPRGM1V77 US912796TM15 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-04-02 2020-04-02 2020-04-02 N N N 0.0158 1000417279.15 1000417279.15 0.0084 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TQ2 254900HROIFWPRGM1V77 US912796TQ29 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-04-09 2020-04-09 2020-04-09 N N N 0.0160 1399445802.41 1399445802.41 0.0118 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TR0 254900HROIFWPRGM1V77 US912796TR02 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-04-16 2020-04-16 2020-04-16 N N N 0.0158 1386023017.00 1386023017.00 0.0116 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TT6 254900HROIFWPRGM1V77 US912796TT67 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-07 2020-05-07 2020-05-07 N N N 0.0159 4262601468.31 4262601468.31 0.0358 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796TW9 254900HROIFWPRGM1V77 US912796TW96 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-28 2020-05-28 2020-05-28 N N N 0.0161 378618856.85 378618856.85 0.0032 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796WG0 254900HROIFWPRGM1V77 US912796WG00 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-03 2019-12-03 2019-12-03 N N N 0.0161 255338721.19 255338721.19 0.0021 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796WH8 254900HROIFWPRGM1V77 US912796WH82 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-10 2019-12-10 2019-12-10 N N N 0.0160 402058783.56 402058783.56 0.0034 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796WJ4 254900HROIFWPRGM1V77 US912796WJ49 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-17 2019-12-17 2019-12-17 N N N 0.0161 47768581.54 47768581.54 0.0004 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796WM7 254900HROIFWPRGM1V77 US912796WM77 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-07 2020-01-07 2020-01-07 N N N 0.0158 99844.50 99844.50 0.0000 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796WN5 254900HROIFWPRGM1V77 US912796WN50 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-14 2020-01-14 2020-01-14 N N N 0.0159 798504.55 798504.55 0.0000 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 0.000000% 912796WQ8 254900HROIFWPRGM1V77 US912796WQ81 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-28 2020-01-28 2020-01-28 N N N 0.0159 1353112600.42 1353112600.42 0.0114 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.875000% 9128283N8 254900HROIFWPRGM1V77 US9128283N82 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-31 2019-12-31 2019-12-31 N N N 0.0174 100009.54 100009.54 0.0000 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.000000% 9128283S7 254900HROIFWPRGM1V77 US9128283S79 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-01-31 2020-01-31 2020-01-31 N N N 0.0167 120662504.57 120662504.57 0.0010 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.250000% 9128283Y4 254900HROIFWPRGM1V77 US9128283Y48 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-29 2020-02-29 2020-02-29 N N N 0.0173 144519160.88 144519160.88 0.0012 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.250000% 9128284C1 254900HROIFWPRGM1V77 US9128284C19 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0169 435915812.50 435915812.50 0.0037 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.375000% 9128284J6 254900HROIFWPRGM1V77 US9128284J61 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0168 840056031.25 840056031.25 0.0071 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 2.500000% 9128284Q0 254900HROIFWPRGM1V77 US9128284Q05 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0168 164051047.69 164051047.69 0.0014 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.681106% 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-01-31 2021-01-31 N N N 0.0172 1263278783.60 1263278783.60 0.0106 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.705108% 9128286Q8 254900HROIFWPRGM1V77 US9128286Q86 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-01 2021-04-30 2021-04-30 N N N 0.0176 1285078164.09 1285078164.09 0.0108 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.786108% 9128287G9 254900HROIFWPRGM1V77 US9128287G95 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2021-07-31 2021-07-31 N N N 0.0177 3542644323.00 3542644323.00 0.0298 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.375000% 912828J84 254900HROIFWPRGM1V77 US912828J843 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0168 168435351.98 168435351.98 0.0014 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.375000% 912828K58 254900HROIFWPRGM1V77 US912828K585 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0165 233117366.60 233117366.60 0.0020 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 3.500000% 912828ND8 254900HROIFWPRGM1V77 US912828ND89 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0167 831033847.87 831033847.87 0.0070 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.250000% 912828UQ1 254900HROIFWPRGM1V77 US912828UQ10 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-02-29 2020-02-29 2020-02-29 N N N 0.0173 95991136.96 95991136.96 0.0008 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.125000% 912828UV0 254900HROIFWPRGM1V77 US912828UV05 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-31 2020-03-31 2020-03-31 N N N 0.0167 36635488.37 36635488.37 0.0003 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.125000% 912828VA5 254900HROIFWPRGM1V77 US912828VA58 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-04-30 2020-04-30 2020-04-30 N N N 0.0165 306353382.81 306353382.81 0.0026 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.375000% 912828VF4 254900HROIFWPRGM1V77 US912828VF46 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0168 260402686.85 260402686.85 0.0022 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.625000% 912828W63 254900HROIFWPRGM1V77 US912828W630 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-03-15 2020-03-15 2020-03-15 N N N 0.0169 49440341.92 49440341.92 0.0004 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.500000% 912828XE5 254900HROIFWPRGM1V77 US912828XE52 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-05-31 2020-05-31 2020-05-31 N N N 0.0168 330615634.47 330615634.47 0.0028 N Y Y N UNITED STATES DEPARTMENT OF THE TREASURY UNITED STATES DEPARTMENT OF THE TREASURY 1.500000% 912828XU9 254900HROIFWPRGM1V77 US912828XU94 U.S. Treasury Debt Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2020-06-15 2020-06-15 2020-06-15 N N N 0.0162 272376383.49 272376383.49 0.0023 N Y Y N BNP PARIBAS BNP PARIBAS 1.670000% R0MUWSFPU8MPRO8K5P83 0001272025 980091757791563BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 0.00 1808850.00 817930.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-04-01 0.00 200230.00 107315.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-01-01 0.00 1311.00 274.00 Agency Mortgage-Backed Securities Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-01-28 0.00 16175000.00 16186632.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-02-25 0.00 11810000.00 12050019.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 3565231.00 3275099.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 4690723.00 4220739.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 25615228.00 25273306.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 15834000.00 14521322.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 2036-06-02 0.00 19000.00 19293.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2038-01-25 0.00 2300000.00 2343363.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-07-15 0.00 1000.00 746.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-07-22 0.00 20242000.00 20267651.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-10-01 0.00 10442234.00 3999775.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-05-01 0.00 30502464.00 13764283.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 0.00 12500000.00 10800341.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-06-01 0.00 216430.00 114754.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 1585850.00 1427883.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-02-01 0.00 4000000.00 3651813.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 1065001.00 933173.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 1153.00 842.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 1075.00 810.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 14582080.00 14474501.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 0.00 3756.00 414.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-10-01 0.00 1282.00 407.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-02-20 0.00 1494.00 1097.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-10-20 0.00 128620.00 79652.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-03-20 0.00 93658430.00 76202065.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 0.00 9709932.00 7003364.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-20 0.00 9772790.00 8070298.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-05-20 0.00 14124101.00 527242.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-09-20 0.00 18070.00 2754.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-11-20 0.00 3836432.00 821986.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-08-15 0.00 25000000.00 692727.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-07-20 0.00 1224.00 67.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.00 400.00 399.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 100.00 95.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.00 200.00 178.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.00 2917800.00 2138400.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 500.00 359.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 179296000.00 117490517.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.00 100.00 118.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-02-15 0.00 200.00 217.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-03-31 0.00 100.00 103.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.00 8300.00 9119.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.00 34036900.00 34468907.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-03-31 0.00 59600.00 59521.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-03-31 0.00 4999600.00 4979598.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.00 33729800.00 38795108.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 34237200.00 34086043.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.00 9599200.00 10294130.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.00 2731900.00 3024549.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-06-30 0.00 24999200.00 25380340.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.00 358.00 284.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-08-15 0.00 173.00 134.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.00 100.00 75.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.00 81.00 65.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.00 7.00 7.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.00 287564.00 280529.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.00 80.00 76.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 390.00 369.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.00 103.00 96.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.00 22755410.00 21166422.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 51.00 46.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.00 5.00 5.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 300.00 267.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.00 81.00 58.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.00 9.00 7.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-05-15 0.00 42351575.00 27382114.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.00 115.00 72.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.00 626.00 383.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.00 111.00 66.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 31.00 18.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.00 71.00 41.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.00 110603.00 63865.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.00 49.00 28.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.00 144.00 82.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 2875195.00 1575342.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.00 380.00 204.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-01 2019-12-01 2019-12-06 N N N 0.0167 550000000.00 550000000.00 0.0046 N Y Y N BNP PARIBAS BNP PARIBAS 1.670000% R0MUWSFPU8MPRO8K5P83 0001272025 980093947791562BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 0.00 15158960.00 7069490.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 0.00 42931.00 36854.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 11572672.00 10630909.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-02-01 0.00 1130530.00 634313.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 2038-03-09 0.00 1000.00 1146.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2037-10-26 0.00 1623000.00 1632420.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2037-08-24 0.00 1054000.00 1065426.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-15 0.00 691000.00 557230.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-07-01 0.00 4148.00 36.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-01 0.00 57999.00 29636.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 0.00 731135.00 588299.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 0.00 129085.00 106387.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-09-01 0.00 5185333.00 2453358.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-03-01 0.00 18408904.00 296883.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-04-01 0.00 47669395.00 1522569.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 649405.00 600071.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 10559174.00 9313595.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 11751789.00 10845571.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 0.00 1063158.00 986959.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 26497.00 27154.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 0.00 2150.00 80.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-01-01 0.00 2539.00 85.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 2278.00 69.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 0.00 1026.00 381.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 0.00 8034976.00 6630579.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 4621140.00 3436323.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 15788.00 13478.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 1531.00 1119.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 12312.00 9279.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 2026.00 2011.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-05-01 0.00 1033.00 183.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-10-01 0.00 1003.00 244.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-05-20 0.00 8617.00 2876.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-06-20 0.00 3713.00 2165.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-10-20 0.00 1520.00 1060.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-09-20 0.00 8126202.00 5676781.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-20 0.00 2347.00 1771.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-20 0.00 1696.00 1190.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 0.00 34282829.00 35142747.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-03-15 0.00 1422.00 42.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-12-15 0.00 12855.00 2639.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-04-15 0.00 1378.00 21.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-15 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.00 100.00 95.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 200.00 190.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.00 100.00 92.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 800.00 575.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 200.00 112.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.00 407100.00 216700.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-08-15 0.00 200.00 215.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.00 12813400.00 17794580.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.00 423300.00 467656.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-10-31 0.00 1000.00 1030.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-03-31 0.00 50275000.00 51911972.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.00 51063500.00 55402954.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.00 47071400.00 47528696.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-07-15 0.00 16393900.00 19553493.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-01-31 0.00 140502000.00 142027020.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.00 12241600.00 12774816.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-06-30 0.00 9987400.00 10143715.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-07-31 0.00 39518700.00 39945268.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.00 5000200.00 5006264.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-08-15 0.00 81.00 62.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.00 124.00 92.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.00 8095914.00 6063921.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-15 0.00 27.00 26.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.00 20.00 19.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.00 250344.00 244220.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.00 376.00 358.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.00 12.00 11.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.00 57205.00 53211.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.00 122.00 113.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 173384.00 156820.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.00 55.00 50.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 8.00 7.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.00 104.00 89.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.00 254.00 215.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.00 61.00 44.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.00 11691.00 9825.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 199.00 165.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.00 51.00 42.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.00 3364706.00 2303794.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-11-15 0.00 2.00 1.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.00 131.00 74.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 736.00 403.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 100.00 54.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-01 2019-12-01 2019-12-13 N N N 0.0167 500000000.00 500000000.00 0.0042 N Y Y N Biddable repurchase agreement HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 1.660000% CYYGQCGNHMHPSMRL3R97 0000853784 TPR02B753779156HSB U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-05-28 0.00 2600000.00 2613073.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2030-08-09 0.00 4850000.00 5048900.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-05-08 0.00 2000000.00 2001721.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-02-22 0.00 10000000.00 10000728.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-03-23 0.00 250000000.00 250064042.00 Agency Debentures and Agency Strips FED HOME LN DISCOUNT NT 2019-12-03 0.00 14700000.00 14699353.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2020-04-06 0.00 20000000.00 20039451.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2038-10-18 0.00 5500000.00 5640218.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2020-08-17 0.00 25000000.00 25006676.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-02-01 0.00 100000.00 99675.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2026-03-15 0.00 71000.00 62033.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-03-15 0.00 190000.00 185126.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-03-15 0.00 1000000.00 771755.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-03-15 0.00 153000.00 151935.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-09-15 0.00 162000.00 159174.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-03-15 0.00 109000.00 106583.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-09-15 0.00 162000.00 153422.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2026-03-15 0.00 162000.00 144913.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2026-09-15 0.00 317000.00 279366.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2027-03-15 0.00 162000.00 138037.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2027-09-15 0.00 162000.00 138007.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-07-15 0.00 1048000.00 1557543.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-07-15 0.00 108568000.00 81061320.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-01-15 0.00 3230000.00 3223068.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-07-15 0.00 3045000.00 3006560.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-07-15 0.00 2230000.00 2158392.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-07-15 0.00 3386000.00 3237493.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2023-01-15 0.00 4386000.00 4147463.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2023-07-15 0.00 4386000.00 4080673.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2024-01-15 0.00 126000.00 116749.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2024-07-15 0.00 3847000.00 3538271.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2025-07-15 0.00 4386000.00 3932518.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2026-01-15 0.00 34000.00 30099.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2026-07-15 0.00 5253000.00 4601266.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2027-01-15 0.00 2509000.00 2155994.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2027-07-15 0.00 3328000.00 2827705.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2028-01-15 0.00 3517000.00 2961310.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2028-07-15 0.00 3386000.00 2804201.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2029-01-15 0.00 3386000.00 2756258.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2029-07-15 0.00 3386000.00 2706978.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-01-15 0.00 3386000.00 2700216.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2030-07-15 0.00 3386000.00 2729834.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-01-15 0.00 3500000.00 2705532.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-07-15 0.00 3386000.00 2602215.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-01-15 0.00 3386000.00 2554480.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-08-06 0.00 915000.00 795185.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-05-15 0.00 69000.00 68414.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-11-15 0.00 69000.00 66494.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-11-15 0.00 69000.00 65326.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-05-15 0.00 69000.00 64971.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 100000.00 79237.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-15 0.00 9000000.00 12344153.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-15 0.00 920000.00 1335193.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-15 0.00 625000.00 583871.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-05-15 0.00 42000.00 38758.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-15 0.00 69000.00 63423.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-15 0.00 759000.00 679341.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-15 0.00 1069000.00 947342.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-15 0.00 69000.00 60537.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-11-15 0.00 82000.00 69882.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-05-15 0.00 69000.00 57545.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-15 0.00 69000.00 56981.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-15 0.00 69000.00 56113.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-07-15 0.00 14000.00 13833.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-01-15 0.00 236000.00 205969.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-15 0.00 1703000.00 1386215.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-11-15 0.00 69000.00 54767.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 69000.00 54504.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-15 0.00 292000.00 224553.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-07-15 0.00 1132000.00 879634.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-01-15 0.00 1460000.00 920272.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-04-24 0.00 23400000.00 23966841.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-09-24 0.00 54000.00 54279.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-01-19 0.00 10607000.00 10936797.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-01-11 0.00 25000000.00 25753338.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-02-05 0.00 1500000.00 1561189.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-08 0.00 250000.00 214162.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-15 0.00 147000.00 114940.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-01-13 0.00 465000.00 476318.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-01-17 0.00 10000000.00 10053350.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-05-20 0.00 165169.00 94643.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-20 0.00 452766720.00 371770429.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 30886400.00 31667315.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-09-20 0.00 1621400.00 103577.00 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2065-09-15 0.00 8994000.00 12325720.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2038-01-15 0.00 1175000.00 695267.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2039-09-15 0.00 53106000.00 30414868.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 0.00 1900000.00 984025.00 Agency Debentures and Agency Strips Y Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-09 2019-12-06 N N N 0.0166 1000000000.00 1000000000.00 0.0084 N N Y N Citibank, NA Citibank, NA 1.660000% TPR02B7A4779156CIT U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-02-01 0.00 24626.00 528.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 0.00 1151.00 5.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-03-01 0.00 270000.00 44626.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-04-01 0.00 2404080.00 44930.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-04-01 0.00 2000000.00 36738.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-05-01 0.00 498424.00 15112.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-11-01 0.00 525310.00 43625.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-02-01 0.00 1181450.00 38963.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-05-01 0.00 868087.00 13057.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-02-01 0.00 692961.00 20349.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-03-01 0.00 617882.00 39297.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-07-01 0.00 370000.00 15315.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-11-01 0.00 176242.00 24446.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 0.00 404221.00 4251.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-02-01 0.00 385000.00 22487.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-04-01 0.00 69906.00 3411.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-04-01 0.00 2550463.00 33408.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-04-01 0.00 1052276.00 15946.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-05-01 0.00 370000.00 13930.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-05-01 0.00 2181.00 43.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-07-01 0.00 2873764.00 47452.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-10-01 0.00 498210.00 20475.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-10-01 0.00 1226230.00 36905.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-08-01 0.00 1175991.00 15616.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-12-01 0.00 2994186.00 35791.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-12-01 0.00 700000.00 30667.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-12-01 0.00 3700.00 38.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-12-01 0.00 1098251.00 19402.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-11-01 0.00 1122490.00 24684.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-05-01 0.00 213167.00 5132.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-04-01 0.00 59000.00 1650.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-07-01 0.00 1285037.00 32448.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-08-01 0.00 45000.00 935.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-02-01 0.00 574155.00 13067.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-11-01 0.00 623329.00 24673.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-08-01 0.00 1506468.00 26973.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-09-01 0.00 1130467.00 22638.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-10-01 0.00 80000.00 2384.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-11-01 0.00 90000.00 2333.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-10-01 0.00 34000.00 2470.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-01-01 0.00 152000.00 4693.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-10-01 0.00 472000.00 45098.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-11-01 0.00 1441.00 123.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-04-01 0.00 16099.00 112.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-08-01 0.00 129984.00 0.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-02-01 0.00 31756927.00 13396591.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 0.00 4000.00 3483.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 0.00 1000.00 726.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 2000.00 1342.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-06-01 0.00 2447.00 82.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-08-01 0.00 7000.00 2381.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-01-01 0.00 4165.00 1922.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-01-01 0.00 5000.00 1862.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 0.00 1000.00 467.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 0.00 5000.00 2680.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 0.00 2000.00 779.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 0.00 1000.00 688.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 0.00 4000.00 2470.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 0.00 6000.00 3476.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-02-01 0.00 2000.00 1012.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 0.00 2000.00 1307.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 4341.00 3125.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-12-01 0.00 2000.00 1561.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 0.00 4000.00 3242.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-02-01 0.00 573979.00 4565.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-03-01 0.00 203682.00 2571.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-01-01 0.00 529087.00 4625.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 599246.00 21150.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 76000.00 9727.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-11-15 0.00 1000.00 619.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-08-01 0.00 2456.00 46.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-10-01 0.00 25000.00 1428.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-09-01 0.00 8955568.00 858.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-03-01 0.00 500000.00 108.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-05-01 0.00 300000.00 604.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-11-01 0.00 65000.00 182.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-03-01 0.00 44000.00 98.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-05-01 0.00 953911.00 3517.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-03-01 0.00 829821.00 1659.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-06-01 0.00 100100.00 158.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-02-01 0.00 252730.00 576.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-07-01 0.00 65000.00 901.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-02-01 0.00 911745.00 4099.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-04-01 0.00 962716.00 3999.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-12-01 0.00 1302844.00 4187.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-08-01 0.00 28152.00 91.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-04-01 0.00 540000.00 3973.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-05-01 0.00 27995.00 1105.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-09-01 0.00 13522.00 1218.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-11-01 0.00 15000.00 210.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-12-01 0.00 865000.00 3025.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-05-01 0.00 25000.00 12.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-08-01 0.00 2287743.00 1369.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-09-01 0.00 20937.00 2968.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-11-01 0.00 50000.00 3231.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-12-01 0.00 25000.00 4605.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-02-01 0.00 25787.00 5130.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-02-01 0.00 24000.00 4007.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-02-01 0.00 1000.00 188.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-03-01 0.00 18000.00 4376.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-03-01 0.00 33500.00 559.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-03-01 0.00 1000.00 234.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-03-01 0.00 14374.00 443.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-05-01 0.00 2000.00 193.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 17947844.00 65.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-01-01 0.00 484387.00 0.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-04-01 0.00 251932.00 9.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-07-01 0.00 196155.00 4.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-05-01 0.00 95000.00 827.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-11-01 0.00 13902.00 719.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-08-01 0.00 76515.00 2951.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-01 0.00 29033.00 53.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-01-01 0.00 200000.00 3185.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-07-01 0.00 30000.00 22.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-10-01 0.00 1395.00 45.00 Agency Mortgage-Backed Securities Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-12-10 0.00 35000.00 36218.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-06-11 0.00 29050000.00 29598464.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2021-11-29 0.00 135000.00 136880.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2030-03-08 0.00 710000.00 789180.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2028-06-09 0.00 24400000.00 27261076.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2028-11-16 0.00 115000.00 127393.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2034-06-09 0.00 5340000.00 5739877.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-08-15 0.00 3960000.00 3948443.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2024-08-15 0.00 35000.00 34898.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2029-11-27 0.00 10000.00 9965.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-11-01 0.00 83131.00 3321.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-06-01 0.00 18280.00 335.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-09-01 0.00 1827686.00 63813.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-12-01 0.00 2379689.00 62044.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-07-01 0.00 2666096.00 55619.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-10-01 0.00 3984.00 68.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-04-01 0.00 108779.00 6583.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-10-01 0.00 5368809.00 38016.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 12000.00 1535.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-01-01 0.00 100000.00 40151.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-11-01 0.00 2000.00 1356.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 0.00 14572928.00 12986099.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-10-01 0.00 1670739.00 1535260.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 0.00 1690812.00 1749949.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-01-01 0.00 2098827.00 1886485.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 1109.00 1167.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-02-01 0.00 3000000.00 122212.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-05-01 0.00 320000.00 67.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2019-12-01 0.00 374985.00 18.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-06-01 0.00 5650000.00 64.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-07-01 0.00 801520.00 426.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 0.00 70000.00 1436.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 14854.00 381.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-07-01 0.00 58996.00 868.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 210000.00 3646.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 2255.00 34.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 53139.00 1264.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-06-01 0.00 1996040.00 1919.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 43542.00 209.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-06-01 0.00 325656.00 1577.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-03-01 0.00 56880.00 1155.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 147000.00 1776.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 0.00 13000.00 2716.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 29000.00 3234.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-11-01 0.00 7000.00 679.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 18000.00 2835.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-01-01 0.00 300000.00 118.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-03-01 0.00 100000.00 112.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-04-01 0.00 298908.00 484.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 0.00 255000.00 1086.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-11-01 0.00 514602.00 2111.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-01 0.00 400000.00 1828.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-05-01 0.00 375555.00 1975.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-09-01 0.00 137524.00 1091.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 50000.00 792.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-10-01 0.00 82905.00 1157.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-01-01 0.00 54990.00 12885.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-09-01 0.00 69176.00 36321.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-12-01 0.00 1000.00 782.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 0.00 2660548.00 2342405.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 561289.00 593343.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 1294225.00 1328221.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 0.00 3338.00 2263.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-10-01 0.00 3205.00 7.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-07-01 0.00 1435624.00 769.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-12-01 0.00 28000.00 63.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-04-01 0.00 468265.00 937.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-09-01 0.00 1018938.00 637.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 1326.00 1.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-06-01 0.00 1881914.00 1495.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-08-01 0.00 2000000.00 2711.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-08-01 0.00 350000.00 414.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 0.00 963920.00 1443.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 0.00 500000.00 856.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-04-01 0.00 1106702.00 2837.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-01-01 0.00 435000.00 821.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-06-01 0.00 2739539.00 17100.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 1315.00 13.00 Agency Mortgage-Backed Securities Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2020-09-11 0.00 24335000.00 24709885.00 Agency Debentures and Agency Strips FED HOME LN DISCOUNT NT 2020-01-02 0.00 500000.00 499196.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2021-11-23 0.00 6411000.00 6428040.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2020-12-11 0.00 19000.00 19024.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2020-04-06 0.00 1000.00 1002.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2021-12-13 0.00 16000.00 16001.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2021-09-17 0.00 32977000.00 32961638.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-07-15 0.00 385000.00 563418.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2025-12-11 0.00 2000.00 1782.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-03-15 0.00 17457000.00 25917448.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-07-15 0.00 499000.00 741411.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-01-15 0.00 2000.00 1544.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-11-24 0.00 80000.00 80455.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2024-10-07 0.00 5000000.00 5018750.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-03-01 0.00 952758.00 2807.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-06-01 0.00 573279.00 2151.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-09-01 0.00 2040000.00 2685.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-08-06 0.00 360000.00 569777.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-15 0.00 67000.00 91866.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-15 0.00 20000.00 27423.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-15 0.00 5000.00 7244.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-02-26 0.00 2000.00 1999.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-04-24 0.00 2738000.00 2803290.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-08-17 0.00 460000.00 458428.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-10-07 0.00 52000.00 51810.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-01-05 0.00 5000.00 5074.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-01-11 0.00 7640000.00 7867309.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-04-12 0.00 8225000.00 8346603.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-09-06 0.00 3499000.00 3671228.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 4950000.00 8059.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-09-01 0.00 1737.00 1.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-06-01 0.00 3531.00 0.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-07-01 0.00 980000.00 4703.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-03-27 0.00 1000.00 1004.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-03-01 0.00 18019.00 37.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-06-01 0.00 436575.00 735.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-12-01 0.00 1732598.00 3168.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 0.00 43944.00 58.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 0.00 1872.00 9.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-02-01 0.00 4154720.00 3623.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-05-01 0.00 240000.00 2910.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-09-01 0.00 549996.00 675.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-05-01 0.00 1040229.00 10087.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-04-01 0.00 998627.00 3275.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-01-01 0.00 825000.00 11293.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-09-01 0.00 33245.00 885.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-08-01 0.00 35000.00 1106.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-08-01 0.00 205000.00 6202.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-12-01 0.00 1210529.00 2345.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 0.00 2122832.00 4896.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 0.00 12266590.00 23579.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-06-01 0.00 2380190.00 5905.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-08-01 0.00 127998.00 15739.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 0.00 1000.00 348.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-03-01 0.00 1321.00 4.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 0.00 1458798.00 7663.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-08-01 0.00 3611681.00 15985.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-08-01 0.00 2517.00 4.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-12-01 0.00 3304.00 4.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-02-01 0.00 3098825.00 3081.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-01-13 0.00 20000.00 20477.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 0.00 470548.00 8750.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 0.00 240000.00 2114.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 0.00 58000.00 1529.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 0.00 1000000.00 3906.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 0.00 2233284.00 7509.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 0.00 1140807.00 2960.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-09-01 0.00 1857242.00 3491.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 0.00 24956.00 53.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-07-01 0.00 1246788.00 3572.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 0.00 640002.00 1316.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-07-01 0.00 1340900.00 5908.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 0.00 847756.00 701.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-07-01 0.00 83702.00 1341.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 0.00 496362.00 4797.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 0.00 1050.00 7.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 0.00 2088777.00 11717.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-03-01 0.00 3280.00 22.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-02-01 0.00 225000.00 7547.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-01-01 0.00 12293.00 252.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 0.00 1000.00 108.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-02-01 0.00 1000.00 298.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-04-01 0.00 5004.00 352.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-04-01 0.00 110000.00 33307.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-05-01 0.00 1000.00 127.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-10-01 0.00 37000.00 1026.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-05-01 0.00 220891.00 17741.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-02-01 0.00 26571.00 4013.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-09-01 0.00 87703.00 2207.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-06-01 0.00 11000.00 3139.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-09-01 0.00 15135.00 2470.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-03-01 0.00 9439117.00 3859051.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 0.00 1000.00 616.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 0.00 10112000.00 5204436.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 0.00 9000.00 6947.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 0.00 114992.00 60796.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-08-01 0.00 9000.00 4240.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-01-01 0.00 1779.00 938.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-07-01 0.00 10115093.00 5583184.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 0.00 5000.00 1337.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-12-01 0.00 2000.00 908.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 0.00 3000.00 2287.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 0.00 1000.00 778.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-03-01 0.00 4000.00 3034.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 0.00 13247393.00 4907720.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 0.00 1000.00 290.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-12-01 0.00 1000.00 254.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 0.00 13997.00 2945.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-11-01 0.00 33977.00 13635.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 0.00 1082376.00 623214.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-12-01 0.00 1000.00 454.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-03-01 0.00 1170.00 524.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-02-01 0.00 1000.00 397.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 0.00 1000.00 476.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-11-01 0.00 2001.00 783.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-01-01 0.00 3387671.00 223991.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-07-01 0.00 2339584.00 1833.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-04-01 0.00 800000.00 2612.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-10-01 0.00 25000.00 232.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-10-01 0.00 52081.00 219.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-10-01 0.00 75969.00 632.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-12-01 0.00 516360.00 590.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-12-01 0.00 304033.00 3214.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-01-01 0.00 658156.00 1969.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 0.00 50000.00 753.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-07-01 0.00 181081.00 945.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-07-01 0.00 466679.00 3415.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 14480.00 338.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-11-01 0.00 34981.00 688.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 0.00 6485.00 496.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-11-01 0.00 175817.00 5181.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-06-01 0.00 14319.00 113.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-04-01 0.00 6000.00 190.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-01-01 0.00 1000.00 548.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-05-01 0.00 1137.00 752.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 0.00 3000.00 1836.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-01-01 0.00 3323.00 2903.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-04-01 0.00 2749603.00 2289780.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-03-01 0.00 2000.00 939.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-03-01 0.00 4000.00 3026.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-09-01 0.00 1000.00 685.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-02-01 0.00 1000.00 753.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 17951650.00 17864035.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 0.00 1000.00 571.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-11-01 0.00 1000.00 830.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 1519171.00 1382832.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 1617520.00 1500870.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 70258.00 50937.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 1129391.00 1097597.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 1075776.00 1094335.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 1131119.00 1109413.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 1194684.00 1113751.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 313463.00 247607.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 1000.00 1051.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 574937.00 515764.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 742308.00 686298.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-08-01 0.00 13000.00 385.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 0.00 167000.00 3583.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-07-01 0.00 56845.00 2976.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-06-01 0.00 6002.00 156.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-12-01 0.00 6000.00 273.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-06-01 0.00 104730.00 11116.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-01-01 0.00 9000.00 3210.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-09-01 0.00 34868.00 1267.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-11-01 0.00 206000.00 6843.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 3779.00 115.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-07-01 0.00 477096.00 1453.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-03-01 0.00 83151.00 550.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-11-01 0.00 3000.00 66.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 145000.00 607.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-01-01 0.00 29590.00 821.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-12-01 0.00 5000.00 157.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-12-01 0.00 9000.00 316.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-12-01 0.00 1000.00 32.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-01-01 0.00 80000.00 3376.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-03-01 0.00 3000.00 84.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-01-01 0.00 1000.00 6.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 30875.00 286.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 30000.00 365.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 1404.00 3.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-04-01 0.00 161915.00 4004.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-05-01 0.00 3000.00 49.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-01-01 0.00 5045.00 53.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 22000.00 194.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-01-01 0.00 52289.00 719.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 0.00 200000.00 1458.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-04-01 0.00 37256.00 1165.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-05-01 0.00 5000.00 96.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 0.00 2164.00 84.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 1287.00 26.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 0.00 4234.00 250.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-03-01 0.00 41213.00 1191.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-04-01 0.00 58789.00 1391.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-02-01 0.00 4724.00 66.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 28000.00 1661.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 0.00 2000.00 54.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-10-01 0.00 250941.00 1904.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-11-01 0.00 43762.00 383.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-05-01 0.00 23407.00 944.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 0.00 1000.00 58.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-07-01 0.00 2000.00 48.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-07-01 0.00 7997.00 168.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-05-01 0.00 16000.00 1577.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 0.00 15000.00 71.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 0.00 28284.00 744.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 0.00 10000.00 241.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-07-01 0.00 91779.00 506.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-08-01 0.00 275000.00 1021.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-09-01 0.00 5000.00 128.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-09-01 0.00 2000.00 33.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-09-01 0.00 10000.00 283.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 0.00 1000.00 15.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 0.00 52316.00 2711.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-11-01 0.00 5000.00 38.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-08-01 0.00 192783.00 2164.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-09-01 0.00 90000.00 1672.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-09-01 0.00 132612.00 1147.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-01-01 0.00 40000.00 1090.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-11-01 0.00 5000.00 119.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-09-01 0.00 1587.00 20.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 45162.00 19066.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-11-01 0.00 7210.00 134.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-09-01 0.00 169285.00 758.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 0.00 1000.00 34.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 0.00 57000.00 1491.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 32847.00 406.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-01-01 0.00 35867.00 522.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-02-01 0.00 5000.00 94.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-02-01 0.00 10000.00 212.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 93000.00 2076.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 26817.00 794.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 10000.00 328.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 4000.00 160.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-07-01 0.00 15000.00 305.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-07-01 0.00 2441.00 174.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 0.00 96316.00 2406.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-01-01 0.00 25581.00 276.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 0.00 55000.00 2596.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 5000.00 131.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-02-01 0.00 25000.00 3298.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 0.00 2000.00 79.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-02-01 0.00 123960.00 1542.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 0.00 20000.00 424.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 0.00 12000.00 530.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 22000.00 1111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 2000.00 28.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-02-01 0.00 20000.00 618.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-02-01 0.00 25292.00 481.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-03-01 0.00 588189.00 3238.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 4051.00 48.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-07-01 0.00 219328.00 7687.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 100000.00 1801.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-07-01 0.00 104863.00 2489.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 107669.00 1059.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 89956.00 1688.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-06-01 0.00 125000.00 497.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-06-01 0.00 48430.00 4732.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-06-01 0.00 130000.00 654.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-07-01 0.00 69795.00 719.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-07-01 0.00 100000.00 1217.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 36040.00 1820.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-10-01 0.00 4466.00 28.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-10-01 0.00 73425.00 845.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-02-01 0.00 24000.00 1001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-10-01 0.00 6985.00 257.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 260000.00 6444.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-12-01 0.00 100000.00 1926.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-10-01 0.00 2118.00 30.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 0.00 1000.00 33.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-11-01 0.00 91944.00 602.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 186054.00 2370.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-04-01 0.00 13000.00 1027.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-12-01 0.00 11000.00 1330.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-10-01 0.00 15000.00 874.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-03-01 0.00 3557.00 66.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-04-01 0.00 3216.00 85.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 0.00 11000.00 876.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 0.00 2000.00 100.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 29030.00 2003.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-04-01 0.00 18000.00 2113.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-07-01 0.00 1000.00 457.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 0.00 1000.00 47.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-11-01 0.00 14000.00 2059.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-12-01 0.00 1000.00 99.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-12-01 0.00 5639.00 475.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-01-01 0.00 10664.00 337.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-01-01 0.00 65814.00 942.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-04-01 0.00 74983.00 2860.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 0.00 4728.00 188.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-01 0.00 14998.00 2282.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 0.00 27000.00 4424.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-12-01 0.00 1012.00 240.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 2999.00 1300.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 0.00 14999.00 6778.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 0.00 4000.00 2952.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 0.00 8137.00 5088.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 0.00 2998.00 1371.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 0.00 7968.00 4134.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 1366.00 1116.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-07-01 0.00 11033.00 174.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-06-01 0.00 12877.00 1383.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-04-15 0.00 999059.00 483875.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2027-09-15 0.00 2305.00 628.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-10-20 0.00 1000.00 320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-06-20 0.00 173284.00 109615.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-10-20 0.00 1040.00 1078.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-05-20 0.00 474293.00 485087.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-08-20 0.00 20640270.00 21381917.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 30272.00 31292.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-15 0.00 5253778.00 4036832.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-15 0.00 6238936.00 6758410.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-15 0.00 4182083.00 4052950.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 1708676.00 1775842.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-08-15 0.00 3617803.00 3839161.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-10-20 0.00 1000.00 1047.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 1836.00 1949.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 1000.00 1059.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-09-15 0.00 14519.00 13415.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-09-15 0.00 8001.00 3971.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-10-15 0.00 2420252.00 1328093.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-02-15 0.00 10000000.00 3891970.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-11-15 0.00 1336.00 495.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-11-15 0.00 1000.00 671.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-06-15 0.00 3498757.00 1044288.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-08-15 0.00 1802814.00 1189717.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-06-15 0.00 1178287.00 459009.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-06-15 0.00 1531821.00 250721.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-07-15 0.00 4626999.00 2900044.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-07-15 0.00 377062.00 229043.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-07-15 0.00 4204387.00 2541802.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-06-15 0.00 2967300.00 2384561.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-06-15 0.00 1172921.00 643830.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-08-15 0.00 3853969.00 1649665.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-10-15 0.00 750000.00 512630.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-09-15 0.00 912811.00 316509.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-03-15 0.00 7902.00 6801.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-03-15 0.00 3443818.00 2236227.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-03-15 0.00 41148.00 24000.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-02-15 0.00 280658.00 235577.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-03-15 0.00 994649.00 312806.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-03-15 0.00 1681000.00 915616.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-04-15 0.00 1881984.00 922782.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-04-15 0.00 1350576.00 917488.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-04-15 0.00 593980.00 440452.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-10-15 0.00 1125835.00 744400.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-10-15 0.00 1177531.00 335562.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-07-15 0.00 1096537.00 397665.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-07-15 0.00 3835690.00 1764297.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-10-15 0.00 50000.00 996.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-05-15 0.00 61185.00 123.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-12-15 0.00 75130.00 1548.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-12-15 0.00 50000.00 1082.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-12-15 0.00 242000.00 3999.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-01-15 0.00 75000.00 593.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-01-15 0.00 39999.00 362.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-11-15 0.00 25000.00 310.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-08-15 0.00 17310.00 295.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-02-15 0.00 53000.00 2699.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-01-15 0.00 25000.00 400.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-02-15 0.00 118683.00 1329.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-08-15 0.00 10445487.00 435446.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-01-15 0.00 37874.00 873.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-04-15 0.00 40000.00 1935.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-10-15 0.00 65000.00 1782.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-02-15 0.00 75000.00 1017.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-01-15 0.00 35000.00 211.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-06-15 0.00 25000.00 204.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-07-15 0.00 60000.00 425.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-11-15 0.00 322546.00 2221.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-01-15 0.00 25292.00 646.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-12-15 0.00 30000.00 496.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-04-15 0.00 318313.00 3002.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-12-15 0.00 40000.00 131.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-02-15 0.00 50000.00 593.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-01-15 0.00 25176.00 94.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-03-15 0.00 25000.00 478.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-11-15 0.00 25000.00 375.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-12-15 0.00 25000.00 341.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-03-15 0.00 67000.00 1919.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-03-15 0.00 104000.00 1943.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-05-15 0.00 25000.00 380.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-05-15 0.00 25000.00 338.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-06-15 0.00 25000.00 404.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-08-15 0.00 235000.00 4900.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-10-15 0.00 159778.00 2233.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-08-15 0.00 25000.00 192.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-10-15 0.00 40009.00 1590.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-04-15 0.00 32345.00 1958.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-04-15 0.00 80000.00 2604.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-12-20 0.00 1304615.00 3335.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-11-20 0.00 8000000.00 29609.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-10-20 0.00 63015.00 31.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-02-20 0.00 1266.00 66.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-02-20 0.00 2065.00 74.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-05-20 0.00 132394.00 2279.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-09-15 0.00 133153.00 17509.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-06-15 0.00 25000.00 1041.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-05-15 0.00 9000208.00 305173.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-11-15 0.00 28000.00 630.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-12-15 0.00 125000.00 3330.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-12-15 0.00 120000.00 778.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-11-15 0.00 83148.00 186.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-09-15 0.00 2986540.00 1048155.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-09-15 0.00 2100000.00 812572.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-15 0.00 1083097.00 487499.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-12-15 0.00 93000.00 653.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-06-15 0.00 256000.00 1798.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-01-15 0.00 1066154.00 603344.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-08-15 0.00 1014.00 94.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-12-15 0.00 4463361.00 449090.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-10-15 0.00 1569.00 335.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-09-15 0.00 2853271.00 150085.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-06-15 0.00 1053456.00 861050.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-04-15 0.00 2939777.00 621925.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-01-15 0.00 2895948.00 1029405.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-15 0.00 767312.00 290887.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-10-15 0.00 3200000.00 1003336.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-06-15 0.00 9322526.00 1554499.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-08-15 0.00 5669700.00 854481.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-10-15 0.00 402615.00 1539.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-03-15 0.00 10012086.00 288503.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-07-15 0.00 50000.00 3169.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-10-15 0.00 70225.00 565.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-09-15 0.00 1006970.00 264353.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-02-15 0.00 85031.00 1845.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-04-15 0.00 25000.00 421.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-12-15 0.00 35000.00 1047.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-09-15 0.00 26000.00 221.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-10-15 0.00 30000.00 251.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-12-15 0.00 24548094.00 940511.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-11-15 0.00 45000.00 657.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-01-15 0.00 166216.00 2088.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-04-15 0.00 52000.00 375.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-09-15 0.00 100000.00 1621.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-10-15 0.00 25000.00 507.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-07-15 0.00 328363.00 1370.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-05-15 0.00 30000.00 277.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-07-15 0.00 25000.00 203.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-10-15 0.00 52850.00 239.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-12-15 0.00 50004.00 325.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2022-07-15 0.00 54651.00 76.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2021-12-15 0.00 103801.00 61.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2021-06-15 0.00 2450.00 0.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-12-15 0.00 1989.00 4.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2022-12-15 0.00 15000.00 33.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-03-15 0.00 255277.00 2409.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-12-15 0.00 903825.00 3234.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-03-15 0.00 946607.00 4083.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-11-15 0.00 200000.00 668.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-12-15 0.00 416924.00 1660.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-09-15 0.00 285000.00 3516.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-08-15 0.00 25000.00 443.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-01-15 0.00 118000.00 1994.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-03-15 0.00 33554.00 314.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-08-15 0.00 950000.00 442460.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-06-15 0.00 1088809.00 688886.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-03-15 0.00 1271188.00 838903.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-11-20 0.00 72237818.00 4053508.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-07-15 0.00 40000.00 2854.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-01-15 0.00 55000.00 3443.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-08-15 0.00 60000.00 2183.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-01-15 0.00 32489.00 984.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-09-15 0.00 35000.00 1140.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-10-15 0.00 33000.00 1155.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-11-15 0.00 54079.00 1305.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-12-15 0.00 3349.00 104.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-12-15 0.00 34737.00 2243.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-07-15 0.00 10000000.00 468570.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-08-15 0.00 39058.00 146.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-11-15 0.00 11904350.00 374774.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-09-15 0.00 7400669.00 574048.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-09-15 0.00 288177.00 2516.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-08-15 0.00 41074.00 4919.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-03-15 0.00 75000.00 1573.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-07-15 0.00 38000.00 1604.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-12-15 0.00 2416154.00 2280369.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-01-15 0.00 25000.00 290.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-01-15 0.00 51992.00 964.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-08-15 0.00 148293.00 3293.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-11-15 0.00 1520.00 86.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-05-15 0.00 25979.00 1025.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-07-15 0.00 10000000.00 179173.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-06-15 0.00 9998972.00 229788.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-06-15 0.00 95000.00 3363.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-06-15 0.00 100000.00 3257.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-11-15 0.00 2657984.00 990289.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-02-15 0.00 30000.00 1850.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-09-15 0.00 90036.00 2008.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-12-15 0.00 25000.00 2145.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-01-15 0.00 75000.00 1012.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-12-15 0.00 108378.00 2074.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-03-15 0.00 9998147.00 282949.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-05-15 0.00 80000.00 1659.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-05-15 0.00 488186.00 317296.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-08-15 0.00 6000.00 200.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-03-15 0.00 48788.00 1048.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-03-15 0.00 30000.00 1730.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-12-15 0.00 45580.00 1201.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-09-15 0.00 35257.00 343.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-06-15 0.00 75607.00 1831.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-09-15 0.00 67247.00 1290.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-12-15 0.00 87903.00 1924.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-02-15 0.00 45000.00 1504.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-12-15 0.00 77486.00 2525.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-02-15 0.00 40000.00 1723.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-10-15 0.00 131514.00 1979.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-09-15 0.00 63311.00 994.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-12-15 0.00 70000.00 879.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-11-15 0.00 115000.00 1951.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-10-15 0.00 50000.00 3639.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-02-15 0.00 27000.00 1862.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-01-15 0.00 75000.00 1065.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-10-15 0.00 193297.00 3595.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-11-15 0.00 41793.00 4567.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-02-15 0.00 30000.00 1214.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-11-15 0.00 24466.00 170.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-07-15 0.00 30000.00 1564.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-11-15 0.00 33350.00 1050.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-01-15 0.00 25000.00 907.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-12-15 0.00 35129.00 3430.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-01-15 0.00 35000.00 2146.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-10-15 0.00 1070968.00 672137.00 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-09-15 0.00 20000.00 21127.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2024-09-15 0.00 411000.00 434152.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-03-15 0.00 2376000.00 2390812.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2030-09-15 0.00 221000.00 169237.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 0.00 3000.00 1964.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 0.00 5000.00 2590.00 Agency Debentures and Agency Strips UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.00 900.00 900.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.00 931000.00 928468.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-03-26 0.00 800.00 796.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-23 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-23 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.00 1500.00 1489.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-07-16 0.00 13800.00 13662.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-16 0.00 300.00 299.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-09-10 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-03-12 0.00 1800.00 1792.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-02-15 0.00 1500.00 1557.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-15 0.00 100.00 104.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-15 0.00 2800.00 2899.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-08-15 0.00 100.00 107.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.00 400.00 438.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.00 300.00 353.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.00 2000.00 2350.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 33900.00 40383.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.00 3100.00 3667.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.00 100.00 118.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.00 100.00 132.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 400.00 521.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.00 24600.00 31244.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.00 17400.00 23280.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.00 900.00 1185.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.00 100.00 132.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.00 600.00 812.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-04-15 0.00 244800.00 500054.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-04-15 0.00 100.00 204.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-04-15 0.00 200.00 409.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.00 200.00 263.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.00 800.00 1033.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-04-15 0.00 100.00 210.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 200.00 281.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-04-15 0.00 400.00 800.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.00 300.00 458.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.00 4526000.00 6540013.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.00 100.00 137.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.00 10330400.00 15298785.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 100.00 142.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.00 200.00 291.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.00 8142000.00 11285613.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.00 1900.00 2634.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.00 100.00 139.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.00 300.00 416.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.00 100.00 146.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.00 2800.00 4077.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.00 500.00 621.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.00 3438200.00 4841051.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.00 200.00 282.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-11-15 0.00 100.00 138.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 100.00 143.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 100.00 159.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.00 300.00 415.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.00 100.00 117.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.00 400.00 460.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.00 100.00 111.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 100.00 118.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 500.00 591.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 190200.00 220995.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.00 14100.00 18866.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.00 370000.00 495065.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.00 1104800.00 1354905.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.00 200.00 213.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 2785400.00 3236033.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 200.00 246.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 200.00 246.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.00 3000.00 3183.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 100.00 102.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.00 8750900.00 10278118.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.00 200.00 234.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.00 56200.00 66174.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.00 6754000.00 8026070.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.00 100.00 118.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.00 917700.00 1084612.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.00 2000.00 2142.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.00 500.00 535.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-07-31 0.00 2000.00 2057.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.00 1490000.00 1508960.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-08-15 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-08-31 0.00 85700.00 87014.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-09-15 0.00 300.00 300.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.00 500.00 520.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.00 3500.00 3504.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-12-15 0.00 300.00 303.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.00 76100.00 81432.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-28 0.00 1826800.00 1896310.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-03-15 0.00 54200.00 54929.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-04-30 0.00 1166900.00 1242504.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 200.00 205.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-09-30 0.00 296700.00 311770.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-10-15 0.00 30175500.00 30948139.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.00 154984000.00 158763404.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.00 20754000.00 21315127.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-31 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-01-31 0.00 10300.00 10946.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-02-28 0.00 17100.00 18013.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.00 618300.00 651084.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-31 0.00 46300.00 47081.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.00 5700.00 5789.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.00 226900.00 227225.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-30 0.00 100.00 101.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.00 118242000.00 121728884.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-12-31 0.00 105500.00 107442.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-03-31 0.00 6314900.00 6351772.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 28226700.00 28873398.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.00 900.00 908.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-15 0.00 300.00 358.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.00 5922500.00 6590331.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-08-15 0.00 30079200.00 30503953.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.00 394800.00 425019.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 2667000.00 2702967.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.00 2200.00 2359.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.00 300.00 298.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.00 3000.00 3386.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.00 52807500.00 53848823.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-31 0.00 99300.00 99708.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-01-15 0.00 800.00 886.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-31 0.00 46200.00 46385.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 28129800.00 28623221.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-12-31 0.00 18901000.00 19539504.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-01-31 0.00 2009000.00 2073369.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.00 83700.00 86922.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-02-28 0.00 14789800.00 14933498.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-03-31 0.00 28574100.00 29253752.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-11-15 0.00 6247700.00 6519835.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-06-30 0.00 370900.00 376705.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-04-30 0.00 9928100.00 10096078.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-31 0.00 101700.00 102367.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.00 100.00 102.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-06-30 0.00 1000.00 1024.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.00 100.00 102.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.00 244700.00 264092.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.00 200.00 216.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-07-31 0.00 90200.00 96873.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-07-31 0.00 800.00 859.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-07-31 0.00 1200.00 1213.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-08-31 0.00 600.00 591.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-10-31 0.00 160400.00 159570.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-09 2019-12-06 N N N 0.0166 1000000000.00 1000000000.00 0.0084 N N Y N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 1.660000% CYYGQCGNHMHPSMRL3R97 0000853784 TPR02BB0D7791562HS U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2026-12-11 0.00 25000000.00 25637592.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2029-02-22 0.00 3900000.00 4006332.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2029-12-14 0.00 25000000.00 25137535.00 Agency Debentures and Agency Strips FED HOME LN DISCOUNT NT 2020-05-22 0.00 18274000.00 18132833.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2026-12-08 0.00 50000000.00 50590188.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2028-11-15 0.00 740000.00 612290.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2026-09-15 0.00 70000.00 60362.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2024-03-15 0.00 162000.00 149963.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2021-01-15 0.00 2705000.00 2652812.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2022-01-15 0.00 3397000.00 3275156.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2025-01-15 0.00 4977000.00 4510471.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-07-15 0.00 3386000.00 2473845.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-09-08 0.00 10000000.00 9921410.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2020-04-13 0.00 50000000.00 50093333.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-07 0.00 551000.00 485189.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-11-15 0.00 69000.00 67767.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-05-15 0.00 192000.00 183464.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-15 0.00 33000.00 25803.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-05-15 0.00 732000.00 665707.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-05-15 0.00 69000.00 59749.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-01-15 0.00 942000.00 852516.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-15 0.00 50000.00 43255.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-20 0.00 280706800.00 173006374.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-10-20 0.00 2696088.00 1855156.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 79607296.00 81620043.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 0.00 4078656.00 4214607.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-03-15 0.00 6344856.00 3358552.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-07-20 0.00 1532120.00 1009933.00 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2042-12-15 0.00 40000000.00 46651378.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2020-05-01 0.00 10000.00 9922.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2037-01-15 0.00 1000000.00 619764.00 Agency Debentures and Agency Strips TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2035-06-15 0.00 1000000.00 660691.00 Agency Debentures and Agency Strips Y Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-09 2019-12-06 N N N 0.0166 500000000.00 500000000.00 0.0042 N N Y N MUFG SECURITIES AMERICAS INC. MUFG SECURITIES AMERICAS INC. 1.730002% K5HU16E3LMSVCCJJJ255 0000867626 TPR02BE1E7791563MU U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-03-01 0.00 33500000.00 11819191.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 240000.00 180426.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-04-01 0.00 5365248.00 559740.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-10-01 0.00 4094500.00 550699.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 0.00 22739300.00 12347755.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-12-01 0.00 1093686.00 809689.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 0.00 11337008.00 10634012.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 0.00 23988640.00 13890831.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 0.00 14249632.00 8331779.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 0.00 2000000.00 331587.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-02-01 0.00 540000.00 161944.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-04-01 0.00 625000.00 205107.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-07-01 0.00 3385700.00 2590195.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 0.00 5153000.00 2500073.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-01-01 0.00 159974.00 100739.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-11-01 0.00 1968348.00 781962.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-06-01 0.00 13790816.00 6400052.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-09-01 0.00 8168880.00 4115014.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 0.00 9399024.00 7629823.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 0.00 1706458.00 1122998.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 6300000.00 2922584.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-09-01 0.00 5889000.00 3975875.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-05-01 0.00 1497000.00 1045671.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 0.00 7007984.00 6048761.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 1860334.00 2007107.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 1938190.00 2066754.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 2271764.00 2331157.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 0.00 1550000.00 677718.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 0.00 39172736.00 39779539.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-12-01 0.00 32731264.00 33411329.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-24 0.00 76318100.00 76243003.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-12-31 0.00 1150200.00 1168037.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-12-02 2020-01-06 2020-01-03 N N N 0.0173 250000000.00 250000000.00 0.0021 N N N Y MUFG SECURITIES AMERICAS INC. MUFG SECURITIES AMERICAS INC. 1.730002% K5HU16E3LMSVCCJJJ255 0000867626 TPR02DF7E7791564MU U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-12-01 0.00 43972027.00 15751005.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-01-01 0.00 1898.00 835.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-03-01 0.00 5500.00 2291.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-07-01 0.00 5700.00 2327.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-05-01 0.00 5338555.00 750335.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-11-01 0.00 40396.00 2225.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-01-01 0.00 10600.00 2401.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-05-01 0.00 10863.00 2404.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-08-01 0.00 9721.00 2407.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-09-01 0.00 7354.00 2422.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-04-01 0.00 7560.00 2297.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-01-01 0.00 2986423.00 1106942.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-07-01 0.00 5062.00 2409.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 0.00 4200.00 2386.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 0.00 9000.00 4887.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-01-01 0.00 3422.00 2324.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 0.00 4047.00 2366.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 2379.00 2427.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 0.00 7000.00 4760.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 0.00 2834.00 2412.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 2179.00 2401.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 1621.00 1614.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 1500.00 1562.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-09-01 0.00 1435.00 1384.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2029-03-15 0.00 10000000.00 8102180.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2029-09-15 0.00 10000000.00 8034280.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-07-01 0.00 1521.00 15.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-01-01 0.00 135000.00 72370.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 0.00 8484225.00 2088316.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-01-01 0.00 2069788.00 668683.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 0.00 135000.00 80876.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 0.00 21584861.00 16102308.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 0.00 1643000.00 1267118.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 0.00 11138894.00 10640190.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 7200000.00 5845930.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 1179124.00 1042816.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 15054000.00 11743235.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-10-01 0.00 1143072.00 835387.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 11800000.00 10841493.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 0.00 30322920.00 24581120.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 1291013.00 1285094.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 1610196.00 1331863.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 3922300.00 4051403.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 2258102.00 2353930.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 3977178.00 4152459.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 2279279.00 2383306.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-06-01 0.00 1153313.00 1170753.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 4323668.00 4495334.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 1417300.00 1487579.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 1076811.00 1195990.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 3159606.00 3213265.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 1486.00 1547.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 2430991.00 2683493.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 1620.00 1655.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 175000.00 132565.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 1333600.00 1410666.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 0.00 2303.00 2408.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 2255.00 2374.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-04-20 0.00 5000000.00 927356.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-07-20 0.00 209000.00 138688.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-12-20 0.00 155391.00 141340.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-02-20 0.00 10000000.00 6266831.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-04-20 0.00 604159.00 367904.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-03-20 0.00 367696.00 264794.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-05-20 0.00 63783.00 48234.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 0.00 14736816.00 11830229.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-12-20 0.00 248278.00 257991.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-02-20 0.00 53112.00 42889.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-03-20 0.00 595906.00 551223.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-03-20 0.00 509974.00 419020.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-03-20 0.00 296563.00 261969.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 1801.00 1905.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-06-20 0.00 1703651.00 1774162.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-05-20 0.00 60000.00 200.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-11-20 0.00 1097328.00 787657.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 1000.00 551.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.00 79549000.00 81499046.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-12-02 2020-01-06 2020-01-03 N N N 0.0173 250000000.00 250000000.00 0.0021 N N N Y MUFG SECURITIES AMERICAS INC. MUFG SECURITIES AMERICAS INC. 1.649999% K5HU16E3LMSVCCJJJ255 0000867626 TPR02E6277791562MU U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-08-13 0.00 200.00 198.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-24 0.00 123681900.00 123560197.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-21 0.00 400.00 399.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.00 200.00 218.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 61658600.00 63249157.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 134014200.00 137471257.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-15 0.00 28701300.00 29405263.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-15 0.00 98200.00 100609.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.00 17012800.00 17429848.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-12-31 0.00 100.00 105.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-03-31 0.00 1933100.00 1954394.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-30 0.00 3887000.00 3932422.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-06-30 0.00 7250800.00 7222034.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.00 339600.00 337792.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-12-31 0.00 100.00 102.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-07-31 0.00 100.00 105.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-31 0.00 13250900.00 13260438.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-09-15 0.00 7563800.00 7564289.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-10-15 0.00 1184300.00 1178230.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-10-15 0.00 1339900.00 1333032.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-09 2019-12-06 N N N 0.0165 400000000.00 400000000.00 0.0034 N N Y N HSBC Bank Plc HSBC Bank Plc 1.670000% MP6I5ZYZBEU3UXPYFY54 0001140465 TPR02EE59779156GSA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.00 605000.00 715576.89 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.00 13158900.00 16984142.63 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.00 33000000.00 48052798.47 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 14997300.00 21509112.83 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.00 36000000.00 48168459.86 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.00 3000000.00 3420167.31 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.00 19274000.00 19525544.55 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-03-31 0.00 1000000.00 1032560.36 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-03-31 0.00 14535000.00 15309472.46 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-31 0.00 22000000.00 22381922.39 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-28 0.00 39000000.00 39617421.43 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-30 0.00 1000000.00 1011453.61 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.00 82045100.00 83911697.37 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 8000000.00 8183286.96 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-12-31 0.00 443000.00 453594.42 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-01-31 0.00 118050000.00 119198045.23 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.00 32940000.00 33651830.87 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 65000000.00 65876585.05 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.00 4720000.00 5061702.26 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.00 6425000.00 6551696.06 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-12-31 0.00 99804000.00 101330389.36 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 8608000.00 8758991.81 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-03-31 0.00 126335000.00 129339954.60 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-06-30 0.00 39140200.00 39752790.08 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.00 1000000.00 1016658.10 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.00 201000.00 205339.02 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.00 131196000.00 134435546.53 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-07-31 0.00 66786000.00 70043294.78 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-09 2019-12-06 N N N 0.0167 1025000000.00 1025000000.00 0.0086 N N Y N HSBC Bank Plc HSBC Bank Plc 1.670000% MP6I5ZYZBEU3UXPYFY54 0001140465 TPR02F8CC7791562GS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-08-15 0.00 6761700.00 8028851.77 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-01-31 0.00 19380000.00 20347064.11 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.00 40000000.00 43213245.65 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.00 95690000.00 100752880.93 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.00 33391000.00 34463364.81 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.00 8395000.00 9341634.93 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.00 41357000.00 41356615.65 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.00 8100000.00 8369904.77 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.00 52892000.00 55147895.54 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.00 4897000.00 5387567.54 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.00 30000000.00 32377485.82 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-07-31 0.00 33645000.00 35285937.96 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-10-31 0.00 14000000.00 13927550.77 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-09 2019-12-06 N N N 0.0167 400000000.00 400000000.00 0.0034 N N Y N BNP PARIBAS BNP PARIBAS 2.000002% R0MUWSFPU8MPRO8K5P83 0001272025 TPR0308967791566BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 0.00 1688.00 763.00 Agency Mortgage-Backed Securities Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-05-28 0.00 10000.00 10088.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 183101.00 160041.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 1038.00 976.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 28237637.00 27427244.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 8567326.00 8870334.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 2036-06-02 0.00 1000.00 1015.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2029-10-19 0.00 1000.00 999.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2038-01-25 0.00 1000.00 1019.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2038-04-05 0.00 21000.00 21377.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-07-01 0.00 2140.00 18.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-01 0.00 135884.00 4811.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 1048.00 860.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-01-01 0.00 2000.00 1016.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-10-01 0.00 1005432.00 737711.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-04-01 0.00 20132385.00 562619.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-03-01 0.00 5403.00 87.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-03-01 0.00 1164.00 4.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-03-01 0.00 1532.00 58.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-06-01 0.00 2237.00 8.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 1030372.00 989799.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-05-01 0.00 2544.00 19.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 0.00 2454.00 99.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 0.00 7862.00 62.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 3037.00 32.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 0.00 1650.00 62.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 6047.00 56.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 1285.00 36.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-08-01 0.00 3485.00 124.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 1371.00 42.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-12-01 0.00 1290.00 48.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-04-01 0.00 1320.00 279.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 0.00 38000.00 3049.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-12-01 0.00 12852.00 1084.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 0.00 1999786.00 741866.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 8540337.00 6506908.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 43846.00 38419.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 1095.00 800.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 80409725.00 78753864.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 1008.00 1001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-08-01 0.00 22000.00 2334.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 1943.00 114.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-12-15 0.00 70488.00 14051.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 0.00 1023.00 678.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-09-20 0.00 3533.00 2468.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 0.00 1887.00 1301.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-01-20 0.00 18884.00 14082.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-09-20 0.00 2439.00 372.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.00 300.00 300.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 200.00 144.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 100.00 56.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 666300.00 753213.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.00 63500400.00 66389387.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-28 0.00 606400.00 611533.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-28 0.00 38155000.00 38153351.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-07-15 0.00 2351600.00 2704747.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-07-31 0.00 1800.00 1784.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-08-15 0.00 64.00 49.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 8.00 6.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.00 223831.00 208201.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 43273.00 38516.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.00 47.00 34.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.00 23525888.00 19102080.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-11-15 0.00 1144149.00 772724.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.00 9.00 5.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 118.00 64.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.00 96266.00 51658.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0200 247500000.00 247500000.00 0.0021 N Y Y N Norinchukin Bank Norinchukin Bank 2.070000% TPR0308997791562TH U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 2315700.00 3253849.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.00 3600.00 3634.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-15 0.00 916800.00 1087741.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.00 199448900.00 214954777.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-04 2019-12-04 2019-12-04 N N N 0.0207 215000000.00 215000000.00 0.0018 N N Y Y Norinchukin Bank Norinchukin Bank 2.070000% TPR0309C87791563TH U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 1520000.00 2135791.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.00 359073200.00 362507956.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-15 0.00 5984900.00 7100807.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.00 68239200.00 69548521.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.00 2233300.00 2406925.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-11 2019-12-11 2019-12-11 N N N 0.0207 435000000.00 435000000.00 0.0037 N N N Y Norinchukin Bank Norinchukin Bank 2.100000% TPR030B60779156THE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 80712400.00 113411065.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.00 4000.00 4038.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-15 0.00 22490600.00 26684057.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.00 475716900.00 512700848.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-17 2019-12-17 2019-12-17 N N N 0.0210 640000000.00 640000000.00 0.0054 N N N Y BNP PARIBAS BNP PARIBAS 2.049998% R0MUWSFPU8MPRO8K5P83 0001272025 TPR030C36779156BNP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2028-09-01 0.00 60000.00 69870.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2029-10-24 0.00 90000.00 105426.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2030-11-26 0.00 20000.00 20729.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-02-25 0.00 5130000.00 5234259.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-01-01 0.00 60000.00 24572.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 14928.00 16025.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 4974.00 4908.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 2037-10-26 0.00 302000.00 303753.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2037-09-14 0.00 7090000.00 7179423.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2038-04-05 0.00 520000.00 529344.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2028-03-15 0.00 234000.00 195370.00 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2032-07-15 0.00 6716000.00 5007920.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-05-15 0.00 21000.00 20014.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-05-15 0.00 1000.00 806.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-03-23 0.00 1000.00 834.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-07-01 0.00 1406.00 12.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-05-01 0.00 591001.00 37037.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-10-01 0.00 1126.00 431.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 0.00 293342.00 147296.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 0.00 1951896.00 265504.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-06-01 0.00 15686126.00 5773027.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-05-01 0.00 1076.00 416.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 0.00 968886.00 627977.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 0.00 1130735.00 386120.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-10-01 0.00 1091116.00 391572.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 1835.00 12.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-03-01 0.00 2925453.00 783560.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 0.00 28420674.00 23562753.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-01-01 0.00 164000.00 138965.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 2422471.00 2047107.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 18367987.00 17441440.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 5213841.00 4407857.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 1004.00 731.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 578884.00 456847.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 2145410.00 2178837.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 29928655.00 30492456.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 4500000.00 4026596.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 4978556.00 4553944.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-03-01 0.00 1367680.00 1316756.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-05-01 0.00 2720.00 20.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 0.00 3365.00 27.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 3465.00 36.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-03-01 0.00 1102.00 26.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-08-01 0.00 1920.00 136.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-12-01 0.00 125511.00 28607.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 0.00 10556061.00 8711015.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 35399985.00 30220842.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 2000.00 2020.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-02-01 0.00 21758.00 5627.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-10-20 0.00 30079.00 20981.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-02-20 0.00 136798.00 100464.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-02-20 0.00 11725888.00 8611436.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 0.00 4354703.00 3599931.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-09-20 0.00 128214.00 89567.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 0.00 181108.00 150944.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-09-20 0.00 45708.00 34416.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-20 0.00 22859360.00 17249860.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-20 0.00 1326630.00 930808.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-02-20 0.00 50013.00 40386.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-04-20 0.00 17164.00 17153.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 0.00 14626176.00 14907460.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 0.00 596417.00 611377.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 0.00 2036.00 2097.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 1151004.00 1180105.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 48133145.00 49754661.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-11-15 0.00 4319.00 57.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-01-20 0.00 11787933.00 7902327.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-08-15 0.00 1442.00 134.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-19 0.00 2040900.00 2039190.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-16 0.00 279100.00 278515.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-23 0.00 113400.00 113129.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 11300.00 10728.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.00 659000.00 607333.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.00 1243100.00 1033830.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 3500.00 2514.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-08-15 0.00 22560800.00 14486944.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 278100.00 166214.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.00 8615700.00 4856481.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 22597900.00 12702709.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 100.00 113.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-04-15 0.00 4203100.00 8819066.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.00 37200.00 50987.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.00 17761500.00 25008529.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-05-15 0.00 5600.00 7740.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.00 185500.00 257613.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.00 1573800.00 1808943.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 13277900.00 15427690.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 100.00 116.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 38320100.00 40877012.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 5607600.00 6890792.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.00 100.00 118.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.00 34793800.00 41346977.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.00 100.00 120.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.00 127300.00 132293.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-28 0.00 3608200.00 3745493.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-03-31 0.00 1000.00 1033.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-30 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-04-30 0.00 550968000.00 572618802.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.00 15817100.00 17237092.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 38865000.00 39861934.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-15 0.00 232030300.00 237688639.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-10-31 0.00 33399200.00 33829399.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.00 8694400.00 8929471.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-04-30 0.00 28065600.00 28844605.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.00 13200200.00 13898612.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-31 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.00 1063800.00 1162943.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.00 308000.00 317892.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-30 0.00 3772000.00 3799840.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-28 0.00 3997000.00 3996827.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-15 0.00 5502400.00 6530681.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.00 13531000.00 15273488.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.00 17960000.00 17975356.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-02-15 0.00 3214300.00 3351393.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.00 60000.00 60289.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-31 0.00 7763000.00 7804279.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-10-31 0.00 18332900.00 18367810.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.00 2073400.00 2118159.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-06-15 0.00 38600500.00 38833078.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.00 3300.00 3335.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-07-31 0.00 100.00 101.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-08-15 0.00 120.00 93.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2033-02-15 0.00 82.00 63.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.00 23.00 17.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.00 59.00 44.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 42.00 29.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.00 122.00 98.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.00 22952.00 22460.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.00 4.00 4.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 138538.00 134441.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.00 177816.00 170547.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.00 3439.00 3285.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.00 217406.00 202225.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-08-15 0.00 13858.00 12774.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.00 41687.00 38255.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-05-15 0.00 12685.00 11528.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 18.00 16.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.00 17.00 14.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.00 838.00 604.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.00 3622586.00 3044436.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.00 256476.00 208249.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.00 815571.00 654741.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2036-11-15 0.00 13.00 9.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-11-15 0.00 71084.00 48008.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2038-05-15 0.00 212290.00 141680.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.00 169.00 109.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-05-15 0.00 198923.00 110003.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.00 327.00 200.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.00 218.00 132.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.00 335.00 198.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.00 1031676.00 608813.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.00 281679.00 163593.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.00 307.00 177.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.00 133.00 76.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.00 2970.00 1686.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.00 35.00 19.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.00 4.00 2.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 349236.00 191349.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 2372241.00 1291121.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.00 97.00 52.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 424.00 228.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.00 220.00 118.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.00 539.00 288.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.00 418.00 222.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.00 19.00 10.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.00 116.00 60.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-11-15 0.00 142.00 73.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2019-12-18 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0205 1490000000.00 1490000000.00 0.0125 N N Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.920000% KBVRJ5K57JZ3E2AVWX40 0000877559 TPR030F4B779156ING U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-23 0.00 2000.00 1995.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-02-06 0.00 130229200.00 129839554.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-10-08 0.00 400.00 395.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.00 88400.00 101509.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-08-31 0.00 3866700.00 3882924.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.00 70000.00 72746.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-28 0.00 125000.00 129756.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.00 100.00 101.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-04-30 0.00 200.00 213.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-31 0.00 300.00 314.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-15 0.00 148300.00 151916.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-04-30 0.00 24492100.00 25531549.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-30 0.00 300.00 304.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.00 55517000.00 57154162.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-02-28 0.00 200.00 201.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-30 0.00 100.00 102.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-30 0.00 7554900.00 7610660.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.00 100.00 101.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 200.00 199.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-07-31 0.00 2399900.00 2377936.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 6900.00 6837.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-10-31 0.00 4699500.00 4676588.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1 2020-01-21 2020-01-21 2020-01-21 N N N 0.0192 227000000.00 227000000.00 0.0019 N N N Y BNP PARIBAS BNP PARIBAS 1.829999% R0MUWSFPU8MPRO8K5P83 0001272025 TPR030FA67791565BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 0.00 121228.00 102804.00 Agency Mortgage-Backed Securities Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-05-16 0.00 5515000.00 5521540.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-07-11 0.00 25000.00 26975.00 Agency Debentures and Agency Strips Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2030-11-26 0.00 660000.00 684042.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 0.00 49611.00 24176.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 72616.00 74809.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 0.00 26121.00 20520.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 10692301.00 10480480.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 95631.00 102661.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 17974.00 17734.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 0.00 77717.00 54594.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 105886.00 106484.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 2036-06-02 0.00 734000.00 745303.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2037-10-26 0.00 1000.00 1006.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2038-01-25 0.00 2000.00 2038.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 8987.00 9227.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-12-01 0.00 105336.00 108122.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-15 0.00 1802000.00 1408993.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-07-01 0.00 1064.00 9.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-01 0.00 1730.00 61.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-05-01 0.00 600000.00 129496.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-12-01 0.00 9403800.00 1866216.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-03-01 0.00 3378024.00 1074891.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-07-01 0.00 11951936.00 2873740.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-09-01 0.00 997366.00 233615.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-09-01 0.00 15668780.00 8435731.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-06-01 0.00 8000.00 3904.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 105935.00 93614.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-04-01 0.00 1315841.00 1218736.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-12-01 0.00 134089.00 57696.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 2361.00 16.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 0.00 1222460.00 172964.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-08-01 0.00 1254.00 122.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-03-01 0.00 1787.00 29.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-06-01 0.00 2203.00 8.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 5114349.00 4566110.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 1896.00 1961.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 13377141.00 11614733.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 348996.00 254111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 4650848.00 3640979.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-07-01 0.00 1497000.00 985255.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-07-01 0.00 967000.00 724545.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-06-01 0.00 619000.00 567872.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 2028464.00 2121924.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 1003974.00 1037644.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 735661.00 804611.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 1022304.00 1109750.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 42093.00 42029.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-10-01 0.00 4009936.00 4114859.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 803547.00 834320.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-11-01 0.00 2446276.00 2649543.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-11-01 0.00 2693724.00 2927556.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 33182451.00 1901571.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-09-01 0.00 1209.00 91.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 0.00 1663.00 13.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 0.00 1091.00 49.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 2877.00 30.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-10-01 0.00 5700.00 97.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-03-01 0.00 1722.00 41.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 9428260.00 1289407.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 35236.00 324.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 0.00 1586676.00 597430.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-01 0.00 110000.00 16737.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-10-01 0.00 1046434.00 515930.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 0.00 12451.00 9993.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 50370.00 43001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 200000.00 187805.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 1379.00 1369.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-11-01 0.00 2740.00 278.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-04-01 0.00 1589.00 88.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-08-01 0.00 14000.00 2030.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 3230.00 189.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-02-01 0.00 225000.00 46693.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-10-01 0.00 1275.00 405.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-03-01 0.00 1492.00 183.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-12-15 0.00 811017.00 161662.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-03-20 0.00 188239.00 95129.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-04-20 0.00 60255.00 32406.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-06-20 0.00 470750.00 274511.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-09-20 0.00 430004.00 297623.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-02-20 0.00 20247.00 14869.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-09-20 0.00 83998.00 58679.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-11-20 0.00 1087.00 906.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-09-20 0.00 1000.00 831.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 0.00 4300240.00 3452091.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-11-20 0.00 1898112.00 1955990.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-11-20 0.00 50000000.00 52023561.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-20 0.00 9783.00 6864.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-20 0.00 109475.00 92492.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-20 0.00 8673.00 6594.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-01-20 0.00 382001.00 284863.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-02-20 0.00 2555.00 2063.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-04-20 0.00 108080.00 108009.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-06-20 0.00 2647.00 2733.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 0.00 6415.00 6576.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 33251.00 34092.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-06-20 0.00 2179060.00 101808.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-09-20 0.00 55755.00 8496.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-03-15 0.00 3141.00 92.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-01-20 0.00 59133.00 39641.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-04-15 0.00 17585.00 266.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.00 1735600.00 1730879.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-23 0.00 3284900.00 3264005.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-12 0.00 480500.00 480221.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-26 0.00 739800.00 738931.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-09 0.00 66900.00 66780.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-23 0.00 3275800.00 3267981.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-02-20 0.00 414000.00 412497.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-09-10 0.00 1497900.00 1479356.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-09 0.00 330000.00 328107.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-07 0.00 98500.00 97811.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-10 0.00 1394000.00 1393317.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-17 0.00 39496400.00 39464763.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-31 0.00 1475300.00 1473183.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 10100.00 9589.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 26835600.00 17585047.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.00 36900.00 23516.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 14422300.00 18773104.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.00 100.00 132.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 263641000.00 311466363.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.00 325980000.00 377031352.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.00 389500.00 453962.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.00 710900.00 837064.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.00 100233000.00 115097130.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-11-15 0.00 123684800.00 128730331.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-31 0.00 102777400.00 102063261.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.00 19687500.00 21082617.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-09-30 0.00 29971900.00 30281143.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.00 100.00 104.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.00 11515100.00 12321947.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-01-31 0.00 200.00 210.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-04-30 0.00 48744200.00 51902362.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.00 54360700.00 55138037.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-06-15 0.00 18622400.00 19107280.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-01-15 0.00 100.00 112.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-03-31 0.00 43423000.00 43893641.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-30 0.00 96551100.00 97656958.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-03-31 0.00 1466000.00 1474560.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-09-30 0.00 9199900.00 9260057.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.00 3314500.00 3346749.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.00 2408700.00 2488962.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-03-31 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.00 161759700.00 174141254.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-04-30 0.00 55356800.00 55873422.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.00 100.00 104.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-06-30 0.00 702800.00 713800.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.00 624200.00 675826.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-04-30 0.00 33210200.00 33449274.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.00 2200000.00 2420390.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.00 1500.00 1516.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-07-31 0.00 200.00 202.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 104276000.00 103321948.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.00 10.00 8.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-08-15 0.00 3.00 2.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2033-08-15 0.00 46.00 34.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2034-08-15 0.00 9.00 6.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2036-02-15 0.00 120.00 85.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-11-15 0.00 2.00 1.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-11-15 0.00 499920.00 384310.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2033-11-15 0.00 2.00 1.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2034-05-15 0.00 92.00 68.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2034-11-15 0.00 17.00 12.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-02-15 0.00 9.00 9.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.00 5.00 5.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.00 2.00 1.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 8.00 7.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.00 10.00 9.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.00 2.00 1.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-11-15 0.00 17.00 15.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.00 174.00 125.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.00 40.00 34.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 62.00 51.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-11-15 0.00 20.00 17.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.00 2778947.00 2269757.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.00 153.00 124.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.00 23370.00 18761.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2036-11-15 0.00 139.00 96.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.00 41159.00 28181.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-11-15 0.00 28085048.00 18967799.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.00 18030346.00 11932303.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-08-15 0.00 97.00 63.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-05-15 0.00 94.00 52.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.00 46.00 28.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.00 18.00 11.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.00 139.00 83.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.00 83.00 49.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 91.00 53.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.00 193.00 112.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.00 87.00 50.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.00 9.00 5.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.00 216.00 123.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-11-15 0.00 4.00 2.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-02-15 0.00 31.00 17.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 111.00 61.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 109.00 59.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 26.00 14.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.00 355.00 190.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.00 213.00 114.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.00 243.00 129.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.00 123.00 65.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.00 539.00 280.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.00 3.00 1.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-11-15 0.00 757.00 389.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.00 48.00 25.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2020-01-02 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0183 1975000000.00 1975000000.00 0.0166 N N Y N MUFG SECURITIES AMERICAS INC. MUFG SECURITIES AMERICAS INC. 1.880000% K5HU16E3LMSVCCJJJ255 0000867626 TPR031009779156MUF U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-07-01 0.00 1817356.00 1462018.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-04-01 0.00 1197922.00 654484.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 1565428.00 1591903.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 1481192.00 1187702.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 0.00 1145402.00 1070095.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 1443704.00 1309772.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-11-01 0.00 1482496.00 1530074.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-01-01 0.00 3654100.00 3054944.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-01-01 0.00 1682918.00 1163807.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 0.00 1015796.00 923878.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 0.00 4684984.00 4471482.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 31886.00 25013.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 1014104.00 1013037.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 2724912.00 2997765.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 8099680.00 7616973.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 3689200.00 3887920.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 12369104.00 12798364.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-03-01 0.00 275000.00 234043.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-08-01 0.00 2560000.00 2007862.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-09-01 0.00 562975.00 444125.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 0.00 1100000.00 482085.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 0.00 625000.00 236110.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-02-01 0.00 5496050.00 4292797.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-05-01 0.00 260000.00 234958.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-05-01 0.00 4000000.00 176308.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-06-01 0.00 440000.00 139466.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 0.00 1000000.00 697633.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 500000.00 364458.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 2899990.00 84548.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 0.00 2935360.00 2065014.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 0.00 7650000.00 5933342.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-05-01 0.00 75000.00 25943.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 0.00 1990000.00 1241143.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 0.00 18020160.00 15190165.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-09-01 0.00 6262008.00 5862185.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-12-01 0.00 560000.00 519548.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 3644300.00 3750003.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 4097264.00 4231392.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1437728.00 1516802.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 7422304.00 7553530.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 1076770.00 1121336.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 1525464.00 1650334.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 4144550.00 4388562.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 2253200.00 2445102.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-10-01 0.00 1553090.00 1639782.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 49972928.00 51012592.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-11-01 0.00 204257.00 212193.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-12-01 0.00 14861920.00 15092153.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 5643352.00 5832931.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 6184176.00 6215800.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 1301966.00 1413805.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 5687096.00 6120350.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 4447904.00 4812369.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2020-03-31 2020-03-31 2020-03-31 N N N 0.0188 200000000.00 200000000.00 0.0017 N N N Y BNP PARIBAS BNP PARIBAS 1.730002% R0MUWSFPU8MPRO8K5P83 0001272025 TPR0310FE7791564BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2036-08-08 0.00 730000.00 728936.00 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 0.00 2767.00 2217.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 0.00 7216797.00 3365605.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANK 2038-03-09 0.00 1000.00 1146.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2038-04-05 0.00 58000.00 59042.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-07-01 0.00 7773.00 67.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 0.00 35712.00 73.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-03-01 0.00 1295.00 57.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-03-01 0.00 1072.00 4.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-04-01 0.00 1850.00 59.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-06-01 0.00 2402.00 9.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-08-01 0.00 1303.00 1031.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 1000.00 789.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-05-01 0.00 9768.00 73.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 1024.00 10.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-12-01 0.00 1418.00 57.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 0.00 8240.00 65.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 2211.00 23.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-08-01 0.00 1202.00 58.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 0.00 2323.00 87.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 8816302.00 81131.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-02-01 0.00 1442.00 50.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 1220.00 37.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-12-01 0.00 1426.00 53.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 0.00 1028.00 848.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 34535920.00 26027635.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 2347.00 2330.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-12-01 0.00 1000.00 1048.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 0.00 91215091.00 62892051.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 0.00 3446500.00 3512781.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 0.00 38462557.00 39427315.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-06-20 0.00 10375.00 485.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-03-15 0.00 4974.00 146.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-11-15 0.00 1625.00 21.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-04-15 0.00 1798.00 27.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.00 1441100.00 1438940.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-07-16 0.00 14226000.00 14083655.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-15 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 200.00 144.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 500.00 281.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.00 1237200.00 1448345.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-08-31 0.00 9484400.00 9524195.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.00 4616000.00 4860756.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-30 0.00 6415200.00 6488677.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.00 6948000.00 7479820.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-07-31 0.00 100.00 99.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.00 33961400.00 36652825.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.00 6.00 4.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-02-15 0.00 100.00 78.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-08-15 0.00 20.00 15.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2033-02-15 0.00 5.00 4.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2033-08-15 0.00 19.00 14.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.00 99.00 74.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-02-15 0.00 5.00 5.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 7203.00 6990.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 579.00 524.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 49.00 43.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.00 7751864.00 6617053.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-05-15 0.00 153.00 125.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.00 2037.00 1654.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-11-15 0.00 139.00 94.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.00 347.00 212.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.00 171.00 104.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.00 82.00 49.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.00 255.00 152.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.00 169.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 43.00 25.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.00 6990295.00 4059810.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.00 138.00 80.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.00 120.00 68.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.00 33.00 18.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 342.00 187.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 143.00 78.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 48.00 26.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-11-15 0.00 923.00 495.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.00 829.00 442.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.00 632.00 336.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-08-15 0.00 247.00 130.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.00 2793.00 1451.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.00 276.00 140.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2020-01-06 Y BNP Paribas 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0173 223000000.00 223000000.00 0.0019 N N Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.780000% KBVRJ5K57JZ3E2AVWX40 0000877559 TPR0311067791566IN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-03-01 0.00 20862469.00 1017153.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-11-01 0.00 8795884.00 478926.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-03-01 0.00 9006840.00 943710.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-07-01 0.00 7238765.00 5757661.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 0.00 49947456.00 1664943.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-01-01 0.00 74994169.00 1187511.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 0.00 506052.00 163378.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-03-01 0.00 6830510.00 639768.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-02-01 0.00 23381217.00 6672869.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-01-01 0.00 42176443.00 1156813.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-05-01 0.00 25494607.00 1101993.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-05-01 0.00 8667435.00 832311.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-07-01 0.00 7896497.00 6769965.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 0.00 2780759.00 1078058.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-06-01 0.00 5482272.00 1475162.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-06-01 0.00 904024.00 420007.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 0.00 4682000.00 2412593.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 0.00 701081.00 325271.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 0.00 3615011.00 2054034.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 0.00 1098820.00 707311.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 0.00 1696169.00 880920.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-11-01 0.00 2811763.00 1808741.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 16945073.00 16039656.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 4285372.00 3969361.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 853843.00 378208.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 1337541.00 588569.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-09-01 0.00 4655117.00 1467734.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-10-01 0.00 275139.00 118606.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-02-01 0.00 26656123.00 12316638.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 191120.00 165469.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 0.00 159147.00 138920.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 0.00 6832278.00 6040866.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 9936.00 9352.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 239221.00 167495.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 6130675.00 5637510.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 21631952.00 20079694.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 0.00 1056.00 386.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 0.00 1024.00 625.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-12-01 0.00 3378999.00 2006056.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 0.00 9184597.00 5936252.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 9460097.00 9647327.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 0.00 176032.00 148395.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 0.00 907525.00 701116.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 2686128.00 2248785.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 3072.00 2727.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 0.00 6985064.00 6305736.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 0.00 758716.00 690984.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 6476051.00 6434530.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 2635807.00 2644628.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 6603748.00 5721369.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 14689818.00 14235008.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 766605.00 782554.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 8046487.00 8456607.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 1467776.00 1485624.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-06-01 0.00 4649067.00 23450.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-05-01 0.00 799123.00 165074.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-01 0.00 6196457.00 2165111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 0.00 49474.00 21118.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-03-01 0.00 6809861.00 2411647.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-04-01 0.00 49929713.00 30166874.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 0.00 24785920.00 19377129.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 0.00 1349224.00 1126506.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 0.00 5312106.00 1975520.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-10-01 0.00 3193457.00 1440592.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-01-01 0.00 22701588.00 12983103.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 2798032.00 2570418.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-07-01 0.00 24336.00 18940.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 26300000.00 21177348.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-12-01 0.00 8377830.00 6484091.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 0.00 956202.00 821937.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 0.00 77196.00 84531.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 0.00 573999.00 627722.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 0.00 513871.00 548050.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-07-01 0.00 32443885.00 26628.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 0.00 96562.00 86997.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 1983361.00 1899490.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 20944.00 21267.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 95008.00 75400.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 869384.00 830165.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 210000.00 176050.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 0.00 1036.00 916.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 6683264.00 5890064.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 50211171.00 45327410.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-03-01 0.00 12316128.00 10867214.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 1435065.00 1382378.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 586240.00 534094.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-09-01 0.00 1379313.00 308005.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 0.00 800000.00 38686.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 805139.00 38196.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-02-01 0.00 101303296.00 5979293.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-08-01 0.00 3772088.00 1261966.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 0.00 1252867.00 489008.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 0.00 4125420.00 1936581.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-04-01 0.00 146867.00 131804.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 1282082.00 1263673.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-03-01 0.00 1507974.00 129670.00 Agency Mortgage-Backed Securities Y Standard and Poor's Ratings Services A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0178 350000000.00 350000000.00 0.0029 N N N Y Bank of Montreal Bank of Montreal 1.750000% NQQ6HPCNCCU6TUTQYE16 0000927971 TPR031107779156BAN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.00 26823000.00 40912044.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.00 99202600.00 114024544.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-08-15 0.00 2369000.00 2812954.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-05-15 0.00 100.00 116.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-05-15 0.00 500.00 599.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-04-15 0.00 100.00 105.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-15 0.00 300.00 307.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-09-30 0.00 100.00 105.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-11-30 0.00 100.00 106.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-31 0.00 100.00 102.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.00 1000.00 1080.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.00 100.00 105.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-06-30 0.00 100.00 101.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.00 47422000.00 51654087.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.00 127059200.00 141386618.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.00 100.00 108.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-31 0.00 16373500.00 16406205.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-29 0.00 500.00 513.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-31 0.00 100.00 101.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-10-15 0.00 100.00 99.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2020-01-07 N N N 0.0175 360000000.00 360000000.00 0.0030 N N Y N Biddable repurchase agreement CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.800000% 2IGI19DL77OX0HC3ZE78 0000016847 TPR03135C779156CAN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-12-01 0.00 3708344.00 1273945.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-01-01 0.00 1098821.00 483126.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-12-01 0.00 2670965.00 1131642.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-03-01 0.00 254964.00 158346.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-07-01 0.00 1446001.00 80634.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-04-01 0.00 171926.00 12627.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 2717393.00 246544.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-12-01 0.00 39498.00 15072.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-02-01 0.00 1004.00 675.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 486192.00 451874.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 18994089.00 19073567.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 31700000.00 33493935.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 23625408.00 21989088.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 23363096.00 22743294.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 238618.00 250356.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 86953.00 91443.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-05-01 0.00 2744706.00 1286360.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 14487625.00 4960451.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-06-01 0.00 174601.00 80123.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 0.00 9151824.00 7327868.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-04-01 0.00 47616.00 20607.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-10-01 0.00 203475.00 111875.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 0.00 1380018.00 1236982.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 6600763.00 6667702.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 0.00 102311.00 87774.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 0.00 41986.00 34111.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 0.00 4521521.00 3707754.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 0.00 12494522.00 11414052.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 0.00 19840912.00 17629645.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 5176659.00 4896510.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 3175.00 3224.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 396994.00 393978.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-11-01 0.00 5659687.00 1150414.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-10-01 0.00 4008743.00 1203722.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-08-01 0.00 51684668.00 18995957.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 0.00 12157082.00 4933949.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-05-01 0.00 396552.00 180642.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-01-01 0.00 869329.00 619532.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 0.00 296797.00 213677.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-04-01 0.00 66392064.00 44300459.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 0.00 5916553.00 4916121.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 2623413.00 2091487.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-06-01 0.00 49500000.00 17195491.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-03-01 0.00 2299844.00 1230646.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-07-01 0.00 378103.00 226144.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 26175936.00 18161487.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 0.00 53012.00 42456.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 0.00 3684357.00 2917992.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 0.00 1664375.00 1515345.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 0.00 3134315.00 2675173.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 1092441.00 980344.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 0.00 15973392.00 13901376.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-09-01 0.00 1506418.00 1273671.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 438395.00 444540.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 3550526.00 3682709.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 4027210.00 3634542.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 0.00 3605490.00 3671491.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 5000000.00 4725732.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 1170507.00 1220543.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 3272239.00 3274304.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 46135680.00 37329235.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 49871.00 39633.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 44850038.00 32025129.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 0.00 18823521.00 16079330.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-06-01 0.00 68321683.00 63809817.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 1152465.00 1175330.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 15352355.00 12851043.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 39460278.00 37640934.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 4712192.00 4399811.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 124354.00 86640.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 18558309.00 17479363.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 5838004.00 4948729.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 1024176.00 1008880.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 45961724.00 48247270.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 30165664.00 30171338.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 296667.00 306902.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 17169994.00 18075228.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-10-01 0.00 3666630.00 3030194.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-07-01 0.00 24162723.00 20201293.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 45830000.00 34195377.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-08-01 0.00 3172698.00 215110.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 0.00 27588527.00 4768383.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-12-20 0.00 6873510.00 4952213.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-05-20 0.00 25232484.00 25239522.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 0.00 24098182.00 24820217.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-08-20 0.00 131566.00 135550.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-09-15 0.00 393301.00 334303.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.00 208500.00 243105.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.00 6522000.00 6974477.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-30 0.00 424000.00 432916.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.00 420800.00 467812.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-09-30 0.00 200.00 199.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2020-01-13 N N N 0.0180 750000000.00 750000000.00 0.0063 N N Y N Biddable repurchase agreement CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.800000% 2IGI19DL77OX0HC3ZE78 0000016847 TPR03135D7791565CA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-12-01 0.00 28506914.00 9793117.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 0.00 108038910.00 43537629.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 0.00 12750000.00 11132953.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 0.00 1189.00 988.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 2550315.00 2033210.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 16285109.00 14614063.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 15160350.00 14212346.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 0.00 15282004.00 11864978.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-06-01 0.00 101590.00 94881.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 48739666.00 40798663.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 7218.00 7467.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 55487084.00 57589586.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.00 200.00 199.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.00 66300.00 77304.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-01-15 0.00 98200.00 109171.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.00 123800.00 129750.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-09-30 0.00 600.00 597.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2020-01-14 N N N 0.0180 200000000.00 200000000.00 0.0017 N N Y N Biddable repurchase agreement ROYAL BANK OF CANADA-NEW YORK BRANCH ROYAL BANK OF CANADA-NEW YORK BRANCH 1.750000% TPR0313AF779156ROY U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 3628787.00 3698933.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 254991.00 223790.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 0.00 61579815.00 24970067.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 0.00 53031895.00 48100142.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 46858692.00 37670889.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 68352824.00 64816764.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 1477550.00 1376244.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 0.00 48053.00 19149.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 18683725.00 18072889.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-02-01 0.00 55237335.00 48916804.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-11-01 0.00 202197.00 209057.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-09-01 0.00 100070923.00 52365082.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-09-01 0.00 52340789.00 39400728.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 0.00 540144.00 500179.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 21682344.00 22435188.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 14968.00 14381.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 35267446.00 30185262.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 60000000.00 54882710.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 787960.00 611797.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 82117793.00 61270976.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-20 0.00 394525.00 258969.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-03 2019-12-03 2019-12-03 N N N 0.0175 500000000.00 500000000.00 0.0042 N N Y N MUFG SECURITIES AMERICAS INC. MUFG SECURITIES AMERICAS INC. 1.800000% K5HU16E3LMSVCCJJJ255 0000867626 TPR0314DB7791565MU U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.00 1000.00 579.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-05-15 0.00 100.00 57.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 1000.00 551.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.00 49900.00 54664.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.00 9174900.00 10306706.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.00 4200000.00 5533711.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 100.00 142.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2039-02-15 0.00 1700.00 2107.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.00 100.00 110.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-05-15 0.00 878000.00 1017104.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 100.00 116.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 63591000.00 67794243.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-08-15 0.00 8400.00 9898.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-11-15 0.00 365000.00 457649.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-11-15 0.00 40697000.00 42321643.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-07-15 0.00 400.00 402.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-07-15 0.00 100.00 107.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-07-15 0.00 100.00 111.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-31 0.00 100.00 100.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2020-01-17 2020-01-17 2020-01-17 N N N 0.0180 125000000.00 125000000.00 0.0011 N N N Y ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.650000% KBVRJ5K57JZ3E2AVWX40 0000877559 TPR03175E7791561IN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-08-01 0.00 5961548.00 1002577.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-05-01 0.00 26322218.00 5309266.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 0.00 9784358.00 4620424.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-12-01 0.00 12470240.00 5055793.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-09-01 0.00 12535159.00 5471333.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-11-01 0.00 2728868.00 416979.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-07-01 0.00 166694.00 132587.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 0.00 209339.00 178543.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-11-01 0.00 716327.00 211440.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 0.00 11547394.00 3728046.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 1502142.00 733418.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-11-01 0.00 248572.00 34687.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-03-01 0.00 39639776.00 3712794.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-06-01 0.00 181357.00 22184.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-10-01 0.00 21724645.00 4293243.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-08-01 0.00 2239312.00 328629.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-11-01 0.00 999771.00 409015.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-01-01 0.00 470988.00 123435.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-03-01 0.00 691135.00 199455.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 6077120.00 5752405.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 5455783.00 4866204.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 2484851.00 2468998.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-04-01 0.00 1698361.00 255528.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-07-01 0.00 132716.00 23357.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-03-01 0.00 1583508.00 456466.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 0.00 279601.00 158826.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 11335290.00 4987958.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 0.00 6570374.00 2696226.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-03-01 0.00 9678866.00 5659709.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-09-01 0.00 47210594.00 14885256.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 0.00 7544774.00 3360623.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 0.00 615588.00 246098.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-10-01 0.00 13441453.00 5794320.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 6869785.00 5947755.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 99000000.00 83328473.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 0.00 170080.00 148463.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 0.00 2900000.00 2312994.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 10388208.00 9466531.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 0.00 4397956.00 3888522.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 6386946.00 6011226.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 29070976.00 20354597.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 5172550.00 4756459.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 0.00 423236.00 340399.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 268576.00 249304.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 5591351.00 5480583.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 0.00 35131.00 21436.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-12-01 0.00 3796334.00 2253821.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 393231.00 379570.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 0.00 2224.00 1614.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 1000.00 1020.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 2309301.00 2338408.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 0.00 25562686.00 21549308.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 0.00 740363.00 571973.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 0.00 60180.00 53869.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 0.00 6515036.00 5160901.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 7413564.00 6206522.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 6578944.00 5840505.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 0.00 161359.00 137297.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 0.00 3966820.00 3581029.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 0.00 79561.00 69856.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 0.00 147212.00 129788.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 985759.00 992408.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 138186.00 137300.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 1917368.00 2046197.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 5226.00 5314.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 17018.00 14755.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 10124326.00 10158206.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 0.00 20224208.00 12891617.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 0.00 9370784.00 8668019.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 114102.00 98856.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 3243360.00 3142943.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 14668000.00 14958186.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 9163415.00 9354056.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 5548888.00 5831708.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 43717739.00 44249352.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 4114480.00 3084230.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-07-01 0.00 1000.00 778.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-09-01 0.00 7226670.00 6471981.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2058-05-01 0.00 7235680.00 6907596.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 0.00 58574.00 62470.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 938368.00 744705.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 0.00 1440.00 1274.00 Agency Mortgage-Backed Securities Y Standard and Poor's Ratings Services A-1 2020-04-29 2020-04-29 2020-04-29 N N N 0.0165 400000000.00 400000000.00 0.0034 N N N Y NORINCHUKIN BANK (THE) NORINCHUKIN BANK (THE) 1.680000% 5493007VSMFZCPV1NB83 0001496637 TPR0318807791561TH U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 311800.00 438118.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.00 540400.00 545569.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-15 0.00 521700.00 618973.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-11-15 0.00 213454100.00 217549693.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.00 137000.00 147651.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-02-05 2020-02-05 2020-02-05 N N N 0.0168 215000000.00 215000000.00 0.0018 N N N Y ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.590001% ES7IP3U3RHIGC71XBU11 0001000275 TPR0318F17791561RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-11-01 0.00 911429.00 942351.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 310962862.00 313072991.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 462474429.00 352360635.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 310429366.00 241027172.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 331721.00 255696.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 111158115.00 112129841.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-20 0.00 321924.00 211313.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2019-12-10 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0159 1000000000.00 1000000000.00 0.0084 N N Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 1.640002% 549300HN4UKV1E2R3U73 TPR03194A779156BOF U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-04-01 0.00 12994.00 1192.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-11-01 0.00 1001.00 34.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-08-01 0.00 1573962.00 53096.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 102395311.00 103733937.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 205775466.00 191641598.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-10-01 0.00 1980188.00 2072436.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 34857792.00 2655867.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-01-01 0.00 3738.00 789.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-01-01 0.00 11998500.00 6837988.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 0.00 2018782.00 1415756.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 269574848.00 206432081.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 13440.00 12447.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 243590011.00 197295177.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 228512.00 233260.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 2380230.00 2494689.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 5926736.00 4706174.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-09-01 0.00 10654000.00 11291772.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 0.00 12101824.00 11555156.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-11-01 0.00 10600000.00 4895715.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-02-01 0.00 61976913.00 29659856.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-04-01 0.00 1746000.00 743295.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-04-01 0.00 268200.00 163659.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-09-01 0.00 755000.00 178575.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 717009.00 651334.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 290000.00 225165.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 3183000.00 2487229.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 0.00 99192.00 77280.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-08-01 0.00 4876928.00 3648793.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 2450000.00 1910259.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 258089000.00 188582535.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 6189390.00 3270411.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-12-01 0.00 35174145.00 36049043.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-04-01 0.00 4306970.00 696112.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-03-01 0.00 100811391.00 11220600.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-11-01 0.00 10025264.00 3106689.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2020-01-07 Y BOFA SECURITIES, INC. 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 N N 0.0164 1000000000.00 1000000000.00 0.0084 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.600000% ES7IP3U3RHIGC71XBU11 0001000275 TPR0319A37791562RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 82715407.00 75746514.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 24980202.00 21923569.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 0.00 16496071.00 7424042.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 10966849.00 8816528.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 0.00 208865.00 83234.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-03-01 0.00 3506239.00 3183137.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 13042184.00 13718753.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-11-01 0.00 681146.00 704255.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-12-01 0.00 38082282.00 38672232.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-02-01 0.00 2246230.00 1198957.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-03-01 0.00 3863696.00 2245402.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 243530318.00 190085478.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 188601517.00 186071507.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 23871343.00 24699871.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 599220.00 579486.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 67484689.00 70424304.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 159884623.00 161328132.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 174610353.00 135572997.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 102862972.00 77521603.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-09 2019-12-09 2019-12-09 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0160 1000000000.00 1000000000.00 0.0084 N N N N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.670000% KBVRJ5K57JZ3E2AVWX40 0000877559 TPR031A307791562IN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-08-01 0.00 94584.00 15907.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 0.00 461599.00 217979.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 0.00 15373712.00 6703710.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-03-01 0.00 1821171.00 170577.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 64121.00 61450.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 159605.00 142357.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 115337.00 114601.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 0.00 20417886.00 16436578.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 0.00 232321.00 131969.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 176486.00 77661.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 0.00 16893951.00 14746749.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 18807.00 17138.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 23757651.00 22360079.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 1600.00 1485.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 0.00 1024.00 625.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 12857311.00 12410631.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 1000.00 1020.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 0.00 7113157.00 5996381.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 832832.00 739353.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 11073333.00 10357935.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 20170261.00 17487587.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 106479.00 106835.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 0.00 12227899.00 10208934.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 0.00 8433538.00 5375832.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 17431375.00 15102231.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 1309011.00 1336244.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 12299769.00 12449336.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 0.00 248991.00 136873.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 0.00 94543280.00 40356350.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2058-05-01 0.00 64555599.00 61628488.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 116480.00 107105.00 Agency Mortgage-Backed Securities Y Standard and Poor's Ratings Services A-1 2020-02-10 2020-02-10 2020-02-10 N N N 0.0167 250000000.00 250000000.00 0.0021 N N N Y ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.620000% ES7IP3U3RHIGC71XBU11 0001000275 TPR031A877791563RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-08-01 0.00 6315821.00 3287390.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 0.00 5833769.00 5254028.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-12-01 0.00 704426.00 210173.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 0.00 1499558.00 693618.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 0.00 3807431.00 1665635.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-05-01 0.00 5496530.00 2894334.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 4458766.00 4270931.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 1600912.00 1518093.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 2691825.00 2507265.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 0.00 2596257.00 2127161.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 3828810.00 3703633.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 0.00 1237552.00 917585.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 1419460.00 1306404.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 2028065.00 2030565.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 14057447.00 14091769.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 4792001.00 5040588.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-04-01 0.00 31807276.00 31670.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-04-01 0.00 1300000.00 32279.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 0.00 24800811.00 11452943.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 0.00 9637120.00 2592806.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-09-01 0.00 2140389.00 411056.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-11-01 0.00 352000.00 32063.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-01-01 0.00 165321.00 32402.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-05-01 0.00 31787968.00 13369242.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-10-01 0.00 320000.00 36686.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-06-01 0.00 5628972.00 1617495.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 0.00 120885.00 42565.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-01-01 0.00 1672003.00 35900.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-02-01 0.00 61000000.00 29638125.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-02-01 0.00 453059.00 222197.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-09-01 0.00 29300933.00 15964147.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 0.00 34040843.00 16872279.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-03-01 0.00 1401000.00 565448.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-07-01 0.00 210331.00 127802.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-06-01 0.00 64934162.00 22431557.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 0.00 8134129.00 2762668.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 0.00 10650744.00 4853289.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-07-01 0.00 1816825.00 775413.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 0.00 8185211.00 3780944.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 0.00 105698.00 48854.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 0.00 2126626.00 777690.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-11-01 0.00 1490371.00 791238.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-01-01 0.00 1647071.00 567651.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-02-01 0.00 393852.00 213439.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-02-01 0.00 3100000.00 2052737.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-04-01 0.00 5102518.00 1663608.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-12-01 0.00 1900929.00 528082.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-03-01 0.00 3817234.00 1757132.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-07-01 0.00 12322719.00 6972195.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-05-01 0.00 287000.00 176062.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-06-01 0.00 43207227.00 32532743.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 0.00 12343610.00 10306036.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-06-01 0.00 8797927.00 4647382.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-09-01 0.00 5265607.00 3152023.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 0.00 3286844.00 1783352.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-01 0.00 1379298.00 663837.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-02-01 0.00 1186289.00 551628.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-12-01 0.00 1242102.00 664304.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-08-01 0.00 13540480.00 6971538.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 0.00 8862083.00 3408342.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-01-01 0.00 1462244.00 539533.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 0.00 1684792.00 1024603.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 0.00 585000.00 29600.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 0.00 575000.00 43472.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-04-01 0.00 485474.00 181303.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-02-01 0.00 4280809.00 51509.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 0.00 475500.00 290935.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 0.00 884538.00 692156.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 0.00 1000.00 723.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 0.00 1462917.00 1082719.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-02-01 0.00 3837163.00 2969065.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-06-01 0.00 2563348.00 2360440.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 20761426.00 15029398.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-12-01 0.00 14034937.00 11380595.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 11371548.00 9831386.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 3289753.00 2942861.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 10808128.00 9633392.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 3461993.00 3045731.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 3108766.00 3212054.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 1562633.00 1232498.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 0.00 12196635.00 10135626.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 1676549.00 1445479.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 1011400.00 757523.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 5052724.00 5154916.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 3931320.00 2546618.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 2287076.00 2103005.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-05-01 0.00 2355004.00 2022694.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 3858788.00 3721678.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 812488.00 877237.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 12212887.00 11128831.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 4355039.00 4322860.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 2377000.00 1765946.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-12-01 0.00 17903223.00 18219257.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 13125056.00 12505921.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 1381677.00 1480546.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 20440668.00 17571035.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 21743771.00 17576423.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-03-01 0.00 552603.00 437944.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 160352.00 141404.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-05-01 0.00 1066776.00 960821.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 1082760.00 1080094.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 1142405.00 1111113.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 5785848.00 5220602.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 1891162.00 1626117.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 3576558.00 3362505.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 3624502.00 3443176.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 32689830.00 27514051.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 5010401.00 4698901.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 2303860.00 2133266.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 1709496.00 1758306.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 18327233.00 15710365.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 1749001.00 1433303.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 1054551.00 1143557.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 6073844.00 5823640.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 1404716.00 1396184.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 3058858.00 3132027.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 1140730.00 1185068.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 2630513.00 2518739.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 2879625.00 3038162.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 3287111.00 3438201.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 0.00 10957804.00 10249212.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 2440276.00 2074041.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 2214072.00 1838407.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 6173590.00 6137267.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 5207095.00 5111627.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 1954137.00 2008296.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 477285.00 452698.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 0.00 1057000.00 812413.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 0.00 9822298.00 9392530.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 17026913.00 13437389.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 8799319.00 7745871.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 1829682.00 1631781.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 2751626.00 2276965.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 5295514.00 4569744.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 0.00 7658334.00 6779722.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 0.00 1353249.00 1335847.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 2133151.00 2109120.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 6213631.00 5760566.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 3400972.00 2918592.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 0.00 1036148.00 1036189.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 0.00 1132545.00 1121366.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 1164487.00 991368.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 0.00 44787296.00 38274106.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 0.00 50000000.00 41199382.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 17260899.00 14284455.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 0.00 29706630.00 23364809.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 21041872.00 16906915.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 20378764.00 17918788.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-05-01 0.00 192000.00 149654.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-12-01 0.00 45760173.00 36229368.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-01-01 0.00 27461517.00 21656589.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-02-01 0.00 518000.00 400075.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 910000.00 784859.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 0.00 52493.00 34906.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 14216511.00 13370319.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 24615000.00 20788770.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-05-01 0.00 7561810.00 6631594.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 46906125.00 43639082.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 1914893.00 1788611.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-06-01 0.00 30977879.00 28107257.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-12-01 0.00 41595845.00 38599083.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 42608181.00 38916930.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 41796345.00 36397111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-06-01 0.00 3246248.00 3031870.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-03-01 0.00 14231794.00 13175721.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 59000.00 52260.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 31417173.00 28103933.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 0.00 5194358.00 5051157.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 17757273.00 15814325.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 1954742.00 1714923.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 0.00 6352680.00 5521786.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 0.00 1505133.00 1393769.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 15944401.00 13340430.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 18198318.00 17811116.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 19944688.00 18552592.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 6951875.00 6881758.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 3032522.00 3052874.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 2516782.00 2607546.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 10378139.00 11261659.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 1112035.00 947408.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 1196845.00 1260387.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 1729579.00 1822177.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 6881049.00 5975711.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 18289692.00 8193480.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-03-01 0.00 1441497.00 1459036.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 50000095.00 44556215.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 39942417.00 37271696.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 4148185.00 4482999.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 2985993.00 3031600.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 1416345.00 1153070.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 18202421.00 17962289.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 7982605.00 7804564.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 1649782.00 1614181.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 3492941.00 3643043.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 1595685.00 1740429.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 1448954.00 1561404.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 3986336.00 3804914.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 255000.00 246515.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 16512960.00 14246466.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 13596537.00 13692166.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 21728005.00 22961611.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 6520251.00 6404193.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 0.00 1097376.00 1044444.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 0.00 1224143.00 1254459.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 0.00 1192203.00 981294.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 3562730.00 3925269.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 0.00 1266382.00 1269105.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-06-01 0.00 1226795.00 1261904.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 2087691.00 1965348.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 1620285.00 1737423.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 5788364.00 5873925.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 24523571.00 24689983.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 200000.00 197941.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 2278093.00 2455559.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 1074210.00 1176086.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 1000.00 1021.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 2394758.00 2464358.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 6481025.00 6849903.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 1416296.00 1454328.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 910514.00 934091.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 0.00 2422184.00 2276711.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 11346018.00 9114063.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-06-01 0.00 15000.00 12894.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 12548061.00 12207562.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 20084490.00 17133807.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 5575893.00 4825597.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 21067740.00 18625455.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 2855401.00 2600874.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 20309482.00 18869674.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 4611096.00 4467469.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 0.00 25010548.00 21055502.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 3128604.00 3100032.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 577541.00 448170.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 7643118.00 6859361.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 48000.00 37552.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 35500000.00 33291676.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 11229598.00 9724273.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 5500001.00 5286791.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 0.00 20078401.00 18551186.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 0.00 7632581.00 7125001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 6920977.00 6047573.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 44461864.00 42322234.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-12-01 0.00 20029499.00 18434291.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 10669398.00 10133511.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 1402404.00 1202210.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 1719830.00 1683194.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 42405000.00 42375041.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 3001263.00 2821441.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 4939795.00 4381666.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 16889877.00 15523804.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 1097.00 1133.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 5468000.00 5469029.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 0.00 28563026.00 28853320.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 1356346.00 1371573.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-04-01 0.00 5724072.00 5441044.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 2022558.00 1893194.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 18836238.00 17476471.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 11539541.00 12507432.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 0.00 17958262.00 17795823.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 427061506.00 362665735.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 4403168.00 4693167.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 0.00 1035195.00 35770.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-07-01 0.00 3432361.00 189626.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 11803186.00 3014798.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-12-01 0.00 41501229.00 1345410.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 0.00 900000.00 52117.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-10-01 0.00 29842760.00 403289.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-11-01 0.00 72784641.00 3149602.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-02-01 0.00 7262589.00 2838875.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-08-01 0.00 13000000.00 4543896.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-06-01 0.00 2401116.00 1015588.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-01 0.00 13579482.00 3293745.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-07-01 0.00 30874789.00 13540564.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 0.00 12221114.00 2873052.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-11-01 0.00 49400000.00 18069772.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-12-01 0.00 32708144.00 16778078.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-12-01 0.00 2691370.00 1499322.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-07-01 0.00 25232869.00 14860427.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 0.00 1185000.00 410595.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 11164026.00 4771738.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-01-01 0.00 1490181.00 198372.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 0.00 21345491.00 1157935.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-02-01 0.00 24158082.00 13240264.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-12-01 0.00 1001.00 79.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 0.00 9654704.00 4578277.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-12-01 0.00 135000.00 54735.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-01-01 0.00 42524507.00 22103102.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-06-01 0.00 250000.00 140229.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 0.00 62004.00 28018.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-07-01 0.00 2587417.00 1482298.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 0.00 1718216.00 768302.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-10-01 0.00 139282.00 58828.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 0.00 2225041.00 854921.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 0.00 2468255.00 612231.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-04-01 0.00 1475518.00 692315.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 0.00 3857226.00 1568500.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-04-01 0.00 111056.00 59214.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 45884549.00 35626214.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 8188782.00 6312056.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-01-01 0.00 935550.00 693104.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 0.00 17041902.00 17164331.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-12-01 0.00 2257010.00 2320320.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-07-01 0.00 16777841.00 2715346.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-10-01 0.00 20162322.00 3251412.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-11-01 0.00 73150756.00 20304721.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-09-20 0.00 20338621.00 5272214.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-09-20 0.00 12354597.00 8448743.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-20 0.00 55271280.00 36280497.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 100.00 101.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2019-12-13 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0162 2500000000.00 2500000000.00 0.0210 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.640002% 2IGI19DL77OX0HC3ZE78 0000016847 TPR031AEE7791563CA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 11463547.00 11511515.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 29988579.00 31463802.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-10-01 0.00 1185366.00 651740.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 0.00 54497176.00 46753884.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 0.00 30258227.00 24657372.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 0.00 27089707.00 21960931.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 35815832.00 33814574.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 26268817.00 26674817.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 0.00 28670538.00 26458128.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 21432847.00 21270010.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-05-01 0.00 58832.00 26800.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 0.00 7633.00 5495.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-04-01 0.00 53110515.00 35438275.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 0.00 30370218.00 21580212.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 0.00 59368250.00 49051702.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 101886.00 81227.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 36561087.00 22060446.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 31738962.00 22021247.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 1502014.00 1347890.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 48000000.00 42404991.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 32697270.00 29676985.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-01-01 0.00 20371704.00 17755620.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 0.00 23986711.00 20917071.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-06-01 0.00 435130.00 406395.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 17089709.00 17565348.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 17929714.00 18368960.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 23154042.00 24162930.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 32198904.00 27116862.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 16025764.00 16617192.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 40280521.00 39678928.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 69336497.00 72598109.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 41231742.00 41239498.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 28784984.00 30302582.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 17988098.00 18669698.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 25040329.00 23136976.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 32623552.00 33706222.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 39422845.00 29409068.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 21392966.00 19260554.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-06-01 0.00 33388635.00 27212119.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 0.00 38009916.00 31074042.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.00 330800.00 385703.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-09-30 0.00 300.00 299.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2020-01-17 N N N 0.0164 950000000.00 950000000.00 0.0080 N N Y N Biddable repurchase agreement CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.649999% 2IGI19DL77OX0HC3ZE78 0000016847 TPR031AEF7791564CA U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 38213926.00 40093777.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 1000.00 946.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 0.00 7542780.00 6277761.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 5695.00 4526.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-06-01 0.00 79579.00 74324.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 20250880.00 18112392.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 45315860.00 38413114.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.00 19500.00 22736.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-04-30 0.00 100.00 101.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-09-30 0.00 100.00 100.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2020-02-03 N N N 0.0165 100000000.00 100000000.00 0.0008 N N Y N Biddable repurchase agreement CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.640002% 2IGI19DL77OX0HC3ZE78 0000016847 TPR031B4C7791561CA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-09 0.00 372600.00 370476.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-04-15 0.00 1200.00 2447.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 699800.00 1001985.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-08-15 0.00 19300.00 24867.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.00 2000.00 2353.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2048-02-15 0.00 12800.00 15129.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.00 256300.00 298839.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-05-15 0.00 54537500.00 57394581.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.00 10007500.00 10134778.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-06-30 0.00 16900.00 17102.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-11-30 0.00 1000.00 1014.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-12-31 0.00 1208600.00 1227343.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-01-31 0.00 66409000.00 68515234.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-04-15 0.00 112814500.00 118236838.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.00 7221200.00 7932294.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.00 84788600.00 91363062.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-09-30 0.00 463200.00 461469.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-09-30 0.00 200.00 199.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2020-02-14 N N N 0.0164 350000000.00 350000000.00 0.0029 N N Y N Biddable repurchase agreement ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.680000% KBVRJ5K57JZ3E2AVWX40 0000877559 TPR031B517791564IN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-08-01 0.00 6304719.00 525418.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-04-01 0.00 192420.00 149490.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-01-01 0.00 3608602.00 1165360.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-09-01 0.00 5858720.00 105373.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-08-01 0.00 2694536.00 316350.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-12-01 0.00 76829.00 1659.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-05-01 0.00 4900256.00 407896.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-09-01 0.00 5679.00 316.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-05-01 0.00 45855308.00 7154319.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-08-01 0.00 27734956.00 4664298.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-03-01 0.00 12255557.00 1284100.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-01-01 0.00 994144.00 219188.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-05-01 0.00 9703.00 1957.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 0.00 2844260.00 1343132.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-12-01 0.00 3740930.00 1516680.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 0.00 9166065.00 3996865.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-09-01 0.00 535621.00 233787.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-11-01 0.00 20382442.00 3114500.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-03-01 0.00 14035987.00 1542347.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 0.00 3254840.00 1471781.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-07-01 0.00 179758.00 142978.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 0.00 273138.00 232957.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-04-01 0.00 39720994.00 610752.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-01-01 0.00 11175766.00 1565230.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-12-01 0.00 3701920.00 684531.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-09-01 0.00 74423.00 524.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 0.00 2007.00 67.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-11-01 0.00 5963.00 126.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-01-01 0.00 2268.00 51.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-01-01 0.00 2880.00 46.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-04-01 0.00 5024.00 149.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-10-01 0.00 34293277.00 1297342.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-11-01 0.00 9257952.00 2732687.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 0.00 989551.00 319474.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 1475920.00 720615.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-09-01 0.00 2507708.00 373612.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-11-01 0.00 14967237.00 2088619.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-01-01 0.00 1106944.00 497383.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-02-01 0.00 5036246.00 800893.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-02-01 0.00 1307573.00 299656.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-03-01 0.00 27192787.00 2546967.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-03-01 0.00 1119610.00 276928.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-06-01 0.00 1277312.00 156245.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-06-01 0.00 1389545.00 902934.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-04-01 0.00 1678496.00 574859.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-05-01 0.00 711215.00 150935.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-08-01 0.00 2032808.00 496644.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-07-01 0.00 1482660.00 332103.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-08-01 0.00 12450058.00 1827102.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-08-01 0.00 2001619.00 241468.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-11-01 0.00 2142874.00 876668.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-12-01 0.00 1005822.00 321118.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-12-01 0.00 7650000.00 1797763.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-02-01 0.00 2497885.00 676009.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-01-01 0.00 1563340.00 409714.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-02-01 0.00 8761303.00 2513069.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-08-01 0.00 2628123.00 125928.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-09-01 0.00 2867914.00 291062.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-01-01 0.00 1092.00 30.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-05-01 0.00 7722.00 334.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 0.00 216416.00 34748.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-12-01 0.00 4453615.00 1322981.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-12-01 0.00 1101597.00 446185.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 0.00 6265395.00 5474852.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 706557.00 677127.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 4916587.00 5031511.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 2664425.00 2738692.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 0.00 1020.00 395.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-01-01 0.00 1468.00 426.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 0.00 8587710.00 1865369.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-08-01 0.00 1970.00 227.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 0.00 1052.00 546.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 0.00 6874.00 3355.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 0.00 1053.00 869.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 1237411.00 1103690.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 22471093.00 20814036.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 228317.00 226860.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-04-01 0.00 105282.00 15840.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-04-01 0.00 1450168.00 141015.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-05-01 0.00 1008515.00 252258.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-07-01 0.00 10718966.00 1886480.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-06-01 0.00 3687528.00 1122067.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-06-01 0.00 411848.00 83717.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-07-01 0.00 6584882.00 641246.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-09-01 0.00 2684964.00 544157.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-04-01 0.00 1411972.00 661885.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 5503602.00 2437808.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 4226766.00 1695205.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-07-01 0.00 3276268.00 1414058.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 0.00 10458362.00 4966371.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 0.00 5627764.00 3053144.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-11-01 0.00 3114474.00 1769162.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 2903710.00 1277743.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 0.00 10543324.00 4476005.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 0.00 3274101.00 1590129.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 0.00 10098508.00 4144035.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-09-01 0.00 6509377.00 2052373.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 0.00 8684301.00 3868195.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 0.00 324252.00 129629.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-10-01 0.00 581207.00 250546.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-02-01 0.00 3232.00 1493.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 832091.00 720412.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 0.00 391139.00 341426.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 34697.00 31619.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 0.00 8052057.00 7119353.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 4050.00 4099.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 4681342.00 4306075.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 139385.00 131186.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 4543274.00 3181060.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 5898.00 5424.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 0.00 2044113.00 1644034.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 8552571.00 7938859.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 69901.00 68516.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-02-01 0.00 7395676.00 2936928.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-11-01 0.00 1173423.00 562219.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 0.00 1000.00 365.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 0.00 831398.00 507307.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-12-01 0.00 12080775.00 7172158.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 0.00 6735730.00 4353484.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 1198652.00 1157009.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 8385267.00 7898391.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 0.00 5952.00 4319.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 3080.00 3141.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 183384.00 185695.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 13469.00 13512.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 3897830.00 4012459.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 1528720.00 1568431.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-08-01 0.00 5300000.00 4512413.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 0.00 1465375.00 1034323.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-09-01 0.00 357622.00 319828.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-01-01 0.00 13297162.00 11209489.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 0.00 1858599.00 1435875.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 0.00 1418993.00 1270193.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 0.00 2496694.00 1977762.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 1288889.00 1079038.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 0.00 156860.00 156342.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 0.00 2119301.00 1889161.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 0.00 1828691.00 1423095.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 3136.00 2784.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 0.00 1272410.00 1148337.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 0.00 844360.00 819057.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 0.00 3195849.00 2719274.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 0.00 8747482.00 7106879.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 0.00 24750.00 21731.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 0.00 610965.00 556423.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 6498678.00 6078828.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 3000.00 2689.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 6577054.00 4970221.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 1565953.00 1627593.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 1373811.00 1383077.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 3489809.00 3467434.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 677535.00 688971.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 7836302.00 6068150.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 6755130.00 5856688.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 3000.00 3010.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-12-01 0.00 2462.00 2269.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 14775000.00 13087771.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 24973884.00 21636926.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 155622.00 150804.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 2750000.00 2887575.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 5866782.00 6148905.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 27304.00 27872.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 4030346.00 4235768.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 6995315.00 7080379.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 0.00 4831.00 1368.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-04-01 0.00 61584.00 1909.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 0.00 1000.00 1096.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 0.00 2442418.00 2699378.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 0.00 1487741.00 1627939.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 0.00 395152.00 370702.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-06-01 0.00 14958.00 75.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-12-01 0.00 909219.00 115668.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 0.00 2355686.00 323270.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-01-01 0.00 3605802.00 541449.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-03-01 0.00 1783856.00 140014.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-04-01 0.00 326679.00 28714.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-05-01 0.00 72659.00 15009.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-12-01 0.00 1808029.00 298020.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 0.00 4810.00 1093.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-01-01 0.00 2223.00 295.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 0.00 1340.00 469.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-03-01 0.00 2591.00 149.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 0.00 69984.00 29656.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 0.00 27750368.00 3132439.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-09-01 0.00 269975.00 112031.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-12-01 0.00 15350.00 6839.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-01-01 0.00 1815000.00 938221.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 0.00 3890221.00 585907.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 812229.00 458667.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-06-01 0.00 1681.00 372.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 0.00 1231.00 498.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 0.00 4336.00 2384.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-07-01 0.00 598065.00 380679.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-01 0.00 19429891.00 6823890.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-10-01 0.00 2020.00 458.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-08-01 0.00 195630.00 86588.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 28529.00 26653.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-01-01 0.00 7711647.00 1954976.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-04-01 0.00 6706238.00 4633491.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-08-01 0.00 16942.00 16570.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 0.00 375777.00 393541.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 0.00 2924488.00 3105603.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-05-01 0.00 37146410.00 12017954.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-07-01 0.00 47134.00 21575.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-09-01 0.00 1534010.00 477267.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 0.00 4005000.00 494811.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-11-01 0.00 1021591.00 455969.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-02-01 0.00 12381194.00 3064348.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 0.00 128744.00 40916.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-11-01 0.00 7865992.00 1740674.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-03-01 0.00 8525824.00 2784772.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 0.00 55110.00 18379.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-02-01 0.00 2106646.00 1319511.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 0.00 109883.00 57506.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-07-01 0.00 67000.00 33486.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-12-01 0.00 1284757.00 575422.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 0.00 144516.00 107809.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 0.00 1334968.00 1030582.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 0.00 123466.00 104929.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-09-01 0.00 89094.00 68984.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 0.00 43339.00 35655.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 0.00 767866.00 641113.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 0.00 196870.00 151458.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-01-01 0.00 623969.00 565580.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 480665.00 390235.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-01 0.00 444615.00 257570.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 0.00 1801477.00 470715.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-08-01 0.00 2566430.00 1474621.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 0.00 3966013.00 2092035.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-11-01 0.00 6321.00 194.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 0.00 1184.00 6.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-06-01 0.00 16912.00 554.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-07-01 0.00 16993.00 226.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 0.00 1052.00 64.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-01-01 0.00 4202233.00 846237.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-10-01 0.00 3150.00 35.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-05-01 0.00 1363.00 27.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 0.00 2473.00 1549.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 0.00 524759.00 477702.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 1138768.00 1046131.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-09-01 0.00 1325821.00 761156.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 0.00 933940.00 770724.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-07-01 0.00 1536324.00 1195674.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-08-01 0.00 1800000.00 1357243.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 0.00 6498672.00 6288802.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2058-05-01 0.00 1211510.00 1156577.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2058-05-01 0.00 1809381.00 1747834.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 4538527.00 4317694.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 0.00 1000.00 821.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 1077120.00 942379.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 5042494.00 4064517.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 386413.00 321490.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-04-01 0.00 4073393.00 3840487.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 0.00 3069380.00 3121180.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 45163.00 42264.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 2400000.00 2314724.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 6239984.00 4993074.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 1502141.00 1612002.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 112973.00 108121.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 979491.00 992309.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 492712.00 481778.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 548800.00 506922.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 246810.00 228852.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 409533.00 405807.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-02-01 0.00 155809.00 168849.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 0.00 2103200.00 2260856.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 0.00 516121.00 565160.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-11-01 0.00 2969215.00 1211069.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-04-01 0.00 822384.00 790003.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-08-01 0.00 138254.00 125892.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 0.00 3467587.00 3124112.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 151579.00 143819.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-11-01 0.00 453636.00 317862.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 1067841.00 1022685.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-09-01 0.00 1714090.00 1437817.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 17960.00 18675.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 1292722.00 1295965.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 3996372.00 3171589.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 4508149.00 4379230.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 70712.00 67522.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 1550700.00 1381230.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 51607.00 39973.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 2002.00 2001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 3018.00 2561.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 2635161.00 2671422.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 1235372.00 1343071.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 1148941.00 1215184.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 957120.00 843525.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-04-01 0.00 890818.00 733615.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 3012114.00 3000489.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 3414712.00 2473096.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 0.00 1625216.00 1431088.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 2027766.00 1953319.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 3208770.00 2923351.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 238400.00 232539.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 233230.00 237475.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 21120843.00 20917102.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 1352960.00 1421835.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-07-01 0.00 1105862.00 38103.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-09-01 0.00 6344.00 305.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-10-01 0.00 5413.00 107.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-07-01 0.00 1537.00 25.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 5639.00 274.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-05-01 0.00 491969.00 33266.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 3191.00 75.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-09-01 0.00 5602.00 94.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 3137.00 34.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 4291.00 110.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 0.00 124687.00 16452.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-02-01 0.00 2146000.00 243483.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-11-01 0.00 4800000.00 1397214.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-07-01 0.00 1924162.00 872876.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-09-01 0.00 3721571.00 1113849.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 0.00 2851.00 837.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 0.00 119000.00 63408.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-07-01 0.00 2110160.00 1336748.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 0.00 214942.00 20026.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-10-01 0.00 597372.00 130304.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 0.00 308643.00 46291.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 0.00 4143352.00 1684850.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-01-01 0.00 1527474.00 1242864.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-12-01 0.00 1010.00 845.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-12-01 0.00 1138893.00 1014308.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 1000.00 876.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 654940.00 659602.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 0.00 2268635.00 2318198.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 13232046.00 13408360.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 0.00 11366.00 673.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-05-01 0.00 1038.00 79.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-05-01 0.00 4603.00 234.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-10-01 0.00 15079.00 1044.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-07-01 0.00 4928.00 185.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-04-01 0.00 1866.00 288.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-01-01 0.00 12398.00 710.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-06-01 0.00 9090.00 330.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-01 0.00 551667.00 26270.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-04-01 0.00 8087.00 234.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-01 0.00 1000.00 124.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 0.00 23819922.00 3834101.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-11-01 0.00 5108.00 1620.00 Agency Mortgage-Backed Securities Y Standard and Poor's Ratings Services A-1 2020-02-14 2020-02-14 2020-02-14 N N N 0.0168 500000000.00 500000000.00 0.0042 N N N Y ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.680000% KBVRJ5K57JZ3E2AVWX40 0000877559 TPR031BA97791563IN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 45750887.00 43306305.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 27500139.00 27324693.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 1824.00 1717.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 1280.00 1188.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 0.00 1024.00 625.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 1000.00 1020.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 1024.00 909.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 38512861.00 38641742.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 1024.00 887.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 40187620.00 40676306.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-06-01 0.00 3064952.00 15459.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 3058655.00 3029150.00 Agency Mortgage-Backed Securities Y Standard and Poor's Ratings Services A-1 2020-02-14 2020-02-14 2020-02-14 N N N 0.0168 150000000.00 150000000.00 0.0013 N N N Y MUFG SECURITIES AMERICAS INC. MUFG SECURITIES AMERICAS INC. 1.800000% K5HU16E3LMSVCCJJJ255 0000867626 TPR031C0C7791566MU U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-09-01 0.00 6000000.00 1469363.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 2128488.00 1709445.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-06-01 0.00 1292980.00 794620.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 0.00 1578002.00 1522721.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-12-01 0.00 2088992.00 1747855.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 1346926.00 1245359.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 0.00 1531756.00 1442005.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 1553584.00 1572107.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 1635086.00 1107781.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 4825232.00 4804879.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 3437712.00 3549589.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-05-01 0.00 1329914.00 1380139.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-05-01 0.00 1042008.00 1078688.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-05-01 0.00 1378652.00 1285686.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-04-01 0.00 2000000.00 1713477.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-08-01 0.00 450615.00 230203.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-12-01 0.00 3664496.00 2746865.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 5000000.00 1070023.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-10-01 0.00 2000000.00 559400.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-02-01 0.00 1150000.00 770428.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 0.00 64630.00 45467.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-02-01 0.00 1620452.00 630396.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-04-01 0.00 690147.00 571324.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-10-01 0.00 1450000.00 862424.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 0.00 8700000.00 7472701.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-03-01 0.00 620000.00 575021.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-05-01 0.00 44800.00 39836.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-05-01 0.00 2005260.00 1736040.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-11-01 0.00 2249320.00 2257764.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-11-01 0.00 3553140.00 3491634.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-12-01 0.00 8129456.00 8042110.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 13664368.00 14032766.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 3992804.00 4015986.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 236000.00 233421.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 5011984.00 5194417.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-12-01 0.00 4917120.00 4876910.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-12-01 0.00 1477668.00 1524512.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-12-01 0.00 2017876.00 2126113.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-12-01 0.00 8098384.00 8675628.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 1194302.00 1264381.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 1033808.00 941299.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 2039092.00 2143224.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 3016964.00 3132104.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1079658.00 1187041.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1277288.00 1394311.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1134404.00 1166663.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1259354.00 1317195.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 1051290.00 1101463.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 3903220.00 4082551.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 1939032.00 2040741.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 1549066.00 1691200.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 4065816.00 4233149.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1003694.00 1061013.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1280968.00 1363503.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 2574692.00 2517711.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1753888.00 1849026.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1122348.00 1185973.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 2573856.00 2675852.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 1113106.00 1190297.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 1281800.00 1387510.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1104248.00 1195319.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 3809884.00 4052247.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 1530138.00 1607079.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 3777720.00 3916718.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 2634732.00 2691646.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 3447904.00 3345341.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 3600000.00 3647113.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 2022424.00 2106203.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 2049924.00 2079201.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 15157424.00 15096249.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 1689798.00 1727305.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 3806336.00 3862094.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 2316072.00 2402866.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 1519760.00 1646376.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 3055336.00 3305699.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 2196524.00 2365140.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 6059680.00 6501177.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 1424114.00 1500049.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 4208930.00 4314609.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-08-01 0.00 1510816.00 1563162.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-08-01 0.00 2142052.00 2211778.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-05-01 0.00 1498214.00 1606388.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-07-01 0.00 1468054.00 1482220.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-08-01 0.00 2747916.00 2814646.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-09-01 0.00 2588992.00 2758121.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-09-01 0.00 1142910.00 1179542.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-11-01 0.00 2036656.00 2087321.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-10-01 0.00 3883372.00 4011484.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-10-01 0.00 1536142.00 1593067.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-10-01 0.00 3202864.00 3153285.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-11-01 0.00 1479326.00 1530425.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-08-01 0.00 1071246.00 1122582.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-09-01 0.00 2759720.00 2828237.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-09-01 0.00 3386184.00 3407548.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-09-01 0.00 1739794.00 1788196.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-11-01 0.00 1505110.00 1592845.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-11-01 0.00 1615938.00 1710128.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-09-01 0.00 1952884.00 1913561.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-09-01 0.00 1197882.00 1224936.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 0.00 8356832.00 8613832.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-10-01 0.00 1515112.00 1561702.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 3062708.00 3198834.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1854316.00 1933983.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 11048256.00 11128219.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-10-01 0.00 175765.00 178297.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-11-01 0.00 2546412.00 2624723.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 1265838.00 1245139.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 8383104.00 8399399.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 801798.00 782982.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 22822800.00 23259678.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2020-02-18 2020-02-18 2020-02-18 N N N 0.0180 300000000.00 300000000.00 0.0025 N N N Y CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.640002% 2IGI19DL77OX0HC3ZE78 0000016847 TPR031C7E7791562CA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-09 0.00 931100.00 925793.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 32250700.00 46177069.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.00 57729700.00 66297587.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.00 50813600.00 57276265.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-05-15 0.00 47701100.00 55258521.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-02-15 0.00 265300.00 309332.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.00 79993600.00 83093303.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.00 61342200.00 62138114.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.00 14046200.00 15211819.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.00 21451900.00 22095158.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.00 78448700.00 79446435.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-07-15 0.00 11389500.00 11534841.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.00 9730100.00 9815130.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-30 0.00 39076800.00 39898560.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-12-31 0.00 48089400.00 49240524.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-28 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-12-31 0.00 163448400.00 165983136.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-01-31 0.00 289000.00 298166.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-09-30 0.00 200.00 199.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-07 2019-12-07 2020-01-28 N N N 0.0164 750000000.00 750000000.00 0.0063 N N Y N Biddable repurchase agreement ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.700000% KBVRJ5K57JZ3E2AVWX40 0000877559 TPR031CCE7791565IN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-07-01 0.00 4660624.00 3775247.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-04-01 0.00 527740.00 409999.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 0.00 1000.00 388.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-06-01 0.00 1000.00 269.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-06-01 0.00 2301594.00 1069313.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 0.00 988845.00 513565.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 0.00 5813410.00 2385598.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-05-01 0.00 1244696.00 577604.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 4811640.00 4165845.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 1818.00 1711.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 3474220.00 2432541.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 0.00 247593.00 199133.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 901920.00 837200.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 22800.00 22348.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 0.00 1024.00 625.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 4962488.00 4790085.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 0.00 296498.00 215130.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 2120.00 2162.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 2335607.00 2365045.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 0.00 139103.00 107465.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 0.00 325932.00 291754.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 0.00 93394.00 73982.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 1345594.00 1194561.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 0.00 3845680.00 3730437.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 0.00 2152.00 1831.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 0.00 1120.00 999.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 1574202.00 1564109.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 3014573.00 3065454.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 3560218.00 3793546.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 3403041.00 2950432.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 3000.00 3010.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-12-01 0.00 118803.00 109510.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 532608.00 461442.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 1280.00 1240.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 3691802.00 3768608.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 7649728.00 7742750.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-06-01 0.00 2163.00 11.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-12-01 0.00 5014983.00 637990.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-01-01 0.00 44245.00 6072.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-01-01 0.00 1051.00 158.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-03-01 0.00 275427.00 61990.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-03-01 0.00 1040.00 298.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-05-01 0.00 3834077.00 792001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-06-01 0.00 9125694.00 389175.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 0.00 238530.00 26925.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-09-01 0.00 70000.00 28488.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-06-01 0.00 74137.00 35888.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 0.00 986673.00 542383.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-01-01 0.00 644853.00 254267.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-07-01 0.00 1353930.00 861801.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-01-01 0.00 42678.00 10819.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 0.00 200000.00 117758.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 0.00 8795.00 9211.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-06-01 0.00 130000.00 58188.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 0.00 3254000.00 763237.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-06-01 0.00 5478209.00 2765927.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-07-01 0.00 4501384.00 2060434.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-07-01 0.00 785000.00 284416.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 0.00 3191632.00 787450.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 0.00 691100.00 295000.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 0.00 2297507.00 1490301.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-11-01 0.00 1419365.00 624917.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-11-01 0.00 1882360.00 658653.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-02-01 0.00 3726240.00 1122270.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-10-01 0.00 208843.00 54259.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-01-01 0.00 350000.00 155640.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-03-01 0.00 1376640.00 487524.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-04-01 0.00 314824.00 126649.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-02-01 0.00 1020784.00 639374.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 0.00 3022818.00 1713232.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 0.00 370170.00 222328.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-12-01 0.00 141858.00 63536.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 0.00 179966.00 134255.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 0.00 212928.00 164378.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 0.00 1932234.00 1642135.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-09-01 0.00 26772.00 20262.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 0.00 296101.00 247223.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 0.00 1348351.00 1037325.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-01-01 0.00 955311.00 865916.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 309775.00 253596.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 1252970.00 1040433.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-03-01 0.00 1237248.00 535707.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 0.00 2457328.00 974185.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-09-01 0.00 3494754.00 1715851.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-10-01 0.00 880315.00 397117.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-04-01 0.00 92063.00 47768.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-04-01 0.00 21498.00 15145.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 0.00 1134176.00 836115.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-08-01 0.00 75000.00 58120.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-12-01 0.00 1064719.00 690492.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-04-01 0.00 881715.00 67182.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-10-01 0.00 4475000.00 141482.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 0.00 1226849.00 35958.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 0.00 100590848.00 472914.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-03-01 0.00 688026.00 86451.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-09-01 0.00 1250000.00 31237.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-02-01 0.00 421217.00 52894.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-06-01 0.00 2843.00 93.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-09-01 0.00 4142908.00 111344.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 13324107.00 47805.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 0.00 1528.00 957.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 0.00 1458096.00 1178964.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 0.00 232000.00 198499.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-01-01 0.00 16648127.00 13995639.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 776540.00 582097.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-07-01 0.00 2394447.00 1863525.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-09-01 0.00 1825273.00 1634658.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-05-01 0.00 45839.00 37893.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 0.00 4121044.00 3987958.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2058-05-01 0.00 1087717.00 1038397.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 2275165.00 1990556.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 0.00 3412240.00 3027227.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-01-01 0.00 19910.00 18200.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-01-01 0.00 1423330.00 1418894.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 2281000.00 1938266.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 1260714.00 1189132.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 1101300.00 702056.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 2428354.00 2236942.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 2568211.00 2156183.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 678489.00 687368.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 2933064.00 2889875.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 2677831.00 2473490.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 312592.00 296489.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 1001299.00 976040.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 1894483.00 1877248.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 0.00 4345917.00 4671687.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 0.00 4929097.00 5397432.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 0.00 1003.00 1070.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-02-01 0.00 1000.00 390.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-11-01 0.00 853572.00 348151.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 0.00 973700.00 681492.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 230240.00 219287.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 0.00 1932.00 1656.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 870000.00 764246.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-04-01 0.00 69726.00 66981.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 0.00 1053.00 949.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 3394008.00 3295104.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 839179.00 803692.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-02-01 0.00 14656.00 13761.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 768569.00 760354.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 1900202.00 1770464.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 1206219.00 1209245.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 1003594.00 902667.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 241600.00 230701.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 3633934.00 3618873.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-03-01 0.00 281799.00 284908.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 1600000.00 1488824.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 1672861.00 1690137.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 2877512.00 3023193.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 1000.00 1002.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 2745611.00 2921582.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 7025232.00 7315784.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 3646844.00 3831459.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 4953177.00 4086981.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 1968940.00 1733789.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 0.00 1248.00 1104.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 6474752.00 5706299.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-04-01 0.00 799072.00 658060.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 993080.00 989247.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-06-01 0.00 4390976.00 4141929.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 774400.00 560857.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 55816.00 51845.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 202743.00 184709.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 111937.00 109185.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 17640.00 17961.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 7306.00 7236.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-07-01 0.00 41943233.00 692508.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 3821.00 186.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 932322.00 25811.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-03-01 0.00 1096051.00 133360.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-09-01 0.00 10816.00 182.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 0.00 8744060.00 414820.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-09-01 0.00 3000000.00 106816.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 0.00 4556458.00 148764.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-03-01 0.00 687046.00 42441.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-05-01 0.00 5140417.00 647658.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 0.00 100000.00 25437.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 0.00 717675.00 28444.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-05-01 0.00 1625000.00 439206.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-07-01 0.00 298554.00 135436.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 0.00 3232.00 949.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-06-01 0.00 1200.00 112.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 0.00 90982.00 58757.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 0.00 663620.00 584313.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-07-01 0.00 2431501.00 1947649.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-11-01 0.00 65000.00 50625.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 721500.00 632191.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 1000.00 1013.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 0.00 4654017.00 275606.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-05-01 0.00 4763859.00 362109.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 0.00 2110000.00 172973.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-01-01 0.00 2833.00 121.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-08-01 0.00 7121183.00 182241.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-02-01 0.00 1700000.00 118066.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-03-01 0.00 1020509.00 32180.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-01 0.00 9210280.00 2162507.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-01 0.00 2165490.00 119784.00 Agency Mortgage-Backed Securities Y Standard and Poor's Ratings Services A-1 2020-02-18 2020-02-18 2020-02-18 N N N 0.0170 200000000.00 200000000.00 0.0017 N N N Y ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.649999% ES7IP3U3RHIGC71XBU11 0001000275 TPR031CD57791564RO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-04-01 0.00 24268.00 427.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 11238756.00 8449000.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-03-01 0.00 842956.00 509991.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 0.00 1500000.00 25584.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-12-01 0.00 390000.00 65979.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-03-01 0.00 8501297.00 2746836.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-05-01 0.00 2384000.00 2119078.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-01-01 0.00 50731.00 41571.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-06-01 0.00 6802568.00 894111.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 0.00 208477946.00 179232052.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 1267998.00 1333207.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 3774084.00 3601025.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 3330203.00 3318822.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 1048238.00 1096318.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-08-01 0.00 100000.00 53095.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 213479424.00 195493473.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 186176248.00 172831182.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 1182287.00 1193073.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 0.00 2878370.00 2002057.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-04-01 0.00 302613.00 135774.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-08-01 0.00 1082964.00 443274.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 0.00 37026.00 14755.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 0.00 899266.00 630466.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-12-01 0.00 853562.00 786792.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-02-01 0.00 3247363.00 2849876.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 7289192.00 6814491.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 543122.00 581571.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-07-01 0.00 1524394.00 1464410.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 0.00 8350000.00 67751.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-07-01 0.00 3046163.00 60001.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-12-01 0.00 20124841.00 3291371.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-11-01 0.00 17078399.00 3820593.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 0.00 55000.00 34526.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-11-01 0.00 15667621.00 4827209.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-12-01 0.00 11271093.00 3533058.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-09-01 0.00 20646784.00 9500629.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-10-01 0.00 300000.00 137649.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-01 0.00 3602528.00 1946333.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-01-01 0.00 620000.00 403201.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 0.00 675867643.00 13280793.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-01-01 0.00 3438644.00 2908989.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 0.00 4765660.00 4047504.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 17896384.00 14572615.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-01-01 0.00 6340179.00 4926885.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 22984896.00 19123114.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 18914999.00 12960231.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 16733088.00 15871083.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 9067949.00 9040296.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 2938000.00 3040012.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 17088384.00 16147236.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 13910784.00 14258224.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 99108527.00 104316006.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 0.00 1850000.00 1972953.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 0.00 36868224.00 2212777.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-01-01 0.00 499996.00 42086.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 0.00 100000.00 57190.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-12-01 0.00 3106359.00 3193493.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-12-01 0.00 252848894.00 257033880.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-09-20 0.00 66469837.00 17230430.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-04-20 0.00 244549631.00 143620234.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-03-15 0.00 48727800.00 49793357.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-07 2019-12-07 2020-01-21 Y Royal Bank of Canada 1.0000 7 N Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0165 1300000000.00 1300000000.00 0.0109 N N Y N BARCLAYS CAPITAL INC. BARCLAYS CAPITAL INC. 1.620000% AC28XWWI3WIBK2824319 0001453735 TPR031EA8779156BAR U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.00 43009100.00 54971074.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.00 36694400.00 47029032.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 100000000.00 100000000.00 0.0008 N Y Y N BNP PARIBAS BNP PARIBAS 1.650000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR031EAA7791561BN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-12-01 0.00 2804213.00 2878394.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.00 21891900.00 23567569.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-02-15 0.00 29.00 23.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 25900000.00 25900000.00 0.0002 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1.570000% 1VUV7VQFKUOQSJ21A208 0001330437 TPR031EB3779156CRE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-10-20 0.00 21882608.00 22499999.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-08-15 0.00 18948900.00 22499950.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.00 19156700.00 22499950.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.00 20884000.00 22499909.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-15 0.00 20581800.00 22499965.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-15 0.00 15258300.00 18218846.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.00 19933000.00 22499922.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0157 150000000.00 150000000.00 0.0013 N Y Y N DEUTSCHE BANK SECURITIES INC. DEUTSCHE BANK SECURITIES INC. 1.620000% 9J6MBOOO7BECTDTUZW19 0000058056 TPR031EB4779156DEU U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.00 1999000.00 1998520.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-02-27 0.00 20000.00 19921.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-03-26 0.00 60000.00 59693.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-21 0.00 98000.00 97252.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-12 0.00 18829800.00 18818879.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-26 0.00 5978100.00 5971076.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-02-13 0.00 5980400.00 5960689.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-02-13 0.00 60700.00 60500.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-09 0.00 18192300.00 18087949.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-21 0.00 16191000.00 16153437.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.00 16402000.00 18429155.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 12475200.00 16238618.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.00 100.00 127.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.00 500.00 669.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.00 12215800.00 16092745.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.00 3000.00 2972.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-07-15 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-07-15 0.00 18040600.00 18124385.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-07-31 0.00 80000.00 82287.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-08-31 0.00 16834900.00 16905537.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-10-15 0.00 17901400.00 17926604.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-30 0.00 1000.00 1033.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-31 0.00 18493800.00 18624497.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-31 0.00 14441200.00 14458649.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-03-31 0.00 131100.00 131830.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-03-31 0.00 15881400.00 16398504.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-04-30 0.00 675000.00 718734.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.00 9000.00 9808.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.00 100.00 110.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-08-31 0.00 7513000.00 7614579.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.00 17745300.00 19091638.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.00 14305100.00 14653941.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-30 0.00 255000.00 261164.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-31 0.00 15062900.00 15071650.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-29 0.00 100.00 104.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-31 0.00 16839700.00 17123616.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-06-30 0.00 18443900.00 18670045.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.00 20300.00 20497.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.00 6823000.00 6832767.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-28 0.00 15731500.00 15864668.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-03-31 0.00 18492400.00 18692830.00 U.S. Treasuries (including strips) 1 1/2 NOTE AF 19 254900HROIFWPRGM1V77 2019-11-30 0.00 17395100.00 17521841.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-12-31 0.00 630000.00 641597.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-31 0.00 14790400.00 14840244.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-04-30 0.00 18995900.00 18993724.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 700.00 716.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-09-30 0.00 500.00 503.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-30 0.00 378000.00 380790.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-12-31 0.00 12451000.00 12748768.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.00 500.00 500.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-28 0.00 447000.00 444994.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-11-15 0.00 18835500.00 19018762.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.00 80000.00 82666.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-03-31 0.00 95000.00 94874.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-31 0.00 181000.00 181362.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 100.00 101.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-30 0.00 16944300.00 16806937.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-11-15 0.00 753000.00 753644.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-10-31 0.00 903000.00 904720.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-06-30 0.00 200.00 201.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-31 0.00 4000.00 4104.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-06-30 0.00 200.00 205.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-07-31 0.00 18260100.00 18534022.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-31 0.00 16001400.00 16010037.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-31 0.00 5603700.00 5606725.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-08-31 0.00 512000.00 502661.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-10-31 0.00 10661000.00 10643581.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-10-31 0.00 10000.00 9951.00 U.S. Treasuries (including strips) Y Fitch, Inc. F2 Standard and Poor's Ratings Services A-2 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 500000000.00 500000000.00 0.0042 N Y Y N HSBC Bank Plc HSBC BANK PLC 1.650000% MP6I5ZYZBEU3UXPYFY54 0001140465 TPR031EB67791561GS U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.00 14545200.00 14505637.06 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-06-18 0.00 12000000.00 11894520.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-11-15 0.00 10000000.00 11235919.23 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 27000000.00 32163212.64 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.00 1000000.00 1525259.82 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-05-15 0.00 10507600.00 11148222.51 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-05-15 0.00 9600000.00 11210782.52 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-08-15 0.00 15000000.00 15272414.67 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-08-15 0.00 16028000.00 15880072.01 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-31 0.00 35000000.00 34809940.38 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-31 0.00 12000000.00 11916619.12 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-07-15 0.00 94250000.00 94687719.54 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-07-31 0.00 4528500.00 4657956.65 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-07-31 0.00 5960000.00 6035841.49 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.00 19000000.00 19840008.59 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-10-15 0.00 95000000.00 95133755.33 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-12-15 0.00 19000000.00 19198271.23 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-15 0.00 36000000.00 36390695.48 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-02-29 0.00 40000000.00 40275727.47 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.00 25000000.00 25357490.38 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-09-30 0.00 1980000.00 2080568.39 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.00 96000000.00 103283530.55 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-29 0.00 47000000.00 48686606.88 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-06-30 0.00 70000000.00 70858288.26 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-07-15 0.00 5000000.00 5048574.73 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-28 0.00 25000000.00 25211626.37 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-31 0.00 5000000.00 5052520.27 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.00 57100000.00 58783843.86 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-01-31 0.00 34485000.00 34549903.02 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-08-31 0.00 18000000.00 18020335.05 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-09-30 0.00 60000000.00 60392331.15 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-09-30 0.00 4554800.00 4553315.58 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.00 50000000.00 50434040.93 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-28 0.00 40000000.00 39998271.65 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-28 0.00 46300000.00 46092186.77 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 50000000.00 49779250.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-06-30 0.00 80800000.00 80578959.30 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-07-31 0.00 6072000.00 6038476.78 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-07-31 0.00 7256000.00 7189593.48 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-02-15 0.00 42200000.00 42769314.70 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-30 0.00 33020000.00 32752315.52 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.00 46000000.00 46220832.50 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-01-31 0.00 5000000.00 5054270.41 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-01-31 0.00 15000000.00 15480601.47 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-05-15 0.00 79506100.00 79888530.46 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-02-28 0.00 16000000.00 16155455.82 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-03-31 0.00 65321000.00 66874699.61 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-03-31 0.00 4000000.00 4034175.08 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-04-30 0.00 5000000.00 5035994.09 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.00 11020000.00 11138225.43 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-06-30 0.00 54926500.00 56244289.42 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-06-30 0.00 20270000.00 20579038.18 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 1600000000.00 1600000000.00 0.0134 N Y Y N HSBC SECURITIES (USA) INC. HSBC SECURITIES (USA) INC. 1.650000% CYYGQCGNHMHPSMRL3R97 0000853784 TPR031EB87791561HS U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks 2549001DPIFGXC1TOL40 2033-07-19 0.00 2140000.00 2231411.00 Agency Debentures and Agency Strips FED HOME LN DISCOUNT NT 2020-01-24 0.00 55000000.00 54868715.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2021-02-23 0.00 15000000.00 15332715.00 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANK 2024-07-26 0.00 15000000.00 15204748.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-05-15 0.00 69000.00 67171.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-02-28 0.00 15000000.00 15051175.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-17 0.00 1274000.00 979802.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-20 0.00 1934336.00 1588299.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-20 0.00 71695360.00 47061390.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-02-20 0.00 263806.00 47446.00 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2034-03-15 0.00 1517000.00 1060953.00 Agency Debentures and Agency Strips Y Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 150000000.00 150000000.00 0.0013 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 1.640000% 7TK5RJIZDFROZCA6XF66 0000812291 TPR031EBB779156MIZ U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 0.00 4134417.00 4280611.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 298066604.00 308107912.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 0.00 10034320.00 10393687.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-11-20 0.00 28130874.00 29153888.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-11-20 0.00 8035661.00 8327888.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-05-15 0.00 227731.00 236015.00 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 350000000.00 350000000.00 0.0029 N Y Y N MORGAN STANLEY & CO. LLC MORGAN STANLEY & CO. LLC 1.650000% 9R7GPTSO7KV3UQJZQ078 0000356630 TPR031EBC779156MOR U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-01-01 0.00 5448591.00 5780331.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 20837796.00 21198685.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-06-22 0.00 1254000.00 1260999.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-06-01 0.00 21783863.00 15459199.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-02-01 0.00 11610331.00 8739551.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2059-01-01 0.00 99956000.00 101391637.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 23483270.00 23181136.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 0.00 41128705.00 41665700.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 1000.00 1021.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 35749184.00 37822172.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 0.00 5236518.00 181132.00 Agency Mortgage-Backed Securities TENNESSEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2027-02-01 0.00 746000.00 798637.00 Agency Debentures and Agency Strips UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-23 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-30 0.00 100.00 100.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 250000000.00 250000000.00 0.0021 N Y Y N MUFG SECURITIES AMERICAS INC. MUFG SECURITIES AMERICAS INC. 1.650000% K5HU16E3LMSVCCJJJ255 0000867626 TPR031EBE7791561MU U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-02-01 0.00 1769812.00 928476.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 50006464.00 15322797.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-07-01 0.00 1133180.00 995760.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 0.00 31414760.00 12997746.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 0.00 48857600.00 33221654.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-15 0.00 10000000.00 7923670.00 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-08-01 0.00 19900000.00 5323961.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 5059136.00 4638865.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 4400000.00 4185294.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 3199970.00 3085947.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 1596688.00 1709487.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 3275072.00 3371380.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-11-01 0.00 21148800.00 21185355.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-07-01 0.00 2260000.00 2094304.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 15478224.00 15424881.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 4268536.00 4089724.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 1853038.00 1902188.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 3209556.00 3424394.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 3175728.00 3407275.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 2261092.00 2449688.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 1915134.00 1972654.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 16396480.00 16406590.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 1174850.00 1248642.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 24719968.00 25370141.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-05-01 0.00 6750000.00 3341356.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 1306.00 1390.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 13970112.00 14967064.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-12-31 0.00 45278700.00 45980876.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 250000000.00 250000000.00 0.0021 N Y Y N NOMURA SECURITIES INTERNATIONAL, INC. NOMURA SECURITIES INTERNATIONAL, INC. 1.630000% OXTKY6Q8X53C9ILVV871 0000072267 TPR031EC27791561NO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-04-15 0.00 10298900.00 21573276.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-10-31 0.00 23804000.00 24519419.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.00 33269900.00 35545534.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-01-31 0.00 17104900.00 17952467.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-03-31 0.00 1876900.00 1938024.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-04-30 0.00 31709800.00 32946068.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-12-31 0.00 84966300.00 89173015.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-15 0.00 3829300.00 3873540.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 28178300.00 28562875.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-02-15 0.00 30003600.00 30414795.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-01-31 0.00 20288100.00 20931559.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.00 20961000.00 21745728.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-10-31 0.00 78623600.00 78823718.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-2 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 400000000.00 400000000.00 0.0034 N Y Y N NOMURA SECURITIES INTERNATIONAL, INC. NOMURA SECURITIES INTERNATIONAL, INC. 1.650000% OXTKY6Q8X53C9ILVV871 0000072267 TPR031EC3779156NOM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-10-01 0.00 20638154.00 21363.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-04-01 0.00 4000000.00 11909.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-10-01 0.00 19613509.00 30625.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-01-01 0.00 26196089.00 42371.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-02-01 0.00 66821830.00 40704.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 0.00 66000000.00 32095.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-08-01 0.00 23893327.00 23099.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 143615861.00 120067.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-12-01 0.00 31952879.00 49824.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-02-01 0.00 24928372.00 27928.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-01-01 0.00 7567498.00 9720.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-08-01 0.00 4983.00 7.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-09-01 0.00 29376472.00 25740.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-02-01 0.00 64866047.00 68433.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-02-01 0.00 11508835.00 15703.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 150930.00 230.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 0.00 100000000.00 96051.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-09-01 0.00 199995683.00 236016.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-12-01 0.00 1874203.00 3779.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-01-01 0.00 323360945.00 467920.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-05-01 0.00 213739535.00 289582.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-03-01 0.00 10208968.00 21108.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-03-01 0.00 15823160.00 50702.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-02-01 0.00 12608513.00 15456.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-04-01 0.00 3456.00 6.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-02-01 0.00 3615412.00 5696.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-09-01 0.00 5993572.00 12870.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-10-01 0.00 2310.00 7.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-12-01 0.00 44931030.00 161368.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-04-01 0.00 5200258.00 26545.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-04-01 0.00 6535000.00 25050.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-04-01 0.00 3474520.00 2396.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-04-01 0.00 3295000.00 645.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-06-01 0.00 8900.00 3.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-06-01 0.00 315779.00 464.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-08-01 0.00 2010032.00 3910.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 3748371.00 7920.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-09-01 0.00 870000.00 2058.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 1643254.00 4757.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 2540694.00 10329.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-02-01 0.00 17026180.00 3516.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-04-01 0.00 1373625.00 39702.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-12-01 0.00 1920557.00 14751.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-02-01 0.00 1095017.00 41811.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-04-01 0.00 6939303.00 124966.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 0.00 6349369.00 15823.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 0.00 2790578.00 10790.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-05-01 0.00 3052832.00 20499.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-04-01 0.00 230206.00 29010.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-05-01 0.00 1941217.00 16416.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-07-01 0.00 416157.00 14032.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 0.00 2236370.00 32084.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 0.00 1292398.00 24204.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-06-01 0.00 4297498.00 149103.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-08-01 0.00 40000000.00 127052.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-09-01 0.00 15477000.00 3908.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 0.00 23029037.00 249348.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-05-01 0.00 4118500.00 105554.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-09-01 0.00 570000.00 84136.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-01-01 0.00 3000000.00 68439.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 2050000.00 59544.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-01-01 0.00 1000000.00 47993.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-08-01 0.00 4475000.00 205435.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-01-01 0.00 1515000.00 25844.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-12-01 0.00 575000.00 15859.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-03-01 0.00 500000.00 27211.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-07-01 0.00 1075000.00 36411.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-05-01 0.00 700000.00 48106.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-05-01 0.00 1000000.00 25325.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 0.00 4013433.00 208376.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-01-01 0.00 2000000.00 179277.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-08-01 0.00 1000000.00 58303.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-09-01 0.00 3493347.00 212244.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-09-01 0.00 208732.00 24109.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-07-01 0.00 4773.00 768.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-07-01 0.00 4383871.00 320444.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-05-01 0.00 239643.00 108525.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-05-01 0.00 2363920.00 1082045.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-11-01 0.00 501142.00 5732.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 120161.00 719.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-05-01 0.00 329007.00 4576.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-02-01 0.00 3000000.00 62575.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-10-01 0.00 392308.00 3781.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-11-01 0.00 1257847.00 23731.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 0.00 1120000.00 14882.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-02-01 0.00 1979741.00 155600.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-08-01 0.00 200000.00 4359.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-02-01 0.00 5000000.00 219676.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-04-01 0.00 1500000.00 44719.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-06-01 0.00 2200000.00 80314.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-07-01 0.00 700000.00 13437.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-12-01 0.00 1500000.00 49925.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-01 0.00 208000.00 34721.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-06-01 0.00 1213485.00 6968.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-11-01 0.00 10610900.00 31925.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-07-01 0.00 17913049.00 47251.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-11-01 0.00 6852452.00 39922.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-11-01 0.00 7912356.00 8575.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-12-01 0.00 1007387.00 17465.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-11-01 0.00 9768012.00 23976.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-12-01 0.00 2125013.00 18234.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-11-01 0.00 1661643.00 6692.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-12-01 0.00 8775090.00 37076.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-12-01 0.00 20768686.00 20944.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-11-01 0.00 2499368.00 90865.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-12-01 0.00 821362.00 7678.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-12-01 0.00 1990000.00 8588.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-01-01 0.00 3864631.00 44710.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-02-01 0.00 5066352.00 36157.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-02-01 0.00 988600.00 5803.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-01-01 0.00 22806112.00 8303.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-05-01 0.00 5355041.00 18750.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 2214031.00 11853.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 8518036.00 8151.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 0.00 269773.00 9175.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 0.00 456495.00 8415.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-11-01 0.00 1502418.00 7313.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-11-01 0.00 3877725.00 4499.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-11-01 0.00 3977752.00 8989.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 0.00 31158520.00 44232.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-02-01 0.00 4984684.00 35264.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-04-01 0.00 3850000.00 12605.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-04-01 0.00 17223379.00 56435.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-11-01 0.00 684661.00 4610.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-03-01 0.00 910313.00 7325.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-03-01 0.00 3687240.00 13408.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-05-01 0.00 717000.00 8900.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-05-01 0.00 3946832.00 62571.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-05-01 0.00 530948.00 7720.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-09-01 0.00 123750.00 8609.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-08-01 0.00 64575.00 3142.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-08-01 0.00 511917.00 11890.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-11-01 0.00 9799225.00 943363.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-04-01 0.00 1300000.00 44884.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-11-01 0.00 2817070.00 183749.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-01-01 0.00 234312.00 9252.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 0.00 227770.00 1066.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-05-01 0.00 15876789.00 72071.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-04-01 0.00 350000.00 1594.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-04-01 0.00 12100000.00 65216.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-01 0.00 792840.00 2891.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-05-01 0.00 1750000.00 13118.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-05-01 0.00 65969.00 298.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-11-01 0.00 115418027.00 449475.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 0.00 2600000.00 9169.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-04-01 0.00 1750000.00 9178.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-06-01 0.00 9000.00 28.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-06-01 0.00 4341000.00 23700.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-08-01 0.00 11800000.00 61275.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-08-01 0.00 52653070.00 223041.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-09-01 0.00 6352500.00 36571.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-06-01 0.00 78424919.00 276707.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-09-01 0.00 1760000.00 9644.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 1750000.00 6868.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-05-01 0.00 200000.00 773.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-10-01 0.00 6022398.00 34027.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-10-01 0.00 43350.00 375.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-12-01 0.00 2615000.00 14475.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-06-01 0.00 11887556.00 38716.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-11-01 0.00 18058154.00 86167.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-10-01 0.00 1038640.00 26134.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-09-01 0.00 11475994.00 761667.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-09-01 0.00 700000.00 76685.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-03-01 0.00 100000.00 15141.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-11-01 0.00 1000000.00 388156.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-02-01 0.00 8000.00 4477.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-03-01 0.00 11931508.00 4567774.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-03-01 0.00 405000.00 7183.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-12-01 0.00 625000.00 11595.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-12-01 0.00 499000.00 10919.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 0.00 14900000.00 33948.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-10-01 0.00 4758403.00 15100.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-02-01 0.00 6969397.00 65171.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-04-01 0.00 1328701.00 11507.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-11-01 0.00 685000.00 3429.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-05-01 0.00 600000.00 5359.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-05-01 0.00 2275250.00 18463.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-04-01 0.00 6987000.00 48862.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-12-01 0.00 607371.00 3173.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-05-01 0.00 1060000.00 9218.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-07-01 0.00 289551.00 6711.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-07-01 0.00 3909656.00 48585.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-09-01 0.00 695000.00 8246.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-02-01 0.00 2434000.00 34801.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-09-01 0.00 1515000.00 17423.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-09-01 0.00 647413.00 7015.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-11-01 0.00 430000.00 13191.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-11-01 0.00 710350.00 3091.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 0.00 300000.00 4212.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-01-01 0.00 3692656.00 44628.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-03-01 0.00 3344000.00 40161.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-01-01 0.00 1407000.00 17855.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-02-01 0.00 1000000.00 8057.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-02-01 0.00 1321000.00 23093.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-03-01 0.00 2375000.00 15740.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 6618.00 95.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 4090762.00 3285.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 3350000.00 53676.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-05-01 0.00 611958.00 10467.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 8336000.00 75644.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-03-01 0.00 8080000.00 91211.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-05-01 0.00 1000000.00 19435.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 0.00 1000000.00 6801.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-07-01 0.00 8394057.00 111293.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-05-01 0.00 3600000.00 47571.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 0.00 5578468.00 91755.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 0.00 1340000.00 34702.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 5331000.00 76092.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 0.00 1550000.00 31822.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-08-01 0.00 1073104.00 20047.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-07-01 0.00 2954000.00 81585.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 17000.00 1334.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 500000.00 16952.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 2050000.00 68292.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 1000000.00 132911.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-07-01 0.00 1049999.00 4006.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 20848439.00 324455.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-02-01 0.00 1667000.00 20197.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-12-01 0.00 5000000.00 47041.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-04-01 0.00 565000.00 12976.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-03-01 0.00 6350000.00 87871.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-04-01 0.00 1074000.00 15736.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-05-01 0.00 1000000.00 25522.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-08-01 0.00 300000.00 8979.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-02-01 0.00 400000.00 6108.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-09-01 0.00 1050000.00 30133.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-08-01 0.00 52000.00 1698.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-05-01 0.00 21470000.00 454197.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-07-01 0.00 16389001.00 22340.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-01-01 0.00 1100000.00 21388.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-11-01 0.00 1042180.00 16976.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-03-01 0.00 5400000.00 269562.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 5224135.00 110624.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 675000.00 15389.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-03-01 0.00 2046197.00 47179.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-05-01 0.00 136347.00 9548.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 1657000.00 43086.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-01-01 0.00 5419.00 34.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-06-01 0.00 293000.00 9288.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-06-01 0.00 868236.00 22897.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 2625000.00 59252.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 1841611.00 3905.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-12-01 0.00 2025000.00 26264.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 0.00 3080000.00 23447.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-07-01 0.00 211000.00 7000.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-04-01 0.00 580000.00 50070.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-04-01 0.00 510000.00 45999.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-05-01 0.00 14000.00 1899.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 98349.00 128.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 500000.00 14142.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 49995.00 1594.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 8000.00 1264.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 557000.00 15915.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 1358713.00 30174.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 22236.00 3537.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 29227.00 196.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-11-01 0.00 59000.00 523.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-08-01 0.00 645000.00 20223.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 0.00 284000.00 9951.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 26697.00 111.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 267000.00 11654.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 91000.00 3675.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 235631.00 1795.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-05-01 0.00 2000000.00 421363.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 0.00 380000.00 26863.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-10-01 0.00 500000.00 42094.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 506000.00 11855.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 0.00 1901659.00 43864.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 0.00 98371.00 14518.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-12-01 0.00 120398.00 14062.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-07-01 0.00 99502.00 2607.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 34000.00 1258.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-01-01 0.00 8250.00 1825.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 343666.00 11948.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-06-01 0.00 192719.00 31625.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 52000.00 1157.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-07-01 0.00 293042.00 16436.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 102000.00 11380.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 2160692.00 35871.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-07-01 0.00 1024.00 25.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-01-01 0.00 2000.00 623.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-07-01 0.00 92000.00 21527.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 0.00 66000.00 6487.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-11-01 0.00 89000.00 8641.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 179950.00 7732.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-03-01 0.00 224399.00 1126.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-08-01 0.00 29006616.00 10.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 941000.00 46024.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 86198.00 1709.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 1931545.00 1408.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-04-01 0.00 9576391.00 4706813.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-11-01 0.00 286999.00 7019.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-11-01 0.00 33001.00 13842.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-01-01 0.00 5000.00 1968.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-08-01 0.00 1000.00 383.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-12-01 0.00 3000.00 1152.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-04-01 0.00 7000.00 4134.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-10-01 0.00 25105.00 476.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 7100082.00 1673659.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-01-01 0.00 263015.00 185926.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-06-01 0.00 631555.00 69594.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-01-01 0.00 81566.00 56162.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 0.00 1000000.00 804911.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 39630476.00 31522745.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 210000.00 154347.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 936557.00 850611.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-12-01 0.00 1565000.00 47555.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-04-01 0.00 5229.00 301.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-05-01 0.00 12974.00 3793.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 0.00 385000.00 122431.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 0.00 700931.00 324207.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 6052.00 4357.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 0.00 6074.00 3958.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-04-01 0.00 400000.00 551.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-04-01 0.00 58000.00 110.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-05-01 0.00 518362.00 816.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-01 0.00 237926.00 991.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 37904.00 250.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-07-01 0.00 700000.00 1924.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-08-01 0.00 50000.00 115.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-08-01 0.00 1528000.00 5282.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 439633.00 1973.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-11-01 0.00 737900.00 3028.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-06-01 0.00 341836.00 1387.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-01-01 0.00 1932.00 9.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 0.00 13075000.00 67494.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-05-01 0.00 84826.00 270.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-08-01 0.00 30000.00 169.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-06-01 0.00 200000.00 1996.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-10-01 0.00 159427.00 1462.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-05-01 0.00 119889.00 1955.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-03-01 0.00 325000.00 4103.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-10-01 0.00 25000.00 474.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-06-01 0.00 3000000.00 112960.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-07-01 0.00 47000.00 1744.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 35000.00 1717.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-01-01 0.00 840797.00 35181.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-01-01 0.00 20360.00 6633.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-01-01 0.00 1011.00 421.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-10-01 0.00 3000.00 1439.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-04-01 0.00 2000.00 891.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-01-01 0.00 1000.00 521.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-11-01 0.00 4000.00 3064.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-12-01 0.00 1000.00 768.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-05-01 0.00 1264.00 27.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-05-01 0.00 725000.00 18095.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-06-01 0.00 1250000.00 31208.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-10-01 0.00 750000.00 325907.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-07-01 0.00 178684.00 4129.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-08-01 0.00 1009.00 35.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-09-01 0.00 624195.00 21299.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-09-01 0.00 2900000.00 57661.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-08-01 0.00 2202.00 44.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-02-01 0.00 508959.00 10551.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-03-01 0.00 748937.00 15056.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-05-01 0.00 4385.00 79.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-09-01 0.00 2910.00 55.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-06-01 0.00 1000000.00 38177.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-02-01 0.00 2000000.00 43833.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-04-01 0.00 9260252.00 183457.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-04-01 0.00 6388675.00 140842.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-05-01 0.00 1600003.00 46657.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-01-01 0.00 55318.00 976.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-02-01 0.00 213358.00 5017.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-03-01 0.00 25597.00 2441.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-06-01 0.00 734321.00 122440.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-03-01 0.00 1180.00 183.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-03-01 0.00 233645.00 113737.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-11-01 0.00 890000.00 527381.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-07-01 0.00 3357157.00 2069122.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-07-01 0.00 71250.00 52370.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-01-01 0.00 2213877.00 1875301.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-05-01 0.00 3130771.00 2546216.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-07-01 0.00 5326582.00 4167116.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-01-01 0.00 652816.00 506026.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-01-01 0.00 162929.00 53.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 700165.00 933.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 226697.00 27.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 98541.00 583.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 61753.00 143.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 33111.00 136.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 112166.00 187.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 371820.00 710.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 267939.00 1008.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-10-01 0.00 242031.00 1073.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-11-01 0.00 70246.00 545.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-11-01 0.00 330644.00 1252.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-01 0.00 80362.00 476.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-01 0.00 169868.00 1277.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-01 0.00 55321.00 772.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-04-01 0.00 512703.00 2164.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 0.00 282810.00 3134.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-02-01 0.00 1130858.00 10386.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 0.00 250675.00 1688.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 0.00 84441.00 1558.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-11-01 0.00 211059.00 900.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-11-01 0.00 104803.00 339.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-05-01 0.00 307341.00 1434.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-06-01 0.00 1200000.00 3907.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-04-01 0.00 93930.00 205.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-06-01 0.00 36574.00 226.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-06-01 0.00 40593.00 138.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-07-01 0.00 884360.00 3440.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-09-01 0.00 240172.00 1497.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-09-01 0.00 1040763.00 3290.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-10-01 0.00 250487.00 1857.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-11-01 0.00 14223.00 155.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-01 0.00 26000.00 50.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-09-01 0.00 6542135.00 62060.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-01 0.00 157616.00 320.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-06-01 0.00 500000.00 89.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-10-01 0.00 37000.00 898.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-11-01 0.00 25000.00 165.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-11-01 0.00 188429.00 1692.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-11-01 0.00 60000.00 399.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-12-01 0.00 50862.00 680.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-01-01 0.00 69676.00 639.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-01-01 0.00 1000000.00 4902.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-02-01 0.00 83291.00 2449.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-09-01 0.00 2444244.00 95522.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-04-01 0.00 687000.00 909.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-01-01 0.00 41000.00 264.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-04-01 0.00 1574605.00 9562.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-02-01 0.00 82628.00 2571.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-11-01 0.00 1942133.00 49435.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-11-01 0.00 29000.00 309.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 0.00 2401044.00 51652.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-11-01 0.00 25000.00 565.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-01-01 0.00 1559.00 27.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-02-01 0.00 500000.00 1837.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 0.00 146663.00 971.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-03-01 0.00 500000.00 2488.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 110000.00 2231.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 1423.00 20.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-05-01 0.00 25086.00 372.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-06-01 0.00 154456.00 1741.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-05-01 0.00 160000.00 1620.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-11-01 0.00 410000.00 2106.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 0.00 263868.00 1829.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-07-01 0.00 22050.00 739.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-09-01 0.00 100356.00 1783.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-09-01 0.00 139536.00 1847.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-09-01 0.00 28329.00 999.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-10-01 0.00 134483.00 3421.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-02-01 0.00 80000.00 1802.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-01-01 0.00 3114641.00 10895.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-04-01 0.00 832055.00 2436.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-03-01 0.00 437823.00 15093.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-07-01 0.00 1262.00 37.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-08-01 0.00 50000.00 3768.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-09-01 0.00 200000.00 7500.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-10-01 0.00 50000.00 2575.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-10-01 0.00 43000.00 1927.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-12-01 0.00 168000.00 13563.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-01-01 0.00 4039000.00 203035.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-01-01 0.00 1500000.00 104827.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2019-12-01 0.00 1000000.00 216.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-07-01 0.00 127672.00 7002.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-04-01 0.00 500000.00 23607.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-05-01 0.00 278000.00 16511.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-05-01 0.00 128000.00 7048.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-05-01 0.00 316958.00 634.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-06-01 0.00 2607465.00 130221.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-09-01 0.00 316043.00 3501.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-12-01 0.00 76890.00 1348.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-02-01 0.00 25000.00 156.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-03-01 0.00 451134.00 9103.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-04-01 0.00 1020000.00 31950.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 0.00 2150000.00 281035.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-09-01 0.00 2000000.00 78441.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 0.00 2000000.00 235442.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-10-01 0.00 214966.00 2564.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-02-01 0.00 4000000.00 31010.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-10-01 0.00 218733.00 4841.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 0.00 84000.00 1836.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-01-01 0.00 1092.00 0.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-01-01 0.00 4683338.00 4107.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-07-01 0.00 28154302.00 42297.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-09-01 0.00 12653549.00 19953.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-05-01 0.00 7538.00 11.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-10-01 0.00 2000000.00 3912.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-12-01 0.00 4890290.00 8177.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-07-01 0.00 2000000.00 5594.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-01-01 0.00 4000.00 15.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-02-01 0.00 7117000.00 19608.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-07-01 0.00 3899676.00 4376.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-11-01 0.00 1396204.00 5662.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-08-01 0.00 3086766.00 35760.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-11-01 0.00 2451330.00 24533.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-07-01 0.00 200000.00 32577.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-06-01 0.00 1450000.00 65064.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-10-01 0.00 2000000.00 599821.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2019-12-01 0.00 1305000.00 191.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-02-01 0.00 1730000.00 1052.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-05-01 0.00 840000.00 3531.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-10-01 0.00 3435165.00 17695.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-11-01 0.00 4521264.00 21172.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-11-01 0.00 3404083.00 19207.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-12-01 0.00 520693.00 3880.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-12-01 0.00 12683.00 20.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-01-01 0.00 1507317.00 42813.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-01-01 0.00 7568562.00 12273.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-06-01 0.00 1953962.00 1213524.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-05-01 0.00 1830228.00 1498241.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-12-01 0.00 349794.00 281953.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-09-01 0.00 369601.00 348487.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-09-01 0.00 112803.00 103875.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-05-01 0.00 235250.00 225336.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2031-12-01 0.00 648270.00 410003.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-09-01 0.00 29487000.00 3394046.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-04-01 0.00 354165.00 19514.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 27147.00 26610.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 5361824.00 4765265.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-08-01 0.00 19727561.00 4096187.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 0.00 1449851.00 156332.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 0.00 486271.00 373436.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 1923450.00 792216.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 3583450.00 1740966.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 1792341.00 1197776.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-08-01 0.00 215430656.00 6648882.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 0.00 199638.00 192319.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-07-01 0.00 40112712.00 31545466.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 0.00 77573.00 6734.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-03-01 0.00 2600000.00 773411.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-05-01 0.00 1677231.00 203953.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 0.00 103017742.00 84979149.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 19399936.00 17026117.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 236000.00 226202.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 71838035.00 71403271.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 1725600.00 1739278.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 1531904.00 1560232.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 1063290.00 1081005.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-12-01 0.00 31662080.00 32665807.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-04-01 0.00 132761.00 31394.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-09-01 0.00 1158112.00 333509.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-01-01 0.00 152125.00 72950.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-02-01 0.00 918932.00 385932.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-07-01 0.00 256444.00 124300.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-02-01 0.00 3231411.00 1580105.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-01-01 0.00 200000.00 123941.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-01-01 0.00 100000.00 67260.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-02-01 0.00 100000.00 77587.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 0.00 400000.00 223718.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-01-01 0.00 400000.00 210997.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-01-01 0.00 100000.00 43245.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-05-01 0.00 574012.00 281731.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2032-07-01 0.00 293074.00 123847.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-02-01 0.00 1241371.00 363388.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-02-01 0.00 7698769.00 3431725.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-05-01 0.00 33089.00 16321.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-09-01 0.00 689678.00 408690.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 0.00 281325.00 137376.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-12-01 0.00 17917703.00 15851420.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-11-01 0.00 5834832.00 4596996.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-02-01 0.00 236516.00 242609.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-04-01 0.00 1612714.00 503589.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-09-01 0.00 137540.00 25588.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-04-01 0.00 1345118.00 1172228.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 0.00 8655.00 4804.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-01-01 0.00 45729.00 33380.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 3279123.00 2658399.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 0.00 98305334.00 85543138.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 94881.00 68623.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 8186833.00 7286751.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 10122485.00 8962173.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 6677043.00 4835832.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-02-01 0.00 13036446.00 12037154.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 1292919.00 1017302.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 10741034.00 10671815.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 1507156.00 1447818.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 3253511.00 2823323.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 1951446.00 1811170.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 1098037.00 1164346.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-04-01 0.00 133536.00 142895.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 2431767.00 2633813.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 0.00 6788.00 4367.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 0.00 662179.00 624712.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 0.00 359575.00 313900.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 0.00 102659.00 95848.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-08-01 0.00 1214309.00 1253689.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 0.00 1692346.00 1773360.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-04-01 0.00 2010093.00 1607163.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 4345272.00 3579426.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 3236712.00 2694137.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 5746747.00 5346381.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 207202.00 188686.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 1231188.00 1324199.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 1098814.00 1162375.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-05-01 0.00 1198805.00 1297725.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-06-01 0.00 1645425.00 1823560.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-07-01 0.00 1529465.00 1612230.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-09-01 0.00 2132473.00 2288471.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-02-01 0.00 7709877.00 4618674.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-02-01 0.00 5451661.00 2996433.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 0.00 550000.00 347179.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 0.00 15942107.00 14263326.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-11-01 0.00 2624029.00 5474.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-05-01 0.00 29256768.00 42966.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-03-01 0.00 522940.00 13231.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-10-01 0.00 10324432.00 173641.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-10-01 0.00 1500000.00 34518.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-10-01 0.00 1100000.00 3892.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-12-01 0.00 16293.00 111.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-05-01 0.00 4467576.00 45150.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-07-01 0.00 674875.00 10621.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-09-01 0.00 3042164.00 51148.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2025-02-17 0.00 1007094.00 6152.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-02-01 0.00 3300000.00 21256.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 1736906.00 1789327.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 23736772.00 24160457.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 1000.00 1047.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2034-06-01 0.00 4443736.00 4473257.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2020-08-01 0.00 10781.00 0.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 75164626.00 77639513.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-05-01 0.00 4732490.00 16240.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-05-01 0.00 1307157.00 11211.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-05-01 0.00 33115643.00 92762.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-06-01 0.00 101380.00 957.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-06-01 0.00 613265.00 6763.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-06-01 0.00 1729038.00 4992.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-06-01 0.00 1819541.00 11954.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-07-01 0.00 1163273.00 24375.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-08-01 0.00 699666.00 6425.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-09-01 0.00 3423813.00 16267.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-01-15 0.00 1286.00 1.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-05-01 0.00 1089000.00 122311.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 0.00 2702003.00 13261.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-07-01 0.00 4024934.00 15703.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-04-01 0.00 3644130.00 34105.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-10-01 0.00 5736241.00 30917.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-01-01 0.00 1000001.00 7963.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-03-01 0.00 530446.00 17375.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-08-01 0.00 1480.00 21.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-08-01 0.00 1985596.00 33182.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 2262000.00 41572.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-01-01 0.00 2439000.00 65265.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-05-01 0.00 2751685.00 53936.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-05-01 0.00 1550000.00 39101.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-09-01 0.00 508009.00 23279.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 0.00 1052980.00 34627.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 0.00 1675000.00 44282.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-01-01 0.00 16775975.00 626167.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-04-01 0.00 1062534.00 20609.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 0.00 1274875.00 26329.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-04-01 0.00 1400000.00 44237.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-05-01 0.00 15437408.00 55816.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 0.00 1950.00 81.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-01 0.00 2000000.00 70804.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-07-01 0.00 31757766.00 76734.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-12-01 0.00 960217.00 4862.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-02-01 0.00 1132088.00 20420.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-03-01 0.00 307000.00 8234.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-03-01 0.00 500000.00 5335.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-05-01 0.00 153127.00 5576.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 0.00 2140000.00 28042.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 0.00 4167951.00 96077.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 0.00 2010.00 46.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-05-01 0.00 4391512.00 5857.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-06-01 0.00 1317165.00 2132.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-10-15 0.00 49321984.00 756168.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-02-01 0.00 769065.00 141281.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-06-01 0.00 39039.00 34711.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 0.00 2130102.00 27951.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 0.00 5001000.00 9333.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-02-01 0.00 829441.00 5126.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 0.00 202982682.00 1044345.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-07-01 0.00 22370085.00 119117.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 0.00 910134.00 34075.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 0.00 8338113.00 28227.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-12-01 0.00 1526070.00 5054.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 0.00 400000.00 5468.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-10-01 0.00 23899684.00 883355.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 0.00 12753360.00 7627.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-01 0.00 1265206.00 6955.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-02-01 0.00 506003.00 27417.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 0.00 2089975.00 6338.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 0.00 1000000.00 4616.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 0.00 8000000.00 17070.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 0.00 284286.00 57084.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-10-01 0.00 8462384.00 65392.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-09-01 0.00 178721.00 551.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-09-01 0.00 8558544.00 60345.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 0.00 1788866.00 6709.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 0.00 1034627.00 14857.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-10-01 0.00 458071.00 23234.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-08-01 0.00 13248666.00 5915.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-08-01 0.00 1091309.00 63173.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-01 0.00 5470314.00 38437.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-02-01 0.00 4226795.00 30143.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 0.00 5452140.00 12102.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-06-01 0.00 787175.00 548173.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 0.00 1548200.00 173705.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-05-01 0.00 230926.00 28956.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-06-01 0.00 1980822.00 212807.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-05-01 0.00 1881354.00 929777.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-01-01 0.00 617817.00 161551.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 0.00 1590184.00 577982.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-04-01 0.00 930787.00 25018.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-04-01 0.00 110000.00 24254.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-09-01 0.00 5755890.00 226880.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-03-01 0.00 550000.00 88758.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 0.00 1804000.00 74136.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-04-01 0.00 1000000.00 174599.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-09-01 0.00 590000.00 20715.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-05-01 0.00 33000.00 420.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-07-01 0.00 2000000.00 97584.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 0.00 1086218.00 55780.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 0.00 500000.00 41185.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-04-01 0.00 1211000.00 125322.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-01-01 0.00 329268.00 43880.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-01-01 0.00 20000.00 1715.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-10-01 0.00 4122.00 1192.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-09-01 0.00 34489.00 5711.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-09-01 0.00 45138.00 8327.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 0.00 298118.00 64450.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-09-01 0.00 637015.00 9656.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 0.00 1004.00 505.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-04-01 0.00 475000.00 194677.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-09-01 0.00 5911423.00 109735.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 0.00 32000.00 17477.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-06-01 0.00 1828305.00 766575.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-05-01 0.00 1270.00 526.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-05-01 0.00 213373.00 66645.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-06-01 0.00 426660.00 98470.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-07-01 0.00 92927.00 23628.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-12-01 0.00 210083.00 59788.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-12-01 0.00 25000.00 11378.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 0.00 586683.00 435256.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-02-01 0.00 348312.00 257211.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 25386.00 22620.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-04-01 0.00 1498251.00 1087857.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-05-01 0.00 100000.00 34928.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-09-01 0.00 348674.00 25633.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-10-01 0.00 1704242.00 866088.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-10-01 0.00 4037940.00 1150396.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-11-01 0.00 1712.00 555.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-09-01 0.00 104349.00 94118.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-08-01 0.00 123058.00 55684.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-10-01 0.00 347827.00 136103.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-10-01 0.00 135315.00 125468.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-01-01 0.00 32017.00 5064.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-05-01 0.00 17000.00 5245.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 0.00 54200.00 24091.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-07-01 0.00 2444840.00 814055.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-07-01 0.00 50171.00 13398.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-01-01 0.00 4543323.00 1161105.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-08-01 0.00 15000.00 5709.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 0.00 101470.00 48841.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 0.00 1300000.00 577326.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 0.00 983340.00 571980.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 0.00 1072530.00 441936.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-04-01 0.00 735571.00 520850.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-05-01 0.00 50431.00 43520.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-05-01 0.00 17084.00 7313.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-04-01 0.00 1000.00 898.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-12-01 0.00 32653.00 513.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2022-10-01 0.00 871251.00 3780.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2023-02-01 0.00 32980.00 20.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-01-01 0.00 15815.00 209.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-04-01 0.00 1120.00 11.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-02-01 0.00 2550000.00 24768.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-02-01 0.00 564277.00 36714.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-07-01 0.00 1500000.00 25828.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-08-01 0.00 14983600.00 380475.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 0.00 250000.00 14451.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 0.00 20000000.00 554437.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 0.00 1336.00 24.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2019-12-01 0.00 4692103.00 5.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-07-01 0.00 1106.00 0.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-11-01 0.00 880000.00 1939.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-09-01 0.00 1100000.00 3456.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-12-01 0.00 1000000.00 76374.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-12-01 0.00 1952302.00 117236.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-03-01 0.00 1860.00 6.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-05-01 0.00 4340324.00 23792.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 0.00 382418.00 15551.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-06-01 0.00 524000.00 5228.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 0.00 1019572.00 7891.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 0.00 2371966.00 39708.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-02-01 0.00 1030690.00 77738.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 0.00 5337923.00 19467.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-03-01 0.00 1820711.00 99578.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-12-01 0.00 2572576.00 6803.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 0.00 516925.00 98376.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-07-01 0.00 2457620.00 2619.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-06-01 0.00 1265000.00 2576.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-09-01 0.00 750000.00 19754.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-10-01 0.00 1265.00 6.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-10-01 0.00 2321129.00 53099.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-09-01 0.00 856374.00 4820.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-09-01 0.00 5603533.00 37978.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-08-01 0.00 1375000.00 9852.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-08-01 0.00 769574.00 3866.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-10-01 0.00 900000.00 4595.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-10-01 0.00 430807.00 11658.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-09-01 0.00 861512.00 9980.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-11-01 0.00 2833969.00 14962.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-05-01 0.00 1000000.00 8359.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-04-01 0.00 3231368.00 14147.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-12-01 0.00 769415.00 15314.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-08-01 0.00 8910.00 6808.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-02-01 0.00 1545609.00 1066698.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-03-01 0.00 26740.00 10461.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-06-01 0.00 1152505.00 876826.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 0.00 56037.00 33790.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-09-01 0.00 60707.00 43339.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 0.00 1156537.00 934153.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 0.00 25000.00 20181.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-07-01 0.00 443996.00 390824.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 1108988.00 935969.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 0.00 22414.00 9144.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 512832.00 418539.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-01-01 0.00 1936.00 1106.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 241673.00 69116.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-02-01 0.00 1286.00 1065.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-02-01 0.00 28154504.00 25381435.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-02-01 0.00 3665212.00 3180515.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 0.00 1164.00 1064.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2058-08-01 0.00 2085088.00 2081712.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 8243.00 6883.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 17202.00 16753.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 2000.00 1087.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 3647293.00 3173337.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 12921940.00 12583615.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 10699247.00 9929505.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-06-01 0.00 6379320.00 5953546.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 1176693.00 998171.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 797119.00 720586.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 1012695.00 975714.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 19095615.00 17531219.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 66305543.00 67873414.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 339470.00 369056.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 1505623.00 1575811.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 4766001.00 4833907.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 0.00 235008.00 242303.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 1764667.00 1922318.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-12-01 0.00 10970.00 8917.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 95347799.00 79817032.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 144706.00 105190.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 61572.00 63615.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-06-01 0.00 1975336.00 2014515.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-09-01 0.00 40000.00 36259.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 0.00 100000.00 89399.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 0.00 30000.00 25913.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-10-01 0.00 2759476.00 2118287.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-10-01 0.00 30146.00 27842.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-11-01 0.00 240686.00 207680.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 45897413.00 45964191.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 2982592.00 3011377.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 25829045.00 26981545.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 18289266.00 18988804.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 17262592.00 17735800.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 35433984.00 36760257.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-07-01 0.00 383566.00 8965.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-06-01 0.00 2188072.00 67379.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-09-01 0.00 220780.00 710.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-04-01 0.00 2861164.00 77679.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-08-01 0.00 4022473.00 17681.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-05-01 0.00 23684.00 210.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-11-01 0.00 3031593.00 9856.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-04-01 0.00 7500000.00 21842.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-04-01 0.00 3984000.00 50465.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-04-01 0.00 560000.00 7636.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 2000000.00 98541.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-07-01 0.00 2380000.00 31683.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-08-01 0.00 546000.00 6615.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-01-01 0.00 1000000.00 5351.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-01-01 0.00 8814727.00 217884.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-01-01 0.00 1366000.00 15723.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-12-01 0.00 1100000.00 5809.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-04-01 0.00 472510.00 10292.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-12-01 0.00 3054239.00 3196.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-02-01 0.00 580000.00 6375.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-11-01 0.00 8150000.00 51478.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-04-01 0.00 550000.00 5430.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-03-01 0.00 465000.00 13752.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-03-01 0.00 1751771.00 14580.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-03-01 0.00 1500000.00 23000.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-02-01 0.00 4000000.00 42211.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-07-01 0.00 2000000.00 23947.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-09-01 0.00 1000000.00 3387.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-10-01 0.00 1659762.00 2336.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-01 0.00 2000000.00 46131.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-12-01 0.00 6400000.00 92614.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-12-01 0.00 482000.00 3525.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-01-01 0.00 2717567.00 89682.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-12-01 0.00 4814356.00 238020.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-07-01 0.00 2504811.00 231134.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-08-01 0.00 2379000.00 21062.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 0.00 166116.00 65111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-09-01 0.00 2492405.00 24379.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-04-01 0.00 916285.00 10215.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-06-01 0.00 4129677.00 43912.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 2444735.00 46549.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-02-01 0.00 3162.00 20.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-09-01 0.00 445237.00 3649.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-11-01 0.00 1143000.00 7929.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-10-01 0.00 633721.00 21823.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-11-01 0.00 75595.00 4324.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-12-01 0.00 1078147.00 11549.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-12-01 0.00 3781448.00 55388.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-12-01 0.00 584942.00 6228.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-04-01 0.00 1890604.00 7175.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-12-01 0.00 37277839.00 94223.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-12-01 0.00 975907.00 141405.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-05-01 0.00 1190000.00 22157.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 0.00 2216070.00 50074.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-12-01 0.00 917670.00 6446.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-01-01 0.00 7500000.00 54746.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-05-01 0.00 4026318.00 49805.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-07-01 0.00 1258230.00 15379.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-09-01 0.00 5865.00 73.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-07-01 0.00 1152868.00 72317.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-06-01 0.00 481724.00 10080.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-06-01 0.00 776103.00 11212.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-08-01 0.00 4000000.00 212659.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 1925000.00 77251.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-12-01 0.00 1417915.00 45646.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-08-01 0.00 2915603.00 126664.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-12-01 0.00 4773313.00 976808.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 44797775.00 307658.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-09-01 0.00 969000.00 12863.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-06-01 0.00 6927540.00 70170.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-05-01 0.00 1600000.00 7957.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-06-01 0.00 1075093.00 9035.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-07-01 0.00 547394.00 7743.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-07-01 0.00 540730.00 5061.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 0.00 405000.00 15387.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-06-01 0.00 590000.00 7112.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-07-01 0.00 415273.00 7185.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-07-01 0.00 1000000.00 21228.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-09-01 0.00 1000000.00 40657.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-10-01 0.00 1707398.00 19977.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-11-01 0.00 1500000.00 17443.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-11-01 0.00 390000.00 3501.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-11-01 0.00 11634238.00 150766.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-07-01 0.00 2803658.00 58672.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-10-01 0.00 678589.00 7708.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-08-01 0.00 3000000.00 84505.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-09-01 0.00 1838000.00 39197.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-12-01 0.00 1500000.00 24860.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 0.00 7730573.00 1310290.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-03-01 0.00 1175000.00 30987.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-05-01 0.00 1905000.00 14541.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 1146394.00 11632.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-12-01 0.00 4098616.00 31406.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-10-01 0.00 721559.00 10189.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-10-01 0.00 3229849.00 57531.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-01-01 0.00 1648968.00 9995.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 0.00 2000000.00 121880.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-03-01 0.00 987938.00 7831.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-10-01 0.00 588130.00 19726.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 1699237.00 8977.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 0.00 1899060.00 172493.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-06-01 0.00 96583.00 5999.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-06-01 0.00 1706141.00 26517.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 0.00 3623520.00 170606.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-05-01 0.00 1285000.00 14315.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-07-01 0.00 2002846.00 25759.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-06-01 0.00 1731830.00 72432.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-07-01 0.00 997123.00 12962.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 5748920.00 65746.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 1065699.00 41703.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 2414916.00 6151.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-11-01 0.00 4110683.00 139117.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-11-01 0.00 450000.00 21715.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-06-01 0.00 6015000.00 84028.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-12-01 0.00 1092000.00 5144.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-01 0.00 700000.00 27011.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-01 0.00 4385350.00 58466.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-12-01 0.00 2700.00 95.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-04-01 0.00 1025000.00 15459.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-09-01 0.00 3122108.00 172691.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 0.00 2803275.00 91018.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-02-01 0.00 1751844.00 20490.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-10-01 0.00 185000.00 6023.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-01-01 0.00 3102484.00 1706.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-02-01 0.00 2165231.00 102656.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-03-01 0.00 2000000.00 127762.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-05-01 0.00 4300000.00 126301.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-12-01 0.00 212078.00 14825.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-06-01 0.00 875000.00 14900.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-07-01 0.00 700000.00 67457.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-03-01 0.00 829398.00 26318.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-01-01 0.00 54334869.00 3209.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-01-01 0.00 21859752.00 977.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-03-01 0.00 530000.00 85165.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 0.00 3699.00 785.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-12-01 0.00 300000.00 98535.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-07-01 0.00 150408.00 20976.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-09-01 0.00 500000.00 54934.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-09-01 0.00 13310720.00 1044633.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 0.00 906441.00 23613.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 0.00 11000.00 1177.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-02-01 0.00 434219.00 18035.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 0.00 177330.00 11935.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 0.00 131313.00 12302.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-12-01 0.00 2500000.00 63028.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-11-01 0.00 116830.00 11282.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-01-01 0.00 135246.00 11870.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-06-01 0.00 1000000.00 28025.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-09-01 0.00 1360000.00 130885.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 0.00 223634.00 18409.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 0.00 3711676.00 326859.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 0.00 515000.00 44590.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-01-01 0.00 26819547.00 10958.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-02-01 0.00 2059997.00 2266.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-02-01 0.00 5149883.00 329051.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-06-01 0.00 2500000.00 67893.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-05-01 0.00 539000.00 59339.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-06-01 0.00 1555001.00 7468.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-07-01 0.00 500000.00 54214.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-09-01 0.00 6433344.00 59807.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-12-01 0.00 1140546.00 17042.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-01-01 0.00 925262.00 28054.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-01-01 0.00 1998130.00 39996.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-01-01 0.00 1167682.00 27776.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-02-01 0.00 741369.00 14535.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-04-01 0.00 750112.00 18928.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-04-01 0.00 269394.00 6355.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-03-01 0.00 470959.00 45642.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-12-01 0.00 88000.00 32717.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 0.00 292990.00 60164.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-02-01 0.00 92015.00 41935.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-06-01 0.00 1331518.00 107291.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-08-01 0.00 889238.00 229844.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-03-01 0.00 100000.00 45563.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-06-01 0.00 26000.00 11271.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-06-01 0.00 848134.00 315263.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-03-01 0.00 408000.00 172046.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-04-01 0.00 210000.00 87840.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-07-01 0.00 26578.00 11706.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-03-01 0.00 500000.00 92698.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-08-01 0.00 154000.00 85176.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-10-01 0.00 10067.00 3483.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-10-01 0.00 18000.00 8371.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-12-01 0.00 45000.00 24161.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-11-01 0.00 101996.00 65870.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 0.00 284765.00 176167.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-09-01 0.00 75000.00 53902.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 110367702.00 82070460.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 2991550.00 2337490.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 90000000.00 90485503.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-01-01 0.00 1687.00 23.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-12-01 0.00 1162738.00 3550.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-09-01 0.00 700408.00 11013.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-04-01 0.00 747771.00 11704.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-11-01 0.00 1889.00 3.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-02-01 0.00 3595314.00 40472.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-08-01 0.00 49315120.00 7318578.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-02-01 0.00 1998964.00 95809.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-03-01 0.00 215000.00 22730.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-06-01 0.00 1150000.00 70320.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-08-01 0.00 720000.00 153840.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 0.00 2000000.00 96146.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2023-09-01 0.00 2760000.00 64289.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-06-01 0.00 179000.00 11893.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-08-01 0.00 1600000.00 7246.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-07-01 0.00 344893.00 19998.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-08-01 0.00 115000.00 11403.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-08-01 0.00 250000.00 25004.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-12-01 0.00 1165563.00 60473.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-09-01 0.00 500000.00 40669.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2020-10-01 0.00 2722749.00 23232.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-07-01 0.00 461290.00 14246.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-09-01 0.00 647753.00 13149.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-01-01 0.00 1464986.00 25531.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 0.00 1600000.00 111086.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-09-01 0.00 1871465.00 474093.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-12-01 0.00 1170866.00 114135.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-11-01 0.00 5000000.00 1081111.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-10-20 0.00 53711671.00 55677238.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-11-20 0.00 31928252.00 33507778.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-01-20 0.00 340575.00 247323.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-04-20 0.00 84477559.00 82045396.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-08-20 0.00 2332814.00 1649487.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-06-20 0.00 878089.00 736709.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-07-20 0.00 690190.00 563650.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-08-20 0.00 25642.00 22292.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-08-20 0.00 120000.00 110182.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-10-20 0.00 615863.00 559350.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-12-20 0.00 2311000.00 2264666.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 0.00 1492170.00 1308556.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 0.00 2528833.00 2587987.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 0.00 1828408.00 1614026.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 0.00 1405776.00 1119520.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-03-20 0.00 1007838.00 993928.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 0.00 28000.00 27974.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 0.00 2350599.00 550637.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-01-20 0.00 753936.00 593918.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 0.00 1831147.00 1711853.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-02-20 0.00 2117524.00 2247341.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-20 0.00 1236986.00 1320013.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-10-20 0.00 1284088.00 1213876.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-01-20 0.00 683688.00 725184.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-09-20 0.00 1590096.00 1121957.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-09-20 0.00 2545128.00 2077847.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-09-20 0.00 2765062.00 1677957.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-09-20 0.00 4279762.00 2411621.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 0.00 33000.00 21341.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-20 0.00 1693019.00 1660498.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 0.00 1573512.00 1235736.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 0.00 1173518.00 689989.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-11-20 0.00 920295.00 778166.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-02-20 0.00 1204518.00 668231.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 0.00 1190110.00 944044.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-04-20 0.00 1685321.00 1829830.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-03-20 0.00 118406.00 124276.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-03-20 0.00 1450368.00 1525929.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-01-20 0.00 959353.00 731479.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-03-20 0.00 1594623.00 1732257.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-04-20 0.00 2070180.00 2118496.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-03-20 0.00 1152447.00 1249476.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-03-20 0.00 1200194.00 1262762.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-05-20 0.00 1124305.00 1130192.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-04-20 0.00 1219739.00 1277334.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-01-20 0.00 358379.00 99871.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-08-20 0.00 157000.00 67639.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-08-20 0.00 27487.00 14661.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-01-20 0.00 42533.00 16341.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-02-20 0.00 96911.00 50933.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-10-20 0.00 50000.00 27453.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-06-20 0.00 363000.00 325128.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-07-20 0.00 139500.00 79764.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-10-20 0.00 1106919.00 623677.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-10-20 0.00 32538.00 27383.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-08-20 0.00 37456.00 14077.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2022-10-20 0.00 511875.00 669.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2022-11-20 0.00 40000.00 8.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2022-12-20 0.00 1520171.00 1544.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-01-20 0.00 1020000.00 746.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2022-01-20 0.00 28078.00 17.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2022-02-20 0.00 1384759.00 473.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2022-03-20 0.00 2635000.00 1953.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-04-20 0.00 286261.00 252.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-06-20 0.00 25000.00 35.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2020-09-20 0.00 2319737.00 53.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2020-11-20 0.00 980000.00 85.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2020-10-20 0.00 1000004.00 82.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2021-03-20 0.00 75000.00 28.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2021-04-20 0.00 175000.00 31.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2021-06-20 0.00 255000.00 9.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2021-05-20 0.00 1236547.00 64.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-06-20 0.00 34125200.00 160026.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-06-20 0.00 10081324.00 38282.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-08-20 0.00 162500.00 1461.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-09-20 0.00 200000.00 633.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-09-20 0.00 295000.00 600.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-10-20 0.00 66190915.00 354551.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-11-20 0.00 224026116.00 1287050.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-12-20 0.00 50158.00 170.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2022-04-20 0.00 6013904.00 3146.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-08-20 0.00 3970623.00 1692.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-12-20 0.00 30000.00 34.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-12-20 0.00 80000.00 114.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-11-20 0.00 75000.00 16.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-02-20 0.00 918155.00 935.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-01-20 0.00 4797855.00 2076.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-04-20 0.00 87000.00 54.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-02-20 0.00 6504541.00 3087.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-06-20 0.00 25000.00 29.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-05-20 0.00 600000.00 539.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-07-20 0.00 11515208.00 19878.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-11-20 0.00 60000.00 122.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-10-20 0.00 499509.00 792.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-05-20 0.00 84200000.00 261066.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-05-20 0.00 444209.00 1304.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-06-20 0.00 35000.00 85.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-08-20 0.00 102919.00 401.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-08-20 0.00 25117.00 53.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-12-20 0.00 6300593.00 9892.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2027-06-20 0.00 35000.00 81.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2027-06-20 0.00 500000.00 1062.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2027-10-20 0.00 30735.00 94.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2027-09-20 0.00 30104.00 62.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-01-20 0.00 29964.00 93.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2027-11-20 0.00 40000.00 140.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-01-20 0.00 1622289.00 2612.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2028-02-20 0.00 250000.00 557.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-02-20 0.00 2921000.00 134659.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-04-20 0.00 238074.00 10808.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-08-20 0.00 252672.00 10373.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-04-20 0.00 8000000.00 37491.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-05-20 0.00 30000.00 187.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-06-20 0.00 6090656.00 34521.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-07-20 0.00 35000.00 81.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-10-20 0.00 3210454.00 8754.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-08-20 0.00 335000.00 121.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-04-20 0.00 487118.00 658.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-07-20 0.00 532059.00 539.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-09-20 0.00 12645742.00 25528.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-12-20 0.00 25000.00 64.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-11-20 0.00 30000.00 48.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-12-20 0.00 5200000.00 14404.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-01-20 0.00 3463978.00 12320.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-04-20 0.00 10810342.00 74363.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-07-20 0.00 38616128.00 287835.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2031-10-20 0.00 14515178.00 109911.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-05-20 0.00 4165919.00 31323.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-08-20 0.00 1263817.00 1591.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-07-20 0.00 373340.00 1241.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-09-20 0.00 180000.00 950.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-02-20 0.00 3325000.00 102088.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-03-20 0.00 1115000.00 35691.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-06-20 0.00 7973927.00 251009.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2033-09-20 0.00 11722512.00 520876.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-02-20 0.00 500000.00 23882.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-03-20 0.00 1714480.00 84207.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-04-20 0.00 1021.00 59.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-06-20 0.00 1498624.00 104134.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2034-11-20 0.00 530000.00 26197.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-03-20 0.00 250000.00 14394.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-10-20 0.00 1500000.00 89664.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-01-20 0.00 1000000.00 43205.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-07-20 0.00 541053.00 16874.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2036-09-20 0.00 20369.00 569.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-07-20 0.00 246080.00 8105.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-10-20 0.00 31565332.00 620971.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-10-20 0.00 540000.00 16756.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-03-20 0.00 250000.00 9329.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-05-20 0.00 1306.00 58.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-10-20 0.00 1600000.00 51043.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2023-11-20 0.00 302711.00 9149.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2027-01-20 0.00 9055155.00 1229516.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-09-20 0.00 1070.00 65.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-11-20 0.00 3694940.00 299528.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2024-12-20 0.00 1115000.00 103313.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-01-20 0.00 9000038.00 674455.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-05-20 0.00 487028.00 42022.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-03-20 0.00 75000.00 5699.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2025-10-20 0.00 2834416.00 239507.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-09-20 0.00 197937.00 30162.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-01-20 0.00 250000.00 41734.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-10-20 0.00 75837.00 19889.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-06-20 0.00 282000.00 35378.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-08-20 0.00 201908.00 26472.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-09-20 0.00 178000.00 22860.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-10-20 0.00 500000.00 90411.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-11-20 0.00 12228.00 1612.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-11-20 0.00 73000.00 27270.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-12-20 0.00 4953131.00 883060.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-07-20 0.00 1862297.00 99681.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-07-20 0.00 988533.00 13988.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-09-20 0.00 3006742.00 175492.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-03-20 0.00 374806.00 136355.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-12-20 0.00 740000.00 302101.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-07-20 0.00 1190844.00 426766.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-02-20 0.00 590000.00 104229.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-06-20 0.00 1400059.00 22436.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-09-20 0.00 1617858.00 59387.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-10-20 0.00 1236421.00 107050.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-10-20 0.00 1540738.00 149176.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-11-20 0.00 1424454.00 16613.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-01-20 0.00 779357.00 60774.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2030-02-20 0.00 534776.00 25787.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-15 0.00 999408.00 842476.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-03-20 0.00 1329803.00 929448.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-09-20 0.00 33700.00 23583.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-03-20 0.00 83945.00 3960.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-09-20 0.00 1081534.00 114101.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-11-20 0.00 1480229.00 70402.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-08-20 0.00 501905.00 39043.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2038-10-20 0.00 594522.00 92222.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-01-20 0.00 369818.00 13045.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-05-20 0.00 1180149.00 436930.00 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-02-06 0.00 16117500.00 16070711.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2049-05-15 0.00 29551.00 14937.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-2 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 1500000000.00 1500000000.00 0.0126 N Y Y N SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 1.650000% 5U0XI89JRFVHWIBS4F54 0001158084 TPR031EC7779156SUM U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 50000000.00 40437760.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 0.00 360000000.00 306240293.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 0.00 230000000.00 177215398.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 0.00 170000000.00 155192054.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 341137666.00 274918898.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 221242338.00 178603371.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 500000000.00 492620479.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-06-01 0.00 170000000.00 139888231.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-01-01 0.00 475991307.00 343463652.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 101000000.00 87762116.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-04-20 0.00 295000000.00 55997412.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2042-10-20 0.00 319617273.00 119631289.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-04-20 0.00 500000000.00 268909503.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-04-20 0.00 200000000.00 141269917.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-10-20 0.00 59000000.00 36867198.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-01-20 0.00 200000000.00 170938785.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-02-20 0.00 1014424297.00 834865364.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-02-20 0.00 735000000.00 541907142.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-03-20 0.00 300000000.00 261072546.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-03-20 0.00 142639407.00 103996070.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 0.00 927764635.00 749622128.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 0.00 61000000.00 39349502.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 0.00 375443966.00 301394022.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 0.00 500000000.00 366681662.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-07-20 0.00 769205561.00 95674264.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-08-20 0.00 596000000.00 82825654.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-04-20 0.00 767000000.00 88596460.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-06-20 0.00 21874424.00 2744210.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-08-20 0.00 533000000.00 83000011.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2041-04-20 0.00 132000000.00 34445927.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-12-15 0.00 310000000.00 28029420.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-08-15 0.00 100000000.00 17344243.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-02-15 0.00 240500000.00 42241010.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2039-12-15 0.00 134000000.00 32175169.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 6500000000.00 6500000000.00 0.0546 N Y Y N WELLS FARGO SECURITIES, LLC WELLS FARGO SECURITIES, LLC 1.570000% VYVVCKR63DVZZN70PB21 0001224385 TPR031ECA779156WEL U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-02-15 0.00 1052200.00 1092089.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.00 99107900.00 102995445.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-12-31 0.00 25000300.00 25958148.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-28 0.00 5047300.00 5239352.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-04-30 0.00 602300.00 625968.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-29 0.00 140334600.00 145370543.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.00 334000.00 346164.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-04-15 0.00 30377400.00 31329518.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-31 0.00 5999900.00 6215788.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-15 0.00 36375300.00 37775425.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.00 49700.00 51579.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0157 350000000.00 350000000.00 0.0029 N Y Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 1.570000% 549300HN4UKV1E2R3U73 TPR031ED27791561BO U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-08-15 0.00 226835600.00 236864224.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-02-15 0.00 166863900.00 171135797.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0157 400000000.00 400000000.00 0.0034 N Y Y N BOFA SECURITIES, INC. BOFA SECURITIES, INC. 1.640000% 549300HN4UKV1E2R3U73 TPR031ED47791562BO U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-05-20 0.00 42634435.00 31266531.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-02-20 0.00 217537659.00 180295470.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 205400000.00 205400000.00 0.0017 N Y Y N J.P. MORGAN SECURITIES LLC J.P. MORGAN SECURITIES LLC 1.650000% ZBUT11V806EZRVTWT807 0000782124 TPR031ED6779156JP U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-08-01 0.00 32894.00 9690.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2030-01-01 0.00 488499.00 52742.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2027-01-01 0.00 2350000.00 65041.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-12-01 0.00 1625000.00 21117.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-12-01 0.00 100933632.00 84203689.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-10-01 0.00 566351872.00 495025604.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 105166400.00 88518743.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-07-25 0.00 1137002.00 334430.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-10-01 0.00 6650230.00 6858542.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-12-01 0.00 40250000.00 41265038.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-12-01 0.00 50000704.00 51796440.00 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-11-01 0.00 1170878.00 1322080.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-11-20 0.00 667294.00 288065.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-10-20 0.00 2628848.00 2811303.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2026-10-20 0.00 12251520.00 18673.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-10-20 0.00 1969928.00 5372.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2029-09-20 0.00 3027260.00 5131.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2037-12-20 0.00 132437.00 4518.00 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 750000000.00 750000000.00 0.0063 N Y Y N FIXED INCOME CLEARING CORPORATION FIXED INCOME CLEARING CORPORATION 1.640000% 549300H47WTHXPU08X20 0001232861 TPR031ED8779156BNY U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2047-02-15 0.00 571908200.00 672084386.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.00 800000000.00 857915637.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 1500000000.00 1500000000.00 0.0126 N Y Y N FIXED INCOME CLEARING CORPORATION FIXED INCOME CLEARING CORPORATION 1.640000% 549300H47WTHXPU08X20 0001232861 TPR031ED9779156SSB U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-06-30 0.00 300000000.00 303671700.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-15 0.00 71960000.00 74682678.56 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-31 0.00 1196900000.00 1228012218.60 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-07-31 0.00 25360000.00 25634877.04 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 1600000000.00 1600000000.00 0.0134 N Y Y N BNP PARIBAS Joint Account I 1.630000% R0MUWSFPU8MPRO8K5P83 0001272025 TPR031EE7779156BNP U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-30 0.00 12960221.49 12926654.45 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-14 0.00 174919937.61 174592662.30 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-02-15 0.00 9893.57 9394.26 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.00 1882149.43 1734363.14 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-08-15 0.00 127843.53 109668.21 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 103.06 73.69 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-05-15 0.00 56527.35 40287.97 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-02-15 0.00 89557.46 56712.34 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-08-15 0.00 51.53 28.86 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 7638096.92 4206758.05 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.00 103.06 157.16 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.00 51.53 71.63 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.00 1597.40 2215.75 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-02-15 0.00 1157342.06 1363744.18 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.00 51.53 56.68 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 29611312.97 31568563.91 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-08-15 0.00 206.12 209.21 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-08-31 0.00 17635862.82 17872948.41 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-09-15 0.00 54304798.17 55636743.27 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-01-15 0.00 86699142.65 89056671.62 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-01-15 0.00 601910.63 714139.31 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.00 12887668.61 13165786.77 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-07-15 0.00 9574609.48 10517451.65 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-08-15 0.00 4573923.02 3619816.10 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2032-08-15 0.00 122043.42 94212.08 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2033-02-15 0.00 349601.30 266468.48 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2034-02-15 0.00 25423415.58 18891097.68 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2035-02-15 0.00 2.58 2.06 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-02-15 0.00 1.03 0.52 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2031-05-15 0.00 2291482.15 1824622.42 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-05-15 0.00 5.67 5.67 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-02-15 0.00 34.01 33.49 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-05-15 0.00 342309.94 334052.41 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-08-15 0.00 1.55 1.55 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-05-15 0.00 80.39 77.29 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.00 1118.70 1068.20 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-02-15 0.00 13.40 12.37 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-15 0.00 129139.48 118496.16 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-02-15 0.00 468268.53 427700.76 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-15 0.00 13312383.78 12032810.73 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.00 154943.68 139268.03 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-02-15 0.00 17.52 15.97 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 669354.91 595517.42 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2035-05-15 0.00 154754.05 111196.04 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 65.44 54.62 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-11-15 0.00 30436.65 25150.29 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-02-15 0.00 13010044.91 10691850.11 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2030-08-15 0.00 48.95 39.68 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2037-11-15 0.00 31.95 21.64 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2038-08-15 0.00 873336.20 577466.28 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-11-15 0.00 243183.02 150264.33 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-05-15 0.00 89027.22 49209.71 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-05-15 0.00 28665.60 17532.75 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2041-11-15 0.00 21.13 12.88 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-05-15 0.00 12718.91 7573.22 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-08-15 0.00 50949.33 30127.48 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2042-11-15 0.00 96.87 57.20 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-02-15 0.00 144.28 84.51 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-05-15 0.00 1823808.78 1058823.19 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.00 14339149.73 8277388.77 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.00 38.65 22.16 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-05-15 0.00 132110.13 74824.28 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.00 40024.66 21918.39 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2046-02-15 0.00 40982.07 22257.97 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 463759625.42 463759625.42 0.0039 N Y Y N CITIGROUP GLOBAL MARKETS INC. Joint Account I 1.630000% MBNUM2BPBDO7JBLYG310 0000315030 TPR031EE7779156CGM U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-05 0.00 17674.46 17670.34 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.00 7599295.56 7587904.04 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.00 34586234.92 34534390.02 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-12 0.00 45898815.61 45872194.16 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-19 0.00 8646056.32 8638810.83 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-26 0.00 1377834.79 1376215.75 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-09 0.00 5330472.27 5320919.82 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-16 0.00 57490374.47 57369874.86 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-10 0.00 899903.02 899461.93 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-17 0.00 33512679.06 33485835.53 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-24 0.00 252337.67 252052.72 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2019-12-31 0.00 2576451.61 2572754.40 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-07 0.00 4649464.58 4641509.53 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-21 0.00 60368167.86 60228113.50 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-02-15 0.00 51.53 56.17 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-08-15 0.00 309.17 306.60 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0163 257644236.34 257644236.34 0.0022 N Y Y N BANK OF NOVA SCOTIA (THE) Joint Account I 1.620000% L3I9ZG2KFGXZ61BMYR72 0000009631 TPR031EE7779156THE U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-01-02 0.00 51.53 51.53 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-05-15 0.00 486588.65 498211.02 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-05-31 0.00 14146728.99 14510969.68 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-11-15 0.00 51.53 51.53 U.S. Treasuries (including strips) CASH 2019-11-29 0.00 88356993.31 88356993.31 Other Instrument CASH COLLATERAL Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 103057694.54 103057694.54 0.0009 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account I 1.620000% VYVVCKR63DVZZN70PB21 0001224385 TPR031EE7779156WEL U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2020-08-15 0.00 154587.10 166015.21 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-02-15 0.00 83878855.65 91027950.82 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-05-15 0.00 26499783.89 28878822.63 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.00 51528413.91 55515448.05 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-09-30 0.00 15102231.83 16274437.45 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-10-31 0.00 262795591.12 282733921.57 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-11-30 0.00 21126903.23 22850445.27 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.00 6005760.24 6516138.81 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2029-02-15 0.00 12259632.77 13244462.85 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-01-15 0.00 59201756.69 64485105.15 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2021-04-15 0.00 131759.74 141845.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-07-15 0.00 74309192.95 79688773.42 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.00 9213287.91 9943828.91 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-07-15 0.00 12706337.95 13757241.64 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2028-07-15 0.00 70211501.25 75775729.31 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-07-31 0.00 25506974.03 27394059.42 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0162 772932709.03 772932709.03 0.0065 N Y Y N ABN AMRO BANK N.V. Joint Account III 1.650000% TPR031EE8779156ABN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-10-01 0.00 1229710.55 536774.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-10-01 0.00 1972388.00 366868.39 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-06-01 0.00 270644.20 119562.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 0.00 11109139.19 4107008.75 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-02-01 0.00 19471949.82 3430338.77 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-10-01 0.00 13525552.71 5522868.91 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-02-01 0.00 968595.75 412569.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 0.00 261264.05 98429.89 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-05-01 0.00 14292280.28 7124786.70 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-11-01 0.00 20510455.56 17845565.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 0.00 10892822.98 7406782.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-06-01 0.00 8173748.73 5921968.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 0.00 2339892.49 2174947.36 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 0.00 886862.00 762314.52 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 0.00 10266707.89 8380507.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 21414.30 15974.12 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 0.00 21817733.54 19817259.07 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 16541824.95 16523764.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 0.00 33335.00 8202.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 0.00 3011263.83 2264777.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-11-01 0.00 14384644.91 4216316.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-07-01 0.00 19542192.45 12166731.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-10-01 0.00 15369783.15 10071848.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 0.00 14791322.76 11993087.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 0.00 13752137.97 10579908.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-01-01 0.00 18652015.01 6310463.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-02-01 0.00 15809397.27 5958584.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-03-01 0.00 16065915.07 8313466.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-06-01 0.00 11242703.34 6962570.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-04-01 0.00 5507368.42 3965353.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 0.00 3149755.42 2466243.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 4234725.73 3541187.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 0.00 4594554.60 3596319.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 12303701.17 8810220.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 3813549.73 3286121.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 19378868.13 17249168.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 12765681.82 11453503.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 0.00 2863831.58 2520975.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 19871735.75 19299920.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 25009478.79 24450224.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 14276481.30 14300775.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-09-01 0.00 27536842.11 24316544.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 12961534.85 11797658.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 83141.99 76050.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 2903538.60 2782618.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 14992146.75 13922893.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-04-01 0.00 3753289.75 2084494.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-07-01 0.00 13599608.09 6236264.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-10-15 0.00 4609170.05 794169.14 Agency Mortgage-Backed Securities UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-11-30 0.00 265950.82 274727.36 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-09-30 0.00 9166849.52 9873577.06 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2024-06-30 0.00 28307.87 28646.58 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-05-31 0.00 29790402.19 30143990.11 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-06-30 0.00 110.15 111.25 U.S. Treasuries (including strips) Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0165 385514925.91 385514925.91 0.0032 N Y Y N BANK OF AMERICA, NATIONAL ASSOCIATION Joint Account III 1.640000% B4TYDEB6GKMZO031MB27 0000838440 TPR031EE8779156BAN U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2043-05-20 0.00 334651586.31 132508906.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-03-20 0.00 218690559.38 151120567.55 Agency Mortgage-Backed Securities Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 275367804.22 275367804.22 0.0023 N Y Y N BOFA SECURITIES, INC. Joint Account III 1.640000% 549300HN4UKV1E2R3U73 TPR031EE8779156BOF U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-01-01 0.00 66821945.25 52702692.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-06-01 0.00 60977352.95 53292226.21 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 45877676.48 41698344.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 49923135.44 52598876.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 40127785.04 36387614.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 64912889.23 54136722.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 60165797.05 53253598.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 56774910.32 53011186.85 Agency Mortgage-Backed Securities Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 385514925.91 385514925.91 0.0032 N Y Y N BANK OF NOVA SCOTIA (THE) Joint Account III 1.640000% L3I9ZG2KFGXZ61BMYR72 0000009631 TPR031EE8779156THE U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2021-05-01 0.00 759716.69 18300.43 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2029-04-01 0.00 4380749.19 73994.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-09-01 0.00 2056713.52 430065.99 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-08-01 0.00 47117516.74 48373168.10 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-05-01 0.00 8940371.11 4035343.57 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-08-01 0.00 835787.22 217208.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2042-09-01 0.00 24084200.70 10296940.04 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-08-01 0.00 4904730.69 2068948.69 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-12-01 0.00 7203896.19 6236113.87 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-03-01 0.00 4837786.42 4995708.01 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-02-01 0.00 2250695.15 1827964.42 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 0.00 20646142.80 18402730.59 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 0.00 3532502.66 3431994.84 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 0.00 17984549.50 17068478.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-10-01 0.00 5032828.77 4834565.16 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-05-01 0.00 1438272.39 1239308.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-08-01 0.00 356651.67 288907.74 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2048-09-01 0.00 15847378.83 14314000.79 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 24793321.19 22932413.35 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2049-01-01 0.00 57000398.50 49869410.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-07-01 0.00 3776.95 89.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-02-01 0.00 4874680.84 112143.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-12-01 0.00 51412533.83 15063759.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-06-01 0.00 3396005.29 491906.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-07-01 0.00 1272720.90 413171.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-06-01 0.00 1172816.13 391800.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 0.00 5262943.15 1238235.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-12-01 0.00 3499846.17 962423.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-01-01 0.00 4803216.67 1371023.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-01-01 0.00 994526.10 403174.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-02-01 0.00 5280179.01 1754126.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-03-01 0.00 1129010.53 559278.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-03-01 0.00 901461.48 200993.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-03-01 0.00 835163.78 206765.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 0.00 7783906.35 3595972.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-04-01 0.00 25907295.50 11707445.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-04-01 0.00 7947247.18 2235316.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-11-01 0.00 214535.13 65912.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-11-01 0.00 31728588.88 13462992.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-09-01 0.00 553573.14 159953.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 0.00 345374.23 164085.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-03-01 0.00 49566315.79 41384346.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-04-01 0.00 789006.53 533695.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-02-01 0.00 639222.63 314459.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-02-01 0.00 7775601.79 5455126.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2058-05-01 0.00 7878383.60 7529600.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 18119813.22 16896194.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 14706814.95 11184673.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-05-01 0.00 312571.80 297979.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 5918948.93 5566620.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 597.55 546.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 21311978.68 17788048.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 0.00 34674329.35 31786540.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-10-01 0.00 331082.61 294949.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-01-01 0.00 7379072.36 6948965.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 19448046.74 18318119.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-11-01 0.00 4390988.49 4109797.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 97304603.27 92703733.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 23848777.22 23550544.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 4575872.50 4227299.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-04-01 0.00 7320811.01 6876870.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 0.00 601.96 580.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 2293575.52 2291879.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 25362174.52 21875423.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-03-01 0.00 51626024.22 49461599.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 26653280.12 18221429.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 0.00 17691235.32 15319729.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 41153577.01 39303901.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 0.00 10103424.33 7403753.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-03-01 0.00 61506681.00 62394517.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 0.00 39102315.79 40143678.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 128289134.56 132709705.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 52767955.58 54313129.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 9498284.60 9680585.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 121560853.61 126732105.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-11-01 0.00 133886760.49 137010749.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-11-01 0.00 4846484.21 4591932.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2021-03-01 0.00 1164983.00 110440.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2022-12-01 0.00 1329981.01 257699.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2024-02-01 0.00 1090.46 38.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-06-01 0.00 864852.90 135703.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-08-01 0.00 839983.83 86371.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-04-20 0.00 108530317.49 78278333.94 Agency Mortgage-Backed Securities Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 1321765460.29 1321765460.29 0.0111 N Y Y N WELLS FARGO SECURITIES, LLC Joint Account III 1.640000% VYVVCKR63DVZZN70PB21 0001224385 TPR031EE8779156WEL U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 0.00 128793.11 80327.17 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 0.00 1258059.18 1081382.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-05-01 0.00 2383038.32 2036540.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-06-01 0.00 576661.13 288017.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 0.00 51166.76 51487.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 0.00 1152609.60 1206866.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-02-01 0.00 590978.08 617048.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 4342344.11 4023246.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-07-01 0.00 2828535.96 2752792.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 2205511.60 2001812.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 3929066.78 3444153.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 4424430.89 3999752.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-11-01 0.00 20377.26 16997.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-05-01 0.00 1101479.19 1011965.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 640746908.92 644010480.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 72741.32 77342.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 844114.36 906959.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-07-01 0.00 618946.70 624326.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 147955401.41 149016237.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 10258366.43 9794539.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 0.00 9782539.16 9839874.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-08-01 0.00 55073.68 40680.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-10-01 0.00 7775857.88 6564657.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-08-01 0.00 2478315.79 2395313.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-02-01 0.00 15700714.31 14718623.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-06-01 0.00 55073.68 55533.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 55073.68 55375.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 3634863.16 3725648.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 55073.68 55442.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 0.00 550736.84 555004.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-05-01 0.00 119613045.54 120641971.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-04-01 0.00 71595789.47 72269304.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 4381473.41 4416528.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 0.00 4036880.68 4062870.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-09-01 0.00 147523527.35 149032009.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-10-01 0.00 187911410.53 189554101.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-12-01 0.00 176175.76 177633.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-05-20 0.00 2796562.38 678587.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-06-20 0.00 204659167.54 49275121.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2044-08-20 0.00 165221052.63 39714478.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2046-04-20 0.00 58564190.43 34393847.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-05-20 0.00 165221052.63 58061243.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2045-06-20 0.00 55073684.21 23494798.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2040-02-20 0.00 723117.47 334076.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-07-20 0.00 5947164.83 3943675.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2032-08-20 0.00 56037.47 29066.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2047-09-20 0.00 61737522.90 51278629.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-11-20 0.00 25037466.14 26050763.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-11-20 0.00 1769052.65 1856569.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-09-20 0.00 5675619.08 3881295.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2048-12-20 0.00 5348831.11 3687974.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-07-20 0.00 123341570.86 127037159.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-08-20 0.00 11110864.65 11510100.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-09-20 0.00 26461365.40 26576606.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-11-20 0.00 2456744.53 2627262.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2049-11-20 0.00 1996628.68 2081242.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 2035-07-20 0.00 343459.87 239177.85 Agency Mortgage-Backed Securities Y 2019-12-02 2019-12-02 2019-12-02 N N N 0.0164 1817427507.91 1817427507.91 0.0153 N Y Y N FIXED INCOME CLEARING CORPORATION FIXED INCOME CLEARING CORPORATION 1.480000% 549300H47WTHXPU08X20 0001232861 TPR031EEB779156BBN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-08-31 0.00 95595800.00 101820946.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-10-31 0.00 225000000.00 226953184.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2025-11-15 0.00 225000000.00 232225962.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0148 549991491.50 549991491.50 0.0046 N Y Y N FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 1.450000% 254900Y8NKGV541U8Q32 0001457970 TPR031EEC779156FED U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2040-02-15 0.00 348668800.00 500060448.00 U.S. Treasuries (including strips) Y Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0145 499991035.00 499991035.00 0.0042 N Y Y N FIXED INCOME CLEARING CORPORATION FIXED INCOME CLEARING CORPORATION 1.480000% 549300H47WTHXPU08X20 0001232861 TPR031EED779156ABN U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2027-11-15 0.00 41700800.00 43336530.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-06-30 0.00 100000000.00 104554439.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2026-05-15 0.00 52585400.00 52353235.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-04-30 0.00 105000000.00 105755876.00 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-02 2019-12-02 2019-12-02 N N N 0.0148 299995359.00 299995359.00 0.0025 N Y Y N STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 1.640000% 571474TGEMMWANRLN572 0000093748 TPR031EEE779156STA Other Instrument U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2019-12-03 2019-12-03 2019-12-03 N N N 0.0164 700000000.00 700000000.00 0.0059 N N Y N Forward Settling Repurchase Agreement. The response for Item C.7 is Y. The response for Item C.8 is N. SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 1.450000% 5U0XI89JRFVHWIBS4F54 0001158084 TPR031EEF7791561SU U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-08-31 0.00 240000000.00 251276268.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-03-31 0.00 74523200.00 75163188.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0145 319994262.40 319994262.40 0.0027 N Y Y N SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 1.450000% 5U0XI89JRFVHWIBS4F54 0001158084 TPR031EF07791562SU U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2023-05-31 0.00 439145400.00 461694578.00 U.S. Treasuries (including strips) UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2022-08-15 0.00 42448600.00 42654421.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0145 494391135.41 494391135.41 0.0042 N Y Y N BARCLAYS CAPITAL INC. BARCLAYS CAPITAL INC. 1.500000% AC28XWWI3WIBK2824319 0001453735 TPR031EF17791562BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2044-02-15 0.00 83564800.00 107100038.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0150 105000000.00 105000000.00 0.0009 N Y Y N BARCLAYS CAPITAL INC. BARCLAYS CAPITAL INC. 1.500000% AC28XWWI3WIBK2824319 0001453735 TPR031EF27791561BA U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES DEPARTMENT OF THE TREASURY 254900HROIFWPRGM1V77 2043-08-15 0.00 79804400.00 102000125.00 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Standard and Poor's Ratings Services A-1 2019-12-02 2019-12-02 2019-12-02 N N N 0.0150 100000000.00 100000000.00 0.0008 N Y Y N Goldman Sachs Financial Square Funds - Government 2019-12-06 Peter W. Fortner Peter W. Fortner Assistant Treasurer