N-MFP2 0000314650 XXXXXXXX 2021-06-30 0000314650 549300N9BD0BQUVMK160 S000009066 2 N N 002-66437 Passport Research, LTD. 801-16217 Federated Investment Management Company 801-34612 PricewaterhouseCoopers LLP Chicago IL State Street Bank and Trust Company Edward D. Jones & Co. 0000810417 084-01496 N N N Exempt Government Government/Agency N 26 92 23159758187.00 23150069047.28 23475227129.73 24420441384.24 27411757300.33 27662068208.49 27985226421.71 28068440824.24 0.00 0.6826 0.6836 0.6904 0.7191 0.8079 0.8168 0.8231 0.8265 0.0000 656672.83 33827974154.99 33825228913.27 6585475.21 726047.38 33831745013.93 33831726853.4940 1.0000 0.0006 1.0001 1.0001 1.0001 1.0001 0.0000 C000024632 1.00 24308982319.44 24308969297.9290 1.0001 1.0001 1.0001 1.0001 0.0000 1624744600.44 1402339602.49 1863894637.20 1731177720.40 1838150845.01 1838287361.79 1798024353.40 1805170293.46 0.00 0.00 8105364478.85 7910184906.60 0.0001 N C000024633 1.00 9522762694.49 9522757555.5650 1.0001 1.0001 1.0001 1.0001 0.0000 1600012073.49 1469359594.78 1699868517.66 1895168577.98 1882914103.01 1748003742.77 1804862253.32 1838783288.17 0.00 0.00 8055354748.08 7993361075.81 0.0001 Y Jones: Investment Adviser fees, TA fees, Shareholder service fees and 12b-1 distributions service fees: $20,392,340 Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.125000% 3130AGQA6 2549001DPIFGXC1TOL40 US3130AGQA64 U.S. Government Agency Debt Y 2021-07-01 2021-07-08 2021-07-08 N N N 0.0002 120652554.16 120652554.16 0.0036 N N Y N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.125000% 3130AGTF2 2549001DPIFGXC1TOL40 US3130AGTF25 U.S. Government Agency Debt Y 2021-07-01 2021-07-23 2021-07-23 N N N 0.0007 95002928.85 95002928.85 0.0028 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.165000% 3130AJ5K1 2549001DPIFGXC1TOL40 US3130AJ5K18 U.S. Government Agency Debt Y 2021-07-01 2022-02-10 2022-02-10 N N N 0.0009 56027651.68 56027651.68 0.0017 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.170000% 3130AJC49 2549001DPIFGXC1TOL40 US3130AJC491 U.S. Government Agency Debt Y 2021-07-01 2022-02-28 2022-02-28 N N N 0.0009 200111658.00 200111658.00 0.0059 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.200000% 3130AJCZ0 2549001DPIFGXC1TOL40 US3130AJCZ01 U.S. Government Agency Debt Y 2021-07-01 2021-09-03 2021-09-03 N N N 0.0006 125030911.25 125030911.25 0.0037 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.130000% 3130AJYW3 2549001DPIFGXC1TOL40 US3130AJYW32 U.S. Government Agency Debt Y 2021-07-01 2022-02-18 2022-02-18 N N N 0.0009 70019672.80 70019672.80 0.0021 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.135000% 3130AJZF9 2549001DPIFGXC1TOL40 US3130AJZF99 U.S. Government Agency Debt Y 2021-07-01 2022-05-20 2022-05-20 N N N 0.0009 75031529.25 75031529.25 0.0022 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.130000% 3130AJZK8 2549001DPIFGXC1TOL40 US3130AJZK84 U.S. Government Agency Debt Y 2021-07-01 2022-02-25 2022-02-25 N N N 0.0009 100028721.00 100028721.00 0.0030 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.140000% 3130AK5G7 2549001DPIFGXC1TOL40 US3130AK5G79 U.S. Government Agency Debt Y 2021-07-01 2022-06-10 2022-06-10 N N N 0.0010 130062049.00 130062049.00 0.0038 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 0.125000% 3130AKA30 2549001DPIFGXC1TOL40 US3130AKA303 U.S. Government Agency Debt Y 2021-08-16 2021-08-16 2021-08-16 N N N 0.0011 72001748.88 72001748.88 0.0021 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 0.125000% 3130AKBC9 2549001DPIFGXC1TOL40 US3130AKBC97 U.S. Government Agency Debt Y 2021-09-30 2021-09-30 2021-09-30 N N N 0.0010 93005504.67 93005504.67 0.0027 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.110000% 3130AKDD5 2549001DPIFGXC1TOL40 US3130AKDD52 U.S. Government Agency Debt Y 2021-07-01 2022-04-26 2022-04-26 N N N 0.0009 110022150.70 110022150.70 0.0033 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.115000% 3130AKG34 2549001DPIFGXC1TOL40 US3130AKG342 U.S. Government Agency Debt Y 2021-07-01 2022-11-10 2022-11-10 N N N 0.0009 75783356.51 75783356.51 0.0022 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.095000% 3130AKH33 2549001DPIFGXC1TOL40 US3130AKH332 U.S. Government Agency Debt Y 2021-07-01 2022-05-27 2022-05-27 N N N 0.0009 235012887.40 235012887.40 0.0069 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.110000% 3130AKH82 2549001DPIFGXC1TOL40 US3130AKH829 U.S. Government Agency Debt Y 2021-07-01 2022-11-18 2022-11-18 N N N 0.0009 160058590.40 160058590.40 0.0047 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.110000% 3130AKHU3 2549001DPIFGXC1TOL40 US3130AKHU32 U.S. Government Agency Debt Y 2021-07-01 2022-12-02 2022-12-02 N N N 0.0010 150053463.00 150053463.00 0.0044 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.070000% 3130AKJM9 2549001DPIFGXC1TOL40 US3130AKJM97 U.S. Government Agency Debt Y 2021-07-01 2021-08-09 2021-08-09 N N N 0.0006 250002887.50 250002887.50 0.0074 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.110000% 3130AKKN5 2549001DPIFGXC1TOL40 US3130AKKN51 U.S. Government Agency Debt Y 2021-07-01 2022-12-16 2022-12-16 N N N 0.0010 200069348.00 200069348.00 0.0059 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 0.101000% 3130AKTN6 2549001DPIFGXC1TOL40 US3130AKTN60 U.S. Government Agency Debt Y 2021-10-26 2021-10-26 2021-10-26 N N N 0.0005 45001686.60 45001686.60 0.0013 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.105000% 3130AKYV2 2549001DPIFGXC1TOL40 US3130AKYV22 U.S. Government Agency Debt Y 2021-07-01 2023-02-03 2023-02-03 N N N 0.0010 150042087.00 150042087.00 0.0044 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 0.040000% 3130ALVN1 2549001DPIFGXC1TOL40 US3130ALVN16 U.S. Government Agency Debt Y 2021-10-29 2021-10-29 2021-10-29 N N N 0.0004 49999745.00 49999745.00 0.0015 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 0.030000% 3130AMD66 2549001DPIFGXC1TOL40 US3130AMD667 U.S. Government Agency Debt Y 2021-11-03 2021-11-03 2021-11-03 N N N 0.0005 74995761.00 74995761.00 0.0022 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 0.035000% 3130AMDG4 2549001DPIFGXC1TOL40 US3130AMDG40 U.S. Government Agency Debt Y 2021-11-29 2021-11-29 2021-11-29 N N N 0.0006 149984425.50 149984425.50 0.0044 N N N N Federal Home Loan Bank System Notes Federal Home Loan Banks 0.040000% 3130AMHX3 2549001DPIFGXC1TOL40 US3130AMHX37 U.S. Government Agency Debt Y 2021-11-16 2021-11-16 2021-11-16 N N N 0.0006 179983440.00 179983440.00 0.0053 N N N N Federal Home Loan Bank System Floating Rate Notes Federal Home Loan Banks 0.085000% 3130AMMK5 2549001DPIFGXC1TOL40 US3130AMMK50 U.S. Government Agency Debt Y 2021-07-01 2023-05-19 2023-05-19 N N N 0.0014 110914262.49 110914262.49 0.0033 N N N N Federal Farm Credit System Discount Notes Federal Farm Credit Banks 313313JY5 US313313JY59 U.S. Government Agency Debt Y 2021-08-03 2021-08-03 2021-08-03 N N N 0.0004 3999853.32 3999853.32 0.0001 N N Y N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 0.125000% 3133EKUW4 US3133EKUW44 U.S. Government Agency Debt Y 2021-07-01 2021-07-09 2021-07-09 N N N 0.0007 36000412.20 36000412.20 0.0011 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 0.195000% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2021-07-01 2022-07-28 2022-07-28 N N N 0.0009 60073113.60 60073113.60 0.0018 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 0.230000% 3133ELHG2 US3133ELHG24 U.S. Government Agency Debt Y 2021-07-01 2022-01-14 2022-01-14 N N N 0.0009 115086369.60 115086369.60 0.0034 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 0.160000% 3133ELR97 US3133ELR970 U.S. Government Agency Debt Y 2021-07-01 2021-07-08 2021-07-08 N N N 0.0008 150002215.50 150002215.50 0.0044 N N Y N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 0.350000% 3133ELUW2 US3133ELUW27 U.S. Government Agency Debt Y 2021-07-01 2021-09-24 2021-09-24 N N N 0.0008 75047094.00 75047094.00 0.0022 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 0.125000% 3133EMFQ0 US3133EMFQ07 U.S. Government Agency Debt Y 2021-07-01 2022-11-03 2022-11-03 N N N 0.0011 75030657.00 75030657.00 0.0022 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 0.115000% 3133EMGS5 US3133EMGS53 U.S. Government Agency Debt Y 2021-07-01 2022-11-18 2022-11-18 N N N 0.0011 55013573.45 55013573.45 0.0016 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 0.095000% 3133EMHQ8 US3133EMHQ88 U.S. Government Agency Debt Y 2021-07-01 2022-08-25 2022-08-25 N N N 0.0010 215018580.30 215018580.30 0.0064 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 0.105000% 3133EMKP6 US3133EMKP68 U.S. Government Agency Debt Y 2021-07-01 2022-12-15 2022-12-15 N N N 0.0011 160007587.20 160007587.20 0.0047 N N N N Federal Farm Credit System Floating Rate Notes Federal Farm Credit Banks 0.085000% 3133EMUJ9 US3133EMUJ98 U.S. Government Agency Debt Y 2021-07-01 2023-02-23 2023-02-23 N N N 0.0014 99936227.00 99936227.00 0.0030 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 0.250000% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y 2021-07-01 2022-03-11 2022-03-11 N N N 0.0006 40052560.40 40052560.40 0.0012 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 0.140000% 3134GWKC9 S6XOOCT0IEG5ABCC6L87 US3134GWKC92 U.S. Government Agency Debt Y 2021-07-01 2022-08-03 2022-08-03 N N N 0.0008 100072010.00 100072010.00 0.0030 N N N N Federal Home Loan Mortgage Corp. Floating Rate Notes Federal Home Loan Mortgage Corp. 0.115000% 3134GXBH6 S6XOOCT0IEG5ABCC6L87 US3134GXBH63 U.S. Government Agency Debt Y 2021-07-01 2022-11-09 2022-11-09 N N N 0.0010 200067660.00 200067660.00 0.0059 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 0.440000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2021-07-01 2022-04-15 2022-04-15 N N N 0.0007 84255952.20 84255952.20 0.0025 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 0.370000% 3135G04A8 B1V7KEBTPIMZEU4LTD58 US3135G04A83 U.S. Government Agency Debt Y 2021-07-01 2022-04-28 2022-04-28 N N N 0.0007 70181764.80 70181764.80 0.0021 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 0.370000% 3135G04D2 B1V7KEBTPIMZEU4LTD58 US3135G04D23 U.S. Government Agency Debt Y 2021-07-01 2022-04-27 2022-04-27 N N N 0.0006 82213593.60 82213593.60 0.0024 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 0.320000% 3135G04G5 B1V7KEBTPIMZEU4LTD58 US3135G04G53 U.S. Government Agency Debt Y 2021-07-01 2022-05-04 2022-05-04 N N N 0.0010 145282758.70 145282758.70 0.0043 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 0.280000% 3135G04J9 B1V7KEBTPIMZEU4LTD58 US3135G04J92 U.S. Government Agency Debt Y 2021-07-01 2022-05-06 2022-05-06 N N N 0.0010 100161134.00 100161134.00 0.0030 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 0.270000% 3135G04L4 B1V7KEBTPIMZEU4LTD58 US3135G04L49 U.S. Government Agency Debt Y 2021-07-01 2022-05-09 2022-05-09 N N N 0.0009 75123581.25 75123581.25 0.0022 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 0.240000% 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y 2021-07-01 2022-05-27 2022-05-27 N N N 0.0009 79611849.35 79611849.35 0.0024 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 0.230000% 3135G04W0 B1V7KEBTPIMZEU4LTD58 US3135G04W04 U.S. Government Agency Debt Y 2021-07-01 2022-06-03 2022-06-03 N N N 0.0009 100135917.00 100135917.00 0.0030 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 0.250000% 3135G05A7 B1V7KEBTPIMZEU4LTD58 US3135G05A74 U.S. Government Agency Debt Y 2021-07-01 2022-06-24 2022-06-24 N N N 0.0009 75122963.25 75122963.25 0.0022 N N N N Federal National Mortgage Association Floating Rate Notes Federal National Mortgage Assoc. 0.220000% 3135G0Z55 B1V7KEBTPIMZEU4LTD58 US3135G0Z556 U.S. Government Agency Debt Y 2021-07-01 2022-03-09 2022-03-09 N N N 0.0008 84078939.00 84078939.00 0.0025 N N N N U.S. Treasury Bill U.S. Treasury Bill 9127963S6 254900HROIFWPRGM1V77 US9127963S60 U.S. Treasury Debt Y 2021-07-15 2021-07-15 2021-07-15 N N N 0.0004 584990329.95 584990329.95 0.0173 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127964B2 254900HROIFWPRGM1V77 US9127964B27 U.S. Treasury Debt Y 2021-08-12 2021-08-12 2021-08-12 N N N 0.0005 344978868.75 344978868.75 0.0102 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127964L0 254900HROIFWPRGM1V77 US9127964L09 U.S. Treasury Debt Y 2021-09-09 2021-09-09 2021-09-09 N N N 0.0005 224979655.50 224979655.50 0.0066 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127964W6 254900HROIFWPRGM1V77 US9127964W63 U.S. Treasury Debt Y 2021-11-04 2021-11-04 2021-11-04 N N N 0.0005 139974275.00 139974275.00 0.0041 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 9127965G0 254900HROIFWPRGM1V77 US9127965G05 U.S. Treasury Debt Y 2021-12-02 2021-12-02 2021-12-02 N N N 0.0005 174960698.50 174960698.50 0.0052 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796B40 254900HROIFWPRGM1V77 US912796B401 U.S. Treasury Debt Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0001 450000000.00 450000000.00 0.0133 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796B57 254900HROIFWPRGM1V77 US912796B575 U.S. Treasury Debt Y 2021-07-08 2021-07-08 2021-07-08 N N N 0.0004 229998367.00 229998367.00 0.0068 N Y Y N U.S. Treasury Bill Treasury Bill 07/21 0.00000 912796C49 254900HROIFWPRGM1V77 US912796C490 U.S. Treasury Debt Y 2021-07-22 2021-07-22 2021-07-22 N N N 0.0005 89997624.00 89997624.00 0.0027 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796C56 254900HROIFWPRGM1V77 US912796C565 U.S. Treasury Debt Y 2021-07-29 2021-07-29 2021-07-29 N N N 0.0005 249990957.50 249990957.50 0.0074 N Y Y N U.S. Treasury Bill Treasury Bill 08/21 0.00000 912796C64 254900HROIFWPRGM1V77 US912796C649 U.S. Treasury Debt Y 2021-08-05 2021-08-05 2021-08-05 N N N 0.0004 364984385.30 364984385.30 0.0108 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796D48 254900HROIFWPRGM1V77 US912796D480 U.S. Treasury Debt Y 2021-08-19 2021-08-19 2021-08-19 N N N 0.0005 459971668.60 459971668.60 0.0136 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796D55 254900HROIFWPRGM1V77 US912796D555 U.S. Treasury Debt Y 2021-08-26 2021-08-26 2021-08-26 N N N 0.0004 374975208.75 374975208.75 0.0111 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796F46 254900HROIFWPRGM1V77 US912796F469 U.S. Treasury Debt Y 2021-09-16 2021-09-16 2021-09-16 N N N 0.0004 159985456.00 159985456.00 0.0047 N Y Y N U.S. Treasury Bill Treasury Bill 09/21 0.00000 912796F53 254900HROIFWPRGM1V77 US912796F535 U.S. Treasury Debt Y 2021-09-23 2021-09-23 2021-09-23 N N N 0.0005 534940705.95 534940705.95 0.0158 N Y Y N U.S. Treasury Bill Treasury Bill 10/21 0.00000 912796G52 254900HROIFWPRGM1V77 US912796G525 U.S. Treasury Debt Y 2021-10-14 2021-10-14 2021-10-14 N N N 0.0005 549923803.00 549923803.00 0.0163 N Y Y N U.S. Treasury Bill Treasury Bill 10/21 0.00000 912796G60 254900HROIFWPRGM1V77 US912796G608 U.S. Treasury Debt Y 2021-10-21 2021-10-21 2021-10-21 N N N 0.0005 650408930.00 650408930.00 0.0192 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 912796G78 254900HROIFWPRGM1V77 US912796G780 U.S. Treasury Debt Y 2021-10-28 2021-10-28 2021-10-28 N N N 0.0005 148974142.54 148974142.54 0.0044 N Y Y N U.S. Treasury Bill U.S. Treasury Cash Management Bill 912796H85 254900HROIFWPRGM1V77 US912796H853 U.S. Treasury Debt Y 2021-07-06 2021-07-06 2021-07-06 N N N 0.0003 749996767.50 749996767.50 0.0222 N Y Y N U.S. Treasury Bill United States Cash Management Bill 912796J83 254900HROIFWPRGM1V77 US912796J834 U.S. Treasury Debt Y 2021-08-03 2021-08-03 2021-08-03 N N N 0.0005 324986177.75 324986177.75 0.0096 N Y Y N U.S. Treasury Bill Cash Mgmt Bill 08/21 0.00000 912796J91 254900HROIFWPRGM1V77 US912796J917 U.S. Treasury Debt Y 2021-08-10 2021-08-10 2021-08-10 N N N 0.0005 399980296.00 399980296.00 0.0118 N Y Y N U.S. Treasury Bill Cash Mgmt Bill 08/21 0.00000 912796K24 254900HROIFWPRGM1V77 US912796K246 U.S. Treasury Debt Y 2021-08-17 2021-08-17 2021-08-17 N N N 0.0005 374977477.50 374977477.50 0.0111 N Y Y N U.S. Treasury Bill U.S. Treasury Cash Management Bill 912796K40 254900HROIFWPRGM1V77 US912796K402 U.S. Treasury Debt Y 2021-08-31 2021-08-31 2021-08-31 N N N 0.0005 649950216.50 649950216.50 0.0192 N Y Y N U.S. Treasury Bill U.S. Treasury Cash Management Bill 912796L31 254900HROIFWPRGM1V77 US912796L319 U.S. Treasury Debt Y 2021-09-14 2021-09-14 2021-09-14 N N N 0.0005 409961562.50 409961562.50 0.0121 N Y Y N U.S. Treasury Bill U.S. Treasury Cash Management Bill 912796L49 254900HROIFWPRGM1V77 US912796L491 U.S. Treasury Debt Y 2021-09-21 2021-09-21 2021-09-21 N N N 0.0005 349961734.50 349961734.50 0.0103 N Y Y N U.S. Treasury Bill U.S. Treasury Cash Management Bill 912796L56 254900HROIFWPRGM1V77 US912796L566 U.S. Treasury Debt Y 2021-09-28 2021-09-28 2021-09-28 N N N 0.0004 349961927.00 349961927.00 0.0103 N Y Y N U.S. Treasury Bond U.S. TREASURY 8.000000% 912810EL8 254900HROIFWPRGM1V77 US912810EL80 U.S. Treasury Debt Y 2021-11-15 2021-11-15 2021-11-15 N N N 0.0006 154429687.50 154429687.50 0.0046 N Y Y N U.S. Treasury Note USTR 2.750000% 9128284W7 254900HROIFWPRGM1V77 US9128284W72 U.S. Treasury Debt Y 2021-08-15 2021-08-15 2021-08-15 N N N 0.0005 40134472.00 40134472.00 0.0012 N Y Y N U.S. Treasury Note U.S. TREASURY NOTE 2.875000% 9128285L0 254900HROIFWPRGM1V77 US9128285L09 U.S. Treasury Debt Y 2021-11-15 2021-11-15 2021-11-15 N N N 0.0008 101039062.00 101039062.00 0.0030 N Y Y N U.S. Treasury Note U.S. Treasury Notes 1.750000% 9128286Y1 254900HROIFWPRGM1V77 US9128286Y11 U.S. Treasury Debt Y 2022-06-15 2022-06-15 2022-06-15 N N N 0.0010 188928047.34 188928047.34 0.0056 N Y Y N U.S. Treasury Note U.S. Treasury Bond 2.000000% 912828D72 254900HROIFWPRGM1V77 US912828D721 U.S. Treasury Debt Y 2021-08-31 2021-08-31 2021-08-31 N N N 0.0005 100323988.00 100323988.00 0.0030 N Y Y N U.S. Treasury Note US Treasury 1.750000% 912828J43 254900HROIFWPRGM1V77 US912828J439 U.S. Treasury Debt Y 2022-02-28 2022-02-28 2022-02-28 N N N 0.0008 38421562.50 38421562.50 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Note 2.125000% 912828RC6 254900HROIFWPRGM1V77 US912828RC60 U.S. Treasury Debt Y 2021-08-15 2021-08-15 2021-08-15 N N N 0.0005 25064626.00 25064626.00 0.0007 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.750000% 912828SV3 254900HROIFWPRGM1V77 US912828SV33 U.S. Treasury Debt Y 2022-05-15 2022-05-15 2022-05-15 N N N 0.0009 55794921.60 55794921.60 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 1.250000% 912828T67 254900HROIFWPRGM1V77 US912828T677 U.S. Treasury Debt Y 2021-10-31 2021-10-31 2021-10-31 N N N 0.0006 80316846.40 80316846.40 0.0024 N Y Y N U.S. Treasury Note United States Treasury Note 2.000000% 912828U81 254900HROIFWPRGM1V77 US912828U816 U.S. Treasury Debt Y 2021-12-31 2021-12-31 2021-12-31 N N N 0.0007 60574218.60 60574218.60 0.0018 N Y Y N U.S. Treasury Note US Treasury 1.875000% 912828XD7 254900HROIFWPRGM1V77 US912828XD79 U.S. Treasury Debt Y 2022-05-31 2022-05-31 2022-05-31 N N N 0.0009 65296572.11 65296572.11 0.0019 N Y Y N U.S. Treasury Note United States Treasury Note/Bond 2.625000% 912828Y20 254900HROIFWPRGM1V77 US912828Y206 U.S. Treasury Debt Y 2021-07-15 2021-07-15 2021-07-15 N N N 0.0005 37036909.72 37036909.72 0.0011 N Y Y N U.S. Treasury Note U.S. Treasury Notes 1.500000% 912828YC8 254900HROIFWPRGM1V77 US912828YC87 U.S. Treasury Debt Y 2021-08-31 2021-08-31 2021-08-31 N N N 0.0005 100241127.00 100241127.00 0.0030 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.350000% 912828YN4 254900HROIFWPRGM1V77 US912828YN43 U.S. Treasury Debt Y 2021-07-01 2021-10-31 2021-10-31 N N N 0.0005 88290853.94 88290853.94 0.0026 N Y Y N U.S. Treasury Note United States Treasury Note/Bond 1.500000% 912828YP9 254900HROIFWPRGM1V77 US912828YP90 U.S. Treasury Debt Y 2021-10-31 2021-10-31 2021-10-31 N N N 0.0006 102488494.32 102488494.32 0.0030 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.204000% 912828Z45 254900HROIFWPRGM1V77 US912828Z450 U.S. Treasury Debt Y 2021-07-01 2022-01-31 2022-01-31 N N N 0.0005 34030715.26 34030715.26 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.105000% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y 2021-07-01 2022-07-31 2022-07-31 N N N 0.0005 200111156.00 200111156.00 0.0059 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.099000% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y 2021-07-01 2023-01-31 2023-01-31 N N N 0.0008 425149272.75 425149272.75 0.0126 N Y Y N U.S. Treasury Note U.S. Treasury Note 0.084000% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y 2021-07-01 2023-04-30 2023-04-30 N N N 0.0008 530014999.00 530014999.00 0.0157 N Y N N RBC Capital Markets, LLC Rbcm Repo 1 Repo 0.055000% 549300LCO2FLSSVFFR64 930LFP008_0.05_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRM 2019-159 PN 2049-12-20 2.500000 6074.29 6083.02 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-135 JA 2041-08-16 3.000000 10209.97 10662.32 Agency Collateralized Mortgage Obligation FMAC FGRM 4064TD 06/15/42 2042-06-15 3.000000 3501.06 3456.65 Agency Collateralized Mortgage Obligation FMAC FGRM 4139YC 06/15/42 2042-06-15 2.500000 6255.01 6378.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-38 CA 2048-10-20 3.000000 2020.87 2027.56 Agency Collateralized Mortgage Obligation FMAC FERM 5058LW 01/25/51 2051-01-25 1.250000 14494.49 12755.89 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-015 NB 2050-02-20 2.500000 6503.49 6510.56 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-008 BY 2051-01-20 1.250000 8000.00 7599.30 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-165 BU 2050-11-20 1.250000 23000.00 20992.60 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-165 BV 2050-11-20 1.000000 3580.14 3039.34 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-153 TU 2050-10-20 1.000000 1670.89 1612.56 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-113 YA 2042-07-20 2.500000 2252.40 2286.17 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-041 TA 2041-08-20 3.000000 278.94 280.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2015-24O FL 2065-08-20 0.627300 23051956.69 23160398.54 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-23 YA 2038-03-20 5.250000 3661.80 4097.09 Agency Collateralized Mortgage Obligation FMAC FERM 5071UV 02/25/51 2051-02-25 1.500000 20819.08 19274.73 Agency Collateralized Mortgage Obligation FMAC FERM 5058LU 01/25/51 2051-01-25 1.000000 2898.90 2481.87 Agency Collateralized Mortgage Obligation FMAC FGRM 4094YC 08/15/42 2042-08-15 3.000000 7000.00 6708.72 Agency Collateralized Mortgage Obligation FMAC FGRM 4087TC 07/15/42 2042-07-15 3.000000 833.25 836.46 Agency Collateralized Mortgage Obligation FNMA FNRM RC012KU R21F012 2051-03-25 1.500000 25214.40 21577.10 Agency Collateralized Mortgage Obligation FNMA FNRM CL038PA R18F038 2047-06-25 3.500000 4790.01 4997.79 Agency Collateralized Mortgage Obligation FNMA FNRM CL093MY R12F093 2042-09-25 2.500000 2938.94 2944.69 Agency Collateralized Mortgage Obligation FNMA FNRM CL126WA R11F126 2041-12-25 2.500000 11721.76 11729.55 Agency Collateralized Mortgage Obligation FNMA FNRM CL082CA R17F082 2047-10-25 3.000000 8999.27 9065.30 Agency Collateralized Mortgage Obligation FMAC 1.00 FMNT 21-27 Z6 2027-07-27 1.000000 548000.00 545714.84 Agency Debentures and Agency Strips GNMA GNII SF MA6479 M 2050-02-20 5.500000 253072.83 285856.02 Agency Mortgage-Backed Securities GNMA GNII SF 000071 M 2022-08-20 7.000000 3.51 3.54 Agency Mortgage-Backed Securities GNMA GNII SF 000446 M 2022-11-20 7.500000 26.13 27.07 Agency Mortgage-Backed Securities GNMA GNHA ML AG8111 H 2064-03-20 1.010000 352.14 361.60 Agency Mortgage-Backed Securities GNMA GNII SF MA6604 M 2050-04-20 5.500000 19118.42 21204.06 Agency Mortgage-Backed Securities GNMA GNII SF MA5880 M 2049-04-20 6.000000 958.27 1096.36 Agency Mortgage-Backed Securities FNMA FNMS 06.500 CL610678 2031-11-01 6.500000 0.44 0.50 Agency Mortgage-Backed Securities FMAC 08.000 FGPC C37867 G 2030-04-01 8.000000 3.76 4.27 Agency Mortgage-Backed Securities FMAC 07.500 FGPC C32288 G 2029-10-01 7.500000 12.30 13.73 Agency Mortgage-Backed Securities FMAC 05.500 FGPC C01289 G 2031-12-01 5.500000 22.76 26.29 Agency Mortgage-Backed Securities FMAC 06.000 FGPC C01258 G 2031-11-01 6.000000 16.45 19.56 Agency Mortgage-Backed Securities FMAC 07.000 FGPC C00370 G 2024-08-01 7.000000 4.32 4.36 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AS004593 2024-05-01 4.680000 96.68 98.08 Agency Mortgage-Backed Securities FMAC 07.000 FGPC C36429 G 2030-02-01 7.000000 4.75 4.93 Agency Mortgage-Backed Securities FMAC 07.500 FGPC C80344 G 2025-09-01 7.500000 2.85 3.13 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2025-02-25 1.766000 12087629.25 12417036.47 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2026-07-25 0.575900 21264786.90 21366878.95 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2019-SB6 2039-06-25 2.320000 51252725.32 53057123.06 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2018-SB5 2038-08-25 3.400000 15309.64 15920.12 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2017-SB4 2037-10-25 2.710000 49186358.00 50282036.04 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2020-SB7 2039-10-25 2.320000 31418039.46 32653990.22 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2020-SB7 2040-01-25 1.560000 31505364.29 31807490.24 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2018-SB4 2037-12-25 2.890000 18080091.91 18652490.54 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2020-SB7 2040-04-25 1.200000 77057.14 77725.44 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2029-10-25 2.234000 52000000.00 54920663.78 Agency Mortgage-Backed Securities FMAC FRESB MTG TR 2018-SB5 2038-05-25 2.970000 3709958.23 3849317.24 Agency Mortgage-Backed Securities USTR 1 TRIB 46 2046-02-15 1.000000 287923.18 375071.56 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 40 2040-02-15 2.125000 49519.09 73827.25 U.S. Treasuries (including strips) USTR 4 3/4 BOND 37 2037-02-15 4.750000 102300.00 146505.07 U.S. Treasuries (including strips) USTR 3 BOND 48 2048-08-15 3.000000 4220800.00 5058471.98 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-2 Standard and Poor's Ratings Services A-1+ 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 300000000.00 300000000.00 0.0089 N Y Y N Wells Fargo Securities LLC Wellsec Repo 10 Repo 0.060000% VYVVCKR63DVZZN70PB21 0000072971 930NYF005_0.06_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNMS 04.000 CIAD9179 2025-09-01 4.000000 41700.09 44487.00 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIMA4360 2036-06-01 2.000000 39649835.44 40984492.95 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIMA4122 2035-09-01 1.500000 323046.03 327426.00 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CIFM7904 2036-07-01 1.500000 21156599.75 21496445.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CIFM1493 2034-09-01 2.500000 8581193.61 8976476.76 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CICB0915 2036-06-01 1.500000 3131.20 3178.64 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBT5127 2051-07-01 3.000000 2773572.50 2978402.67 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CICB0965 2036-06-01 2.500000 94942769.15 100585397.25 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CNMA4052 2030-06-01 2.500000 3367006.53 3540420.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIBM4273 2027-01-01 3.000000 447623.79 472055.85 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4208 2050-12-01 2.000000 13975070.37 14148488.57 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CIAE7049 2025-11-01 3.500000 226912.59 243052.29 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 190000000.00 190000000.00 0.0056 N Y Y N Barclays Bank plc Barclays Bank PLC 0.020000% G5GSEF7VJP5I7OUK5573 0001484212 933CWT008_0.02_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNMS 02.500 CIMA4384 2036-07-01 2.500000 4537693.30 4742043.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4379 2051-07-01 2.500000 5104492.00 5294373.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM4882 2050-11-01 2.500000 4252185.84 4438367.32 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM7472 2036-05-01 2.000000 5361615.18 5542093.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2046 2048-07-01 4.500000 837282.54 918358.29 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8141 2051-04-01 2.500000 4932392.30 5117672.14 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8140 2051-04-01 2.000000 4943400.00 5004792.63 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLFM3161 2044-07-01 4.000000 4370172.43 4821232.01 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7325 2051-05-01 2.500000 5490297.01 5736420.93 Agency Mortgage-Backed Securities FNMA FNMS 01.500 CLMA4157 2050-10-01 1.500000 4750578.05 4663349.52 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLBN0326 2048-12-01 4.500000 4236441.20 4698298.02 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CTMA1527 2033-08-01 3.000000 23248.99 24727.71 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-07-07 2021-07-07 2021-07-14 Y Barclays Bank PLC 1.0000 7 N DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A1 N N 0.0002 50000000.00 50000000.00 0.0015 N N Y N Barclays Bank plc Barclays Bank PLC 0.020000% G5GSEF7VJP5I7OUK5573 0001484212 933CWU005_0.02_0706 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNMS 02.500 CLMA4306 2051-04-01 2.500000 13834114.70 14348728.40 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLFM4783 2050-12-01 2.000000 14741985.15 14961450.72 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA4351 2051-01-01 2.500000 10341511.92 10733185.19 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD7526 2050-10-01 2.500000 14136709.19 14810237.00 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA8526 2051-01-01 2.500000 11643676.56 12076808.39 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2046 2048-07-01 4.500000 9009435.98 9881837.68 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CISB8103 2036-05-01 2.000000 12975444.08 13412211.95 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLCA2197 2048-08-01 4.500000 10633186.58 11778997.50 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-07-06 2021-07-06 2021-07-06 Y Barclays Bank PLC 1.0000 6 N DBRS Ltd. R-1 L Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A1 N N 0.0002 100000000.00 100000000.00 0.0030 N N Y N Bank of Montreal Bank of Montreal 0.050000% NQQ6HPCNCCU6TUTQYE16 0000009622 933CXJ009_0.05_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRA 2021-096 FE 2051-06-20 0.420000 220.00 216.64 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-096 F 2051-06-20 0.260000 2337932.52 2293124.22 Agency Collateralized Mortgage Obligation GNMA GNII SF CE9534 C 2051-06-20 3.500000 227789.32 244223.28 Agency Mortgage-Backed Securities GNMA GNII SF CE5924 C 2051-06-20 3.500000 220000.00 236348.96 Agency Mortgage-Backed Securities GNMA GNII SF CE5632 C 2051-06-20 3.500000 283588.36 306157.87 Agency Mortgage-Backed Securities GNMA GNII SF CE3096 C 2051-06-20 3.500000 234499.76 256071.97 Agency Mortgage-Backed Securities GNMA GNII SF CE3080 C 2051-06-20 3.000000 240866.34 254366.09 Agency Mortgage-Backed Securities GNMA GNII SF CE3012 C 2051-06-20 3.500000 229542.28 246102.25 Agency Mortgage-Backed Securities GNMA GNII SF CE2968 C 2051-05-20 4.500000 227310.64 247936.35 Agency Mortgage-Backed Securities GNMA GNII SF CE0819 C 2051-06-20 3.500000 291899.52 315131.35 Agency Mortgage-Backed Securities GNMA GNII SF CD7086 C 2051-05-20 3.000000 227802.54 238307.80 Agency Mortgage-Backed Securities GNMA GNII SF CD4153 C 2051-06-20 3.500000 291309.04 318106.10 Agency Mortgage-Backed Securities GNMA GNII SF CD3209 C 2051-05-20 2.500000 251245.86 261900.66 Agency Mortgage-Backed Securities GNMA GNII SF CD1816 C 2051-06-20 3.000000 263747.00 283769.53 Agency Mortgage-Backed Securities GNMA GNII SF CC7870 C 2051-06-20 3.500000 245623.40 259077.28 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7677 2051-03-01 2.500000 23161623.54 24135567.24 Agency Mortgage-Backed Securities GNMA GNII SF CE3073 C 2051-06-20 2.500000 222118.16 230434.91 Agency Mortgage-Backed Securities GNMA GNII SF BT2080 C 2051-06-20 3.500000 290245.56 313345.17 Agency Mortgage-Backed Securities GNMA GNII SF CE4635 C 2051-06-20 3.500000 276418.12 300560.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA3861 2049-07-01 3.500000 23260469.06 25239270.77 Agency Mortgage-Backed Securities GNMA GNII SF 005258 M 2041-12-20 3.500000 137806.88 149337.10 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-07-07 2021-07-07 2021-08-02 Y BANK OF MONTREAL 1.0000 7 N DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0005 55000000.00 55000000.00 0.0016 N N Y N Bank of Montreal Bank of Montreal/US 0.050000% NQQ6HPCNCCU6TUTQYE16 0000009622 933CXP005_0.05_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRA 2021-096 F 2051-06-20 0.260000 23857008.80 23399770.67 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-096 FG 2051-06-20 0.310000 2114607.20 2071471.56 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-103 F 2051-04-20 0.260000 15657864.00 15289453.60 Agency Collateralized Mortgage Obligation GNMA GNRA 2021-114 FB 2051-06-20 0.490000 10000000.00 9862211.11 Agency Collateralized Mortgage Obligation GNMA GNRA 2017-0O FB 2067-04-20 1.029000 57651.79 58522.04 Agency Collateralized Mortgage Obligation FNMA MNRM CL017ASQ1 R20M0 2024-11-25 1.500000 815050.23 824078.81 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-07-07 2021-07-07 2021-07-14 Y BANK OF MONTREAL 1.0000 7 N DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0005 50000000.00 50000000.00 0.0015 N N Y N Bank of Montreal Bank of Montreal/US 0.050000% NQQ6HPCNCCU6TUTQYE16 0000009622 933CXQ003_0.05_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNII JM MA7410 M 2051-06-20 2.500000 15821757.40 16256917.26 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4379 2051-07-01 2.500000 30676108.60 31817225.76 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7678 2051-06-01 2.500000 2213789.40 2306887.85 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS2001 2033-06-01 1.925000 614422.80 631045.82 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-07-07 2021-07-07 2021-07-09 Y BANK OF MONTREAL 1.0000 7 N DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0005 50000000.00 50000000.00 0.0015 N N Y N Bank of Montreal Bank of Montreal/US 0.050000% NQQ6HPCNCCU6TUTQYE16 0000009622 933CXS009_0.05_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNMS 02.000 CLMA4378 2051-07-01 2.000000 17057563.40 17269420.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7678 2051-06-01 2.500000 32374490.00 33735963.21 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-07-07 2021-07-07 2021-07-16 Y BANK OF MONTREAL 1.0000 7 N DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0005 50000000.00 50000000.00 0.0015 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.015000% 2IGI19DL77OX0HC3ZE78 0000800030 933CXX008_0.01_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 3 BOND 44 2044-11-15 3.000000 12286110.00 14433574.59 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 2040-05-15 4.375000 150863.25 210679.74 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 2040-02-15 4.625000 69435.00 100401.69 U.S. Treasuries (including strips) USTR 0 7/8 TRIB 47 2047-02-15 0.875000 56840133.88 72827735.76 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 2031-01-15 0.125000 227008.06 249273.74 U.S. Treasuries (including strips) USTR 3 BOND 47 2047-02-15 3.000000 5787675.00 6903422.09 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AT 23 2023-11-15 0.250000 601440.00 600521.30 U.S. Treasuries (including strips) USTR 3 1/8 BOND 48 2048-05-15 3.125000 67080.00 81615.45 U.S. Treasuries (including strips) USTR 0 1/2 TRIN A 28 2028-01-15 0.500000 48.69 54.62 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 2050-08-15 1.375000 56610.00 47696.18 U.S. Treasuries (including strips) USTR 2 1/2 NOTE H 26 2026-02-28 2.500000 1192425.00 1293421.07 U.S. Treasuries (including strips) USTR 2 3/8 BOND 49 2049-11-15 2.375000 4034805.00 4281955.97 U.S. Treasuries (including strips) USTR 1 1/8 NOTE B 31 2031-02-15 1.125000 525105.00 510898.52 U.S. Treasuries (including strips) USTR 2 7/8 BOND 46 2046-11-15 2.875000 15514320.00 17962770.59 U.S. Treasuries (including strips) USTR 2 1/4 NOTE Y 24 2024-04-30 2.250000 28410.00 29971.26 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AF 25 2025-10-31 0.250000 177870.00 173941.64 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 26 2026-04-15 0.125000 3854170.61 4189393.12 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 2028-04-30 1.250000 15960.00 16027.40 U.S. Treasuries (including strips) USTR 0 3/8 NOTE AG 25 2025-11-30 0.375000 208605.00 204872.51 U.S. Treasuries (including strips) USTR 0 1/8 NOTE BH 22 2022-10-31 0.125000 30.00 29.99 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Q 27 2027-09-30 0.375000 1703865.00 1628047.06 U.S. Treasuries (including strips) USTR 0 1/8 NOTE BC 22 2022-06-30 0.125000 270645.00 270707.79 U.S. Treasuries (including strips) USTR 0 1/2 NOTE M 27 2027-06-30 0.500000 106110.00 102533.03 U.S. Treasuries (including strips) USTR 0 5/8 NOTE C 30 2030-05-15 0.625000 30.00 28.01 U.S. Treasuries (including strips) USTR TRFR BA 04/30/22 2022-04-30 0.164000 91922445.00 92018657.40 U.S. Treasuries (including strips) USTR 1 3/8 NOTE AJ 23 2023-02-15 1.375000 15.00 15.36 U.S. Treasuries (including strips) USTR 1 1/2 NOTE AH 23 2023-01-15 1.500000 231705.00 237969.95 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 24 2024-10-15 0.125000 9162030.62 9871570.91 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 25 2025-07-15 0.375000 27578729.11 30306502.96 U.S. Treasuries (including strips) USTR 2 1/8 NOTE C 25 2025-05-15 2.125000 30.00 31.75 U.S. Treasuries (including strips) USTR 0 3/8 TRIN A 27 2027-01-15 0.375000 366701.96 406052.61 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 26 2026-05-15 1.625000 15.00 15.57 U.S. Treasuries (including strips) USTR 0 5/8 TRIN A 26 2026-01-15 0.625000 6622325.29 7366979.42 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 24 2024-11-15 2.250000 1432005.00 1517814.32 U.S. Treasuries (including strips) USTR 2 3/8 NOTE E 24 2024-08-15 2.375000 10635.00 11353.79 U.S. Treasuries (including strips) USTR 2 3/8 NOTE V 24 2024-02-29 2.375000 23430.00 24846.43 U.S. Treasuries (including strips) USTR 0 7/8 TRIN A 29 2029-01-15 0.875000 333287.87 386045.81 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 2028-11-15 3.125000 454650.00 515444.09 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AC 23 2023-08-31 2.750000 15.00 15.93 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 2028-08-15 2.875000 565095.00 633800.20 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 25 2025-04-30 2.875000 67545.00 73579.17 U.S. Treasuries (including strips) USTR 2 3/4 NOTE B 28 2028-02-15 2.750000 461490.00 512676.41 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 2041-02-15 1.875000 11270565.00 11057014.88 U.S. Treasuries (including strips) USTR 3 5/8 BOND 44 2044-02-15 3.625000 8121870.00 10554554.00 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AC 24 2024-08-31 1.250000 2205.00 2265.95 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 2040-05-15 1.125000 112065.00 96424.79 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 2040-08-15 1.125000 90.00 77.40 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 2050-02-15 0.250000 403095.46 453185.03 U.S. Treasuries (including strips) USTR 3 BOND 48 2048-08-15 3.000000 21705.00 26012.64 U.S. Treasuries (including strips) USTR 2 7/8 BOND 45 2045-08-15 2.875000 11902515.00 13815007.36 U.S. Treasuries (including strips) USTR 3 BOND 45 2045-05-15 3.000000 30.00 35.32 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-07-07 2021-07-07 2021-07-23 Y CANADIAN IMPERIAL BANK OF COMMERCE 1.0000 7 N DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0002 300000000.00 300000000.00 0.0089 N N Y N RBC Dominion Securities Inc. Rbc Dom 1 Repo 0.060000% 933FLA004_0.06_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNII SF MA7419 M 2051-06-20 3.000000 3633180.00 3822155.01 Agency Mortgage-Backed Securities GNMA GNII SF MA7418 M 2051-06-20 2.500000 100277671.00 104032356.69 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4305 2051-04-01 2.000000 58640079.55 59368337.21 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL0775 2041-09-01 4.500000 878200.62 980060.48 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8036 2050-01-01 3.000000 91526920.74 95607801.05 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8000 2049-07-01 3.000000 12806283.93 13388133.18 Agency Mortgage-Backed Securities GNMA GNII SF MA5985 M 2049-06-20 3.500000 14852506.49 15657444.68 Agency Mortgage-Backed Securities GNMA GNII SF MA6996 M 2050-11-20 3.000000 12243819.94 12799158.80 Agency Mortgage-Backed Securities GNMA GNII SF MA7254 M 2051-03-20 2.000000 26019815.32 26550128.07 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M 2051-04-20 2.500000 29777662.50 30896673.97 Agency Mortgage-Backed Securities GNMA GNII SF MA6995 M 2050-11-20 2.500000 88166833.22 91398490.53 Agency Mortgage-Backed Securities GNMA GNII SF MA7135 M 2051-01-20 2.000000 14664936.06 14968355.22 Agency Mortgage-Backed Securities GNMA GNII SF MA5529 M 2048-10-20 4.500000 2959411.05 3171586.03 Agency Mortgage-Backed Securities GNMA GNII SF MA4451 M 2047-05-20 3.500000 5099722.67 5430538.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIAE0219 2025-08-01 4.500000 86.65 91.19 Agency Mortgage-Backed Securities USTR 2 1/4 NOTE F 27 2027-11-15 2.250000 1425600.00 1527505.45 U.S. Treasuries (including strips) FNMA FNMS 04.000 CLMA3443 2048-08-01 4.000000 28042565.24 30052045.62 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE0618 2040-11-01 4.000000 461921.76 507291.82 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-07 2021-07-07 2021-09-21 Y RBC Dominion Securities Inc. 1.0000 7 N Standard and Poor's Ratings Services A-1+ N N 0.0006 500000000.00 500000000.00 0.0148 N N Y N RBC Dominion Securities Inc. Rbc Dom 3 Repo 0.055000% 933FLC000_0.05_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRM 2020-115 YA 2050-08-20 1.000000 90948948.56 88559497.36 Agency Collateralized Mortgage Obligation GNMA GNRA 2018-51 FE 2048-11-20 0.793400 3096079.11 3111136.53 Agency Collateralized Mortgage Obligation FNMA FNMS 05.000 CL929301 2038-04-01 5.000000 77.56 88.78 Agency Mortgage-Backed Securities GNMA GNII SF MA7419 M 2051-06-20 3.000000 183997885.00 193568289.66 Agency Mortgage-Backed Securities GNMA GNII SF MA7418 M 2051-06-20 2.500000 8699451.00 9025183.58 Agency Mortgage-Backed Securities GNMA GNII SF MA7312 M 2051-04-20 2.500000 992.59 1029.89 Agency Mortgage-Backed Securities GNMA GNII SF MA7052 M 2050-12-20 2.500000 969.10 1004.97 Agency Mortgage-Backed Securities GNMA GNII SF MA6996 M 2050-11-20 3.000000 142587898.50 149055210.28 Agency Mortgage-Backed Securities GNMA GNII SF MA6090 M 2049-08-20 3.500000 3199220.92 3372197.82 Agency Mortgage-Backed Securities GNMA GNII SF MA5817 M 2049-03-20 4.000000 12102265.00 12891238.55 Agency Mortgage-Backed Securities GNMA GNII SF MA5018 M 2048-02-20 3.000000 323742.89 338892.98 Agency Mortgage-Backed Securities GNMA GNII SF MA4962 M 2048-01-20 3.500000 89368.62 94998.80 Agency Mortgage-Backed Securities GNMA GNII SF MA3244 M 2045-11-20 3.500000 4992408.58 5348763.93 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIAD0021 2024-08-01 4.500000 105.52 111.18 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4281 2051-03-01 2.000000 60311744.28 61061365.65 Agency Mortgage-Backed Securities GNMA GNMI SP 782736 X 2039-08-15 4.500000 72.06 81.53 Agency Mortgage-Backed Securities GNMA GNMI SP 782712 X 2039-07-15 5.000000 13484.09 15473.15 Agency Mortgage-Backed Securities GNMA GNII SP 783656 M 2042-05-20 4.000000 4365911.50 4810370.99 Agency Mortgage-Backed Securities GNMA GNII SF MA7368 M 2051-05-20 3.000000 59262505.77 62270295.24 Agency Mortgage-Backed Securities GNMA GNMI SP 783056 X 2040-08-15 5.000000 694.09 806.14 Agency Mortgage-Backed Securities GNMA GNMI SP 783518 X 2041-12-15 4.000000 19306817.02 21438255.29 Agency Mortgage-Backed Securities GNMA GNMI SP 782719 X 2039-07-15 5.000000 14720958.75 17053623.88 Agency Mortgage-Backed Securities GNMA GNMI SP 783170 X 2040-09-15 5.000000 2932531.93 3397258.41 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8000 2049-07-01 3.000000 5306977.21 5548097.95 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4305 2051-04-01 2.000000 26784398.77 27117037.19 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CIAE0219 2025-08-01 4.500000 46.92 49.38 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAE0500 2040-10-01 5.000000 154.03 177.48 Agency Mortgage-Backed Securities GNMA GNII SF MA3736 M 2046-06-20 3.500000 13503788.50 14419864.51 Agency Mortgage-Backed Securities GNMA GNII SF MA5397 M 2048-08-20 3.500000 28735.94 30421.58 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8036 2050-01-01 3.000000 79769738.56 83326405.30 Agency Mortgage-Backed Securities GNMA GNII SF MA5985 M 2049-06-20 3.500000 15283213.49 16111494.03 Agency Mortgage-Backed Securities GNMA GNII SF MA7135 M 2051-01-20 2.000000 12402568.59 12659179.11 Agency Mortgage-Backed Securities GNMA GNII SF MA7254 M 2051-03-20 2.000000 17948763.17 18314578.91 Agency Mortgage-Backed Securities GNMA GNII SF MA7313 M 2051-04-20 3.000000 11027775.53 11572510.88 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA4938 2050-01-01 3.000000 884.06 937.71 Agency Mortgage-Backed Securities USTR 1 1/4 BOND 50 2050-05-15 1.250000 61500.00 49971.36 U.S. Treasuries (including strips) FNMA FNMS 04.500 CLAD3808 2040-04-01 4.500000 173.72 194.04 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLAE0495 2040-08-01 5.000000 173.59 198.89 Agency Mortgage-Backed Securities GNMA GNII SF MA4451 M 2047-05-20 3.500000 8593164.23 9150598.02 Agency Mortgage-Backed Securities GNMA GNII SF MA3804 M 2046-07-20 4.000000 225.77 245.19 Agency Mortgage-Backed Securities GNMA GNII SF MA5529 M 2048-10-20 4.500000 11818418.35 12665739.86 Agency Mortgage-Backed Securities GNMA GNMI SP 783516 X 2040-10-15 4.000000 5654278.46 6263935.33 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA3686 2049-06-01 3.500000 1182.86 1248.92 Agency Mortgage-Backed Securities GNMA GNII SP 783195 M 2040-12-20 4.500000 78.24 86.97 Agency Mortgage-Backed Securities GNMA GNII SF MA5263 M 2048-06-20 3.500000 564.32 600.21 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLBN7703 2049-08-01 3.000000 63200830.26 66132506.11 Agency Mortgage-Backed Securities FNMA FNMS 04.500 CLAL0775 2041-09-01 4.500000 98713.01 110162.44 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 900000000.00 900000000.00 0.0266 N Y Y N Royal Bank of Canada Rbc Ny 7 Repo 0.080000% ES7IP3U3RHIGC71XBU11 0000352613 933FLS005_0.08_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC FGRM 4691DV 09/15/28 2028-09-15 3.500000 1643479.06 1651536.12 Agency Collateralized Mortgage Obligation FMAC FGRM 4259JD 04/15/43 2043-04-15 2.250000 87902.86 89330.63 Agency Collateralized Mortgage Obligation FMAC FGRM 4655GA 02/15/42 2042-02-15 3.500000 351607.45 352772.13 Agency Collateralized Mortgage Obligation FMAC FGRM 4794VB 05/15/38 2038-05-15 4.000000 71626.89 71911.90 Agency Collateralized Mortgage Obligation FMAC FGRM 4575BG 11/15/45 2045-11-15 3.000000 767258.88 811494.17 Agency Collateralized Mortgage Obligation FMAC FGRM 2073PH 07/15/28 2028-07-15 6.500000 125507.12 142739.77 Agency Collateralized Mortgage Obligation FMAC FTRA 03607B 12/15/37 2037-12-15 2.423900 52247.30 54413.04 Agency Collateralized Mortgage Obligation FMAC FTRA 03612A 10/15/39 2039-10-15 2.304100 525590.81 520352.80 Agency Collateralized Mortgage Obligation FMAC FGRM 4176HP 11/15/42 2042-11-15 3.000000 236867.98 246587.31 Agency Collateralized Mortgage Obligation FMAC FGRM 4753VQ 04/15/29 2029-04-15 3.500000 790966.52 811179.22 Agency Collateralized Mortgage Obligation FNMA FNAR XX.XXX WSAL1638 2037-09-01 2.291000 24828.29 25213.92 Agency Mortgage-Backed Securities FMAC FMAR 866160 G 2030-01-01 4.258000 27130.26 27206.58 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3509 2050-09-01 2.500000 251616.56 261017.68 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB3866 2050-09-01 2.000000 15473764.59 15665795.73 Agency Mortgage-Backed Securities FMAC FMAR 1B0989 G 2033-07-01 2.836000 44813.86 45173.79 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q56993 G 2048-07-01 4.000000 278106.91 304106.07 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q34318 G 2045-06-01 4.000000 470214.03 519490.68 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8157 2051-07-01 3.000000 14011543.41 14716837.80 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZA4951 2047-07-01 4.000000 14847728.57 16260819.90 Agency Mortgage-Backed Securities FMAC FMAR 841200 G 2045-04-01 2.429000 11500291.68 12039341.34 Agency Mortgage-Backed Securities FMAC FMAR 840188 G 2049-01-01 2.769000 10847070.70 11299248.01 Agency Mortgage-Backed Securities FMAC FMAR 8C0037 G 2051-06-01 1.909000 12145211.81 12557260.05 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAC8041 2040-01-01 2.210000 32826.69 33052.41 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1883095 2036-07-01 2.955000 94790.22 95456.07 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7619 2051-06-01 2.500000 34986335.96 36457612.46 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCB0356 2051-05-01 3.000000 30073240.21 32099956.07 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCB0835 2051-06-01 2.500000 582212.47 606697.35 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA6255 2050-07-01 2.500000 7843273.93 8228417.03 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBS1924 2036-05-01 2.340000 1647989.17 1740581.44 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR6768 2051-06-01 2.500000 365263.93 380624.70 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM6672 2041-05-01 2.185000 5687851.07 6003988.31 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM6607 2047-12-01 2.862000 10312591.43 10717551.43 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLBM4774 2048-07-01 4.000000 4752457.48 5294067.59 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBE3081 2047-01-01 3.500000 413061.56 455125.87 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS843672 2035-09-01 1.800000 104709.06 105686.51 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS780193 2034-06-01 2.330000 184373.94 185004.12 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLCA2335 2048-09-01 4.000000 27535462.41 30066858.66 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLFM3241 2050-03-01 3.000000 6198412.13 6542942.60 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLFM7817 2050-03-01 5.000000 1362957.43 1506453.37 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZT0273 2048-01-01 4.000000 4035790.03 4495717.63 Agency Mortgage-Backed Securities FMAC FTRA 3588TE 12/15/37 2037-12-15 2.358800 1434454.13 1473632.15 Agency Collateralized Mortgage Obligation FNMA FNRA CL105TB R09F105 2039-12-25 2.401600 756279.59 785450.53 Agency Collateralized Mortgage Obligation FMAC FGRM 2934EJ 09/15/34 2034-09-15 5.000000 319247.64 356607.84 Agency Collateralized Mortgage Obligation FMAC FGRM 3233PA 10/15/36 2036-10-15 6.000000 2748773.99 3145615.41 Agency Collateralized Mortgage Obligation FNMA FNRA CL107MA R09F107 2038-02-25 2.017000 229277.50 236536.84 Agency Collateralized Mortgage Obligation FMAC FTRA 3578JK 08/15/37 2037-08-15 2.259000 1110031.93 1149247.93 Agency Collateralized Mortgage Obligation FMAC FTRA 3600CB 06/15/38 2038-06-15 2.306100 642946.90 659755.93 Agency Collateralized Mortgage Obligation FMAC FGRM 4779VA 06/15/29 2029-06-15 3.500000 1019859.75 1035900.56 Agency Collateralized Mortgage Obligation FMAC FGRM 4722VA 12/15/28 2028-12-15 3.500000 629412.54 638010.59 Agency Collateralized Mortgage Obligation FMAC FTRA 4843CT 05/15/40 2040-05-15 2.496500 522487.20 534113.10 Agency Collateralized Mortgage Obligation FMAC FMAR 8D0032 G 2051-05-01 1.871000 6735559.32 6921866.20 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB4050 2050-10-01 2.000000 3567712.77 3611988.48 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLRA4526 2051-02-01 3.000000 636772.54 680465.75 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAL4667 2038-04-01 2.378000 186030.33 188512.27 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX WS741354 2033-10-01 2.405000 35511.74 35592.44 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLBJ1888 2047-10-01 3.500000 312699.60 335144.07 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBM6570 2041-02-01 2.196000 9914190.78 10487092.21 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8419 2030-02-01 3.385000 244500.00 278354.64 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAL1851 2042-05-01 3.500000 414067.69 453853.15 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462210 2036-01-01 2.315000 168911.34 169658.08 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLRA3507 2050-09-01 2.500000 2478378.69 2570940.90 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLQA6360 2050-01-01 3.500000 844758.34 921929.08 Agency Mortgage-Backed Securities FMAC 04.500 FGPC V84789 G 2048-10-01 4.500000 11178802.38 12378321.42 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLSD8114 2050-12-01 2.500000 256810.66 266363.73 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD0093 2049-10-01 5.000000 334.20 369.35 Agency Mortgage-Backed Securities FMAC FMAR 1H2671 G 2036-12-01 2.546000 191064.08 193637.52 Agency Mortgage-Backed Securities FMAC FMAR 847630 G 2034-02-01 2.478000 202544.47 207099.32 Agency Mortgage-Backed Securities FMAC FMAR 1B3221 G 2037-01-01 2.099000 234137.07 237533.43 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR1259 2050-12-01 2.000000 924431.14 935903.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CTMA1395 2033-03-01 2.500000 449406.73 467362.28 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA7044 2050-09-01 3.000000 18879516.60 20256959.83 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR1017 2051-05-01 2.000000 19731404.72 20007034.91 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CLZT0535 2048-01-01 3.500000 1919000.91 2103339.07 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8090 2050-09-01 2.000000 27922863.98 28269306.05 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLSD8146 2051-05-01 2.000000 7146396.14 7235148.02 Agency Mortgage-Backed Securities FMAC FMAR 1B0679 G 2033-01-01 2.461000 103556.35 104852.40 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB2796 2050-09-01 2.000000 1424710.25 1442391.07 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQB7368 2051-01-01 2.000000 485044.39 491063.84 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX AM462208 2033-09-01 2.265000 25833.90 26043.58 Agency Mortgage-Backed Securities FNMA FNMS 05.000 CLBN0346 2048-12-01 5.000000 567.21 633.39 Agency Mortgage-Backed Securities FMAC 04.500 FGPC G67719 G 2049-01-01 4.500000 4112357.56 4588075.08 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLMA4210 2050-12-01 2.500000 105805756.04 109741612.60 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLMA4021 2050-05-01 3.500000 8819198.63 9296224.18 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CRMA1291 2042-12-01 4.000000 431029.37 472952.25 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CLCA8233 2050-12-01 3.000000 317724.60 341186.23 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLBR9606 2051-05-01 2.500000 259955.22 270730.59 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LB846692 2035-11-01 2.760000 16214.49 16408.86 Agency Mortgage-Backed Securities FNMA FNMS 02.500 I4BF0479 2060-06-01 2.500000 203242.45 214244.75 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL6108 2035-04-01 2.215000 454957.29 473602.49 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLBR6405 2051-04-01 2.000000 2824132.79 2859206.01 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLMA4100 2050-08-01 2.000000 349488.68 353815.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CTMA4176 2040-11-01 2.000000 150695.87 153640.64 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAE0628 2040-11-01 4.000000 1695317.21 1872481.62 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZN6139 2049-05-01 4.500000 588054.07 665062.68 Agency Mortgage-Backed Securities FMAC FEPC 03.500 CIZS7056 2029-12-01 3.500000 542132.38 590732.08 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZT0543 2048-08-01 4.500000 2835876.51 3150188.05 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-07 2021-07-07 2021-08-09 Y Royal Bank of Canada, New York Branch 1.0000 7 N DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ N N 0.0008 489000000.00 489000000.00 0.0145 N N Y N Royal Bank of Canada Royal Bank of Canada/Toronto 0.010000% ES7IP3U3RHIGC71XBU11 0000352613 933FRE000_0.01_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2 NOTE B 22 2022-02-15 2.000000 886300.00 903572.71 U.S. Treasuries (including strips) USTR 1 5/8 NOTE K 23 2023-04-30 1.625000 7160200.00 7361284.29 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 2040-05-15 1.125000 125000000.00 107554531.25 U.S. Treasuries (including strips) USTR BILL 11/18/21 2021-11-18 0.00 59975000.00 59963244.90 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 25 2025-11-15 2.250000 2000.00 2132.97 U.S. Treasuries (including strips) USTR 2 1/2 NOTE E 23 2023-08-15 2.500000 75000000.00 79217490.33 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-07 2021-07-07 2021-07-12 Y Royal Bank of Canada 1.0000 7 N DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A1+ N N 0.0001 250000000.00 250000000.00 0.0074 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo 4 Repo 0.055000% 5U0XI89JRFVHWIBS4F54 0001184915 933FRZ003_0.05_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 0 3/8 NOTE AH 25 2025-12-31 0.375000 42960000.00 42134824.32 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AF 25 2025-10-31 0.250000 42960000.00 42011202.72 U.S. Treasuries (including strips) USTR 0 1/8 NOTE BD 22 2022-07-31 0.125000 7789739.90 7795278.06 U.S. Treasuries (including strips) USTR 1 1/8 NOTE V 25 2025-02-28 1.125000 42960000.00 43902096.46 U.S. Treasuries (including strips) USTR 1 3/8 NOTE U 25 2025-01-31 1.375000 42960000.00 44379291.59 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 23 2023-07-31 2.750000 9163833.40 9740724.46 U.S. Treasuries (including strips) USTR 1 3/4 NOTE AA 22 2022-06-30 1.750000 42516026.30 43213714.29 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 27 2027-05-15 2.375000 14190583.00 15305945.08 U.S. Treasuries (including strips) USTR 2 1/4 NOTE B 27 2027-02-15 2.250000 51194000.00 55103219.09 U.S. Treasuries (including strips) USTR 2 3/4 NOTE Z 23 2023-05-31 2.750000 3698981.30 3884463.38 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AC 21 2021-08-31 1.125000 7020415.80 7059313.25 U.S. Treasuries (including strips) USTR BILL 10/28/21 2021-10-28 0.00 8881228.20 8879673.98 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AB 21 2021-07-31 1.125000 42960000.00 43199957.47 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 27 2027-11-15 2.250000 50489581.30 54098702.80 U.S. Treasuries (including strips) USTR 0 1/2 NOTE W 25 2025-03-31 0.500000 42960000.00 42795169.76 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 2028-05-31 1.250000 14043230.20 14077419.71 U.S. Treasuries (including strips) USTR 3 3/4 BOND 41 2041-08-15 3.750000 53700000.00 70159845.12 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 537000000.00 537000000.00 0.0159 N Y Y N Federal Reserve Bank of New York Frbnybo Prime 1 Frbnybo Prime 1 0.050000% 934LZW007 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 0 1/8 NOTE AM 23 2023-05-15 0.125000 20186000.00 20146561.60 U.S. Treasuries (including strips) USTR 2 1/8 NOTE T 22 2022-12-31 2.125000 1923767100.00 1979594821.24 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 2028-08-15 2.875000 1784795500.00 2001793944.42 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 26 2026-05-15 1.625000 3851646300.00 3998475871.51 U.S. Treasuries (including strips) Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 8000000000.00 8000000000.00 0.2365 N Y Y N BNP Paribas SA Bnp Bank Repo A1 Bnp Repo A1 0.020000% R0MUWSFPU8MPRO8K5P83 0001197610 938AEK006_0.02_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2 3/4 NOTE AB 23 2023-07-31 2.750000 9397125.00 9988702.47 U.S. Treasuries (including strips) USTR 0 3/4 TRIN D 28 2028-07-15 0.750000 1395793.75 1603516.09 U.S. Treasuries (including strips) USTR 1 7/8 NOTE L 22 2022-05-31 1.875000 2545856.25 2591335.13 U.S. Treasuries (including strips) USTR 1 5/8 NOTE F 22 2022-11-15 1.625000 18.75 19.16 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 22 2022-07-15 0.125000 84851.50 87965.99 U.S. Treasuries (including strips) USTR 2 1/8 NOTE AM 22 2022-05-15 2.125000 735600.00 750596.13 U.S. Treasuries (including strips) USTR 2 1/8 NOTE C 25 2025-05-15 2.125000 18.75 19.85 U.S. Treasuries (including strips) USTR 1 5/8 NOTE BL 21 2021-12-31 1.625000 5537325.00 5580128.52 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AE 23 2023-10-31 2.875000 56343.75 59955.25 U.S. Treasuries (including strips) USTR 3 1/8 NOTE F 28 2028-11-15 3.125000 530006.25 600876.70 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 26 2026-07-15 0.125000 4409499.60 4825858.68 U.S. Treasuries (including strips) USTR 1 3/4 NOTE G 23 2023-01-31 1.750000 1286718.75 1327715.39 U.S. Treasuries (including strips) USTR 0 5/8 TRIN A 24 2024-01-15 0.625000 828355.28 894135.82 U.S. Treasuries (including strips) USTR 1 3/4 NOTE AA 24 2024-06-30 1.750000 118125.00 122663.24 U.S. Treasuries (including strips) USTR 0 7/8 TRIN A 29 2029-01-15 0.875000 4115399.55 4766848.50 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AT 21 2021-11-15 2.875000 37.50 38.03 U.S. Treasuries (including strips) USTR 2 7/8 NOTE E 28 2028-08-15 2.875000 18.75 21.03 U.S. Treasuries (including strips) USTR 2 1/2 NOTE W 23 2023-03-31 2.500000 1133306.25 1185501.63 U.S. Treasuries (including strips) USTR 2 3/4 BOND 42 2042-11-15 2.750000 56.25 63.23 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 2041-02-15 2.125000 45705.38 68891.01 U.S. Treasuries (including strips) USTR 1 3/4 TRIB 28 2028-01-15 1.750000 23.89 29.02 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 2028-08-15 5.500000 1687.50 2214.69 U.S. Treasuries (including strips) USTR 8 BOND 21 2021-11-15 8.000000 18.75 19.49 U.S. Treasuries (including strips) USTR BILL 09/09/21 2021-09-09 0.00 337.50 337.46 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 25 2025-07-15 0.375000 18254443.09 20059964.74 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 25 2025-04-15 0.125000 3061627.62 3302986.64 U.S. Treasuries (including strips) USTR 0 3/8 NOTE AM 24 2024-04-15 0.375000 2848181.25 2846383.16 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AS 23 2023-10-15 0.125000 375000.00 373458.59 U.S. Treasuries (including strips) USTR 1 1/2 NOTE BH 21 2021-10-31 1.500000 493668.75 497282.12 U.S. Treasuries (including strips) USTR 3 5/8 TRIB 28 2028-04-15 3.625000 49628841.68 67148086.94 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 2028-06-30 1.250000 43574400.00 43591916.91 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 24 2024-10-15 0.125000 34004556.22 36637990.21 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 2027-07-15 0.375000 5604687.91 6252531.62 U.S. Treasuries (including strips) USTR 8 1/8 BOND 21/08 2021-08-15 8.125000 37.50 39.02 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 2044-02-15 1.375000 29194128.82 40215722.96 U.S. Treasuries (including strips) USTR 1 5/8 NOTE AC 22 2022-08-31 1.625000 7613512.50 7787764.70 U.S. Treasuries (including strips) USTR 2 3/4 NOTE H 25 2025-02-28 2.750000 538200.00 584819.88 U.S. Treasuries (including strips) USTR 1 3/4 NOTE Q 22 2022-09-30 1.750000 80493.75 82460.30 U.S. Treasuries (including strips) USTR 1 5/8 NOTE L 23 2023-05-31 1.625000 9375000.00 9634321.57 U.S. Treasuries (including strips) USTR 2 NOTE K 24 2024-04-30 2.000000 5681006.25 5951917.63 U.S. Treasuries (including strips) USTR 1 3/4 NOTE AF 21 2021-11-30 1.750000 8999906.25 9075365.30 U.S. Treasuries (including strips) USTR 0 3/8 TRIN A 27 2027-01-15 0.375000 9840063.89 10895997.34 U.S. Treasuries (including strips) USTR 1 7/8 NOTE V 22 2022-02-28 1.875000 6493912.50 6611881.13 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-07 2021-07-07 2021-08-12 Y BNP Paribas SA 1.0000 7 N DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0002 300000000.00 300000000.00 0.0089 N N Y N BNP Paribas SA Bnp Bank Repo A4 Bnp Repo A4 0.015000% R0MUWSFPU8MPRO8K5P83 0001197610 938AEN000_0.01_0702 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 2 1/8 TRIB 40 2040-02-15 2.125000 8315650.47 12397676.25 U.S. Treasuries (including strips) USTR 1 3/4 TRIB 28 2028-01-15 1.750000 6779519.45 8236084.71 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 27 2027-07-15 0.375000 6430957.62 7174309.53 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 2029-07-15 0.250000 12272380.66 13635479.00 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 27 2027-01-15 2.375000 9850616.88 12160398.23 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 25 2025-01-15 2.375000 4096105.07 4800560.94 U.S. Treasuries (including strips) USTR BILL 07/22/21 2021-07-22 0.00 16851120.00 16850631.32 U.S. Treasuries (including strips) USTR 2 1/8 TRIB 41 2041-02-15 2.125000 7874835.01 11869618.51 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 25 2025-10-15 0.125000 4231845.51 4602447.53 U.S. Treasuries (including strips) USTR 0 7/8 TRIN A 29 2029-01-15 0.875000 16771625.69 19426497.40 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AN 24 2024-05-15 0.250000 11750130.00 11689704.96 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AK 24 2024-02-15 0.125000 15402450.00 15307357.74 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AU 23 2023-12-15 0.125000 5699985.00 5669554.09 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 30 2030-07-15 0.125000 879531.77 968413.92 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 26 2026-07-15 0.125000 9804455.55 10730223.66 U.S. Treasuries (including strips) USTR 0 5/8 TRIN A 26 2026-01-15 0.625000 11911686.63 13251108.41 U.S. Treasuries (including strips) USTR 1 7/8 NOTE R 22 2022-10-31 1.875000 6144315.00 6304055.00 U.S. Treasuries (including strips) USTR 0 1/2 TRIN X 24 2024-04-15 0.500000 32515542.23 35061647.42 U.S. Treasuries (including strips) USTR 2 3/4 NOTE P 25 2025-08-31 2.750000 16162830.00 17653153.61 U.S. Treasuries (including strips) USTR 0 1/2 TRIN A 28 2028-01-15 0.500000 8115492.54 9104063.55 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 2041-02-15 1.875000 16673445.00 16357523.29 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 2050-08-15 1.375000 54264465.00 45719969.45 U.S. Treasuries (including strips) USTR BILL 06/16/22 2022-06-16 0.00 7038090.00 7033092.96 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-02 2021-07-02 2021-07-02 Y BNP Paribas SA 1.0000 2 N DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0002 300000000.00 300000000.00 0.0089 N N Y N Citigroup Global Markets, Inc. Citig Repo 10 Cit Repo 10 0.060000% MBNUM2BPBDO7JBLYG310 0000315030 938DML009_0.06_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 0 1/4 NOTE AF 25 2025-10-31 0.250000 9468765.22 9259641.88 U.S. Treasuries (including strips) USTR 0 1/8 TRIN AE 25 2025-10-15 0.125000 27765145.04 30196665.48 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AD 25 2025-09-30 0.250000 4345043.48 4255412.12 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AC 25 2025-08-31 0.250000 3395739.13 3329586.07 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AA 25 2025-06-30 0.250000 15321.74 15048.86 U.S. Treasuries (including strips) USTR 0 1/4 NOTE Z 25 2025-05-31 0.250000 17.39 17.10 U.S. Treasuries (including strips) USTR 0 1/4 NOTE Z 25 2025-05-31 0.250000 17.39 17.10 U.S. Treasuries (including strips) USTR 2 3/4 NOTE M 25 2025-06-30 2.750000 36197495.65 39145166.31 U.S. Treasuries (including strips) USTR 2 NOTE E 25 2025-08-15 2.000000 26883773.91 28486277.06 U.S. Treasuries (including strips) USTR 3 NOTE R 25 2025-10-31 3.000000 38730.43 42615.98 U.S. Treasuries (including strips) USTR 3 NOTE R 25 2025-10-31 3.000000 5200939.13 5722712.04 U.S. Treasuries (including strips) USTR 3 NOTE Q 25 2025-09-30 3.000000 7675652.17 8458515.09 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AA 25 2025-06-30 0.250000 781478.26 767560.13 U.S. Treasuries (including strips) USTR 2 7/8 NOTE L 25 2025-05-31 2.875000 260.87 283.79 U.S. Treasuries (including strips) USTR 6 7/8 BOND 25 2025-08-15 6.875000 3676973.91 4691663.59 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AB 25 2025-07-31 0.250000 36753130.43 36093629.01 U.S. Treasuries (including strips) USTR 2 3/4 NOTE P 25 2025-08-31 2.750000 2834782.61 3096168.98 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AZ 22 2022-04-30 0.125000 68817.39 68847.48 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 25 2025-11-15 2.250000 3169600.00 3380322.93 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 25 2025-11-15 2.250000 16650400.00 17757360.22 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 25 2025-07-15 0.375000 1237484.77 1359882.67 U.S. Treasuries (including strips) USTR 2 7/8 NOTE N 25 2025-07-31 2.875000 7165808.70 7875675.08 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-07 2021-07-07 2021-07-22 Y Citigroup Global Markets, Inc. 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0006 200000000.00 200000000.00 0.0059 N N Y N Citigroup Global Markets, Inc. Citig Repo 10 Cit Repo 10 0.070000% MBNUM2BPBDO7JBLYG310 0000315030 938DML009_0.07_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA FNRM RC018LA R11F018 2039-08-25 4.000000 566.78 568.76 Agency Collateralized Mortgage Obligation FMAC FGRM 4243AT 10/15/26 2026-10-15 3.000000 5335.09 5344.40 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-29 CB 2048-10-20 3.000000 28712.22 29972.51 Agency Collateralized Mortgage Obligation GNMA GNMI SF 779874 X 2041-10-15 3.000000 142528.06 149337.29 Agency Mortgage-Backed Securities GNMA GNMI SF 779761 X 2041-11-15 3.000000 75751.45 79664.21 Agency Mortgage-Backed Securities GNMA GNMI SF 779240 X 2042-05-15 3.500000 53867.96 58147.20 Agency Mortgage-Backed Securities GNMA GNMI SF 774680 X 2042-01-15 4.500000 120231.99 135538.49 Agency Mortgage-Backed Securities GNMA GNPL LM CC9851 2036-07-15 2.320000 313605.14 328073.59 Agency Mortgage-Backed Securities GNMA GNPL LM CC5114 2040-08-15 2.650000 1614894.86 1725106.14 Agency Mortgage-Backed Securities GNMA GNII SF BV9173 C 2035-08-20 2.000000 861241.93 890934.20 Agency Mortgage-Backed Securities GNMA GNII SF BV9157 C 2035-07-20 3.000000 392420.66 412846.81 Agency Mortgage-Backed Securities GNMA GNII SF BV9153 C 2035-07-20 2.000000 704672.65 729048.06 Agency Mortgage-Backed Securities GNMA GNII RG BV7332 C 2043-02-20 2.500000 22154.29 23075.24 Agency Mortgage-Backed Securities GNMA GNII RG BU9003 C 2043-07-20 3.000000 16948316.29 18129337.11 Agency Mortgage-Backed Securities GNMA GNII RG BS9712 C 2045-10-20 3.500000 1361018.00 1454244.25 Agency Mortgage-Backed Securities GNMA GNII SF MA7393 M 2036-12-20 3.000000 122109.71 128745.36 Agency Mortgage-Backed Securities GNMA GNII SF MA7341 M 2036-05-20 3.000000 1167637.90 1232332.83 Agency Mortgage-Backed Securities GNMA GNII SF MA7202 M 2037-12-20 7.000000 18759.59 21580.46 Agency Mortgage-Backed Securities GNMA GNII SF MA7061 M 2038-11-20 7.000000 36279.94 41463.98 Agency Mortgage-Backed Securities GNMA GNMI SF 711816 X 2028-10-15 4.500000 114191.86 120348.51 Agency Mortgage-Backed Securities GNMA GNMI SF 698370 X 2039-07-15 4.500000 56042.98 63943.64 Agency Mortgage-Backed Securities GNMA GNMI SF 617262 X 2036-10-15 6.500000 19546.93 21902.93 Agency Mortgage-Backed Securities GNMA GNMI SP 783388 X 2041-08-15 4.750000 121597.43 138299.97 Agency Mortgage-Backed Securities GNMA GNMI SP 782989 X 2040-06-15 4.500000 353497.59 400263.56 Agency Mortgage-Backed Securities GNMA GNII SF MA6511 M 2035-03-20 2.000000 31851.65 32955.03 Agency Mortgage-Backed Securities GNMA GNII SF MA6444 M 2035-02-20 2.000000 40725.69 41935.86 Agency Mortgage-Backed Securities GNMA GNII SF MA6433 M 2034-11-20 2.000000 120925.76 125107.75 Agency Mortgage-Backed Securities GNMA GNMI JP 783740 X 2027-12-15 2.500000 16823.80 17559.86 Agency Mortgage-Backed Securities GNMA GNII SP 783689 C 2040-02-20 5.500000 284450.24 331446.42 Agency Mortgage-Backed Securities GNMA GNII SP 781495 M 2032-09-20 6.500000 20332.44 24057.59 Agency Mortgage-Backed Securities GNMA GNMI SP 781337 X 2031-10-15 6.000000 14668.98 17341.77 Agency Mortgage-Backed Securities GNMA GNMI SP 780977 X 2028-12-15 7.500000 33754.14 38552.99 Agency Mortgage-Backed Securities GNMA GNMI SF 559330 X 2031-12-15 6.000000 19002.78 21399.99 Agency Mortgage-Backed Securities GNMA GNMI SF 555495 X 2031-09-15 6.000000 13205.08 14884.63 Agency Mortgage-Backed Securities GNMA GNMI SF AJ1887 X 2044-08-15 4.000000 706776.54 788806.60 Agency Mortgage-Backed Securities FMAC FGRA 2410PF 02/15/32 2032-02-15 1.052900 0.01 0.01 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-152 YP 2049-12-20 4.500000 13804.86 15609.22 Agency Collateralized Mortgage Obligation FMAC FERM 4908BD 04/25/49 2049-04-25 3.000000 37193.47 38509.81 Agency Collateralized Mortgage Obligation FNMA FNMA REMIC TRUST 2002 2042-06-25 6.150000 4040236.81 4596549.65 Agency Collateralized Mortgage Obligation GNMA GNMI SF AG5715 X 2043-10-15 3.625000 63607.42 67497.08 Agency Mortgage-Backed Securities GNMA GNMI SF AG5658 X 2043-09-15 3.625000 18329.95 19423.24 Agency Mortgage-Backed Securities GNMA GNMI SF 551937 X 2031-12-15 6.000000 62222.19 70497.39 Agency Mortgage-Backed Securities GNMA GNMI SF 551076 X 2031-11-15 6.000000 67539.34 78383.61 Agency Mortgage-Backed Securities GNMA GNMI SF 733429 X 2045-06-15 3.000000 207282.31 222598.95 Agency Mortgage-Backed Securities GNMA GNMI SF 548532 X 2031-09-15 6.000000 13272.53 14971.27 Agency Mortgage-Backed Securities GNMA GNII SF AG1751 C 2043-10-20 4.000000 254906.58 276292.03 Agency Mortgage-Backed Securities GNMA GNII SF MA1263 M 2028-09-20 2.000000 60569.43 62646.13 Agency Mortgage-Backed Securities GNMA GNMI SF 464321 X 2028-11-15 7.000000 16973.00 17755.61 Agency Mortgage-Backed Securities GNMA GNSN 449387 001-100 2027-05-15 7.500000 24748.57 25277.37 Agency Mortgage-Backed Securities GNMA GNPL PN 610154 2033-10-15 5.850000 111825.32 112486.49 Agency Mortgage-Backed Securities GNMA GNPL PN 610060 2038-11-15 5.350000 90266.31 90763.66 Agency Mortgage-Backed Securities GNMA GNPL PN 610059 2038-11-15 5.350000 69973.06 70358.59 Agency Mortgage-Backed Securities GNMA GNII SF 004979 M 2041-03-20 5.000000 137488.86 156532.14 Agency Mortgage-Backed Securities GNMA GNII SF 004637 M 2040-02-20 5.000000 153790.77 175088.29 Agency Mortgage-Backed Securities GNMA GNII RG CE6621 C 2041-10-20 4.000000 391978.99 426203.55 Agency Mortgage-Backed Securities GNMA GNII SF AE8335 C 2044-05-20 4.000000 179514.86 194237.27 Agency Mortgage-Backed Securities GNMA GNII SF MA6227 M 2038-02-20 7.500000 14447.83 15767.52 Agency Mortgage-Backed Securities GNMA GNII SF MA5566 M 2033-11-20 4.500000 30172.42 32278.01 Agency Mortgage-Backed Securities GNMA GNII SF AF3195 C 2043-11-20 4.000000 150059.92 161878.98 Agency Mortgage-Backed Securities GNMA GNII SF AG1755 C 2043-10-20 4.500000 301644.98 330696.71 Agency Mortgage-Backed Securities GNMA GNMI SF 594165 X 2033-10-15 4.500000 22565.74 25116.05 Agency Mortgage-Backed Securities GNMA GNPL PN 589187 2044-06-15 5.400000 123499.75 124185.17 Agency Mortgage-Backed Securities GNMA GNMI SF 579090 X 2031-12-15 6.000000 120391.91 140362.92 Agency Mortgage-Backed Securities GNMA GNII BD 605662 C 2034-09-20 6.500000 16688.81 17201.09 Agency Mortgage-Backed Securities GNMA GNII BD 605661 C 2034-09-20 6.000000 106907.12 117504.96 Agency Mortgage-Backed Securities GNMA GNII BD 605467 C 2034-07-20 6.500000 57800.69 62902.47 Agency Mortgage-Backed Securities GNMA GNII BD 605406 C 2034-05-20 6.000000 201219.82 225270.29 Agency Mortgage-Backed Securities GNMA GNII BD 605001 C 2034-03-20 5.500000 240261.16 262770.64 Agency Mortgage-Backed Securities GNMA GNPL PN 602341 2033-06-15 5.750000 182637.76 183702.89 Agency Mortgage-Backed Securities GNMA GNPL PN 602314 2033-04-15 6.000000 83039.75 83540.75 Agency Mortgage-Backed Securities GNMA GNMI SF 601872 X 2033-03-15 5.250000 127956.32 146859.71 Agency Mortgage-Backed Securities GNMA GNII SF 600915 C 2032-11-20 5.500000 42602.50 47371.44 Agency Mortgage-Backed Securities GNMA GNII SF 711788 C 2033-07-20 3.500000 252687.27 266429.27 Agency Mortgage-Backed Securities GNMA GNMI SF 779727 X 2041-12-15 3.000000 272791.07 288191.67 Agency Mortgage-Backed Securities GNMA GNMI SF 779766 X 2041-11-15 3.000000 45783.67 47790.03 Agency Mortgage-Backed Securities GNMA GNMI SF 796091 X 2042-01-15 3.000000 73957.52 77232.04 Agency Mortgage-Backed Securities GNMA GNPL PN 597682 2033-05-15 6.125000 54766.18 55102.11 Agency Mortgage-Backed Securities GNMA GNPL PN 595357 2032-11-15 7.200000 122034.05 122888.29 Agency Mortgage-Backed Securities GNMA GNII SF 595201 C 2032-11-20 5.500000 454952.37 511781.18 Agency Mortgage-Backed Securities GNMA GNMI SF AI3102 X 2044-04-15 3.000000 83952.27 90145.40 Agency Mortgage-Backed Securities GNMA GNII SF AR7639 C 2045-12-20 4.500000 220645.89 239715.21 Agency Mortgage-Backed Securities GNMA GNII SF AQ2288 C 2045-09-20 4.000000 80821.90 86964.54 Agency Mortgage-Backed Securities GNMA GNMI SF AM9019 X 2045-08-15 4.000000 371580.64 407374.35 Agency Mortgage-Backed Securities GNMA GNMI SF AM8565 X 2045-05-15 3.500000 352325.75 380247.01 Agency Mortgage-Backed Securities GNMA GNMI SF AM6442 X 2045-04-15 3.000000 275047.35 295376.56 Agency Mortgage-Backed Securities GNMA GNII SF AM5217 C 2045-05-20 3.000000 160749.84 168248.45 Agency Mortgage-Backed Securities GNMA GNII SF MA6843 M 2035-09-20 4.000000 16505.47 17623.74 Agency Mortgage-Backed Securities GNMA GNII SF MA6693 M 2031-09-20 7.500000 16793.57 18941.77 Agency Mortgage-Backed Securities GNMA GNII SF MA6686 M 2035-06-20 4.000000 59828.49 64219.49 Agency Mortgage-Backed Securities GNMA GNII SF MA6130 M 2034-09-20 4.500000 13923.09 14784.80 Agency Mortgage-Backed Securities GNMA GNII SF MA5851 M 2034-10-20 4.500000 25995.91 27617.14 Agency Mortgage-Backed Securities GNMA GNII SF MA5534 M 2038-12-20 7.000000 26437.41 29700.26 Agency Mortgage-Backed Securities GNMA GNII SF MA6226 M 2039-01-20 7.000000 20544.87 23643.51 Agency Mortgage-Backed Securities GNMA GNII SF MA5374 M 2032-04-20 7.000000 51572.35 58031.06 Agency Mortgage-Backed Securities GNMA GNII SF MA4491 M 2032-01-20 6.500000 30313.68 32222.02 Agency Mortgage-Backed Securities GNMA GNII SF MA3180 M 2038-12-20 7.000000 15351.04 17935.91 Agency Mortgage-Backed Securities GNMA GNII SF 759375 C 2040-12-20 4.000000 67260.69 73158.80 Agency Mortgage-Backed Securities GNMA GNMI SP 785272 X 2044-11-15 4.000000 5414862.22 6018360.65 Agency Mortgage-Backed Securities GNMA GNMI SP 785478 X 2041-06-15 6.000000 5189879.16 6075767.31 Agency Mortgage-Backed Securities GNMA GNII SP 784134 M 2045-12-20 4.000000 14311587.05 15597142.85 Agency Mortgage-Backed Securities GNMA GNII SP 784118 M 2045-12-20 4.000000 14322516.19 15609053.71 Agency Mortgage-Backed Securities GNMA GNII SF AL5892 C 2045-03-20 3.500000 243769.24 260797.12 Agency Mortgage-Backed Securities GNMA GNMI SF AL2705 X 2045-01-15 4.000000 24045.00 25880.29 Agency Mortgage-Backed Securities GNMA GNII SF MA2798 M 2030-05-20 3.500000 511518.92 550075.39 Agency Mortgage-Backed Securities GNMA GNMI SF AF0700 X 2043-08-15 2.750000 144554.29 151124.90 Agency Mortgage-Backed Securities GNMA GNII SF AE7907 C 2043-09-20 4.000000 165029.55 176770.11 Agency Mortgage-Backed Securities GNMA GNMI SF AD8798 X 2043-03-15 4.000000 163986.22 180459.82 Agency Mortgage-Backed Securities GNMA GNMI SF AD7354 X 2043-04-15 3.000000 129191.53 137333.40 Agency Mortgage-Backed Securities GNMA GNII SF AB5465 C 2042-08-20 4.000000 47643.87 50637.77 Agency Mortgage-Backed Securities GNMA GNMI SF AA8381 X 2027-09-15 2.500000 39512.00 41243.17 Agency Mortgage-Backed Securities GNMA GNPL PN 514571 2033-03-15 8.375000 74535.64 75127.94 Agency Mortgage-Backed Securities GNMA GNII SF 508562 C 2030-10-20 7.000000 17783.42 18540.44 Agency Mortgage-Backed Securities GNMA GNMI SF 502985 X 2029-02-15 6.000000 14983.94 16920.85 Agency Mortgage-Backed Securities GNMA GNMI SF 496475 X 2029-01-15 6.000000 15933.06 17964.75 Agency Mortgage-Backed Securities GNMA GNMI SF 486879 X 2029-02-15 6.000000 13956.52 15694.81 Agency Mortgage-Backed Securities GNMA GNMI SF 748548 X 2025-09-15 3.500000 26475.07 28324.39 Agency Mortgage-Backed Securities GNMA GNII SF 745338 C 2040-06-20 5.000000 30864.25 33327.37 Agency Mortgage-Backed Securities GNMA GNMI SF 744040 X 2026-02-15 5.000000 15418.53 16074.74 Agency Mortgage-Backed Securities GNMA GNMI SF 743547 X 2040-06-15 5.125000 200877.54 231954.40 Agency Mortgage-Backed Securities GNMA GNMI SF 738735 X 2041-09-15 4.000000 95748.55 105880.11 Agency Mortgage-Backed Securities GNMA GNII SF 736399 C 2040-02-20 5.000000 94667.34 102896.37 Agency Mortgage-Backed Securities GNMA GNMI SF 735642 X 2040-04-15 5.125000 194277.90 224889.58 Agency Mortgage-Backed Securities GNMA GNII SF 736233 C 2040-03-20 5.000000 42635.07 46287.52 Agency Mortgage-Backed Securities GNMA GNMI SF 735337 X 2040-02-15 5.125000 87634.64 99912.64 Agency Mortgage-Backed Securities GNMA GNII SF 757172 C 2040-12-20 4.500000 30642.36 32874.39 Agency Mortgage-Backed Securities GNMA GNMI SP 782557 X 2039-01-15 5.000000 33740.21 39179.73 Agency Mortgage-Backed Securities GNMA GNMI SP 783234 X 2040-11-15 4.000000 146534.80 162565.45 Agency Mortgage-Backed Securities GNMA GNMI SF 617860 X 2037-10-15 4.000000 101838.20 109913.79 Agency Mortgage-Backed Securities GNMA GNMI SF 644592 X 2035-08-15 4.000000 25980.10 27906.33 Agency Mortgage-Backed Securities GNMA GNII SF MA6664 M 2039-01-20 7.000000 34913.57 40593.10 Agency Mortgage-Backed Securities GNMA GNII SF MA7342 M 2036-05-20 3.500000 581243.25 625287.21 Agency Mortgage-Backed Securities GNMA GNII SF AO8354 C 2045-09-20 3.500000 28775.39 30351.23 Agency Mortgage-Backed Securities GNMA GNMI SF 609161 X 2044-07-15 3.000000 17772.77 19083.29 Agency Mortgage-Backed Securities GNMA GNPL RX 609267 2033-08-15 5.730000 45309.46 45572.97 Agency Mortgage-Backed Securities GNMA GNPL PN 610147 2030-12-15 5.600000 98910.52 99475.41 Agency Mortgage-Backed Securities GNMA GNMI SF 435009 X 2031-01-15 7.500000 26408.98 29442.76 Agency Mortgage-Backed Securities GNMA GNII SF BN0268 C 2035-08-20 2.500000 314576.78 330585.87 Agency Mortgage-Backed Securities GNMA GNMI SF 723171 X 2024-10-15 4.500000 15747.20 16543.30 Agency Mortgage-Backed Securities GNMA GNII SF 736311 C 2040-03-20 5.000000 113571.38 123674.21 Agency Mortgage-Backed Securities GNMA GNMI SF 738538 X 2041-07-15 4.000000 1339493.01 1486250.85 Agency Mortgage-Backed Securities GNMA GNII SF 741983 C 2040-04-20 5.000000 156261.98 170131.44 Agency Mortgage-Backed Securities GNMA GNII SF AG4153 C 2043-10-20 4.000000 287493.09 311231.17 Agency Mortgage-Backed Securities GNMA GNMI SF AG5670 X 2043-09-15 4.375000 55177.18 60950.55 Agency Mortgage-Backed Securities GNMA GNMI SF AG5712 X 2043-10-15 3.250000 264453.38 282112.53 Agency Mortgage-Backed Securities GNMA GNMI SF AK6897 X 2045-02-15 3.500000 352309.02 380211.00 Agency Mortgage-Backed Securities GNMA GNII SF MA7107 M 2036-01-20 2.500000 459590.58 483923.09 Agency Mortgage-Backed Securities GNMA GNMI SF AQ7398 X 2046-01-15 3.000000 166342.26 177128.01 Agency Mortgage-Backed Securities GNMA GNII SF 595202 C 2032-11-20 5.500000 26584.65 29533.06 Agency Mortgage-Backed Securities GNMA GNPL PN 599471 2036-04-15 4.850000 431635.22 433839.56 Agency Mortgage-Backed Securities GNMA GNPL PN 602335 2033-05-15 5.650000 142820.10 143641.51 Agency Mortgage-Backed Securities GNMA GNPL PN 602345 2033-06-15 5.500000 130074.60 130806.99 Agency Mortgage-Backed Securities GNMA GNPL PN 579853 2044-02-15 5.750000 630334.76 634010.84 Agency Mortgage-Backed Securities GNMA GNII SF MA7200 M 2042-06-20 6.000000 290687.18 334790.62 Agency Mortgage-Backed Securities GNMA GNII SF MA6448 M 2035-02-20 4.000000 70697.12 75790.93 Agency Mortgage-Backed Securities GNMA GNII SF 002615 M 2028-07-20 6.500000 19523.84 22123.53 Agency Mortgage-Backed Securities GNMA GNII SF 003150 M 2031-10-20 6.500000 78140.63 92178.76 Agency Mortgage-Backed Securities GNMA GNII SF 003159 M 2031-11-20 5.500000 20877.21 23848.62 Agency Mortgage-Backed Securities GNMA GNMI SF 743590 X 2040-06-15 5.125000 226774.05 263102.45 Agency Mortgage-Backed Securities GNMA GNMI SF 493787 X 2029-01-15 6.000000 29187.63 32865.01 Agency Mortgage-Backed Securities GNMA GNPL PL 501901 2033-03-15 8.500000 92990.59 93738.91 Agency Mortgage-Backed Securities GNMA GNII RG BU9002 C 2045-06-20 3.000000 635662.00 679970.61 Agency Mortgage-Backed Securities GNMA GNII SF BV8953 C 2041-10-20 4.500000 615494.11 673560.43 Agency Mortgage-Backed Securities GNMA GNII SF BV9159 C 2035-07-20 3.500000 299864.85 319310.62 Agency Mortgage-Backed Securities GNMA GNII SP 784113 M 2046-02-20 4.000000 5500601.97 5992571.53 Agency Mortgage-Backed Securities GNMA GNMI SP 784765 X 2041-12-15 4.000000 1288365.06 1431809.34 Agency Mortgage-Backed Securities GNMA GNII RG CE6462 C 2043-01-20 3.000000 3760079.08 4022065.09 Agency Mortgage-Backed Securities GNMA GNII RG CD7396 C 2044-11-20 3.500000 444778.86 475248.63 Agency Mortgage-Backed Securities GNMA GNMI SF 799109 X 2042-05-15 3.500000 114927.47 122150.94 Agency Mortgage-Backed Securities GNMA GNMI SF 793194 X 2042-03-15 3.000000 78728.67 82202.31 Agency Mortgage-Backed Securities GNMA GNII SF AM5277 C 2045-06-20 3.500000 193541.03 205536.21 Agency Mortgage-Backed Securities GNMA GNMI SF AD1718 X 2043-02-15 3.000000 132359.78 140894.95 Agency Mortgage-Backed Securities FMAC FGRM 0M032A 09/01/41 2041-09-01 3.874000 126744026.29 134576138.19 Agency Mortgage-Backed Securities FMAC FGRA 0M030A 08/15/40 2040-08-15 1.042100 50750443.60 51447932.00 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2017-K63 2050-02-25 4.004200 347142.86 370263.47 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2029-03-25 3.505000 3171428.57 3634043.18 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2029-03-25 3.492000 4314285.71 4941556.97 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-11-25 3.919000 14285714.29 16661228.17 Agency Mortgage-Backed Securities FMAC FLMC REMIC SERIES K-0 2028-10-25 4.060000 8571428.57 10070687.62 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-09-25 4.050000 3769714.29 4440359.65 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-08-25 3.900000 594285.71 693457.54 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES -K 2028-06-25 3.854000 1360571.43 1579084.11 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES -K 2028-01-25 3.673000 398556.88 440172.52 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2027-06-25 2.892000 270176.17 286881.89 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2025-07-25 3.010000 15714.29 16999.51 Agency Mortgage-Backed Securities FNMA FNRA CL013A2 R13M013 2023-04-25 2.628800 13299.41 13754.11 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2030-12-25 1.621000 1428571.43 1437688.29 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2017-K72 2049-07-26 4.121000 64285.71 68450.13 Agency Mortgage-Backed Securities FMAC FGRM 0M002A 12/15/35 2047-01-15 3.750000 1962153.86 1966258.36 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-11-25 2.631000 506671.73 541390.11 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2015-K72 2047-11-25 3.672700 67142.86 69472.69 Agency Mortgage-Backed Securities FMAC FREMF MTG TR 2015-K49 2048-10-25 3.848600 142857.14 155434.03 Agency Mortgage-Backed Securities FMAC FHLMC REMIC SERIES K- 2028-12-25 3.832000 4714285.71 5455964.91 Agency Mortgage-Backed Securities 02MEVFHLMC REMIC SERIES K- 2029-04-25 3.298000 1158857.14 1310932.49 Agency Mortgage-Backed Securities GNMA GNMI SF 763874 X 2043-08-15 4.500000 58719.54 68602.27 Agency Mortgage-Backed Securities GNMA GNCL CL BK3114 2045-09-15 5.500000 1964808.57 2300982.51 Agency Mortgage-Backed Securities GNMA GNMI SF AO8811 X 2045-11-15 4.500000 824411.66 945000.83 Agency Mortgage-Backed Securities GNMA GNMI SF AO4826 X 2045-08-15 4.000000 77295.59 83027.46 Agency Mortgage-Backed Securities GNMA GNMI SF 711752 X 2043-05-15 2.500000 172180.02 179107.84 Agency Mortgage-Backed Securities GNMA GNII SF MA6570 M 2035-04-20 2.000000 521476.86 539061.12 Agency Mortgage-Backed Securities GNMA GNII SF MA7165 M 2036-06-20 2.500000 144976.58 151803.81 Agency Mortgage-Backed Securities GNMA GNMI SF AK6725 X 2045-01-15 4.000000 216525.96 240489.37 Agency Mortgage-Backed Securities GNMA GNMI SF AG5643 X 2043-09-15 2.750000 55113.08 57321.97 Agency Mortgage-Backed Securities GNMA GNII SF AG3224 C 2043-12-20 4.500000 160409.59 174005.26 Agency Mortgage-Backed Securities GNMA GNII SF AG2863 C 2042-02-20 4.500000 270324.30 295806.96 Agency Mortgage-Backed Securities GNMA GNII SF MA2004 M 2030-09-20 8.000000 15641.01 17278.55 Agency Mortgage-Backed Securities GNMA GNII SF AG3768 C 2043-09-20 3.000000 132866.31 140129.94 Agency Mortgage-Backed Securities GNMA GNMI SF AG5716 X 2043-10-15 3.750000 36754.75 39134.87 Agency Mortgage-Backed Securities GNMA GNMI SF AH2724 X 2044-03-15 4.000000 17315.97 19256.92 Agency Mortgage-Backed Securities GNMA GNMI SF AJ3916 X 2044-11-15 3.000000 51164.19 53622.97 Agency Mortgage-Backed Securities GNMA GNMI SP 781029 X 2029-05-15 6.500000 12559.82 14352.18 Agency Mortgage-Backed Securities GNMA GNMI SP 783765 X 2039-09-15 5.500000 37570.16 44305.24 Agency Mortgage-Backed Securities GNMA GNII SF 609234 C 2030-01-20 3.000000 65873.71 69310.52 Agency Mortgage-Backed Securities GNMA GNII SF MA6639 M 2030-08-20 7.500000 18146.53 19915.86 Agency Mortgage-Backed Securities GNMA GNMI SP 783018 X 2029-10-15 5.200000 22402.94 25342.41 Agency Mortgage-Backed Securities GNMA GNMI JP 783151 X 2024-08-15 5.000000 42916.08 44688.89 Agency Mortgage-Backed Securities GNMA GNMI SP 783237 X 2041-01-15 4.000000 49779.63 55295.67 Agency Mortgage-Backed Securities GNMA GNII SP 783356 C 2041-06-20 6.000000 24514.90 28266.99 Agency Mortgage-Backed Securities GNMA GNII SF 626917 C 2045-02-20 4.000000 181875.51 206004.79 Agency Mortgage-Backed Securities GNMA GNII SF 626939 C 2045-04-20 4.000000 170200.26 192715.92 Agency Mortgage-Backed Securities GNMA GNII BD 676561 C 2037-11-20 5.000000 71834.63 79711.35 Agency Mortgage-Backed Securities GNMA GNII BD 701705 C 2039-02-20 5.000000 21555.16 24047.47 Agency Mortgage-Backed Securities GNMA GNII SF 004658 M 2040-03-20 5.000000 105470.46 120075.78 Agency Mortgage-Backed Securities GNMA GNII SF MA1444 M 2043-10-20 1.500000 14518.74 14374.08 Agency Mortgage-Backed Securities GNMA GNII SF MA1375 M 2043-10-20 3.500000 48580.55 52280.90 Agency Mortgage-Backed Securities GNMA GNII SF MA3250 M 2039-07-20 6.500000 128888.92 148489.07 Agency Mortgage-Backed Securities GNMA GNII SF MA3430 M 2031-02-20 4.000000 62477.54 66775.32 Agency Mortgage-Backed Securities GNMA GNII SF MA1222 M 2043-08-20 2.500000 28571.40 29933.23 Agency Mortgage-Backed Securities GNMA GNII SF AD2592 C 2043-08-20 4.500000 19468.15 21330.39 Agency Mortgage-Backed Securities GNMA GNII SF MA4564 M 2032-12-20 5.500000 19645.07 21826.55 Agency Mortgage-Backed Securities GNMA GNII SF AG3227 C 2041-10-20 4.500000 23301.85 24992.98 Agency Mortgage-Backed Securities GNMA GNII SF 003107 M 2031-07-20 6.500000 27981.99 32935.95 Agency Mortgage-Backed Securities GNMA GNII SF MA0990 M 2028-08-20 4.500000 15274.51 16388.99 Agency Mortgage-Backed Securities GNMA GNII SF 002483 M 2027-09-20 7.000000 28452.59 32096.48 Agency Mortgage-Backed Securities GNMA GNII SF MA1677 M 2044-02-20 3.500000 17906.23 19297.54 Agency Mortgage-Backed Securities GNMA GNII SF 002630 M 2028-08-20 6.500000 12951.54 14707.04 Agency Mortgage-Backed Securities GNMA GNII BD 682826 C 2037-12-20 5.000000 32218.71 33370.91 Agency Mortgage-Backed Securities GNMA GNII SF MA0535 M 2042-11-20 4.000000 13889.30 15232.43 Agency Mortgage-Backed Securities GNMA GNMI SF 762373 X 2041-07-15 4.000000 123163.56 136980.57 Agency Mortgage-Backed Securities GNMA GNII SF 770954 C 2041-07-20 4.500000 57724.25 62003.52 Agency Mortgage-Backed Securities GNMA GNII RG CC3558 C 2045-09-20 3.500000 426288.41 455486.37 Agency Mortgage-Backed Securities GNMA GNMI SF 596313 X 2032-09-15 5.750000 13898.09 15617.46 Agency Mortgage-Backed Securities GNMA GNII SF MA0319 M 2042-08-20 4.000000 27322.13 30095.11 Agency Mortgage-Backed Securities GNMA GNII SF 796727 C 2038-12-20 6.500000 54000.67 62576.90 Agency Mortgage-Backed Securities GNMA GNMI SP 784059 X 2045-01-15 4.000000 154645.06 171461.50 Agency Mortgage-Backed Securities GNMA GNII SF MA5373 M 2032-10-20 6.500000 40373.96 44751.43 Agency Mortgage-Backed Securities GNMA GNII SF 515974 C 2041-11-20 4.000000 62972.56 67003.64 Agency Mortgage-Backed Securities GNMA GNMI SF 728313 X 2039-11-15 4.500000 85822.78 98475.55 Agency Mortgage-Backed Securities GNMA GNMI SP 783542 X 2036-05-15 5.500000 19453.64 22763.10 Agency Mortgage-Backed Securities GNMA GNMI SF 733717 X 2025-06-15 4.500000 38138.50 40067.89 Agency Mortgage-Backed Securities GNMA GNII SF MA2680 M 2045-03-20 4.500000 46952.19 52186.65 Agency Mortgage-Backed Securities GNMA GNII SF MA2446 M 2044-12-20 4.000000 46999.19 51511.64 Agency Mortgage-Backed Securities GNMA GNII SF MA2522 M 2045-01-20 4.000000 630815.32 691359.85 Agency Mortgage-Backed Securities GNMA GNII SF MA3460 M 2039-03-20 6.500000 37781.46 45103.43 Agency Mortgage-Backed Securities GNMA GNII SF MA2756 M 2045-04-20 4.500000 58829.22 65153.65 Agency Mortgage-Backed Securities GNMA GNII SF MA3008 M 2030-08-20 4.000000 30567.08 32557.50 Agency Mortgage-Backed Securities GNMA GNII SF MA3382 M 2039-09-20 6.500000 75034.87 88187.29 Agency Mortgage-Backed Securities GNMA GNII SF MA3347 M 2031-01-20 2.000000 28395.37 29372.55 Agency Mortgage-Backed Securities GNMA GNII SF MA3243 M 2045-11-20 3.000000 22864.69 24240.95 Agency Mortgage-Backed Securities GNMA GNII SF MA3244 M 2045-11-20 3.500000 1539003.61 1648856.84 Agency Mortgage-Backed Securities GNMA GNII SF 005265 M 2041-12-20 3.000000 24892.75 26435.84 Agency Mortgage-Backed Securities GNMA GNII SF 005203 M 2041-10-20 4.000000 16108.34 17748.05 Agency Mortgage-Backed Securities GNMA GNII SF 005017 M 2041-04-20 4.500000 60521.65 67277.38 Agency Mortgage-Backed Securities GNMA GNII SF 004802 M 2040-09-20 5.000000 243858.04 277631.84 Agency Mortgage-Backed Securities GNMA GNII SF MA3041 M 2040-09-20 7.000000 17515.45 20532.83 Agency Mortgage-Backed Securities GNMA GNMI SP 783479 X 2041-10-15 3.875000 804955.51 882911.04 Agency Mortgage-Backed Securities GNMA GNII SF 004800 M 2040-09-20 4.000000 211589.10 232688.18 Agency Mortgage-Backed Securities GNMA GNMI SP 782044 X 2032-12-15 6.500000 32195.15 36722.27 Agency Mortgage-Backed Securities GNMA GNMI SP 784771 X 2043-03-15 4.000000 728694.45 805808.71 Agency Mortgage-Backed Securities GNMA GNMI SP 784695 X 2041-06-15 6.000000 535307.31 638108.98 Agency Mortgage-Backed Securities GNMA GNMI SP 784315 X 2036-06-15 6.000000 213142.40 240431.73 Agency Mortgage-Backed Securities GNMA GNII SF 003133 M 2031-09-20 6.500000 129473.00 153044.35 Agency Mortgage-Backed Securities GNMA GNII SF MA3038 M 2045-08-20 5.500000 110222.26 129850.37 Agency Mortgage-Backed Securities GNMA GNII SF MA2896 M 2045-06-20 5.500000 108639.74 127984.95 Agency Mortgage-Backed Securities GNMA GNII SF MA4045 M 2031-11-20 3.500000 33030.28 35525.83 Agency Mortgage-Backed Securities GNMA GNII SF MA3498 M 2031-03-20 4.000000 66727.16 71109.75 Agency Mortgage-Backed Securities GNMA GNII SF MA2449 M 2044-12-20 5.500000 126939.57 149537.17 Agency Mortgage-Backed Securities GNMA GNII SF MA2445 M 2044-12-20 3.500000 21111.73 22706.28 Agency Mortgage-Backed Securities GNMA GNII SF MA2444 M 2044-12-20 3.000000 24239.56 25686.99 Agency Mortgage-Backed Securities GNMA GNII SF MA2307 M 2044-10-20 5.500000 207667.29 244726.26 Agency Mortgage-Backed Securities GNMA GNII SF MA2150 M 2044-08-20 4.500000 57351.83 63752.58 Agency Mortgage-Backed Securities GNMA GNII SF MA2148 M 2044-08-20 3.500000 20057.70 21519.87 Agency Mortgage-Backed Securities GNMA GNII FS MA2036 M 2044-03-20 4.500000 21325.81 22846.15 Agency Mortgage-Backed Securities GNMA GNII SF AE8491 C 2044-07-20 4.000000 112294.29 122421.24 Agency Mortgage-Backed Securities GNMA GNMI SF AE7513 X 2043-06-15 3.000000 28637.16 30238.28 Agency Mortgage-Backed Securities GNMA GNII SF AE5546 C 2044-01-20 4.500000 86576.55 93766.21 Agency Mortgage-Backed Securities GNMA GNII SF MA1999 M 2044-06-20 5.500000 16781.77 19769.61 Agency Mortgage-Backed Securities GNMA GNII SF MA2647 M 2030-03-20 4.000000 92885.97 99131.46 Agency Mortgage-Backed Securities GNMA GNII SF MA2571 M 2030-02-20 4.000000 62824.75 66925.02 Agency Mortgage-Backed Securities GNMA GNII SF MA1377 M 2043-10-20 4.500000 113770.89 126472.84 Agency Mortgage-Backed Securities GNMA GNII SF MA1373 M 2043-10-20 2.500000 17806.81 18654.83 Agency Mortgage-Backed Securities GNMA GNII SF MA1347 M 2028-09-20 1.500000 36854.33 37512.67 Agency Mortgage-Backed Securities GNMA GNII SF 002729 M 2029-03-20 6.500000 12948.86 14805.41 Agency Mortgage-Backed Securities GNMA GNII SF MA1157 M 2043-07-20 3.500000 16041.76 17285.58 Agency Mortgage-Backed Securities GNMA GNII SF MA0988 M 2028-05-20 3.500000 37260.91 39947.28 Agency Mortgage-Backed Securities GNMA GNII SF MA0934 M 2043-04-20 3.500000 23491.44 25281.92 Agency Mortgage-Backed Securities GNMA GNII SF 002658 M 2028-10-20 6.500000 17171.49 19560.15 Agency Mortgage-Backed Securities GNMA GNII SF MA0699 M 2043-01-20 3.500000 30839.59 33129.11 Agency Mortgage-Backed Securities GNMA GNII SF MA0538 M 2042-11-20 5.500000 13049.00 15285.21 Agency Mortgage-Backed Securities GNMA GNMI SF 711674 X 2042-09-15 3.000000 552850.32 593725.68 Agency Mortgage-Backed Securities GNMA GNII SF MA0155 M 2042-06-20 4.000000 2060410.28 2282687.80 Agency Mortgage-Backed Securities GNMA GNII SF AR0755 C 2046-02-20 3.500000 33181.88 34979.42 Agency Mortgage-Backed Securities GNMA GNII SF MA4726 M 2039-01-20 7.000000 23221.51 27630.29 Agency Mortgage-Backed Securities GNMA GNII SF 745525 C 2030-08-20 4.000000 15278.13 16409.36 Agency Mortgage-Backed Securities GNMA GNMI SF 743362 X 2040-06-15 4.750000 95810.05 109278.59 Agency Mortgage-Backed Securities GNMA GNII SF MA4358 M 2032-04-20 4.000000 28959.02 31044.25 Agency Mortgage-Backed Securities GNMA GNMI SF AA5844 X 2042-11-15 3.000000 77681.93 81154.36 Agency Mortgage-Backed Securities GNMA GNMI SP 783550 X 2042-03-15 3.500000 18367.95 19798.80 Agency Mortgage-Backed Securities GNMA GNMI SP 782818 X 2039-11-15 4.500000 33823.63 39052.59 Agency Mortgage-Backed Securities GNMA GNMI SP 783095 X 2040-09-15 4.000000 16459.31 18260.73 Agency Mortgage-Backed Securities GNMA GNII SF MA4296 M 2032-03-20 4.000000 29186.23 31172.16 Agency Mortgage-Backed Securities GNMA GNII SF MA4100 M 2031-12-20 2.000000 27766.25 28722.97 Agency Mortgage-Backed Securities GNMA GNII SF MA3851 M 2031-08-20 3.500000 20393.79 21932.59 Agency Mortgage-Backed Securities GNMA GNII SF 005305 M 2042-02-20 4.000000 17115.14 18967.33 Agency Mortgage-Backed Securities GNMA GNII SF MA4492 M 2032-08-20 7.000000 15477.61 17178.30 Agency Mortgage-Backed Securities GNMA GNII SF MA3458 M 2046-02-20 5.500000 232620.74 272461.59 Agency Mortgage-Backed Securities GNMA GNII SF 005082 M 2041-06-20 4.500000 88024.93 97851.59 Agency Mortgage-Backed Securities GNMA GNII SF MA3457 M 2046-02-20 5.000000 447301.30 509268.09 Agency Mortgage-Backed Securities GNMA GNII SF 003185 M 2032-01-20 5.500000 60739.17 69173.87 Agency Mortgage-Backed Securities GNMA GNII SF AG3380 C 2044-02-20 4.500000 69282.17 74401.98 Agency Mortgage-Backed Securities GNMA GNII SF MA3246 M 2045-11-20 4.500000 23736.21 26375.51 Agency Mortgage-Backed Securities GNMA GNII SF AJ7924 C 2045-02-20 4.500000 44814.12 48086.13 Agency Mortgage-Backed Securities GNMA GNMI SF AR4331 X 2038-10-15 6.000000 107255.68 124397.64 Agency Mortgage-Backed Securities GNMA GNII SF AI6300 C 2044-06-20 4.500000 14933.02 16180.75 Agency Mortgage-Backed Securities GNMA GNMI SF 596178 X 2032-09-15 5.750000 27496.28 31078.93 Agency Mortgage-Backed Securities GNMA GNII SF MA3175 M 2045-10-20 4.500000 14533.34 16074.67 Agency Mortgage-Backed Securities GNMA GNII SF MA6632 M 2035-05-20 4.000000 56867.37 61051.23 Agency Mortgage-Backed Securities GNMA GNII SF MA3174 M 2045-10-20 4.000000 92482.91 100471.79 Agency Mortgage-Backed Securities GNMA GNII SF 002496 M 2027-10-20 7.000000 45319.05 51429.27 Agency Mortgage-Backed Securities GNMA GNII SF MA3110 M 2039-08-20 6.000000 75616.41 88425.71 Agency Mortgage-Backed Securities GNMA GNMI SF 745086 X 2040-06-15 4.500000 25182.13 28737.49 Agency Mortgage-Backed Securities GNMA GNII SF MA3109 M 2045-09-20 5.500000 18523.14 21823.70 Agency Mortgage-Backed Securities GNMA GNMI SP 782150 X 2037-04-15 5.500000 45445.64 53583.61 Agency Mortgage-Backed Securities GNMA GNMI SP 781210 X 2029-09-15 6.500000 14274.70 16260.49 Agency Mortgage-Backed Securities GNMA GNII SF 004801 M 2040-09-20 4.500000 186677.68 207552.35 Agency Mortgage-Backed Securities GNMA GNMI SP 783710 X 2041-06-15 6.000000 45478.75 54294.86 Agency Mortgage-Backed Securities GNMA GNII SP 783935 C 2042-12-20 4.500000 17071.31 18835.89 Agency Mortgage-Backed Securities GNMA GNMI SF 796149 X 2042-02-15 3.500000 113402.81 122129.54 Agency Mortgage-Backed Securities GNMA GNII SF 004549 M 2024-10-20 5.000000 16901.83 18159.44 Agency Mortgage-Backed Securities GNMA GNII SF 004772 M 2040-08-20 5.000000 409139.94 465804.91 Agency Mortgage-Backed Securities GNMA GNII SF 004747 M 2040-07-20 5.000000 45406.95 51528.84 Agency Mortgage-Backed Securities GNMA GNII SF 003250 M 2032-06-20 6.500000 625004.24 741843.23 Agency Mortgage-Backed Securities GNMA GNII SF 003215 M 2032-03-20 6.500000 20287.56 24438.11 Agency Mortgage-Backed Securities GNMA GNII SF 003201 M 2032-02-20 6.500000 20667.77 24389.50 Agency Mortgage-Backed Securities GNMA GNII SF 003171 M 2031-12-20 5.500000 40872.96 46392.88 Agency Mortgage-Backed Securities GNMA GNMI SF AD2781 X 2043-10-15 4.000000 14007.33 15087.16 Agency Mortgage-Backed Securities USTR 0 1/8 NOTE BL 22 2022-12-31 0.125000 9514.29 9506.10 U.S. Treasuries (including strips) USTR 0 1/8 NOTE BK 22 2022-11-30 0.125000 28.57 28.56 U.S. Treasuries (including strips) USTR TRFR AW 01/31/23 2023-01-31 0.099000 41181771.43 41200942.79 U.S. Treasuries (including strips) USTR 0 1/8 NOTE BL 22 2022-12-31 0.125000 486400.00 485981.70 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AR 23 2023-09-15 0.125000 4364857.14 4349551.56 U.S. Treasuries (including strips) GNMA GNII SF 004715 M 2040-06-20 5.000000 44310.68 50447.43 Agency Mortgage-Backed Securities USTR 0 1/8 TRIN A 23 2023-01-15 0.125000 49544312.37 51762718.63 U.S. Treasuries (including strips) GNMA GNII SF 004599 M 2039-12-20 5.000000 56712.12 64565.49 Agency Mortgage-Backed Securities USTR 2 1/8 NOTE T 22 2022-12-31 2.125000 24085828.57 24784799.32 U.S. Treasuries (including strips) USTR 2 3/8 NOTE U 23 2023-01-31 2.375000 3464142.86 3617573.76 U.S. Treasuries (including strips) GNMA GNII SF MA3522 M 2046-03-20 4.000000 2992340.89 3259219.46 Agency Mortgage-Backed Securities GNMA GNII SF MA1225 M 2043-08-20 4.000000 20543.48 22589.78 Agency Mortgage-Backed Securities GNMA GNII SF MA1678 M 2044-02-20 4.000000 61156.89 66764.32 Agency Mortgage-Backed Securities GNMA GNII SF MA0392 M 2042-09-20 3.500000 18835.00 20271.34 Agency Mortgage-Backed Securities GNMA GNII SF AC0026 C 2039-05-20 6.500000 27367.33 32066.58 Agency Mortgage-Backed Securities GNMA GNMI SF 596135 X 2032-08-15 5.750000 30464.10 34254.35 Agency Mortgage-Backed Securities GNMA GNII SF AB9917 C 2042-11-20 4.000000 53062.04 57296.41 Agency Mortgage-Backed Securities GNMA GNII SF 737727 C 2040-12-20 4.000000 226279.56 249109.41 Agency Mortgage-Backed Securities GNMA GNMI SP 781846 X 2034-09-15 6.500000 12568.79 14750.31 Agency Mortgage-Backed Securities GNMA GNMI SP 783376 X 2041-06-15 5.000000 38115.52 43809.81 Agency Mortgage-Backed Securities GNMA GNII SF 003228 M 2032-04-20 6.500000 178407.82 211931.74 Agency Mortgage-Backed Securities GNMA GNII SF 003306 M 2032-11-20 5.500000 325083.32 372785.58 Agency Mortgage-Backed Securities GNMA GNII SF 004815 M 2025-10-20 4.000000 17651.05 18847.65 Agency Mortgage-Backed Securities GNMA GNII SF 004855 M 2040-11-20 5.000000 45141.17 51409.83 Agency Mortgage-Backed Securities GNMA GNII SF 728870 C 2040-04-20 4.625000 30173.24 32450.40 Agency Mortgage-Backed Securities GNMA GNMI SF AJ0709 X 2045-04-15 3.500000 117351.04 126496.85 Agency Mortgage-Backed Securities GNMA GNMI SF 601699 X 2032-12-15 5.700000 26093.06 29314.08 Agency Mortgage-Backed Securities GNMA GNII SF 002644 M 2028-09-20 6.500000 41820.02 47293.68 Agency Mortgage-Backed Securities GNMA GNII SF 002701 M 2029-01-20 6.500000 23215.82 26480.31 Agency Mortgage-Backed Securities GNMA GNMI SF 748532 X 2025-09-15 4.000000 137660.98 146602.91 Agency Mortgage-Backed Securities GNMA GNMI SF 510423 X 2029-09-15 7.500000 46160.04 51923.66 Agency Mortgage-Backed Securities GNMA GNMI SP 784463 X 2033-02-15 6.500000 13042.18 15467.22 Agency Mortgage-Backed Securities GNMA GNII SF 005288 M 2042-01-20 5.500000 63425.71 74725.41 Agency Mortgage-Backed Securities GNMA GNMI SF AM0240 X 2045-04-15 3.500000 385749.38 416269.66 Agency Mortgage-Backed Securities GNMA GNII SF 003773 M 2035-07-20 5.450000 79683.27 89330.07 Agency Mortgage-Backed Securities USTR 1 5/8 NOTE AU 22 2022-12-15 1.625000 200.00 204.36 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AD 21 2021-09-30 1.125000 10285742.86 10342182.08 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-07 2021-07-07 2021-07-07 Y Citigroup Global Markets, Inc. 1.0000 7 N Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0007 500000000.00 500000000.00 0.0148 N N Y N BofA Securities, Inc. Boa Repo New 13 Boa Sec Repo 13 0.020000% 8NAV47T0Y26Q87Y0QP81 0000065100 942JMV909_0.02_0707 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FMAC FEPC 02.000 CLQC1512 2051-05-01 2.000000 1810076.72 1841534.24 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQB2297 2050-08-01 2.500000 1595564.45 1675987.10 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q39653 G 2046-03-01 4.000000 1471024.97 1616318.43 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8060 2050-04-01 5.000000 1509513.80 1666028.91 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD0407 2050-07-01 3.000000 2439341.50 2581181.07 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC2619 2051-06-01 2.000000 1651156.95 1678893.27 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC2432 2051-06-01 2.500000 1631707.54 1692405.25 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLQC3246 2051-06-01 3.000000 1555908.60 1687539.50 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN6143 2036-05-01 1.500000 1433894.49 1455619.90 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN6338 2036-05-01 2.000000 1426836.91 1478099.04 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN6775 2036-06-01 2.000000 1849660.40 1911922.02 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CNRD5063 2031-07-01 2.000000 2404074.40 2495371.80 Agency Mortgage-Backed Securities FMAC FEPC 01.000 CISB8109 2036-07-01 1.000000 1545533.00 1543810.59 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZT1822 2049-02-01 5.000000 1429818.43 1576214.36 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4714 2047-04-01 4.000000 1897439.16 2047238.61 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLZA5778 2048-10-01 5.000000 1418875.22 1564460.02 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLZM8310 2048-09-01 4.500000 1490240.09 1672974.82 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLZM1590 2046-08-01 3.000000 1949820.11 2057213.60 Agency Mortgage-Backed Securities FMAC FEPC 02.000 3PRE6070 2050-09-01 2.000000 1616796.20 1625350.85 Agency Mortgage-Backed Securities FMAC FEPC 02.500 3PQU7825 2051-04-01 2.500000 1658267.01 1709270.15 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN6470 2036-06-01 2.000000 1382971.87 1433905.50 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN6411 2036-05-01 2.000000 138986.80 144116.40 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN6147 2036-04-01 2.000000 2278611.16 2369370.78 Agency Mortgage-Backed Securities FMAC FEPC 01.500 CIQN6139 2036-05-01 1.500000 2147835.77 2179048.84 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CIQN6225 2036-05-01 2.000000 2298236.89 2378123.86 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC3302 2051-06-01 2.500000 1415071.80 1477637.63 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC3102 2051-06-01 2.000000 1645600.60 1674201.32 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC2958 2051-06-01 2.500000 1383783.80 1435776.55 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC2431 2051-06-01 2.500000 1501890.75 1560872.84 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC2413 2051-06-01 2.500000 2135323.52 2218575.28 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC2400 2051-06-01 2.500000 1910625.60 1995109.43 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC2044 2051-05-01 2.500000 2167687.50 2284222.14 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC1863 2051-05-01 2.000000 1425367.41 1445278.52 Agency Mortgage-Backed Securities FMAC FEPC 02.000 CLQC2651 2051-06-01 2.000000 1993475.72 2020336.04 Agency Mortgage-Backed Securities FMAC FEPC 02.500 CLQC3461 2051-06-01 2.500000 1358054.80 1426080.97 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD8028 2049-10-01 5.000000 1344013.92 1481487.43 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD7518 2050-06-01 3.000000 1668291.54 1775507.07 Agency Mortgage-Backed Securities FMAC FEPC 04.500 CLQA6366 2050-01-01 4.500000 1291366.60 1433277.46 Agency Mortgage-Backed Securities FMAC 03.500 FGPC Q46382 G 2047-02-01 3.500000 1701524.34 1853125.81 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q25817 G 2044-04-01 4.000000 2074477.42 2277654.27 Agency Mortgage-Backed Securities FMAC 03.000 FGPC V60336 G 2028-11-01 3.000000 460662.15 490050.86 Agency Mortgage-Backed Securities FMAC 04.000 FGPC U99039 G 2043-03-01 4.000000 2242280.88 2457560.52 Agency Mortgage-Backed Securities FMAC 04.500 FGPC U95006 G 2042-06-01 4.500000 1291660.20 1441806.66 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q05698 G 2042-01-01 4.000000 1670462.57 1834340.33 Agency Mortgage-Backed Securities FMAC FEPC 03.000 CLSD8074 2050-07-01 3.000000 1524541.06 1592957.38 Agency Mortgage-Backed Securities FMAC 04.000 FGPC U95017 G 2042-06-01 4.000000 1653262.51 1811964.50 Agency Mortgage-Backed Securities FMAC 04.000 FGPC V70114 G 2033-09-01 4.000000 1302112.46 1424986.59 Agency Mortgage-Backed Securities FMAC 04.000 FGPC Q26813 G 2044-06-01 4.000000 1306680.34 1429845.71 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G61114 G 2047-08-01 4.000000 1307539.01 1430789.24 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLQA8308 2050-03-01 4.000000 1462911.54 1593639.10 Agency Mortgage-Backed Securities FMAC FEPC 01.500 3PRE6084 2050-12-01 1.500000 1722348.54 1673517.09 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G06835 G 2041-12-01 4.000000 1997115.35 2206968.68 Agency Mortgage-Backed Securities FMAC FEPC 04.000 CLZS4718 2047-05-01 4.000000 1875623.35 2022687.64 Agency Mortgage-Backed Securities FMAC 03.000 FGPC G15266 G 2030-01-01 3.000000 1675467.90 1778133.31 Agency Mortgage-Backed Securities FMAC 03.500 FGPC G07287 G 2043-02-01 3.500000 1572079.02 1704921.97 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G30674 G 2033-12-01 4.000000 2236456.84 2448442.14 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLRA1217 2049-08-01 5.000000 1628422.79 1801308.82 Agency Mortgage-Backed Securities FMAC FEPC 05.000 CLSD0291 2050-03-01 5.000000 2190112.75 2417091.17 Agency Mortgage-Backed Securities Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-07 2021-07-07 2021-07-23 Y BofA Securities, Inc. 1.0000 7 N Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1 N N 0.0002 100000000.00 100000000.00 0.0030 N N Y N Pershing LLC Pershing LLC 0.060000% ZI8Q1A8EI8LQFJNM0D94 0000029648 963FRD005_0.06_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRM 2010-043 QB 2040-04-20 3.000000 719107.11 763676.41 Agency Collateralized Mortgage Obligation FNMA FNRM RC128HJ R12F128 2032-11-25 2.000000 59618.66 60476.52 Agency Collateralized Mortgage Obligation FNMA FNRM RC128PD R12F128 2042-06-25 1.500000 57674.98 58430.14 Agency Collateralized Mortgage Obligation FNMA FNRM CL033HC R12F033 2040-11-25 1.750000 302511.90 306574.25 Agency Collateralized Mortgage Obligation FMAC FGRM 3113DE 02/15/26 2026-02-15 5.000000 173274.90 184345.05 Agency Collateralized Mortgage Obligation FNMA FNRM CL152TC R12F152 2043-01-25 2.500000 15000.00 14523.94 Agency Collateralized Mortgage Obligation FNMA FNRM CL120QC R12F120 2042-11-25 2.500000 15000.00 13911.85 Agency Collateralized Mortgage Obligation FNMA FNRM CL151NX R12F151 2043-01-25 1.500000 54006.09 54562.27 Agency Collateralized Mortgage Obligation FMAC FGRM 2711YD 11/15/33 2033-11-15 5.500000 25000.00 28436.24 Agency Collateralized Mortgage Obligation FMAC FGRM 4487TL 05/15/45 2045-05-15 3.000000 510000.00 538715.89 Agency Collateralized Mortgage Obligation FMAC FGRM 4427KA 07/15/44 2044-07-15 2.250000 20537.44 20980.54 Agency Collateralized Mortgage Obligation FMAC FGRM 4419CW 10/15/37 2037-10-15 2.500000 87071.93 90053.00 Agency Collateralized Mortgage Obligation FMAC FGRM 4338HP 11/15/43 2043-11-15 3.000000 238165.47 248566.56 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-038 PL 2038-05-20 5.500000 12545.75 14249.38 Agency Collateralized Mortgage Obligation FNMA FNRM CL089CA R16F089 2046-04-25 2.500000 1433977.82 1462115.17 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-118 PY 2039-12-16 5.000000 16592.21 18658.90 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-060 JP 2038-07-20 5.500000 36000.00 41433.93 Agency Collateralized Mortgage Obligation FNMA FNRM CL115NA R10F115 2039-01-25 2.750000 96690.80 97862.43 Agency Collateralized Mortgage Obligation FNMA FNRM CL088MA R09F088 2039-10-25 4.500000 193947.50 212302.30 Agency Collateralized Mortgage Obligation FNMA FNRM CL031HL R21F031 2051-06-25 2.500000 97417.00 94957.31 Agency Collateralized Mortgage Obligation FMAC FGRM 3704DC 11/15/36 2036-11-15 4.000000 85024.82 87485.21 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-074 NG 2051-04-20 1.750000 14792.51 15056.73 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-083 LU 2051-05-20 1.750000 3400987.00 3267895.23 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-083 LN 2051-05-20 1.750000 900987.00 865728.43 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-083 LP 2051-05-20 1.750000 7474151.00 7583690.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-083 AK 2051-05-20 1.750000 2321412.00 2250742.93 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-083 BK 2051-05-20 1.750000 4497852.00 4364053.15 Agency Collateralized Mortgage Obligation FMAC FGRM 4274PN 10/15/35 2035-10-15 3.500000 75514.55 80313.76 Agency Collateralized Mortgage Obligation FMAC FERM 4925YB 10/25/49 2049-10-25 2.500000 25000.00 25327.37 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-055 WX 2037-06-16 4.500000 14000.00 15537.54 Agency Collateralized Mortgage Obligation FNMA FNRM RC149EL R11F149 2041-07-25 3.000000 216097.19 225583.14 Agency Collateralized Mortgage Obligation FNMA FNRM RC128KP R11F128 2041-07-25 4.500000 206223.41 218692.30 Agency Collateralized Mortgage Obligation FNMA FXRM CL057PN R97F057 2027-09-18 5.000000 227541.60 244755.30 Agency Collateralized Mortgage Obligation FNMA FNRM CL021PA R11F021 2040-05-25 4.500000 56938.20 60625.58 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-095 NC 2050-07-20 4.500000 135048.38 141853.87 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-30 PA 2049-03-20 3.500000 470020.13 492706.33 Agency Collateralized Mortgage Obligation FMAC FGRM 3815TA 10/15/40 2040-10-15 4.500000 33470.33 35644.76 Agency Collateralized Mortgage Obligation FMAC FGRM 3794PB 01/15/41 2041-01-15 4.500000 79539.32 88151.99 Agency Collateralized Mortgage Obligation FMAC FGRM 3780ML 12/15/40 2040-12-15 4.000000 1044000.00 1260254.39 Agency Collateralized Mortgage Obligation FMAC FGRM 3713PA 02/15/40 2040-02-15 2.000000 51539.91 52523.76 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-148 TA 2042-12-20 2.000000 81855.42 80146.87 Agency Collateralized Mortgage Obligation FMAC FGRM 3237CD 09/15/36 2036-09-15 5.500000 60000.00 66299.49 Agency Collateralized Mortgage Obligation FNMA FNRM CL137WB R11F137 2041-12-25 4.000000 28000.00 29669.00 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-083 BP 2051-05-20 1.750000 3929222.77 3974749.58 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-083 JP 2051-05-20 1.500000 21497280.39 21475016.37 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-089 JL 2051-05-20 1.500000 290582.00 241906.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-087 DB 2051-05-20 2.000000 1871987.85 1893880.96 Agency Collateralized Mortgage Obligation FNMA FNRM CL029WG R03F029 2033-04-25 4.000000 1037.43 1108.31 Agency Collateralized Mortgage Obligation FNMA FNRM CL033PG R03F033 2033-05-25 5.500000 79876.92 90017.58 Agency Collateralized Mortgage Obligation FNMA FNRM RC033A R03F033 2033-05-25 4.000000 759.46 815.79 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-58 LD 2033-07-20 4.500000 368.83 397.03 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-60 CE 2033-07-16 5.000000 6438.04 7043.91 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-70 PB 2033-08-20 5.500000 5951.35 6568.74 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-34 PB 2038-04-20 5.250000 1265.49 1399.32 Agency Collateralized Mortgage Obligation GNMA GNRM 2002-13 PE 2032-02-20 6.500000 2786.47 2801.81 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-40 PA 2033-05-16 4.250000 886.31 939.48 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-41 BX 2033-05-20 4.500000 1052.58 1120.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-34 QG 2033-04-20 5.500000 2000.00 2168.53 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-46 ND 2033-06-20 5.000000 5555.06 6034.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-46 HB 2033-06-20 6.500000 1833.70 2050.12 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-068 MC 2039-08-16 5.000000 2259.73 2554.77 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-069 PV 2039-08-20 4.000000 2279.56 2477.54 Agency Collateralized Mortgage Obligation FNMA FNRM CL110CB R05F110 2035-12-25 5.500000 1487.46 1619.89 Agency Collateralized Mortgage Obligation FMAC FGRM 2768PC 03/15/34 2034-03-15 4.000000 961.25 1017.41 Agency Collateralized Mortgage Obligation FMAC FGRM 2713EJ 12/15/33 2033-12-15 5.500000 788.36 897.67 Agency Collateralized Mortgage Obligation FMAC FERM 4900MN 07/25/49 2049-07-25 3.000000 2236461.81 2369141.40 Agency Collateralized Mortgage Obligation FMAC FERM 5083BP 03/25/51 2051-03-25 2.000000 742000.00 746669.49 Agency Collateralized Mortgage Obligation FNMA FNRM CL044BY R03F044 2033-06-25 4.000000 3000.00 3337.46 Agency Collateralized Mortgage Obligation FNMA FNRM CL069NB R03F069 2033-07-25 3.500000 515.07 538.52 Agency Collateralized Mortgage Obligation FNMA FNRM CL064TH R03F064 2023-07-25 5.000000 184.16 190.50 Agency Collateralized Mortgage Obligation FMAC FGRM 2527TB 11/15/32 2032-11-15 6.000000 893.25 1031.89 Agency Collateralized Mortgage Obligation FMAC FGRM 2644PH 07/15/33 2033-07-15 5.000000 493.51 551.57 Agency Collateralized Mortgage Obligation FNMA FNRM CL025KD R04F025 2034-04-25 5.500000 464.81 497.28 Agency Collateralized Mortgage Obligation FNMA FNRM CL064BL R04F064 2034-08-25 5.000000 18181.00 20293.27 Agency Collateralized Mortgage Obligation FNMA FNRM CL060AC R04F060 2034-04-25 5.500000 26000.00 29496.23 Agency Collateralized Mortgage Obligation FNMA FNRM CL094PA R04F094 2034-10-25 4.000000 99.05 99.72 Agency Collateralized Mortgage Obligation FNMA FNRM RC017EB R05F017 2035-03-25 4.500000 6301.42 6739.06 Agency Collateralized Mortgage Obligation FNMA FNRM RC029JC R05F029 2035-04-25 4.500000 2416.19 2486.98 Agency Collateralized Mortgage Obligation FNMA FNRM CL065QW R05F065 2035-08-25 5.250000 1013343.86 1119718.79 Agency Collateralized Mortgage Obligation FMAC FGRM 2647LY 07/15/33 2033-07-15 5.000000 20484.81 21214.58 Agency Collateralized Mortgage Obligation FMAC FGRM 2696DG 10/15/33 2033-10-15 5.500000 32926.35 36266.02 Agency Collateralized Mortgage Obligation FMAC FGRM 2722BE 12/15/33 2033-12-15 5.500000 5553.03 6171.76 Agency Collateralized Mortgage Obligation FMAC FGRM 2761QB 12/15/33 2033-12-15 4.000000 87.52 88.93 Agency Collateralized Mortgage Obligation FNMA FNRM CL042CA R03F042 2033-05-25 4.000000 1288.55 1359.35 Agency Collateralized Mortgage Obligation FMAC FGRM 4694JA 05/15/44 2044-05-15 3.500000 17324.47 17426.33 Agency Collateralized Mortgage Obligation FMAC FGRM 4682LD 05/15/47 2047-05-15 2.750000 6455.53 6720.35 Agency Collateralized Mortgage Obligation FMAC FGRM 4325PA 01/15/43 2043-01-15 3.000000 16989.00 17034.22 Agency Collateralized Mortgage Obligation FMAC FGRM 4219AE 01/15/43 2043-01-15 2.250000 2126.63 2168.96 Agency Collateralized Mortgage Obligation FMAC FGRM 4176YD 03/15/43 2043-03-15 3.000000 9000.00 9318.66 Agency Collateralized Mortgage Obligation FMAC FGRM 4161YA 10/15/42 2042-10-15 2.500000 845.06 839.56 Agency Collateralized Mortgage Obligation FMAC FGRM 4161JC 02/15/43 2043-02-15 3.000000 4000.00 3890.43 Agency Collateralized Mortgage Obligation FMAC FGRM 4146ME 12/15/42 2042-12-15 3.500000 2000.00 2183.63 Agency Collateralized Mortgage Obligation FMAC FGRM 4139JA 07/15/42 2042-07-15 2.500000 22311.24 22546.64 Agency Collateralized Mortgage Obligation FMAC FGRM 2694BA 06/15/31 2031-06-15 4.000000 173.65 181.08 Agency Collateralized Mortgage Obligation FMAC FGRM 2686GC 10/15/23 2023-10-15 5.000000 19087.56 19903.27 Agency Collateralized Mortgage Obligation FMAC FGRA 2661GF 08/15/33 2033-08-15 1.592100 51347.77 52809.67 Agency Collateralized Mortgage Obligation FNMA FNRM RC062JE R05F062 2035-06-25 5.000000 5269.62 5455.73 Agency Collateralized Mortgage Obligation FNMA FNRM CL050DM R05F050 2035-06-25 5.000000 4859.13 5499.27 Agency Collateralized Mortgage Obligation FMAC FGRM 2662PJ 08/15/33 2033-08-15 5.500000 854.68 951.78 Agency Collateralized Mortgage Obligation FNMA FNRM CL027YD R05F027 2035-04-25 5.500000 1366.68 1384.03 Agency Collateralized Mortgage Obligation FMAC FGRM 2702CE 11/15/33 2033-11-15 4.500000 303.30 334.74 Agency Collateralized Mortgage Obligation FNMA FNRM CL110TK R05F110 2035-12-25 6.000000 506.86 565.62 Agency Collateralized Mortgage Obligation FMAC FGRM 4166CA 02/15/43 2043-02-15 3.250000 4598.91 4525.31 Agency Collateralized Mortgage Obligation FNMA FNRM CL046UK R06F046 2036-06-25 5.500000 2471.82 2567.24 Agency Collateralized Mortgage Obligation FMAC FGRM 2902QG 12/15/34 2034-12-15 5.500000 823.69 919.58 Agency Collateralized Mortgage Obligation FMAC FGRM 2912EH 01/15/35 2035-01-15 5.500000 489.11 547.52 Agency Collateralized Mortgage Obligation FMAC FGRM 2922LA 01/15/35 2035-01-15 5.000000 63500.03 64106.63 Agency Collateralized Mortgage Obligation FMAC FGRM 2942LA 03/15/35 2035-03-15 5.000000 8072.68 9117.67 Agency Collateralized Mortgage Obligation FMAC FGRM 2994BG 06/15/35 2035-06-15 6.000000 5153.70 5512.63 Agency Collateralized Mortgage Obligation FMAC FGRM 3021LP 05/15/33 2033-05-15 5.500000 2821.92 3013.18 Agency Collateralized Mortgage Obligation FMAC FGRM 3081CD 12/15/25 2025-12-15 5.000000 2678.33 2838.58 Agency Collateralized Mortgage Obligation FMAC FGRM 3139HC 04/15/36 2036-04-15 6.000000 877.48 1021.21 Agency Collateralized Mortgage Obligation FMAC FGRM 2739PG 01/15/34 2034-01-15 5.000000 1017.99 1129.14 Agency Collateralized Mortgage Obligation FNMA FNRM CL061MA R09F061 2039-08-25 6.000000 1486.25 1587.12 Agency Collateralized Mortgage Obligation FMAC FGRM 2682LD 10/15/33 2033-10-15 4.500000 1787.93 1953.78 Agency Collateralized Mortgage Obligation FNMA FNRM CL077JE R07F077 2037-08-25 6.000000 712514.87 798451.53 Agency Collateralized Mortgage Obligation FNMA FNRM RC068PG R05F068 2035-08-25 5.500000 740.56 837.18 Agency Collateralized Mortgage Obligation FMAC FGRM 3237CE 11/15/36 2036-11-15 5.500000 7000.00 8078.91 Agency Collateralized Mortgage Obligation FNMA FNRM CL003CP R05F003 2034-10-25 5.500000 536.80 538.90 Agency Collateralized Mortgage Obligation FNMA FNRM CL028KA R04F028 2034-05-25 6.000000 483.25 614.17 Agency Collateralized Mortgage Obligation FNMA FNRM CL024WD R08F024 2038-02-25 5.500000 747.56 889.37 Agency Collateralized Mortgage Obligation FNMA FNRM CL010PG R09F010 2039-03-25 5.500000 3000.00 3434.47 Agency Collateralized Mortgage Obligation FMAC FGRM 2634PT 06/15/23 2023-06-15 5.000000 1817.41 1867.51 Agency Collateralized Mortgage Obligation FMAC FGRM 2614GB 05/15/33 2033-05-15 5.500000 3514.21 3936.28 Agency Collateralized Mortgage Obligation FNMA FNRM CL048ND R11F048 2041-06-25 4.000000 700000.00 782293.56 Agency Collateralized Mortgage Obligation FMAC FGRM 3502DA 01/15/39 2039-01-15 3.750000 1138.54 1226.70 Agency Collateralized Mortgage Obligation FMAC FGRM 3514WA 07/15/33 2033-07-15 4.000000 2334.55 2540.62 Agency Collateralized Mortgage Obligation FMAC FGRM 2597AE 04/15/33 2033-04-15 5.500000 1117.35 1218.42 Agency Collateralized Mortgage Obligation FNMA FNRM CL003CG R05F003 2035-02-25 5.500000 3961.10 4456.60 Agency Collateralized Mortgage Obligation FNMA FNRM CL099NG R04F099 2034-12-25 5.500000 202.83 204.60 Agency Collateralized Mortgage Obligation FNMA FNRM CL101CM R04F101 2035-01-25 5.500000 2300.34 2379.91 Agency Collateralized Mortgage Obligation FNMA FNRM RC005CK R05F005 2035-01-25 5.000000 959.16 1041.08 Agency Collateralized Mortgage Obligation FNMA FNRM CL060JD R04F060 2034-04-25 5.500000 2000.00 2175.85 Agency Collateralized Mortgage Obligation FMAC FGRM 2579DA 03/15/23 2023-03-15 4.000000 45.67 45.92 Agency Collateralized Mortgage Obligation FMAC FGRM 2576HC 03/15/33 2033-03-15 5.500000 465.37 524.10 Agency Collateralized Mortgage Obligation FMAC FGRM 2720PC 12/15/23 2023-12-15 5.000000 1056.64 1100.23 Agency Collateralized Mortgage Obligation FMAC FGRM 2744WK 02/15/34 2034-02-15 5.500000 43895.90 48027.98 Agency Collateralized Mortgage Obligation FMAC FGRM 2768PM 03/15/34 2034-03-15 4.500000 1246.06 1355.11 Agency Collateralized Mortgage Obligation FNMA FNRM CL110PL R05F110 2035-12-25 5.500000 123.22 142.68 Agency Collateralized Mortgage Obligation FNMA FNRM RC016PN R06F016 2035-12-25 5.000000 113.60 117.01 Agency Collateralized Mortgage Obligation FMAC FGRM 3545KC 06/15/39 2039-06-15 5.000000 190.33 204.76 Agency Collateralized Mortgage Obligation FNMA FNRM CL088UB R09F088 2039-11-25 4.500000 1529.29 1756.58 Agency Collateralized Mortgage Obligation FNMA FNRM CL116QC R09F116 2040-01-25 4.500000 6064.79 6754.68 Agency Collateralized Mortgage Obligation FNMA FNRM CL041NB R10F041 2040-05-25 5.000000 293.46 321.05 Agency Collateralized Mortgage Obligation FNMA FNRM CL043EM R10F043 2040-05-25 5.000000 9000.00 11001.86 Agency Collateralized Mortgage Obligation FNMA FNRM CL057HA R10F057 2040-02-25 3.500000 13769.58 14249.09 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-19 PC 2033-03-16 5.500000 900.34 965.95 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-37 PH 2033-05-20 5.500000 8708.94 9582.04 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-35 TB 2033-03-16 4.250000 4764.34 4923.49 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-19 GT 2033-03-16 5.000000 4747.11 5024.45 Agency Collateralized Mortgage Obligation GNMA GNRM 2002-88 LG 2032-12-20 5.500000 648.48 669.29 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-006 MA 2038-02-20 4.250000 300.86 318.34 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-79 PC 2033-09-20 5.500000 871.11 981.55 Agency Collateralized Mortgage Obligation GNMA GNRM 2002-72 AH 2032-10-20 4.000000 96480.19 96822.90 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-86 QG 2033-10-20 5.500000 3563.03 4024.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-001 TE 2033-06-20 5.000000 19728.14 21602.84 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-056 EB 2038-06-20 6.000000 5156.42 5765.02 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-16 EC 2034-02-20 5.500000 8000.00 8879.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-35 PM 2034-05-20 5.500000 2696.12 2998.53 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-59 DA 2034-06-16 5.000000 841.80 876.41 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-34 PG 2038-04-20 5.250000 24106.75 26644.48 Agency Collateralized Mortgage Obligation GNMA GNRM 2005-003 JM 2035-01-20 4.750000 4344.05 4813.48 Agency Collateralized Mortgage Obligation GNMA GNRM 2005-013 AH 2035-02-20 5.000000 3500.00 4000.92 Agency Collateralized Mortgage Obligation FNMA FNRM CL027GE R05F027 2035-02-25 5.500000 6781.24 7139.46 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-008 ED 2039-02-20 5.500000 1250.18 1420.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-015 NX 2039-03-20 5.000000 3627.46 3987.07 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-028 NL 2039-04-20 5.000000 1000.00 1182.43 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-029 TA 2039-03-16 4.500000 1793.21 1844.46 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-045 KE 2039-06-16 4.500000 1454.11 1619.04 Agency Collateralized Mortgage Obligation FNMA FNRM CL021ME R05F021 2035-03-25 5.000000 4503.51 4962.06 Agency Collateralized Mortgage Obligation FMAC FGRM 4116YA 01/15/42 2042-01-15 2.500000 23456.11 23343.21 Agency Collateralized Mortgage Obligation FMAC FGRM 4121DW 10/15/42 2042-10-15 2.000000 1343.11 1333.16 Agency Collateralized Mortgage Obligation FMAC FGRM 4102DB 03/15/42 2042-03-15 3.000000 3435.42 3453.83 Agency Collateralized Mortgage Obligation FMAC FGRM 4097EG 11/15/40 2040-11-15 2.000000 911.28 919.06 Agency Collateralized Mortgage Obligation FMAC FGRM 4098PB 04/15/42 2042-04-15 2.000000 2786.57 2853.72 Agency Collateralized Mortgage Obligation FMAC FGRM 4076MV 04/15/31 2031-04-15 3.000000 3000.00 3108.78 Agency Collateralized Mortgage Obligation FMAC FGRM 4087TC 07/15/42 2042-07-15 3.000000 18748.05 18820.32 Agency Collateralized Mortgage Obligation FNMA FNRM CL068GC R05F068 2035-07-25 5.000000 33672.53 34577.17 Agency Collateralized Mortgage Obligation FMAC FGRM 4039LT 05/15/42 2042-05-15 3.500000 349000.00 380725.30 Agency Collateralized Mortgage Obligation FNMA FNRM CL062CP R05F062 2035-07-25 4.750000 1691.92 1706.77 Agency Collateralized Mortgage Obligation FMAC FGRM 4024PA 12/15/41 2041-12-15 2.000000 44897.16 45157.56 Agency Collateralized Mortgage Obligation FMAC FGRM 4011NE 03/15/42 2042-03-15 3.500000 10900.19 11432.16 Agency Collateralized Mortgage Obligation FMAC FGRM 4017MA 03/15/41 2041-03-15 3.000000 204.12 205.36 Agency Collateralized Mortgage Obligation FMAC FGRM 3652PB 01/15/34 2034-01-15 5.000000 16600.00 18645.33 Agency Collateralized Mortgage Obligation FMAC FGRM 3645WD 02/15/40 2040-02-15 4.500000 2000.00 2139.33 Agency Collateralized Mortgage Obligation FNMA FNRM RC135EA R10F135 2040-01-25 3.000000 364.65 367.40 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-057 NB 2039-07-16 5.000000 3535.49 3884.58 Agency Collateralized Mortgage Obligation FNMA FNRM CL079ND R05F079 2035-09-25 5.500000 1282.74 1423.70 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-025 KA 2039-04-20 4.250000 6993.30 7564.69 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-61 NB 2038-07-20 5.500000 2552.92 2865.84 Agency Collateralized Mortgage Obligation GNMA GNRM 2007-07 PG 2037-02-16 5.000000 1970.67 2198.87 Agency Collateralized Mortgage Obligation GNMA GNRM 2007-044 PH 2037-07-20 6.000000 7237.30 8353.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2007-056 PE 2037-10-20 5.500000 34422.33 38455.44 Agency Collateralized Mortgage Obligation FMAC FGRM 2768PW 03/15/34 2034-03-15 4.250000 1566.48 1685.96 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-044 PL 2038-05-20 5.250000 2695.61 2981.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-46 PY 2038-05-20 5.250000 6880.55 7441.78 Agency Collateralized Mortgage Obligation FNMA FNRM RC015PA R14F015 2044-04-25 3.500000 1357.41 1445.05 Agency Collateralized Mortgage Obligation FNMA FNRM CL071GK R15F071 2045-10-25 3.000000 6000.00 6424.02 Agency Collateralized Mortgage Obligation FNMA FNRM CL040KY R16F040 2046-07-25 3.000000 2567.80 2494.81 Agency Collateralized Mortgage Obligation FNMA FNRM CL039ED R16F039 2046-07-25 2.500000 4324.67 4317.24 Agency Collateralized Mortgage Obligation FNMA FNRM RC075LA R16F075 2045-05-25 2.500000 562086.33 586768.60 Agency Collateralized Mortgage Obligation FNMA FNRM CL064MA R16F064 2046-09-25 2.500000 906.66 908.39 Agency Collateralized Mortgage Obligation FNMA FNRM RC062KC R16F062 2046-09-25 2.000000 1352.53 1325.81 Agency Collateralized Mortgage Obligation FMAC FGRM 2711GD 11/15/33 2033-11-15 5.500000 193.72 207.03 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-069 EP 2038-08-20 5.750000 872.89 986.26 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-006 CX 2039-02-16 5.000000 13154.32 14126.68 Agency Collateralized Mortgage Obligation FMAC FGRM 2793PE 05/15/34 2034-05-15 5.000000 2616.40 2930.37 Agency Collateralized Mortgage Obligation FNMA FNRM CL005CB R07F005 2037-02-25 4.250000 1444.41 1558.64 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-092 CP 2039-10-20 5.000000 2000.00 2370.53 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-061 AP 2039-08-20 4.000000 1170.65 1256.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-078 KB 2039-08-16 3.000000 1892.29 2008.98 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-087 DC 2039-09-20 4.000000 2631.30 2820.62 Agency Collateralized Mortgage Obligation FNMA FNRM CL039NB R07F039 2037-05-25 4.250000 1971.88 2127.78 Agency Collateralized Mortgage Obligation FMAC FGRM 3996AU 02/15/42 2042-02-15 3.000000 67111.79 70198.44 Agency Collateralized Mortgage Obligation FMAC FGRM 3919UJ 08/15/30 2030-08-15 3.000000 87730.31 91652.00 Agency Collateralized Mortgage Obligation FMAC FGRM 3910CU 03/15/41 2041-03-15 4.000000 17500.00 19101.36 Agency Collateralized Mortgage Obligation FMAC FGRM 3213PE 09/15/36 2036-09-15 6.000000 1245.70 1417.17 Agency Collateralized Mortgage Obligation FMAC FGRM 3879NW 09/15/40 2040-09-15 4.000000 1387.81 1396.70 Agency Collateralized Mortgage Obligation FMAC FGRM 3272PA 02/15/37 2037-02-15 6.000000 450.36 523.63 Agency Collateralized Mortgage Obligation FMAC FGRM 3344PD 07/15/37 2037-07-15 5.500000 1436.86 1620.15 Agency Collateralized Mortgage Obligation FMAC FGRM 3387WC 11/15/37 2037-11-15 6.000000 1069.57 1325.27 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-42 PC 2038-05-20 5.500000 180.49 207.58 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-038 PN 2038-05-20 5.500000 55124.08 62515.42 Agency Collateralized Mortgage Obligation FNMA FNRM CL017DL R11F017 2041-03-25 4.000000 1862.71 1994.58 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-007 PQ 2038-02-20 5.000000 23665.41 25865.32 Agency Collateralized Mortgage Obligation FMAC FGRM 3533GX 06/15/36 2036-06-15 4.500000 5000.00 5616.63 Agency Collateralized Mortgage Obligation GNMA GNRM 2007-70 TN 2037-11-20 5.500000 827.09 925.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2007-041 PC 2037-07-20 5.500000 1693.82 1920.50 Agency Collateralized Mortgage Obligation GNMA GNRM 2007-22 LP 2037-04-20 5.500000 2022.39 2284.40 Agency Collateralized Mortgage Obligation FMAC FGRM 01283K 06/15/22 2022-06-15 7.000000 6.59 6.76 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-03 HB 2042-08-20 2.500000 1000.00 899.35 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-50 PG 2041-12-20 2.000000 20467.14 20803.19 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-14 KN 2039-03-20 5.000000 891.93 991.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-14 ND 2039-03-20 5.000000 2466.47 2753.25 Agency Collateralized Mortgage Obligation FMAC FGRM 3674HJ 04/15/40 2040-04-15 5.500000 53094.90 58771.73 Agency Collateralized Mortgage Obligation FMAC FGRM 01278K 05/15/22 2022-05-15 7.000000 0.39 0.40 Agency Collateralized Mortgage Obligation FMAC FGRM 3587NB 05/15/39 2039-05-15 4.500000 1892.53 1948.68 Agency Collateralized Mortgage Obligation FNMA FNRM CL001PG R10F001 2040-02-25 5.000000 5065.90 5521.05 Agency Collateralized Mortgage Obligation FNMA FNRM RC025PA R19F025 2048-05-25 3.000000 345112.87 366474.55 Agency Collateralized Mortgage Obligation FNMA FNRM CL022AM R20F022 2050-04-25 2.000000 589.44 587.69 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-080 KU 2047-05-20 3.000000 613.06 606.84 Agency Collateralized Mortgage Obligation FMAC FGRM 01286A 05/15/22 2022-05-15 6.000000 0.22 0.22 Agency Collateralized Mortgage Obligation FMAC FGRM 01235C 04/15/22 2022-04-15 7.000000 32.16 32.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-169 PC 2040-08-20 4.500000 96.29 102.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-017 PD 2040-09-20 3.750000 2391.33 2514.33 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-068 LJ 2039-08-16 2.500000 19180.36 19421.51 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-141 GA 2041-08-20 3.000000 6426.11 6278.90 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-140 GC 2041-08-16 3.500000 19000.00 18926.06 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-57 HU 2041-12-20 3.000000 751.29 759.92 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-020 GA 2041-08-20 3.000000 37535.84 37638.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-032 PE 2042-03-16 3.500000 27000.00 30539.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2013-022 GB 2042-08-20 2.500000 10000.00 9579.14 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-28 HB 2042-10-20 2.000000 1455.13 1474.09 Agency Collateralized Mortgage Obligation GNMA GNRM 2013-077 GB 2043-05-20 3.000000 7000.00 7480.76 Agency Collateralized Mortgage Obligation FMAC FGRM 1206IA 03/15/22 2022-03-15 7.000000 6.81 6.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-087 BD 2045-06-20 3.000000 436.34 438.01 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-080 JA 2045-03-20 3.000000 126455.35 128932.95 Agency Collateralized Mortgage Obligation FMAC FGRM 3759ME 11/15/40 2040-11-15 4.000000 7000.00 7462.30 Agency Collateralized Mortgage Obligation FMAC FGRM 3772MB 12/15/40 2040-12-15 4.000000 1093506.05 1183068.81 Agency Collateralized Mortgage Obligation FMAC FGRM 3820HA 05/15/40 2040-05-15 4.500000 260.84 271.21 Agency Collateralized Mortgage Obligation FMAC FGRM 3843GH 10/15/39 2039-10-15 3.750000 13443.03 13724.66 Agency Collateralized Mortgage Obligation FMAC FGRM 3886AC 07/15/41 2041-07-15 4.000000 1000.00 1119.50 Agency Collateralized Mortgage Obligation FMAC FGRM 3903QG 03/15/41 2041-03-15 3.000000 222.85 223.48 Agency Collateralized Mortgage Obligation FMAC FGRM 3960NA 07/15/41 2041-07-15 4.000000 1051.77 1078.42 Agency Collateralized Mortgage Obligation FMAC FGRM 3997EC 02/15/42 2042-02-15 3.500000 48000.00 48502.49 Agency Collateralized Mortgage Obligation FMAC FGRM 3540AU 06/15/39 2039-06-15 5.000000 2000.00 2408.47 Agency Collateralized Mortgage Obligation FNMA FNRM CL028NH R04F028 2034-05-25 5.500000 8709.40 9686.87 Agency Collateralized Mortgage Obligation FNMA FNRM CL049BL R04F049 2034-07-25 5.000000 2037.17 2226.88 Agency Collateralized Mortgage Obligation FNMA FNRM RC017LC R04F017 2034-01-25 3.750000 666.48 702.50 Agency Collateralized Mortgage Obligation FMAC FGRM 2640PH 07/15/33 2033-07-15 5.000000 2342.67 2606.08 Agency Collateralized Mortgage Obligation FMAC FGRM 2626WB 06/15/33 2033-06-15 4.500000 3593.95 3614.66 Agency Collateralized Mortgage Obligation FMAC FGRM 01175D 11/15/21 2021-11-15 8.000000 1.05 1.07 Agency Collateralized Mortgage Obligation FMAC FGRM 2610VB 07/15/24 2024-07-15 5.500000 128.13 135.78 Agency Collateralized Mortgage Obligation FMAC FGRM 2596QH 03/15/33 2033-03-15 6.000000 1060.37 1214.89 Agency Collateralized Mortgage Obligation FMAC FGRM 2590OA 03/15/33 2033-03-15 4.000000 882.93 902.90 Agency Collateralized Mortgage Obligation FMAC FGRM 01119H 08/15/21 2021-08-15 7.750000 0.07 0.07 Agency Collateralized Mortgage Obligation FMAC FGRM 2574PW 02/15/33 2033-02-15 5.500000 682.21 762.73 Agency Collateralized Mortgage Obligation FMAC FGRM 2531PM 12/15/32 2032-12-15 5.500000 104.58 116.28 Agency Collateralized Mortgage Obligation FMAC FGRM 2544HC 12/15/32 2032-12-15 6.000000 839.93 939.62 Agency Collateralized Mortgage Obligation FNMA FNRM CL085QD R03F085 2033-09-25 5.500000 958.32 1066.24 Agency Collateralized Mortgage Obligation FNMA FNRM RC084CG R03F084 2033-09-25 4.250000 4016.23 4374.50 Agency Collateralized Mortgage Obligation FNMA FNRM CL084PH R03F084 2033-09-25 5.000000 5827.39 6478.17 Agency Collateralized Mortgage Obligation FNMA FNRM CL094CE R03F094 2033-10-25 5.000000 1451.67 1561.05 Agency Collateralized Mortgage Obligation FMAC FGRM 3653UG 11/15/39 2039-11-15 5.000000 1000.00 1077.39 Agency Collateralized Mortgage Obligation FNMA FNRM CL087NB R03F087 2033-07-25 3.250000 435.74 463.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-064 BT 2051-04-20 1.750000 8363532.94 8485454.20 Agency Collateralized Mortgage Obligation FMAC FGRM 4011CA 03/15/32 2032-03-15 3.000000 1467.50 1547.45 Agency Collateralized Mortgage Obligation FMAC FGRM 4032AD 10/15/41 2041-10-15 2.000000 44273.76 44973.42 Agency Collateralized Mortgage Obligation FMAC FGRM 4030JE 03/15/42 2042-03-15 3.500000 1451.98 1485.25 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-46 KA 2046-10-20 2.000000 443.35 435.17 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-130 YB 2047-08-20 2.500000 759.81 767.50 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-63 GD 2047-08-20 3.000000 165419.76 171296.58 Agency Collateralized Mortgage Obligation FMAC FGRM 4068MB 02/15/42 2042-02-15 2.000000 2174.49 2229.18 Agency Collateralized Mortgage Obligation FMAC FGRM 4074JY 07/15/42 2042-07-15 2.500000 5000.00 5209.60 Agency Collateralized Mortgage Obligation FMAC FGRM 4097BG 12/15/41 2041-12-15 2.000000 7978.40 8174.80 Agency Collateralized Mortgage Obligation FMAC FGRM 4116YT 12/15/41 2041-12-15 2.500000 959.43 957.35 Agency Collateralized Mortgage Obligation FMAC FGRM 4116KA 09/15/42 2042-09-15 2.000000 45447.25 43078.45 Agency Collateralized Mortgage Obligation FMAC FGRM 4125YB 07/15/42 2042-07-15 3.000000 5947.57 6048.53 Agency Collateralized Mortgage Obligation FMAC FGRM 4139NT 04/15/42 2042-04-15 2.500000 167.37 167.40 Agency Collateralized Mortgage Obligation FMAC FGRM 4161JA 11/15/42 2042-11-15 3.000000 5740.15 5872.49 Agency Collateralized Mortgage Obligation FMAC FGRM 4161KA 06/15/42 2042-06-15 3.000000 10854.01 11106.01 Agency Collateralized Mortgage Obligation FMAC FGRM 4191HA 04/15/33 2033-04-15 3.000000 3245.42 3373.50 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-11 PC 2047-12-20 2.750000 192378.29 198267.62 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-033 QB 2049-03-20 2.500000 22457.99 23191.93 Agency Collateralized Mortgage Obligation FMAC FGRM 4064TE 06/15/42 2042-06-15 4.000000 984.67 1007.33 Agency Collateralized Mortgage Obligation FMAC FGRM 4468CD 04/15/41 2041-04-15 2.500000 282.73 279.32 Agency Collateralized Mortgage Obligation FMAC FGRM 4505JA 08/15/45 2045-08-15 3.000000 24614.35 24470.30 Agency Collateralized Mortgage Obligation FMAC FGRM 4703TA 07/15/47 2047-07-15 2.500000 8860.95 9150.34 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-159 PK 2049-12-20 2.500000 25309.52 25371.25 Agency Collateralized Mortgage Obligation FMAC FERM 4903GP 03/25/49 2049-03-25 2.250000 25028.85 25609.31 Agency Collateralized Mortgage Obligation FMAC FERM 4949WC 02/25/50 2050-02-25 2.500000 282.89 283.34 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-176 UA 2050-10-20 1.000000 432446.91 430080.80 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-057 HC 2039-06-16 4.500000 1493.54 1565.25 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-050 TW 2039-07-20 4.500000 2553.00 2723.13 Agency Collateralized Mortgage Obligation FMAC FGRM 4032AE 10/15/41 2041-10-15 2.250000 2370.56 2414.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-14 NC 2039-03-20 3.000000 795.80 833.48 Agency Collateralized Mortgage Obligation FNMA FNRM CL012CD R12F012 2042-02-25 3.500000 16000.00 16027.66 Agency Collateralized Mortgage Obligation FNMA FNRM RC126CP R11F126 2041-12-25 3.500000 39412.82 42383.61 Agency Collateralized Mortgage Obligation FNMA FNRM RC130NU R11F130 2041-12-25 4.000000 1987.87 2060.37 Agency Collateralized Mortgage Obligation FNMA FNRM CL147PA R11F147 2042-01-25 2.000000 16122.02 16505.70 Agency Collateralized Mortgage Obligation FNMA FNRM CL076CA R11F076 2041-08-25 4.000000 1390.26 1480.39 Agency Collateralized Mortgage Obligation FNMA FNRM CL064TH R99F064 2029-12-25 7.500000 17642.76 20067.96 Agency Collateralized Mortgage Obligation FNMA FNRM RC058PC R98F058 2028-10-25 6.500000 5797.36 6527.29 Agency Collateralized Mortgage Obligation FNMA FNRM CL017PD R01F017 2031-05-25 6.000000 797.39 887.29 Agency Collateralized Mortgage Obligation FNMA FXRM CL042EG R97F042 2027-07-18 8.000000 3511.48 3915.69 Agency Collateralized Mortgage Obligation FNMA FXRM CL046PL R97F046 2027-07-18 6.000000 2658.90 2896.11 Agency Collateralized Mortgage Obligation FNMA FNRM CL96B RT1994-96 2024-09-25 8.000000 1080.05 1178.67 Agency Collateralized Mortgage Obligation FMAC FGRM 3533GD 06/15/36 2036-06-15 4.500000 6559.39 7070.83 Agency Collateralized Mortgage Obligation FMAC FGRM 3518PG 03/15/39 2039-03-15 5.500000 3500.00 4046.75 Agency Collateralized Mortgage Obligation FMAC FGRM 3508PK 02/15/39 2039-02-15 4.000000 1801.40 1921.49 Agency Collateralized Mortgage Obligation FMAC FGRM 3469PE 07/15/38 2038-07-15 5.000000 776.23 843.67 Agency Collateralized Mortgage Obligation FMAC FGRM 3448AG 05/15/38 2038-05-15 5.000000 431.21 485.48 Agency Collateralized Mortgage Obligation FNMA FNRM CL027P R11F027 2040-09-25 2.500000 722.59 745.53 Agency Collateralized Mortgage Obligation FNMA FNRM RC149PQ R10F149 2040-11-25 3.500000 6028.45 6429.67 Agency Collateralized Mortgage Obligation FNMA FNRM CL032GL R09F032 2039-05-25 5.000000 1045.27 1138.68 Agency Collateralized Mortgage Obligation FNMA FNRM CL034GB R09F034 2039-05-25 4.000000 3000.00 3248.26 Agency Collateralized Mortgage Obligation FNMA FNRM CL053DQ R08F053 2038-07-25 5.500000 9313.66 9965.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-001 PB 2038-01-20 5.250000 13540.79 14891.52 Agency Collateralized Mortgage Obligation FNMA FNRM CL079ML R16F079 2045-09-25 2.500000 1685211.18 1758074.47 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-089 LP 2038-11-20 6.000000 222.37 245.63 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-097 LP 2038-12-20 5.500000 8126.09 8974.49 Agency Collateralized Mortgage Obligation FMAC FGRM 01589E 09/15/23 2023-09-15 6.250000 829.69 872.03 Agency Collateralized Mortgage Obligation FMAC FGRM 4002CQ 02/15/42 2042-02-15 3.500000 1082.57 1087.34 Agency Collateralized Mortgage Obligation FMAC FGRM 3893PU 07/15/41 2041-07-15 4.000000 1850.80 2008.46 Agency Collateralized Mortgage Obligation FMAC FGRM 1579PM 09/15/23 2023-09-15 6.700000 335.64 354.92 Agency Collateralized Mortgage Obligation FNMA FNRM CL064JK R03F064 2033-07-25 3.500000 5901.30 6352.69 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-071 JC 2038-08-20 5.500000 1272.28 1407.90 Agency Collateralized Mortgage Obligation GNMA GNRM 2021-044 CG 2051-03-20 1.250000 197839.22 196209.61 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-191 TN 2050-06-20 0.750000 1229918.18 1207039.44 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-152 AC 2049-11-20 2.250000 4476.89 4516.70 Agency Collateralized Mortgage Obligation GNMA GNRM 2019-06 PA 2049-05-20 2.500000 5273.68 5333.01 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-91 JK 2048-07-20 3.000000 383.74 382.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-047 ML 2038-06-16 5.250000 1535.42 1750.36 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-06 CD 2048-01-20 2.500000 989.15 990.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2017-162 PA 2047-03-20 3.000000 8013.73 8296.85 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-59 TA 2046-11-20 2.500000 18284.92 18345.68 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-46 YA 2046-10-20 2.000000 3414.09 3430.22 Agency Collateralized Mortgage Obligation FMAC FGRM 3858TU 05/15/41 2041-05-15 4.000000 6969.67 7176.27 Agency Collateralized Mortgage Obligation FMAC FGRM 3837MA 04/15/26 2026-04-15 4.000000 1252.56 1316.38 Agency Collateralized Mortgage Obligation FMAC FGRM 3830NB 02/15/39 2039-02-15 4.500000 1220.00 1254.74 Agency Collateralized Mortgage Obligation FMAC FGRM 3803PK 01/15/41 2041-01-15 4.500000 39365.64 41611.02 Agency Collateralized Mortgage Obligation FMAC FGRM 3793UA 06/15/33 2033-06-15 4.000000 3408.50 3672.27 Agency Collateralized Mortgage Obligation FMAC FGRM 3784PD 01/15/26 2026-01-15 4.000000 923.84 959.46 Agency Collateralized Mortgage Obligation FNMA FNRM CL60PJ RT94-60 2024-04-25 7.000000 98.09 104.00 Agency Collateralized Mortgage Obligation FNMA FNRM CL88PK RT94-88 2024-07-25 7.500000 1174.57 1274.79 Agency Collateralized Mortgage Obligation FNMA FNRM CL225UB RT93225 2023-12-25 6.500000 419.06 445.52 Agency Collateralized Mortgage Obligation FNMA FNRA CL40FC RT94-40 2024-03-25 0.591500 765.59 768.32 Agency Collateralized Mortgage Obligation FNMA FNRA CL247FM RT93247 2023-12-25 1.543000 7140.31 7230.90 Agency Collateralized Mortgage Obligation FMAC FGRM 2383PC 11/15/31 2031-11-15 5.500000 678.57 737.50 Agency Collateralized Mortgage Obligation FMAC FGRM 01530I 06/15/23 2023-06-15 7.000000 1355.14 1418.82 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-043 MB 2038-03-20 5.250000 2427.02 2694.12 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-050 KB 2038-06-20 6.000000 1497.51 1728.95 Agency Collateralized Mortgage Obligation FMAC FGRM 01459M 01/15/23 2023-01-15 7.500000 1290.60 1354.75 Agency Collateralized Mortgage Obligation GNMA GNRM 2007-70 TB 2037-11-20 5.750000 827.09 931.51 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-03 BH 2042-06-20 2.500000 13890.34 13535.57 Agency Collateralized Mortgage Obligation FNMA FNRM CL035AB R10F035 2049-11-25 5.000000 9896.12 10896.20 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-068 AJ 2040-06-16 5.000000 10141.52 11218.41 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-116 ME 2040-04-20 4.000000 6278.45 6207.96 Agency Collateralized Mortgage Obligation GNMA GNRM 2014-144 ML 2044-09-20 3.000000 8076.41 8488.47 Agency Collateralized Mortgage Obligation FMAC FGRM 3777NX 02/15/40 2040-02-15 4.500000 2472.06 2522.45 Agency Collateralized Mortgage Obligation FMAC FGRM 3725CD 05/15/40 2040-05-15 2.250000 64518.69 66308.47 Agency Collateralized Mortgage Obligation FMAC FGRM 3710GB 08/15/25 2025-08-15 4.000000 28437.56 29789.72 Agency Collateralized Mortgage Obligation FMAC FGRM 3699LC 03/15/40 2040-03-15 4.000000 444.18 462.37 Agency Collateralized Mortgage Obligation FNMA FNRM CL045NB R20F045 2050-07-25 1.500000 259992.00 222903.19 Agency Collateralized Mortgage Obligation FNMA FNRM RC002JD R20F002 2050-02-25 2.500000 31776.13 32492.36 Agency Collateralized Mortgage Obligation FNMA FNRM CL047QA R19F047 2049-06-25 3.000000 28605.49 29940.81 Agency Collateralized Mortgage Obligation FNMA FNRM CL037HE R19F037 2049-07-25 3.000000 30000.00 31903.13 Agency Collateralized Mortgage Obligation FNMA FNRM CL084CA R18F084 2045-11-25 4.000000 27511.56 27955.03 Agency Collateralized Mortgage Obligation FNMA FNRM CL009HL R19F009 2048-01-25 3.500000 1377208.36 1441820.71 Agency Collateralized Mortgage Obligation FNMA FNRM RC011KE R18F011 2048-03-25 2.000000 10030.96 10263.09 Agency Collateralized Mortgage Obligation FNMA FNRM RC090WA R17F090 2046-10-25 3.000000 39246.42 40682.28 Agency Collateralized Mortgage Obligation FNMA FNRM RC072GH R17F072 2047-08-25 2.500000 9491.04 9512.23 Agency Collateralized Mortgage Obligation FNMA FNRM RC015PE R17F015 2046-04-25 3.500000 68811.94 72471.39 Agency Collateralized Mortgage Obligation FNMA FNRM CL044AH R03F044 2033-06-25 4.000000 6513.24 7081.87 Agency Collateralized Mortgage Obligation FNMA FNRM CL055CD R03F055 2023-06-25 5.000000 2639.62 2733.69 Agency Collateralized Mortgage Obligation FNMA FNRM CL035UN R03F035 2033-05-25 4.250000 9490.85 10054.06 Agency Collateralized Mortgage Obligation FNMA FNRM CL032UD R03F032 2033-05-25 4.000000 4963.70 5396.39 Agency Collateralized Mortgage Obligation FNMA FNRM CL033PT R03F033 2033-05-25 4.500000 476.40 520.96 Agency Collateralized Mortgage Obligation FNMA FNRM CL025KP R03F025 2033-04-25 5.000000 2657.50 2962.37 Agency Collateralized Mortgage Obligation FNMA FNRM CL026JA R03F026 2033-04-25 3.000000 209.85 216.59 Agency Collateralized Mortgage Obligation FNMA FNRM RC043PE R03F043 2033-05-25 5.500000 943.25 1059.85 Agency Collateralized Mortgage Obligation FNMA FNRM CL043YA R03F043 2033-03-25 4.000000 153.45 154.55 Agency Collateralized Mortgage Obligation FMAC FGRM 2497JH 09/15/32 2032-09-15 6.000000 347.90 396.15 Agency Collateralized Mortgage Obligation FMAC FGRM 2494EJ 09/15/32 2032-09-15 6.000000 753.03 861.39 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-045 EJ 2039-06-16 4.000000 3635.27 3978.38 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-042 BP 2039-06-20 4.000000 5741.05 6210.33 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-032 AB 2039-05-16 4.000000 874.85 946.09 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-022 JL 2039-04-20 4.000000 787.61 834.09 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-017 EC 2038-08-16 4.000000 33000.00 34636.84 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-011 AP 2039-02-16 4.500000 1347.52 1473.81 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-008 NE 2039-02-16 4.500000 5343.69 5954.69 Agency Collateralized Mortgage Obligation FMAC FGRM 2631DB 06/15/33 2033-06-15 5.000000 5000.00 5808.17 Agency Collateralized Mortgage Obligation FMAC FGRM 2579PD 03/15/33 2033-03-15 5.500000 1065.73 1187.38 Agency Collateralized Mortgage Obligation FNMA FNRM CL074PJ R03F074 2033-08-25 3.500000 583.95 623.69 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-60 MW 2033-07-16 4.500000 31954.48 34186.41 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-03 PC 2033-11-20 5.500000 1283.07 1421.07 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-109 WC 2034-12-20 5.000000 1385.28 1426.17 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-047 LT 2039-06-20 5.000000 2852.61 3189.76 Agency Collateralized Mortgage Obligation FMAC FGRM 4347KT 06/15/44 2044-06-15 3.500000 1282620.97 1449254.52 Agency Collateralized Mortgage Obligation FNMA FNRM CL135PK R11F135 2040-05-25 4.500000 637.01 654.26 Agency Collateralized Mortgage Obligation FNMA FNRM RC146EY R11F146 2042-01-25 4.000000 2030.03 2232.36 Agency Collateralized Mortgage Obligation FMAC FGRM 1591PK 10/15/23 2023-10-15 6.350000 2016.85 2131.89 Agency Collateralized Mortgage Obligation FMAC FGRM 01603K 10/15/23 2023-10-15 6.500000 1473.15 1555.09 Agency Collateralized Mortgage Obligation FMAC FGRM 1577PV 09/15/23 2023-09-15 6.500000 733.20 776.73 Agency Collateralized Mortgage Obligation FMAC FGRM 1577PK 09/15/23 2023-09-15 6.500000 39.24 41.29 Agency Collateralized Mortgage Obligation FMAC FGRM 01584L 09/15/23 2023-09-15 6.500000 3006.05 3176.01 Agency Collateralized Mortgage Obligation FMAC FGRM 01578K 09/15/23 2023-09-15 6.900000 1231.82 1301.10 Agency Collateralized Mortgage Obligation FNMA FNRM CL058GL R03F058 2033-07-25 3.500000 5298.14 5678.11 Agency Collateralized Mortgage Obligation GNMA GNRM 2018-014 P 2046-08-20 2.250000 253874.83 262866.95 Agency Collateralized Mortgage Obligation FMAC FGRM 1482PI 03/15/23 2023-03-15 7.000000 994.89 1040.44 Agency Collateralized Mortgage Obligation FMAC FRRM G005HA 02/25/23 2023-02-25 7.500000 43.71 45.24 Agency Collateralized Mortgage Obligation FMAC FGRM 01397G 10/15/22 2022-10-15 7.000000 52.42 53.88 Agency Collateralized Mortgage Obligation FMAC FGRM 01395G 10/15/22 2022-10-15 6.000000 227.31 234.06 Agency Collateralized Mortgage Obligation FMAC FGRM 01384D 09/15/22 2022-09-15 7.000000 410.35 421.51 Agency Collateralized Mortgage Obligation FMAC FGRM 1367KA 09/15/22 2022-09-15 6.500000 24.77 25.56 Agency Collateralized Mortgage Obligation FMAC FGRM 1351TE 08/15/22 2022-08-15 7.000000 58.79 60.37 Agency Collateralized Mortgage Obligation FMAC FGRM 01303L 06/15/22 2022-06-15 8.250000 0.19 0.20 Agency Collateralized Mortgage Obligation FMAC FGRM 4114PK 10/15/42 2042-10-15 3.500000 5198.58 5264.59 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-047 MB 2039-06-20 5.000000 20667.45 23308.31 Agency Collateralized Mortgage Obligation GNMA GNRM 2006-064 LH 2036-11-20 5.500000 1847.89 2027.97 Agency Collateralized Mortgage Obligation GNMA GNRM 2006-064 PH 2036-11-20 5.500000 8908.13 9790.69 Agency Collateralized Mortgage Obligation FMAC FGRM 2457PE 06/15/32 2032-06-15 6.500000 14921.23 17388.50 Agency Collateralized Mortgage Obligation FNMA FNRM CL019MK R03F019 2033-03-25 4.250000 3226.00 3495.10 Agency Collateralized Mortgage Obligation FNMA FNRM CL063TC R01F063 2031-12-25 6.000000 1163.49 1332.78 Agency Collateralized Mortgage Obligation FNMA FNRM RC064QH R01F064 2031-11-25 6.000000 751.45 852.46 Agency Collateralized Mortgage Obligation FNMA FNRM CL060PX R01F060 2031-11-25 6.000000 19790.82 22513.68 Agency Collateralized Mortgage Obligation FMAC FGRM 3737GB 04/15/39 2039-04-15 4.500000 1471.90 1503.42 Agency Collateralized Mortgage Obligation FNMA FNRM CL202J RT93-202 2023-11-25 6.500000 2787.91 2928.17 Agency Collateralized Mortgage Obligation FNMA FNRM CL03PL RT94-03 2024-01-25 5.500000 586.07 617.67 Agency Collateralized Mortgage Obligation FNMA FNRM CL203PL RT93203 2023-10-25 6.500000 10906.56 11555.14 Agency Collateralized Mortgage Obligation FNMA FNRM CL119H RT93-119 2023-07-25 6.500000 1111.09 1167.55 Agency Collateralized Mortgage Obligation FNMA FNRM CL127H RT93-127 2023-07-25 6.500000 123.62 129.38 Agency Collateralized Mortgage Obligation FNMA FNRM CL122E RT93-122 2023-07-25 6.500000 1340.02 1408.09 Agency Collateralized Mortgage Obligation FNMA FNRM CL77L RT1993-77 2023-06-25 7.000000 289.03 302.61 Agency Collateralized Mortgage Obligation FNMA FNRM CL105D RT93-105 2023-06-25 6.500000 728.73 761.15 Agency Collateralized Mortgage Obligation FNMA FNRM CL66H RT1993-66 2023-05-25 7.000000 1538.96 1609.56 Agency Collateralized Mortgage Obligation FNMA FNRM CL017K RT93-G17 2023-04-25 7.000000 107.26 111.32 Agency Collateralized Mortgage Obligation GNMA GNRM 2005-41 PA 2035-05-20 4.000000 9841.83 10705.81 Agency Collateralized Mortgage Obligation GNMA GNRM 2005-073 PG 2035-05-20 5.000000 1104.75 1113.18 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-11 UA 2046-08-20 3.500000 2570960.32 2705885.46 Agency Collateralized Mortgage Obligation GNMA GNRM 2016-046 JE 2045-11-20 2.500000 571203.18 588865.86 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-99 AK 2045-07-20 3.000000 129.37 124.91 Agency Collateralized Mortgage Obligation GNMA GNRM 2015-103 CP 2045-07-20 2.000000 900.15 923.48 Agency Collateralized Mortgage Obligation GNMA GNRM 2013-081 UT 2043-05-20 2.500000 624.41 626.88 Agency Collateralized Mortgage Obligation GNMA GNRM 2013-088 QE 2043-06-20 2.500000 753.82 757.23 Agency Collateralized Mortgage Obligation GNMA GNRM 2013-23 LC 2042-08-20 2.500000 1069.48 1083.41 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-127 GB 2042-10-16 2.000000 1000.00 971.73 Agency Collateralized Mortgage Obligation GNMA GNRM 2013-022 GA 2041-10-20 2.500000 10254.92 10357.60 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-032 GB 2041-10-16 3.500000 6566.13 6699.42 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-039 GA 2040-10-16 3.000000 53664.00 55809.04 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-013 HL 2042-01-20 3.000000 168.99 169.77 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-006 TA 2042-01-20 2.000000 34773.15 34432.27 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-013 PD 2041-01-20 4.500000 2000.00 2257.37 Agency Collateralized Mortgage Obligation GNMA GNRM 2005-013 AG 2034-12-20 5.000000 2522.91 2645.84 Agency Collateralized Mortgage Obligation GNMA GNRM 2005-17 GE 2035-02-20 5.000000 4616.50 5168.99 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-105 KA 2034-12-16 5.000000 2442.21 2664.73 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-88 MG 2034-10-20 5.000000 11790.99 13154.14 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-080 PE 2034-07-20 5.000000 5831.86 6433.35 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-37 PE 2034-05-20 5.500000 12336.79 13946.82 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-034 QL 2034-05-16 5.500000 1000.00 1166.79 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-19 KE 2034-03-16 5.000000 9470.08 10535.21 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-017 HG 2033-12-20 4.500000 585.05 610.20 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-02 BU 2034-01-16 5.500000 2067.82 2235.10 Agency Collateralized Mortgage Obligation FNMA FNRM CL120A RT92-120 2022-07-25 6.000000 0.77 0.79 Agency Collateralized Mortgage Obligation FNMA FNRM CL029J RT92-G29 2022-07-25 8.000000 0.23 0.23 Agency Collateralized Mortgage Obligation FNMA FNRM CL31M RT1992-31 2022-03-25 7.750000 0.91 0.93 Agency Collateralized Mortgage Obligation FMAC FGRM 2318MD 05/15/31 2031-05-15 6.000000 22998.22 25770.34 Agency Collateralized Mortgage Obligation FMAC FGRM 2306PL 04/15/31 2031-04-15 6.000000 519.18 582.44 Agency Collateralized Mortgage Obligation FMAC FGRM 2162PH 06/15/29 2029-06-15 6.000000 540.82 600.65 Agency Collateralized Mortgage Obligation FMAC FGRM 2156TA 05/15/29 2029-05-15 6.250000 7018.23 7484.16 Agency Collateralized Mortgage Obligation FMAC FGRM 2132PE 03/15/29 2029-03-15 6.000000 909.30 1014.60 Agency Collateralized Mortgage Obligation FMAC FGRM 3306PE 04/15/37 2037-04-15 5.500000 1057.00 1194.87 Agency Collateralized Mortgage Obligation FMAC FGRM 3279PE 02/15/37 2037-02-15 5.500000 1200.65 1354.39 Agency Collateralized Mortgage Obligation FMAC FGRM 3258JE 12/15/36 2036-12-15 5.500000 1671.11 1815.26 Agency Collateralized Mortgage Obligation FMAC FGRM 3237CB 07/15/36 2036-07-15 5.500000 1243.81 1275.11 Agency Collateralized Mortgage Obligation FMAC FGRM 3213JE 09/15/36 2036-09-15 6.000000 177.92 206.54 Agency Collateralized Mortgage Obligation FNMA FNRM CL017BE R08F017 2037-10-25 5.500000 222.02 271.02 Agency Collateralized Mortgage Obligation FNMA FNRM CL051CP R07F051 2037-06-25 5.500000 1314.03 1502.72 Agency Collateralized Mortgage Obligation FNMA FNRM RC033HE R07F033 2037-04-25 5.500000 1843.97 2109.94 Agency Collateralized Mortgage Obligation FNMA FNRM CL032KT R07F032 2037-04-25 5.500000 2362.85 2669.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-146 HB 2040-11-16 3.750000 1318.86 1348.95 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-34 YL 2040-10-20 4.500000 1000.00 1168.16 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-117 GK 2039-10-20 3.500000 1022.67 1032.39 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-043 NW 2039-08-20 4.000000 599.74 608.18 Agency Collateralized Mortgage Obligation FNMA FNRM CL151WA R12F151 2042-05-25 2.500000 697.18 698.54 Agency Collateralized Mortgage Obligation FNMA FNRM CL120QB R12F120 2042-08-25 2.500000 2000.00 1870.22 Agency Collateralized Mortgage Obligation FNMA FNRM RC111PC R12F111 2042-06-25 2.000000 52840.65 54327.75 Agency Collateralized Mortgage Obligation FNMA FNRM CL102HA R12F102 2042-02-25 2.000000 111932.80 114849.22 Agency Collateralized Mortgage Obligation FNMA FNRM CL098CA R12F098 2042-02-25 3.000000 1750.85 1787.57 Agency Collateralized Mortgage Obligation FNMA FNRM CL084JK R12F084 2042-08-25 2.500000 16966.12 16231.85 Agency Collateralized Mortgage Obligation FNMA FNRM CL079UA R12F079 2042-07-25 2.000000 2326.28 2270.17 Agency Collateralized Mortgage Obligation FNMA FNRM RC068HM R12F068 2042-01-25 3.000000 1802.30 1859.46 Agency Collateralized Mortgage Obligation FNMA FNRM CL069MC R12F069 2042-07-25 3.000000 5365.20 5397.26 Agency Collateralized Mortgage Obligation FNMA FNRM CL019HB R12F019 2042-01-25 4.000000 705.80 742.47 Agency Collateralized Mortgage Obligation FNMA FNRM CL022PA R12F022 2040-11-25 2.000000 24778.84 24873.33 Agency Collateralized Mortgage Obligation FNMA FNRM CL038JE R12F038 2042-04-25 3.250000 4042.89 4281.67 Agency Collateralized Mortgage Obligation FNMA FNRM CL038MC R12F038 2042-04-25 3.000000 2000.00 1986.25 Agency Collateralized Mortgage Obligation FNMA FNRM CL034PB R12F034 2032-01-25 2.000000 10349.60 10609.36 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-006 AG 2039-11-20 4.000000 78238.18 83009.79 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-004 PD 2039-01-16 3.000000 562.94 585.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2010-090 LE 2040-07-16 4.500000 5526.08 5556.63 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-106 HA 2039-11-16 4.000000 1509.88 1651.95 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-100 AP 2039-05-16 4.000000 672.85 675.90 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-066 EJ 2039-07-16 4.000000 4199.49 4409.07 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-81 PW 2039-09-20 5.000000 1000.00 1149.68 Agency Collateralized Mortgage Obligation FNMA FNRM CL047PA R09F047 2039-07-25 4.500000 1267.70 1283.97 Agency Collateralized Mortgage Obligation FNMA FNRM CL022A R07F022 2037-03-25 5.500000 163.05 178.78 Agency Collateralized Mortgage Obligation FMAC FGRM 3151UD 05/15/36 2036-05-15 5.500000 8657.43 9765.70 Agency Collateralized Mortgage Obligation FNMA FNRM RC103CA R06F103 2036-10-25 5.750000 780.64 898.41 Agency Collateralized Mortgage Obligation FNMA FNRM RC077PC R06F077 2036-08-25 6.500000 21046.26 24149.07 Agency Collateralized Mortgage Obligation FMAC FGRM 3133TE 03/15/36 2036-03-15 6.000000 2098.18 2392.94 Agency Collateralized Mortgage Obligation FMAC FGRM 3107YD 02/15/36 2036-02-15 5.500000 581.65 607.87 Agency Collateralized Mortgage Obligation FMAC FGRM 3107YA 02/15/36 2036-02-15 5.500000 212.39 224.79 Agency Collateralized Mortgage Obligation FNMA FNRM CL016K RT93-G16 2023-04-25 5.000000 139.24 143.14 Agency Collateralized Mortgage Obligation FNMA FNRM CL61KC RT93-61 2023-05-25 7.000000 7.37 7.74 Agency Collateralized Mortgage Obligation FNMA FNRM CL002KA RT93G02 2023-01-25 7.500000 759.32 790.64 Agency Collateralized Mortgage Obligation FNMA FNRM CL066KB RT92G66 2022-12-25 7.000000 5.46 5.63 Agency Collateralized Mortgage Obligation FNMA FNRM CL01HA RT93-01 2023-01-25 8.000000 93.18 98.31 Agency Collateralized Mortgage Obligation FMAC FGRM 2108CB 12/15/28 2028-12-15 6.250000 1366.84 1456.55 Agency Collateralized Mortgage Obligation FMAC FGRM 2091PG 11/15/28 2028-11-15 6.000000 1339.02 1488.68 Agency Collateralized Mortgage Obligation FMAC FGRM 2086PJ 09/15/28 2028-09-15 6.500000 725.08 818.27 Agency Collateralized Mortgage Obligation FMAC FGRM 01747K 09/15/24 2024-09-15 8.000000 195.64 213.30 Agency Collateralized Mortgage Obligation FMAC FRRM 0G027D 03/25/24 2024-03-25 7.000000 1411.66 1501.38 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-092 DA 2039-09-16 4.500000 646.10 699.17 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-075 N 2039-06-20 4.000000 492.71 515.82 Agency Collateralized Mortgage Obligation GNMA GNRM 2009-96 PB 2039-10-20 4.000000 2000.00 2187.98 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-089 TB 2038-11-20 5.500000 3018.46 3307.08 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-077 PH 2038-09-20 5.500000 2000.00 2303.39 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-077 PG 2038-08-20 5.500000 1661.08 1778.90 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-069 PE 2038-08-20 5.750000 15000.00 17919.12 Agency Collateralized Mortgage Obligation FNMA FNRM RC132PD R12F132 2042-10-25 2.000000 107516.90 110101.08 Agency Collateralized Mortgage Obligation FNMA FNRM CL139GA R12F139 2042-11-25 2.500000 1555.51 1515.07 Agency Collateralized Mortgage Obligation FNMA FNRM CL129HT R12F129 2032-12-25 2.000000 4385.43 4394.51 Agency Collateralized Mortgage Obligation FNMA FNRM CL152TA R12F152 2042-09-25 2.500000 33507.87 34119.82 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-57 KU 2041-05-20 4.000000 90331.49 99045.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-140 YC 2041-09-16 3.500000 5000.00 5178.00 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-136 GA 2040-05-20 2.000000 556.97 564.75 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-093 YB 2041-05-20 4.000000 1842.60 1814.46 Agency Collateralized Mortgage Obligation GNMA GNRM 2012-136 HB 2042-11-20 2.000000 10000.00 8904.78 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-063 PE 2038-07-20 5.500000 16306.96 18439.64 Agency Collateralized Mortgage Obligation GNMA GNRM 2011-057 BA 2040-05-20 3.000000 2440.81 2512.95 Agency Collateralized Mortgage Obligation FNMA FNRM CL019HA R14F019 2040-06-25 2.000000 9499.90 9668.18 Agency Collateralized Mortgage Obligation FNMA FNRM CL075MA R13F075 2043-07-25 3.000000 2633.01 2571.65 Agency Collateralized Mortgage Obligation FNMA FNRM CL067HK R13F067 2043-07-25 2.500000 47824.21 48419.42 Agency Collateralized Mortgage Obligation FNMA FNRM CL026LT R13F026 2043-04-25 2.500000 598.73 600.90 Agency Collateralized Mortgage Obligation FNMA FNRM RC035QB R13F035 2043-02-25 1.750000 150043.64 152224.03 Agency Collateralized Mortgage Obligation FNMA FNRM CL032MG R13F032 2042-09-25 2.250000 5782.49 5902.41 Agency Collateralized Mortgage Obligation FNMA FNRM CL031NT R13F031 2043-04-25 3.000000 2697.03 2723.67 Agency Collateralized Mortgage Obligation FMAC FRRM G023PK 11/25/23 2023-11-25 6.000000 1663.87 1751.19 Agency Collateralized Mortgage Obligation FMAC FGRM 1630PK 11/15/23 2023-11-15 6.000000 1401.74 1475.19 Agency Collateralized Mortgage Obligation FMAC FGRM 3081CQ 12/15/35 2035-12-15 5.500000 2988.59 3345.88 Agency Collateralized Mortgage Obligation FMAC FGRM 3035PA 09/15/35 2035-09-15 5.500000 985.84 1108.90 Agency Collateralized Mortgage Obligation FMAC FGRM 3033WY 09/15/35 2035-09-15 5.500000 4093.22 4558.79 Agency Collateralized Mortgage Obligation FNMA FNRM CL084JC R12F084 2042-08-25 3.000000 5600.09 5335.86 Agency Collateralized Mortgage Obligation FNMA FNRM RC093TY R12F093 2042-06-25 2.000000 4861.02 4931.63 Agency Collateralized Mortgage Obligation FNMA FNRM CL122MA R12F122 2042-10-25 2.000000 558.38 533.28 Agency Collateralized Mortgage Obligation FNMA FNRM CL002YG R13F002 2043-02-25 2.500000 13000.00 12302.98 Agency Collateralized Mortgage Obligation FNMA FNRM CL144NH R12F144 2042-12-25 2.500000 10000.00 9658.42 Agency Collateralized Mortgage Obligation FNMA FNRM RC007C R13F007 2043-02-25 2.500000 4442.45 4334.15 Agency Collateralized Mortgage Obligation FNMA FNRM CL034WT R13F034 2043-04-25 3.000000 911.16 920.89 Agency Collateralized Mortgage Obligation FNMA FNRM CL026CP R13F026 2040-10-25 3.000000 12000.00 12170.48 Agency Collateralized Mortgage Obligation FNMA FNRM CL072YC R13F072 2033-07-25 3.000000 3000.00 2958.59 Agency Collateralized Mortgage Obligation FNMA FNRM RC075PD R13F075 2043-04-25 3.000000 79860.21 84653.40 Agency Collateralized Mortgage Obligation FMAC FGRM 01286F 05/15/22 2022-05-15 7.000000 18.04 18.30 Agency Collateralized Mortgage Obligation FMAC FGRM 01310J 06/15/22 2022-06-15 8.000000 166.49 171.54 Agency Collateralized Mortgage Obligation FMAC FGRM 01406L 11/15/22 2022-11-15 7.500000 340.04 352.06 Agency Collateralized Mortgage Obligation FMAC FGRM 01391D 10/15/22 2022-10-15 6.000000 7.01 7.19 Agency Collateralized Mortgage Obligation FMAC FGRM 01392D 10/15/22 2022-10-15 7.000000 157.41 162.08 Agency Collateralized Mortgage Obligation FNMA FNRM CL033DP R13F033 2042-08-25 2.000000 61495.98 62753.89 Agency Collateralized Mortgage Obligation FNMA FNRM CL016GP R13F016 2033-03-25 3.000000 831.91 868.51 Agency Collateralized Mortgage Obligation FNMA FNRM CL019UK R13F019 2043-03-25 2.500000 5646.58 5653.67 Agency Collateralized Mortgage Obligation FNMA FNRM RC010NH R13F010 2043-02-25 2.500000 110.13 112.31 Agency Collateralized Mortgage Obligation FNMA FNRM CL013WH R13F013 2043-03-25 3.500000 17000.00 17206.17 Agency Collateralized Mortgage Obligation FNMA FNRM CL014EB R13F014 2042-12-25 3.000000 4000.00 4137.31 Agency Collateralized Mortgage Obligation FNMA FNRM CL014ET R13F014 2042-09-25 3.000000 1749.92 1755.17 Agency Collateralized Mortgage Obligation FNMA FNRM CL144MA R12F144 2042-03-25 2.500000 1079.56 1095.38 Agency Collateralized Mortgage Obligation FNMA FNRM CL144NJ R12F144 2042-12-25 2.500000 9000.00 7749.06 Agency Collateralized Mortgage Obligation FNMA FNRM CL150KA R12F150 2043-01-25 1.750000 246471.74 245875.21 Agency Collateralized Mortgage Obligation FNMA FNRM CL011TC R13F011 2043-01-25 2.500000 4000.00 4038.57 Agency Collateralized Mortgage Obligation FNMA FNRM CL133KT R12F133 2042-07-25 2.500000 1223.23 1226.16 Agency Collateralized Mortgage Obligation FNMA FNRM CL091CD R16F091 2046-12-25 2.500000 953.72 956.16 Agency Collateralized Mortgage Obligation FNMA FNRM CL083UK R16F083 2046-11-25 2.500000 474.13 438.79 Agency Collateralized Mortgage Obligation FNMA FNRM CL085BD R16F085 2046-11-25 2.500000 36303.10 34621.93 Agency Collateralized Mortgage Obligation FNMA FNRM CL062KA R16F062 2046-09-25 2.500000 3811.56 3753.26 Agency Collateralized Mortgage Obligation FNMA FNRM CL054EA R16F054 2046-08-25 2.500000 1096.14 1101.59 Agency Collateralized Mortgage Obligation FNMA FNRM CL054PA R16F054 2044-02-25 3.000000 3690.51 3728.83 Agency Collateralized Mortgage Obligation FNMA FNRM CL042TE R16F042 2046-05-25 2.500000 2646.45 2658.14 Agency Collateralized Mortgage Obligation FNMA FNRM CL046UP R16F046 2044-11-25 3.000000 224217.14 235058.63 Agency Collateralized Mortgage Obligation FNMA FNRM CL039CD R16F039 2046-07-25 2.500000 1077.81 1095.41 Agency Collateralized Mortgage Obligation FNMA FNRM CL040KA R16F040 2046-07-25 2.500000 124243.21 126905.60 Agency Collateralized Mortgage Obligation FNMA FNRM CL056AU R15F056 2045-08-25 3.250000 2101.78 2145.12 Agency Collateralized Mortgage Obligation FMAC FGRM 01481L 03/15/23 2023-03-15 7.500000 20.06 20.98 Agency Collateralized Mortgage Obligation FMAC FGRM 1543VN 07/15/23 2023-07-15 7.000000 647.63 681.85 Agency Collateralized Mortgage Obligation FMAC FGRM 01643E 05/15/23 2023-05-15 6.500000 790.81 842.25 Agency Collateralized Mortgage Obligation FMAC FGRM 01721K 05/15/24 2024-05-15 7.500000 1082.20 1151.08 Agency Collateralized Mortgage Obligation FMAC FGRM 2030PC 02/15/28 2028-02-15 6.500000 107.37 119.66 Agency Collateralized Mortgage Obligation FMAC FGRM 2104PG 12/15/28 2028-12-15 6.000000 539.37 602.33 Agency Collateralized Mortgage Obligation FMAC FGRM 2103TE 12/15/28 2028-12-15 6.000000 1970.96 2219.28 Agency Collateralized Mortgage Obligation FNMA FNRM CL129L RT92-129 2022-07-25 6.000000 51.23 52.20 Agency Collateralized Mortgage Obligation FNMA FNRM CL059D RT92-G59 2022-10-25 6.000000 78.24 79.97 Agency Collateralized Mortgage Obligation FNMA FNRM CL010J RT93-G10 2023-03-25 5.000000 294.97 301.48 Agency Collateralized Mortgage Obligation FNMA FNRM CL003K RT93-G03 2023-02-25 7.000000 681.51 703.87 Agency Collateralized Mortgage Obligation FNMA FNRM CL32H RT1993-32 2023-03-25 6.000000 138.95 144.61 Agency Collateralized Mortgage Obligation FNMA FNRM CL125L RT92-125 2022-08-25 7.000000 179.14 183.99 Agency Collateralized Mortgage Obligation FNMA FNRM CL113PK RT93113 2023-07-25 6.500000 71.86 75.51 Agency Collateralized Mortgage Obligation FNMA FNRM CL183KA RT93183 2023-10-25 6.500000 791.40 832.81 Agency Collateralized Mortgage Obligation FNMA FNRM CL208K RT93-208 2023-11-25 6.500000 1873.37 1983.29 Agency Collateralized Mortgage Obligation FNMA FNRM CL255E RT93-255 2023-12-25 7.100000 493.15 521.45 Agency Collateralized Mortgage Obligation FNMA FNRM CL30K RT1994-30 2024-02-25 6.500000 321.00 341.63 Agency Collateralized Mortgage Obligation FNMA FNRM CL55H RT1994-55 2024-03-25 7.000000 546.22 586.48 Agency Collateralized Mortgage Obligation FNMA FNRM CL048QB R15F048 2043-02-25 3.000000 6520.68 6733.70 Agency Collateralized Mortgage Obligation FNMA FNRM RC017KU R15F017 2041-12-25 2.500000 2559.97 2390.55 Agency Collateralized Mortgage Obligation FNMA FNRM CL008AP R15F008 2045-03-25 2.000000 144130.85 148103.54 Agency Collateralized Mortgage Obligation FNMA FNRM CL018NA R15F018 2045-04-25 3.000000 426.67 402.44 Agency Collateralized Mortgage Obligation FNMA FNRM CL070KP R14F070 2044-03-25 3.500000 1077.88 1143.83 Agency Collateralized Mortgage Obligation FNMA FNRM RC072KA R14F072 2044-10-25 3.000000 5300.21 5490.91 Agency Collateralized Mortgage Obligation FNMA FNRM CL089HA R16F089 2046-12-25 3.000000 473982.73 505662.15 Agency Collateralized Mortgage Obligation FNMA FNRM RC094MN R16F094 2045-05-25 2.500000 1424496.45 1479369.32 Agency Collateralized Mortgage Obligation FNMA FNRM RC024CD R16F024 2046-02-25 1.750000 222370.15 223955.37 Agency Collateralized Mortgage Obligation FNMA FNRM CL083P R14F083 2043-06-25 3.000000 2742353.13 2878888.49 Agency Collateralized Mortgage Obligation GNMA GNRM 2004-026 GE 2034-04-16 5.000000 11446.18 12667.07 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-03 AL 2030-12-16 4.000000 6984.62 7473.40 Agency Collateralized Mortgage Obligation FMAC FGRM 3002YD 07/15/25 2025-07-15 4.500000 28751.22 30413.56 Agency Collateralized Mortgage Obligation FMAC FGRM 2986EC 06/15/35 2035-06-15 5.000000 456.74 512.73 Agency Collateralized Mortgage Obligation FMAC FGRM 2962TN 03/15/35 2035-03-15 4.750000 615.71 655.82 Agency Collateralized Mortgage Obligation FMAC FGRM 2960TW 04/15/35 2035-04-15 5.500000 1728.83 1934.45 Agency Collateralized Mortgage Obligation FMAC FGRM 2952PA 02/15/35 2035-02-15 5.000000 595.96 643.68 Agency Collateralized Mortgage Obligation FMAC FGRM 2922QG 02/15/35 2035-02-15 5.000000 17573.77 19544.40 Agency Collateralized Mortgage Obligation FMAC FGRM 2935HJ 02/15/35 2035-02-15 5.000000 629.98 708.12 Agency Collateralized Mortgage Obligation FMAC FGRM 2915KU 01/15/35 2035-01-15 5.000000 1259.38 1414.14 Agency Collateralized Mortgage Obligation FMAC FGRM 2893PE 11/15/34 2034-11-15 5.000000 1063.85 1199.81 Agency Collateralized Mortgage Obligation FNMA FNRM CL046UN R06F046 2036-06-25 6.250000 1258.93 1407.70 Agency Collateralized Mortgage Obligation FMAC FGRM 2810ME 06/15/34 2034-06-15 5.500000 5342.96 5970.33 Agency Collateralized Mortgage Obligation FMAC FGRM 2806CG 06/15/34 2034-06-15 6.000000 339.38 370.07 Agency Collateralized Mortgage Obligation FMAC FERM 4949DG 04/25/49 2049-04-25 2.000000 1499966.68 1542843.39 Agency Collateralized Mortgage Obligation FMAC FERM 4926BP 10/25/49 2049-10-25 3.000000 1418718.45 1486284.44 Agency Collateralized Mortgage Obligation FNMA FNRM CL035E RT92-G35 2022-07-25 7.500000 487.08 500.24 Agency Collateralized Mortgage Obligation FMAC FGRM 01761K 11/15/24 2024-11-15 8.500000 2124.22 2274.34 Agency Collateralized Mortgage Obligation FMAC FGRM 1681PK 03/15/24 2024-03-15 7.000000 315.42 336.66 Agency Collateralized Mortgage Obligation FMAC FRRM 0G030I 04/25/24 2024-04-25 7.500000 112304.54 119405.64 Agency Collateralized Mortgage Obligation FMAC FRRM 0G020H 10/25/23 2023-10-25 5.500000 50.93 53.19 Agency Collateralized Mortgage Obligation FMAC FGRM 01508I 05/15/23 2023-05-15 7.500000 38.46 40.63 Agency Collateralized Mortgage Obligation FNMA FNRM CL013ME R13F013 2043-03-25 4.000000 9000.00 10704.30 Agency Collateralized Mortgage Obligation FNMA FNRM RC014QE R13F014 2043-03-25 1.750000 153230.86 155540.16 Agency Collateralized Mortgage Obligation FMAC FGRM 01671L 02/15/24 2024-02-15 7.000000 2186.66 2293.17 Agency Collateralized Mortgage Obligation FMAC FGRM 01644K 12/15/23 2023-12-15 6.750000 1368.89 1442.78 Agency Collateralized Mortgage Obligation FNMA FNRM CL052MD R13F052 2043-06-25 1.250000 124227.05 122042.88 Agency Collateralized Mortgage Obligation FNMA FNRM RC123DH R13F123 2043-05-25 3.000000 8661.21 8729.34 Agency Collateralized Mortgage Obligation FNMA FNRM RC132MD R12F132 2042-04-25 2.000000 1174.29 1184.08 Agency Collateralized Mortgage Obligation FMAC FGRM 01748C 09/15/24 2024-09-15 8.000000 15.77 16.95 Agency Collateralized Mortgage Obligation FMAC FGRM 01759H 10/15/24 2024-10-15 8.500000 2077.49 2298.37 Agency Collateralized Mortgage Obligation FMAC FGRM 1771PL 02/15/25 2025-02-15 8.000000 1231.62 1352.00 Agency Collateralized Mortgage Obligation FMAC FGRM 01788A 01/15/23 2023-01-15 7.500000 407.35 423.83 Agency Collateralized Mortgage Obligation FNMA FNRM CL035EB RT92G35 2022-07-25 7.500000 1.72 1.77 Agency Collateralized Mortgage Obligation FNMA FNRM CL136PK RT92136 2022-08-25 6.000000 206.99 212.93 Agency Collateralized Mortgage Obligation FNMA FNRM CL163M RT92-163 2022-09-25 7.750000 7.06 7.32 Agency Collateralized Mortgage Obligation FNMA FNRM CL21KA RT93-21 2023-03-25 7.700000 500.00 523.65 Agency Collateralized Mortgage Obligation FNMA FNRM CL014J RT93-G14 2023-03-25 6.500000 4.86 5.05 Agency Collateralized Mortgage Obligation FNMA FNRM CL015H RT93-G15 2023-04-25 7.250000 58.42 60.94 Agency Collateralized Mortgage Obligation FNMA FNRM CL82H RT1993-82 2023-05-25 7.000000 177.49 185.74 Agency Collateralized Mortgage Obligation FNMA FNRM CL53K RT1993-53 2023-04-25 5.750000 63.87 66.17 Agency Collateralized Mortgage Obligation FNMA FNRM CL149M RT93-149 2023-08-25 7.000000 706.91 747.34 Agency Collateralized Mortgage Obligation FNMA FNRM CL99J RT1991-99 2021-08-25 7.500000 0.15 0.15 Agency Collateralized Mortgage Obligation FMAC FERM 4912PA 06/25/49 2049-06-25 2.000000 4835.79 4965.53 Agency Collateralized Mortgage Obligation FMAC FERM 4908BD 04/25/49 2049-04-25 3.000000 2395.26 2480.03 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-110 A 2033-10-20 4.000000 332.26 347.69 Agency Collateralized Mortgage Obligation GNMA GNRM 2008-041 PE 2038-05-20 5.500000 670.59 762.94 Agency Collateralized Mortgage Obligation GNMA GNRM 2003-82 PG 2033-09-20 5.500000 14061.65 15549.70 Agency Collateralized Mortgage Obligation FNMA FNRM CL76KA RT94-76 2024-04-25 7.000000 58.93 61.51 Agency Collateralized Mortgage Obligation FNMA FNRM CL006PH R00F006 2030-03-25 6.500000 1472.82 1667.84 Agency Collateralized Mortgage Obligation FNMA FNRM CL104NY R11F104 2039-03-25 4.000000 19379.00 20268.73 Agency Collateralized Mortgage Obligation FNMA FNRM CL110WA R11F110 2031-09-25 3.000000 4344.66 4531.92 Agency Collateralized Mortgage Obligation FNMA FNRM CL127DH R11F127 2041-08-25 4.500000 566.09 565.45 Agency Collateralized Mortgage Obligation FNMA FNRM CL039NB R12F039 2042-04-25 4.000000 2000.00 2243.07 Agency Collateralized Mortgage Obligation FNMA FNRM CL015KB R12F015 2042-03-25 3.500000 6000.00 6483.61 Agency Collateralized Mortgage Obligation FNMA FNRM CL040MU R12F040 2042-04-25 3.500000 589.16 618.08 Agency Collateralized Mortgage Obligation FNMA FNRM CL059PB R12F059 2041-07-25 2.000000 1690.69 1724.37 Agency Collateralized Mortgage Obligation FNMA FNRM RC053OP R01F053 2031-10-25 6.000000 933.26 1066.60 Agency Collateralized Mortgage Obligation FNMA FNRM CL021PE R02F021 2032-04-25 6.500000 650.53 757.80 Agency Collateralized Mortgage Obligation FMAC FGRM 2501PW 09/15/32 2032-09-15 6.000000 38338.56 43624.85 Agency Collateralized Mortgage Obligation FNMA FNRM RC038MP R03F038 2023-05-25 5.500000 295.44 306.62 Agency Collateralized Mortgage Obligation FHLB 2.50 FHLB 24 G4978 2024-02-13 2.500000 35000.00 37313.99 Agency Debentures and Agency Strips FMAC 0.375 FMNT GB 23 R6 2023-05-05 0.375000 82000.00 82241.98 Agency Debentures and Agency Strips TVDB 4.70 TVBD 33B 2033-07-15 4.700000 6000.00 7900.57 Agency Debentures and Agency Strips REFC RFIN 04/15/28 2028-04-15 0.00 2000.00 1822.10 Agency Debentures and Agency Strips REFC RFIN 10/15/27 2027-10-15 0.00 2000.00 1842.42 Agency Debentures and Agency Strips REFC RFIN 04/15/27 2027-04-15 0.00 37000.00 34429.61 Agency Debentures and Agency Strips REFC RFIN 10/15/22 2022-10-15 0.00 27000.00 26853.12 Agency Debentures and Agency Strips REFC RFIN 07/15/29 2029-07-15 0.00 10000.00 8834.59 Agency Debentures and Agency Strips REFC RFIN 07/15/27 2027-07-15 0.00 2000.00 1848.74 Agency Debentures and Agency Strips REFC RFIN 01/15/27 2027-01-15 0.00 38000.00 35542.16 Agency Debentures and Agency Strips REFC RFIN 07/15/26 2026-07-15 0.00 1000.00 944.83 Agency Debentures and Agency Strips REFC RFIN 01/15/23 2023-01-15 0.00 12000.00 11921.40 Agency Debentures and Agency Strips REFC RFIN 07/15/21 2021-07-15 0.00 20000.00 19998.60 Agency Debentures and Agency Strips FNMA 5.625 FNSM A 07/37 2037-07-15 5.625000 1070000.00 1647833.44 Agency Debentures and Agency Strips FCSB 2.02 FCOR 21-40 O 2040-07-02 2.020000 1564000.00 1496000.06 Agency Debentures and Agency Strips FCSB 2.20 FCSB 23 CM 2023-11-01 2.200000 16000.00 16726.30 Agency Debentures and Agency Strips FHLB FHOR 21-28 XH 2028-06-16 1.000000 150000.00 149824.93 Agency Debentures and Agency Strips FCSB 2.35 FCOR 22-36 AS 2036-06-16 2.350000 5760000.00 5738549.12 Agency Debentures and Agency Strips GNMA GNII JM MA7410 M 2051-06-20 2.500000 32051.00 32932.53 Agency Mortgage-Backed Securities GNMA GNII JM MA7246 M 2051-03-20 2.000000 12532709.74 12649490.92 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7886 2051-07-01 2.500000 3436115.00 3565216.33 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLFM7866 2051-07-01 2.500000 18389092.00 19128515.35 Agency Mortgage-Backed Securities FMAC FMAR 2B1861 G 2043-10-01 2.140000 6848031.10 7168408.63 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN3679 2026-12-01 2.450000 22067538.00 23508539.65 Agency Mortgage-Backed Securities GNMA GNHA RM CF0312 H 2071-05-20 1.717000 4725274.00 5186612.61 Agency Mortgage-Backed Securities GNMA GNII SF MA7419 M 2051-06-20 3.000000 376509.00 396092.61 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBCA7857 2048-12-01 2.422000 1159128.21 1221305.07 Agency Mortgage-Backed Securities GNMA GNII SF CC6934 C 2051-05-20 4.000000 1094818.36 1211747.39 Agency Mortgage-Backed Securities GNMA GNII SF MA6445 M 2035-02-20 2.500000 2531468.86 2644812.56 Agency Mortgage-Backed Securities GNMA GNII SF MA7314 M 2051-04-20 3.500000 1999184.32 2125525.66 Agency Mortgage-Backed Securities GNMA GNII SF MA7368 M 2051-05-20 3.000000 101377.60 106522.88 Agency Mortgage-Backed Securities GNMA GNII SF BX3538 C 2043-09-20 3.500000 4655392.66 5004111.57 Agency Mortgage-Backed Securities GNMA GNII SF CD4065 C 2051-05-20 2.500000 1224013.02 1286564.85 Agency Mortgage-Backed Securities GNMA GNII SF CC3843 C 2051-05-20 3.000000 3446806.83 3702041.72 Agency Mortgage-Backed Securities GNMA GNII SF BX3534 C 2043-02-20 3.000000 4030501.05 4271491.43 Agency Mortgage-Backed Securities GNMA GNII SF BS8598 C 2051-04-20 3.000000 5919891.88 6312585.94 Agency Mortgage-Backed Securities GNMA GNAR AT MA7382 M 2051-05-20 0.500000 1339066.74 1340716.17 Agency Mortgage-Backed Securities GNMA GNII SF MA7374 M 2051-05-20 6.000000 1596021.87 1867079.59 Agency Mortgage-Backed Securities GNMA GNII SF MA7319 M 2051-04-20 6.000000 849318.85 985522.69 Agency Mortgage-Backed Securities GNMA GNII SF MA6997 M 2050-11-20 3.500000 3336601.10 3516632.24 Agency Mortgage-Backed Securities GNMA GNII SF MA7194 M 2051-02-20 3.000000 5255700.94 5513817.17 Agency Mortgage-Backed Securities GNMA GNII SF MA7137 M 2051-01-20 3.000000 386234.66 404498.41 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBBH1718 2047-05-01 3.101000 1138251.79 1192477.00 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAV7749 2044-01-01 1.965000 1296757.02 1358177.81 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX HYAN8589 2028-04-01 3.490000 1039126.49 1172520.60 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX LBAL5697 2043-12-01 1.955000 1148994.35 1199048.98 Agency Mortgage-Backed Securities FMAC FMAR 840617 G 2047-07-01 2.611000 3084468.78 3214011.24 Agency Mortgage-Backed Securities USTR 2 1/4 NOTE F 25 2025-11-15 2.250000 7000.00 7465.38 U.S. Treasuries (including strips) USTR 1 7/8 NOTE P 22 2022-08-31 1.875000 10000000.00 10266370.33 U.S. Treasuries (including strips) GNMA GNII SF BX9024 C 2050-11-20 3.500000 5395253.04 5580528.43 Agency Mortgage-Backed Securities GNMA GNII SF 004059 M 2037-12-20 5.500000 759.55 894.84 Agency Mortgage-Backed Securities FNMA FNRA CL007A2 R17M007 2027-02-25 2.961000 51004252.00 55483866.20 Agency Mortgage-Backed Securities GNMA GNII SF BX3531 C 2046-12-20 3.000000 3551944.93 3762709.05 Agency Mortgage-Backed Securities GNMA GNII JM MA7185 M 2051-02-20 2.500000 6163958.98 6338299.71 Agency Mortgage-Backed Securities FNMA FNAR XX.XXX S1886376 2036-08-01 2.471000 23586.44 25332.98 Agency Mortgage-Backed Securities REFC 8.875 RFBD 30 B 2030-04-15 8.875000 492000.00 793177.59 Agency Debentures and Agency Strips Y DBRS Ltd. R-1 M Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 300000000.00 300000000.00 0.0089 N Y Y N Citibank N.A. Citibank NA 0.060000% E57ODZWZ7FF32TWEFA76 0000036684 963FRY009_0.06_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FCSB 2.91 FCSB 33 S 2033-03-10 2.910000 25000.00 28403.79 Agency Debentures and Agency Strips FHLB 2.25 FHLB 22 9G 2022-09-09 2.250000 20000.00 20634.35 Agency Debentures and Agency Strips TVDB 0.750 TVBD 25 A 2025-05-15 0.750000 103000.00 103093.78 Agency Debentures and Agency Strips TVDB 0.750 TVBD 25 A 2025-05-15 0.750000 12000.00 12010.93 Agency Debentures and Agency Strips FHLB FHDN 08/06/21 2021-08-06 0.00 400000.00 399972.80 Agency Debentures and Agency Strips FCSB FCFR 03SF CG 22/01 2022-01-11 0.100000 1478000.00 1478683.16 Agency Debentures and Agency Strips GNMA GNII SF 004347 M 2039-01-20 7.500000 49.43 50.20 Agency Mortgage-Backed Securities GNMA GNII SF MA7419 M 2051-06-20 3.000000 4106864.00 4320477.06 Agency Mortgage-Backed Securities GNMA GNII SF MA5650 M 2048-12-20 3.500000 11526.06 12196.99 Agency Mortgage-Backed Securities FNMA 2.00 FNSM A 01/22 2022-01-05 2.000000 3000.00 3058.74 Agency Debentures and Agency Strips FNMA 2.00 FNSM A 01/22 2022-01-05 2.000000 4000.00 4078.32 Agency Debentures and Agency Strips FNMA 2.125 FNSM A 04/26 2026-04-24 2.125000 5000.00 5290.58 Agency Debentures and Agency Strips FNMA 6.25 FNSM GDBB 05/29 2029-05-15 6.250000 3000.00 4103.05 Agency Debentures and Agency Strips FMAC 03.500 FGPC C91993 G 2038-05-01 3.500000 476.38 503.06 Agency Mortgage-Backed Securities FNMA 6.21 FNSM GDED 08/38 2038-08-06 6.210000 1000.00 1621.20 Agency Debentures and Agency Strips FMAC 6.25 FMNT GB 32 A 2032-07-15 6.250000 1000.00 1494.73 Agency Debentures and Agency Strips FHLB 5.50 FHLB 36 G677 2036-07-15 5.500000 40000.00 59872.61 Agency Debentures and Agency Strips FHLB 1.50 FHLB 24 G5042 2024-08-15 1.500000 20000.00 20740.38 Agency Debentures and Agency Strips TVDB 1.875 TVBD 22 A 2022-08-15 1.875000 2000.00 2052.00 Agency Debentures and Agency Strips TVDB 6.750 TVBD GB 25 E 2025-11-01 6.750000 1000.00 1262.72 Agency Debentures and Agency Strips FNMA 2.875 FNSM A 09/23 2023-09-12 2.875000 9000.00 9585.61 Agency Debentures and Agency Strips GNMA GNMI SF 647467 X 2035-11-15 5.000000 49.38 57.24 Agency Mortgage-Backed Securities GNMA GNMI SF BN6530 X 2049-11-15 3.000000 1467739.44 1565666.53 Agency Mortgage-Backed Securities USTR 1 1/4 NOTE M 28 2028-06-30 1.250000 100.00 100.04 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 2028-06-30 1.250000 462700.00 462886.01 U.S. Treasuries (including strips) USTR BILL 10/05/21 2021-10-05 0.00 2100.00 2099.72 U.S. Treasuries (including strips) USTR 0 3/4 NOTE W 26 2026-03-31 0.750000 114800.00 114470.04 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AK 24 2024-02-15 0.125000 100.00 99.38 U.S. Treasuries (including strips) USTR 0 3/8 NOTE AG 25 2025-11-30 0.375000 1065900.00 1046828.25 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AQ 23 2023-08-15 0.125000 1000.00 997.27 U.S. Treasuries (including strips) USTR 0 1/2 NOTE AK 23 2023-03-15 0.500000 100.00 100.64 U.S. Treasuries (including strips) USTR 1 1/2 NOTE AD 24 2024-09-30 1.500000 1502500.00 1555570.57 U.S. Treasuries (including strips) GNMA GNII SF MA6218 M 2049-10-20 3.000000 2703098.96 2838271.93 Agency Mortgage-Backed Securities GNMA GNII SF MA4962 M 2048-01-20 3.500000 91282.12 97032.85 Agency Mortgage-Backed Securities FNMA FNMS 03.000 CIAL7227 2030-08-01 3.000000 16513.02 17505.72 Agency Mortgage-Backed Securities GNMA GNII SF BV8756 C 2050-06-20 4.500000 4229275.71 4733168.54 Agency Mortgage-Backed Securities GNMA GNII SF MA6283 M 2049-11-20 3.000000 6908243.40 7213633.82 Agency Mortgage-Backed Securities USTR 2 NOTE S 22 2022-11-30 2.000000 400.00 411.02 U.S. Treasuries (including strips) GNMA GNII SF MA7194 M 2051-02-20 3.000000 154816.67 162419.98 Agency Mortgage-Backed Securities GNMA GNII JM MA6399 M 2050-01-20 3.000000 522110.32 537223.67 Agency Mortgage-Backed Securities USTR 2 1/4 NOTE F 24 2024-11-15 2.250000 200.00 211.98 U.S. Treasuries (including strips) GNMA GNMI SF BN0290 X 2049-06-15 5.500000 536163.02 608063.85 Agency Mortgage-Backed Securities FNMA FNMS 04.500 U4BF0289 2051-08-01 4.500000 357408.82 400531.98 Agency Mortgage-Backed Securities FMAC 04.000 FGPC G08842 G 2048-10-01 4.000000 5284.79 5648.98 Agency Mortgage-Backed Securities USTR 2 3/8 NOTE C 29 2029-05-15 2.375000 695200.00 751169.68 U.S. Treasuries (including strips) GNMA GNMI SP 785409 X 2049-06-15 4.500000 15577709.01 18910108.10 Agency Mortgage-Backed Securities GNMA GNII SF MA7367 M 2051-05-20 2.500000 341317.11 353479.57 Agency Mortgage-Backed Securities GNMA GNII SF MA6414 M 2050-01-20 5.500000 1006752.50 1126814.34 Agency Mortgage-Backed Securities USTR 2 7/8 NOTE AT 21 2021-11-15 2.875000 500.00 507.03 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AS 21 2021-10-15 2.875000 100.00 101.42 U.S. Treasuries (including strips) GNMA GNII SF MA6342 M 2049-12-20 5.000000 496176.55 537670.19 Agency Mortgage-Backed Securities USTR 1 3/8 NOTE P 23 2023-08-31 1.375000 1000.00 1028.15 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 2040-11-15 1.375000 200.00 179.09 U.S. Treasuries (including strips) USTR 3 BOND 44 2044-11-15 3.000000 100.00 117.48 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 22 2022-07-15 0.125000 116.07 120.33 U.S. Treasuries (including strips) USTR 1 3/4 NOTE C 22 2022-05-15 1.750000 400.00 406.65 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 22 2022-01-15 0.125000 1819141.90 1860187.57 U.S. Treasuries (including strips) USTR 1 1/8 NOTE AB 21 2021-07-31 1.125000 400.00 402.23 U.S. Treasuries (including strips) USTR 0 1/8 TRIN D 26 2026-07-15 0.125000 334.05 365.60 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 21 2021-07-15 0.625000 1184.24 1192.61 U.S. Treasuries (including strips) USTR 1 5/8 NOTE B 26 2026-02-15 1.625000 4000.00 4168.92 U.S. Treasuries (including strips) USTR 1 7/8 NOTE P 22 2022-08-31 1.875000 100.00 102.66 U.S. Treasuries (including strips) USTR 2 NOTE E 25 2025-08-15 2.000000 100.00 105.96 U.S. Treasuries (including strips) USTR 2 3/8 NOTE E 24 2024-08-15 2.375000 10151200.00 10837289.60 U.S. Treasuries (including strips) USTR BILL 01/27/22 2022-01-27 0.00 300.00 299.90 U.S. Treasuries (including strips) USTR BILL 12/02/21 2021-12-02 0.00 436300.00 436205.32 U.S. Treasuries (including strips) USTR BILL 11/04/21 2021-11-04 0.00 200.00 199.96 U.S. Treasuries (including strips) USTR BILL 07/15/21 2021-07-15 0.00 200.00 200.00 U.S. Treasuries (including strips) USTR 6 1/4 BOND 23 2023-08-15 6.250000 870700.00 1000954.99 U.S. Treasuries (including strips) USTR 0 5/8 TRIN D 21 2021-07-15 0.625000 118.42 119.26 U.S. Treasuries (including strips) USTR 2 3/4 NOTE F 23 2023-11-15 2.750000 300.00 318.22 U.S. Treasuries (including strips) USTR 0 3/8 NOTE AH 25 2025-12-31 0.375000 6388400.00 6265691.61 U.S. Treasuries (including strips) USTR 1 3/4 NOTE AN 22 2022-06-15 1.750000 100.00 101.65 U.S. Treasuries (including strips) USTR 2 1/8 NOTE L 26 2026-05-31 2.125000 100.00 106.19 U.S. Treasuries (including strips) USTR 3 5/8 TRIB 28 2028-04-15 3.625000 165.02 223.28 U.S. Treasuries (including strips) USTR 2 3/8 NOTE K 26 2026-04-30 2.375000 200.00 215.15 U.S. Treasuries (including strips) USTR 2 NOTE B 22 2022-02-15 2.000000 300.00 305.85 U.S. Treasuries (including strips) USTR 2 3/8 NOTE V 24 2024-02-29 2.375000 84100.00 89184.15 U.S. Treasuries (including strips) USTR 1 3/4 NOTE BD 21 2021-07-31 1.750000 100.00 100.87 U.S. Treasuries (including strips) GNMA GNMI SF BK5529 X 2049-06-15 4.000000 847015.65 914528.07 Agency Mortgage-Backed Securities USTR 1 1/2 NOTE H 23 2023-02-28 1.500000 2800.00 2874.18 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 2029-02-15 2.625000 61879000.00 68365736.25 U.S. Treasuries (including strips) USTR 2 3/8 NOTE U 23 2023-01-31 2.375000 1000.00 1044.29 U.S. Treasuries (including strips) USTR 2 3/8 NOTE C 29 2029-05-15 2.375000 300.00 324.15 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AA 25 2025-06-30 0.250000 100.00 98.22 U.S. Treasuries (including strips) USTR 8 BOND 21 2021-11-15 8.000000 100.00 103.95 U.S. Treasuries (including strips) USTR 1 7/8 NOTE AB 22 2022-07-31 1.875000 46200.00 47443.21 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AM 23 2023-05-15 0.125000 100.00 99.80 U.S. Treasuries (including strips) USTR 7 1/4 BOND 22 2022-08-15 7.250000 300.00 332.04 U.S. Treasuries (including strips) USTR 1 1/2 NOTE BH 21 2021-10-31 1.500000 100.00 100.73 U.S. Treasuries (including strips) USTR 2 3/4 NOTE P 25 2025-08-31 2.750000 200.00 218.44 U.S. Treasuries (including strips) USTR 3 BOND 49 2049-02-15 3.000000 100.00 120.15 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AZ 23 2023-04-30 0.125000 5703300.00 5693132.16 U.S. Treasuries (including strips) USTR 1 1/2 NOTE AQ 22 2022-08-15 1.500000 300.00 306.33 U.S. Treasuries (including strips) USTR 2 NOTE L 24 2024-05-31 2.000000 200.00 209.34 U.S. Treasuries (including strips) USTR 1 5/8 NOTE F 22 2022-11-15 1.625000 100.00 102.21 U.S. Treasuries (including strips) USTR 1 5/8 NOTE E 22 2022-08-15 1.625000 8801700.00 9004931.98 U.S. Treasuries (including strips) USTR 0 3/4 TRIB 42 2042-02-15 0.750000 5684739.37 6898760.72 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 2040-05-15 4.375000 96.00 134.06 U.S. Treasuries (including strips) USTR 4 5/8 BOND 40 2040-02-15 4.625000 400.00 578.39 U.S. Treasuries (including strips) USTR 2 3/8 TRIB 27 2027-01-15 2.375000 1323.53 1633.87 U.S. Treasuries (including strips) USTR 6 1/4 BOND 30 2030-05-15 6.250000 5984400.00 8470610.00 U.S. Treasuries (including strips) USTR 6 7/8 BOND 25 2025-08-15 6.875000 300.00 382.79 U.S. Treasuries (including strips) USTR 7 1/8 BOND 23 2023-02-15 7.125000 2400.00 2733.39 U.S. Treasuries (including strips) USTR 7 1/4 BOND 22 2022-08-15 7.250000 3000.00 3320.42 U.S. Treasuries (including strips) USTR 8 BOND 21 2021-11-15 8.000000 100.00 103.95 U.S. Treasuries (including strips) USTR 4 3/8 BOND 39 2039-11-15 4.375000 2000.00 2779.74 U.S. Treasuries (including strips) USTR 2 7/8 NOTE L 25 2025-05-31 2.875000 200.00 217.57 U.S. Treasuries (including strips) USTR 0 1/2 TRIN A 28 2028-01-15 0.500000 35060799.31 39331654.07 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AQ 21 2021-08-15 2.750000 767100.00 777605.84 U.S. Treasuries (including strips) USTR 1 7/8 NOTE N 26 2026-07-31 1.875000 300.00 316.89 U.S. Treasuries (including strips) USTR 7 5/8 BOND 22 2022-11-15 7.625000 200.00 222.30 U.S. Treasuries (including strips) USTR 2 1/8 NOTE C 25 2025-05-15 2.125000 21659600.00 22925305.80 U.S. Treasuries (including strips) USTR 2 7/8 BOND 49 2049-05-15 2.875000 500.00 583.94 U.S. Treasuries (including strips) USTR 1 7/8 NOTE P 24 2024-08-31 1.875000 26900.00 28226.92 U.S. Treasuries (including strips) USTR 1 7/8 NOTE L 22 2022-05-31 1.875000 100.00 101.79 U.S. Treasuries (including strips) USTR 1 5/8 NOTE K 23 2023-04-30 1.625000 9922300.00 10200954.04 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 2047-11-15 2.750000 10270900.00 11659345.94 U.S. Treasuries (including strips) USTR 3 BOND 47 2047-05-15 3.000000 530500.00 629314.64 U.S. Treasuries (including strips) USTR 3 3/8 BOND 44 2044-05-15 3.375000 1600.00 1991.75 U.S. Treasuries (including strips) Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 250000000.00 250000000.00 0.0074 N Y Y N TD Securities (USA) LLC TD Securities USA LLC 0.055000% SUVUFHICNZMP2WKHG940 0001335977 963FSK008_0.05_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRM 2021-041 XP 2051-03-20 2.500000 12361718.44 12859622.36 Agency Collateralized Mortgage Obligation FNMA FNMS 02.000 CICB0929 2036-06-01 2.000000 103468893.00 107294149.47 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CICB0927 2036-06-01 2.000000 138952716.00 144132749.74 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CLCB0449 2051-05-01 2.000000 46327165.22 46902507.43 Agency Mortgage-Backed Securities FNMA FNMS 02.500 CLCA9290 2051-02-01 2.500000 5258945.74 5475203.52 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLCA4025 2049-08-01 3.500000 135822368.00 147753880.10 Agency Mortgage-Backed Securities FNMA FNMS 02.000 CIFM7653 2036-05-01 2.000000 107364573.00 110978583.82 Agency Mortgage-Backed Securities FMAC FERA 4899CF 01/25/46 2046-01-25 0.491500 11279692.08 11339139.04 Agency Collateralized Mortgage Obligation Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 575000000.00 575000000.00 0.0170 N Y Y N ABN Amro Bank NV Abn Repo 1 Repo 0.055000% BFXS5XCH7N0Y05NIXW11 0001245022 963FUB005_0.05_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNRM 2021-029 DA 2051-02-20 1.250000 84282349.03 80457779.92 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-025 AC 2062-01-16 2.700000 17284192.51 17903277.72 Agency Mortgage-Backed Securities USTR 2 1/4 BOND 41 2041-05-15 2.250000 6044400.00 6276761.85 U.S. Treasuries (including strips) FMAC FGRM 4763VL 06/15/38 2038-06-15 3.500000 3639552.00 3704326.72 Agency Collateralized Mortgage Obligation FMAC FGRM 4493PY 07/15/45 2045-07-15 3.000000 6500000.00 7128482.83 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-148 JL 2050-10-20 1.000000 10361267.66 10070867.81 Agency Collateralized Mortgage Obligation FMAC FGRM 4960AK 09/15/46 2046-09-15 4.500000 1000.00 1040.52 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-054 A 2063-09-16 1.300000 49898183.50 49382696.45 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1350 2029-02-01 3.540000 7074.00 8090.87 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL1081 2028-12-01 3.900000 946772.00 1101580.27 Agency Mortgage-Backed Securities FNMA MNAR XX.XXX HYBL0351 2028-10-01 3.560000 80596.00 92145.87 Agency Mortgage-Backed Securities FMAC FMAR 2B7960 G 2050-09-01 1.941000 183875.68 190767.08 Agency Mortgage-Backed Securities FMAC FGRM 5105LA 04/15/44 2044-04-15 1.500000 63689052.54 64463341.59 Agency Collateralized Mortgage Obligation FMAC FGRM 4804AL 05/15/45 2045-05-15 3.000000 6635035.49 6767176.65 Agency Collateralized Mortgage Obligation FMAC FGRM 4764ET 06/15/45 2045-06-15 3.500000 8297482.00 8425159.04 Agency Collateralized Mortgage Obligation FNMA FNRM RC049QG R21F049 2050-01-25 2.000000 55759170.00 58400822.63 Agency Collateralized Mortgage Obligation FNMA FNRM CL065DA R18F065 2048-09-25 3.000000 26369268.19 27638623.23 Agency Collateralized Mortgage Obligation FMAC FGRM 4753VF 04/15/41 2041-04-15 3.000000 7757286.00 7984874.43 Agency Collateralized Mortgage Obligation FMAC FGRM 4824CB 06/15/47 2047-06-15 4.000000 14841048.53 15401895.05 Agency Collateralized Mortgage Obligation GNMA GNRM 2020-001 YK 2050-01-20 2.500000 91693.38 93988.73 Agency Collateralized Mortgage Obligation FMAC FMAR 2B7924 G 2050-08-01 2.074000 16057.54 16703.65 Agency Mortgage-Backed Securities FMAC FGRM 4960AJ 10/15/46 2046-10-15 4.000000 1000.00 1009.62 Agency Collateralized Mortgage Obligation FNMA MNAR XX.XXX HY387933 2028-10-01 3.520000 110427.00 125716.01 Agency Mortgage-Backed Securities FMAC FMAR 2B7397 G 2048-01-01 3.192000 386.95 404.88 Agency Mortgage-Backed Securities FMAC FMAR 2B8012 G 2050-11-01 2.065000 6586866.04 6847096.47 Agency Mortgage-Backed Securities FMAC FMAR 2B8032 G 2050-11-01 2.014000 94335.97 97927.19 Agency Mortgage-Backed Securities FMAC FMAR 2B7580 G 2049-08-01 3.296000 4322505.80 4531162.28 Agency Mortgage-Backed Securities FMAC FGRM 4616HA 05/15/44 2044-05-15 3.000000 103428.93 106589.58 Agency Collateralized Mortgage Obligation GNMA GNRA 2020-021 F 2050-02-20 0.793400 121565643.07 121951052.76 Agency Collateralized Mortgage Obligation FNMA MNAR XX.XXX HYBL0535 2028-12-01 3.840000 3932425.00 4576962.57 Agency Mortgage-Backed Securities GNMA GNRM 2017-38 BD 2046-07-20 2.250000 122407.60 124005.57 Agency Collateralized Mortgage Obligation FMAC FGRM 4852DH 04/15/47 2047-04-15 4.000000 9941765.25 10267966.72 Agency Collateralized Mortgage Obligation FNMA FNRM CL027AP R15F027 2043-06-25 3.000000 773420.22 798953.66 Agency Collateralized Mortgage Obligation Y DBRS Ltd. R-1 M Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 500000000.00 500000000.00 0.0148 N Y Y N Bank of Nova Scotia Novasc Repo 10 Repo 0.060000% L3I9ZG2KFGXZ61BMYR72 0001041839 963FUW009_0.06_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA GNII SF MA7313 M 2051-04-20 3.000000 79309988.66 83227637.73 Agency Mortgage-Backed Securities FNMA FNMS 04.000 CLAS3870 2044-11-01 4.000000 316102.04 347342.79 Agency Mortgage-Backed Securities GNMA GNII SF MA6994 M 2050-11-20 2.000000 167962212.17 171425107.76 Agency Mortgage-Backed Securities FNMA FNMS 03.500 CLAP1634 2042-08-01 3.500000 312.38 337.70 Agency Mortgage-Backed Securities Y DBRS Ltd. R-1 H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 250000000.00 250000000.00 0.0074 N Y Y N Natixis Financial Products LLC Natixis SA 0.020000% WGYX5OQ1IY3N5AOSQ066 0001503859 963FWD009_0.02_0707 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N USTR 0 1/4 NOTE AN 24 2024-05-15 0.250000 1498490.00 1490784.02 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 31 2031-05-15 1.625000 233.33 236.91 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 2028-04-30 1.250000 15035440.00 15098934.83 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AL 24 2024-03-15 0.250000 46596.67 46435.76 U.S. Treasuries (including strips) USTR TRFR AW 01/31/23 2023-01-31 0.099000 816.67 817.05 U.S. Treasuries (including strips) USTR 0 1/8 TRIN A 31 2031-01-15 0.125000 47.85 52.54 U.S. Treasuries (including strips) USTR 0 5/8 NOTE T 27 2027-12-31 0.625000 3242843.33 3132002.95 U.S. Treasuries (including strips) USTR 0 5/8 NOTE S 27 2027-11-30 0.625000 3090173.33 2989749.79 U.S. Treasuries (including strips) USTR 2 1/4 BOND 46 2046-08-15 2.250000 14303.33 14826.91 U.S. Treasuries (including strips) USTR 1 1/2 NOTE BH 21 2021-10-31 1.500000 1937460.00 1951641.07 U.S. Treasuries (including strips) USTR 1 1/2 NOTE BG 21 2021-09-30 1.500000 4551563.33 4585078.81 U.S. Treasuries (including strips) USTR 1 1/2 NOTE BF 21 2021-08-31 1.500000 5619856.67 5661493.21 U.S. Treasuries (including strips) USTR 1 7/8 NOTE N 26 2026-07-31 1.875000 108103.33 114188.40 U.S. Treasuries (including strips) USTR 1 7/8 NOTE L 22 2022-05-31 1.875000 1646096.67 1675502.35 U.S. Treasuries (including strips) USTR 2 1/2 NOTE C 24 2024-05-15 2.500000 700000.00 743638.00 U.S. Treasuries (including strips) USTR 2 1/8 NOTE H 24 2024-02-29 2.125000 255780.00 269363.15 U.S. Treasuries (including strips) USTR 0 3/8 TRIN D 23 2023-07-15 0.375000 3162723.65 3368062.26 U.S. Treasuries (including strips) USTR 1 5/8 NOTE R 23 2023-10-31 1.625000 867533.33 896095.67 U.S. Treasuries (including strips) USTR 1 1/2 NOTE J 23 2023-03-31 1.500000 1236.67 1269.00 U.S. Treasuries (including strips) USTR 2 1/8 NOTE T 22 2022-12-31 2.125000 1760500.00 1811589.71 U.S. Treasuries (including strips) USTR 2 NOTE B 25 2025-02-15 2.000000 5019700.00 5307361.76 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 2047-08-15 2.750000 93.33 106.51 U.S. Treasuries (including strips) USTR 1 5/8 BOND 50 2050-11-15 1.625000 356510.00 318772.79 U.S. Treasuries (including strips) USTR 0 1/8 NOTE BK 22 2022-11-30 0.125000 23.33 23.32 U.S. Treasuries (including strips) USTR 0 1/8 TRIN X 25 2025-04-15 0.125000 7978365.04 8607327.98 U.S. Treasuries (including strips) USTR 1 5/8 NOTE B 26 2026-02-15 1.625000 23.33 24.32 U.S. Treasuries (including strips) USTR 3 BOND 48 2048-08-15 3.000000 3789100.00 4541095.57 U.S. Treasuries (including strips) USTR 0 1/2 NOTE L 27 2027-05-31 0.500000 4604133.33 4455649.28 U.S. Treasuries (including strips) USTR 0 1/4 TRIN D 29 2029-07-15 0.250000 2079053.26 2309974.55 U.S. Treasuries (including strips) USTR 0 1/2 TRIN X 24 2024-04-15 0.500000 740803.00 798811.02 U.S. Treasuries (including strips) USTR 2 3/8 NOTE V 24 2024-02-29 2.375000 1399930.00 1484560.87 U.S. Treasuries (including strips) USTR 2 5/8 NOTE G 26 2026-01-31 2.625000 229063.33 250218.95 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AD 23 2023-09-30 2.875000 8219890.00 8752606.47 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 2028-05-15 2.875000 11817236.67 13155464.86 U.S. Treasuries (including strips) USTR 0 5/8 TRIN X 23 2023-04-15 0.625000 1020489.39 1080147.01 U.S. Treasuries (including strips) USTR 2 5/8 NOTE V 23 2023-02-28 2.625000 466643.33 489496.00 U.S. Treasuries (including strips) USTR 1 7/8 NOTE AD 22 2022-09-30 1.875000 933333.33 957919.09 U.S. Treasuries (including strips) USTR 1 1/2 NOTE E 26 2026-08-15 1.500000 17499953.33 18104995.37 U.S. Treasuries (including strips) USTR BILL 12/02/21 2021-12-02 0.00 4666946.67 4665933.94 U.S. Treasuries (including strips) USTR TRFR BJ 10/31/22 2022-10-31 0.105000 46.67 46.69 U.S. Treasuries (including strips) USTR 2 5/8 NOTE B 29 2029-02-15 2.625000 18790543.33 20760344.05 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Y 25 2025-04-30 0.375000 104300.00 103240.48 U.S. Treasuries (including strips) USTR 2 1/8 NOTE J 24 2024-03-31 2.125000 488436.67 513856.61 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 2041-02-15 1.875000 21224886.67 20822726.07 U.S. Treasuries (including strips) USTR 1 3/8 BOND 40 2040-11-15 1.375000 2356340.00 2109969.93 U.S. Treasuries (including strips) USTR 1 1/8 BOND 40 2040-05-15 1.125000 3191066.67 2745709.44 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 24 2024-11-15 2.250000 6579953.33 6974240.59 U.S. Treasuries (including strips) USTR 1 3/8 BOND 50 2050-08-15 1.375000 9550893.33 8047007.40 U.S. Treasuries (including strips) USTR 1 1/4 BOND 50 2050-05-15 1.250000 61879206.67 50279485.28 U.S. Treasuries (including strips) USTR 0 1/4 TRIB 50 2050-02-15 0.250000 6055797.87 6808305.37 U.S. Treasuries (including strips) USTR 3 3/8 BOND 48 2048-11-15 3.375000 598453.33 762421.62 U.S. Treasuries (including strips) USTR 1 TRIB 48 2048-02-15 1.000000 7627.10 10130.08 U.S. Treasuries (including strips) USTR 2 3/4 BOND 47 2047-11-15 2.750000 17499790.00 19865455.36 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 2051-05-15 2.375000 383273.33 407947.99 U.S. Treasuries (including strips) USTR 7 5/8 BOND 25 2025-02-15 7.625000 233.33 298.89 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 2030-11-15 0.875000 933333.33 886670.17 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AF 25 2025-10-31 0.250000 46.67 45.64 U.S. Treasuries (including strips) USTR 0 1/8 NOTE BH 22 2022-10-31 0.125000 978553.33 978335.31 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AD 25 2025-09-30 0.250000 23.33 22.85 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AC 25 2025-08-31 0.250000 13601723.33 13336745.50 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 2027-08-31 0.500000 4199953.33 4053028.92 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AQ 23 2023-08-15 0.125000 23.33 23.27 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AB 25 2025-07-31 0.250000 116.67 114.57 U.S. Treasuries (including strips) USTR 0 1/4 NOTE Z 25 2025-05-31 0.250000 19029196.67 18711312.38 U.S. Treasuries (including strips) USTR 1 3/8 NOTE U 25 2025-01-31 1.375000 2276610.00 2351823.53 U.S. Treasuries (including strips) USTR TRFR AW 01/31/22 2022-01-31 0.204000 5833240.00 5839618.34 U.S. Treasuries (including strips) USTR 1 5/8 NOTE AU 22 2022-12-15 1.625000 5833333.33 5960476.57 U.S. Treasuries (including strips) USTR 1 5/8 NOTE C 26 2026-05-15 1.625000 1742906.67 1809348.45 U.S. Treasuries (including strips) USTR 3 BOND 42 2042-05-15 3.000000 46.67 54.53 U.S. Treasuries (including strips) USTR 4 3/8 BOND 40 2040-05-15 4.375000 402.03 561.44 U.S. Treasuries (including strips) USTR 5 BOND 37 2037-05-15 5.000000 968403.33 1412516.01 U.S. Treasuries (including strips) USTR 2 1/2 NOTE AH 22 2022-01-15 2.500000 23.33 23.91 U.S. Treasuries (including strips) USTR 1 1/4 NOTE AC 24 2024-08-31 1.250000 3499976.67 3596719.60 U.S. Treasuries (including strips) USTR 2 BOND 50 2050-02-15 2.000000 13833516.67 13607360.30 U.S. Treasuries (including strips) USTR 4 1/2 BOND 36 2036-02-15 4.500000 163.33 226.15 U.S. Treasuries (including strips) USTR 5 3/8 BOND 31 2031-02-15 5.375000 1421583.33 1956557.68 U.S. Treasuries (including strips) USTR 5 1/2 BOND 28 2028-08-15 5.500000 186.67 244.98 U.S. Treasuries (including strips) USTR BILL 07/22/21 2021-07-22 0.00 6499383.33 6499194.85 U.S. Treasuries (including strips) USTR BILL 11/04/21 2021-11-04 0.00 2059610.00 2059239.27 U.S. Treasuries (including strips) USTR BILL 09/09/21 2021-09-09 0.00 11047773.33 11046569.13 U.S. Treasuries (including strips) USTR 1 3/8 TRIB 44 2044-02-15 1.375000 848031.13 1168186.43 U.S. Treasuries (including strips) USTR 2 3/4 NOTE H 25 2025-02-28 2.750000 1159946.67 1260423.39 U.S. Treasuries (including strips) USTR BILL 09/28/21 2021-09-28 0.00 46.67 46.66 U.S. Treasuries (including strips) USTR 0 1/8 NOTE BC 23 2023-06-30 0.125000 23.33 23.28 U.S. Treasuries (including strips) USTR 0 7/8 NOTE AA 26 2026-06-30 0.875000 326.67 326.41 U.S. Treasuries (including strips) USTR 1 1/4 NOTE M 28 2028-06-30 1.250000 233.33 233.43 U.S. Treasuries (including strips) USTR 1 1/4 NOTE L 28 2028-05-31 1.250000 233.33 233.90 U.S. Treasuries (including strips) USTR 2 1/4 NOTE N 21 2021-07-31 2.250000 23.33 23.59 U.S. Treasuries (including strips) USTR 0 1/2 NOTE K 27 2027-04-30 0.500000 1166666.67 1131536.94 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2021-07-07 2021-07-07 2021-07-13 Y Natixis Financial Products LLC 1.0000 7 N Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 N N 0.0002 350000000.00 350000000.00 0.0103 N N Y N Standard Chartered Bank Standard Chartered Bank 0.060000% 0000861350 966RRE004_0.06_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N USTR 2 7/8 NOTE AD 23 2023-09-30 2.875000 4632800.00 4933122.30 U.S. Treasuries (including strips) USTR 0 7/8 NOTE F 30 2030-11-15 0.875000 285120000.00 271796271.12 U.S. Treasuries (including strips) USTR 1 3/8 NOTE AJ 23 2023-02-15 1.375000 25999900.00 26631717.39 U.S. Treasuries (including strips) USTR 0 1/4 NOTE AF 25 2025-10-31 0.250000 20000000.00 19574748.04 U.S. Treasuries (including strips) USTR 3 BOND 45 2045-05-15 3.000000 2000000.00 2368484.00 U.S. Treasuries (including strips) USTR 0 3/4 NOTE W 26 2026-03-31 0.750000 19599900.00 19560028.98 U.S. Treasuries (including strips) USTR BILL 08/12/21 2021-08-12 0.00 1500.00 1499.91 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AY 23 2023-03-31 0.125000 19099900.00 19076135.76 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AJ 24 2024-01-15 0.125000 125500000.00 124819815.65 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AS 21 2021-10-15 2.875000 13023200.00 13207204.08 U.S. Treasuries (including strips) USTR 1 7/8 BOND 51 2051-02-15 1.875000 1300.00 1252.14 U.S. Treasuries (including strips) USTR 1 7/8 BOND 41 2041-02-15 1.875000 7700.00 7601.26 U.S. Treasuries (including strips) USTR 2 3/8 BOND 51 2051-05-15 2.375000 31744500.00 34055332.94 U.S. Treasuries (including strips) USTR 2 7/8 NOTE S 25 2025-11-30 2.875000 34648900.00 37910316.32 U.S. Treasuries (including strips) USTR 2 7/8 NOTE AF 23 2023-11-30 2.875000 24999800.00 26586426.24 U.S. Treasuries (including strips) USTR 2 5/8 NOTE AG 23 2023-12-31 2.625000 18536300.00 19584546.30 U.S. Treasuries (including strips) FMAC FGRA 3307FA 07/15/34 2034-07-15 0.502900 19549.40 19729.09 Agency Collateralized Mortgage Obligation USTR 2 3/8 NOTE C 29 2029-05-15 2.375000 8800.00 9532.32 U.S. Treasuries (including strips) USTR 2 1/4 NOTE F 24 2024-11-15 2.250000 45175300.00 47892842.76 U.S. Treasuries (including strips) FMAC FGRA 3156PF 05/15/36 2036-05-15 0.322900 23230.37 23271.69 Agency Collateralized Mortgage Obligation USTR 2 NOTE B 25 2025-02-15 2.000000 4739400.00 5013178.85 U.S. Treasuries (including strips) USTR 2 NOTE S 22 2022-11-30 2.000000 14035000.00 14422146.27 U.S. Treasuries (including strips) USTR 2 1/8 NOTE T 22 2022-12-31 2.125000 13000000.00 13377988.00 U.S. Treasuries (including strips) USTR 1 1/2 NOTE H 23 2023-02-28 1.500000 4818100.00 4945730.63 U.S. Treasuries (including strips) USTR 2 3/4 NOTE F 23 2023-11-15 2.750000 100.00 106.08 U.S. Treasuries (including strips) USTR 2 3/4 NOTE AB 23 2023-07-31 2.750000 49999900.00 53146045.09 U.S. Treasuries (including strips) USTR 1 1/2 NOTE AD 24 2024-09-30 1.500000 92999900.00 96301164.71 U.S. Treasuries (including strips) USTR 0 1/2 NOTE AK 23 2023-03-15 0.500000 541000.00 544503.95 U.S. Treasuries (including strips) USTR 0 3/8 NOTE Y 25 2025-04-30 0.375000 174997000.00 173305234.57 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AZ 22 2022-04-30 0.125000 71007100.00 71040913.66 U.S. Treasuries (including strips) USTR 0 5/8 NOTE E 30 2030-08-15 0.625000 200.00 187.03 U.S. Treasuries (including strips) USTR 0 1/8 NOTE BF 22 2022-08-31 0.125000 10285100.00 10289567.87 U.S. Treasuries (including strips) USTR 0 1/2 NOTE P 27 2027-08-31 0.500000 200.00 193.35 U.S. Treasuries (including strips) USTR 1 3/8 NOTE M 23 2023-06-30 1.375000 3608300.00 3689259.43 U.S. Treasuries (including strips) USTR 2 7/8 NOTE K 25 2025-04-30 2.875000 693000.00 755431.42 U.S. Treasuries (including strips) USTR 2 1/8 NOTE E 21 2021-08-15 2.125000 5046800.00 5100107.95 U.S. Treasuries (including strips) USTR 2 1/2 NOTE U 24 2024-01-31 2.500000 44999200.00 47935628.02 U.S. Treasuries (including strips) USTR TRFR AW 01/31/23 2023-01-31 0.099000 17000000.00 17007744.01 U.S. Treasuries (including strips) USTR 2 3/4 NOTE Z 23 2023-05-31 2.750000 603100.00 633334.07 U.S. Treasuries (including strips) USTR BILL 09/09/21 2021-09-09 0.00 100.00 99.99 U.S. Treasuries (including strips) USTR 1 1/2 NOTE E 26 2026-08-15 1.500000 12949300.00 13412741.50 U.S. Treasuries (including strips) FMAC FGRA 3758FA 11/15/40 2040-11-15 0.542900 15647.44 15809.72 Agency Collateralized Mortgage Obligation FNMA FNRA CL033HF R07F033 2037-04-25 0.441500 33360.69 33516.03 Agency Collateralized Mortgage Obligation FNMA FNRA CL025FB R07F025 2037-04-25 0.421500 25673.47 25787.01 Agency Collateralized Mortgage Obligation FNMA FNRA CL045FM R06F045 2036-06-25 0.491500 68948.97 69503.75 Agency Collateralized Mortgage Obligation FNMA FNRA CL118CF R11F118 2039-10-25 0.591500 48918.30 49429.46 Agency Collateralized Mortgage Obligation FMAC FGRA 3977FB 12/15/41 2041-12-15 0.592900 18442.86 18676.74 Agency Collateralized Mortgage Obligation FMAC FGRA 04897F 07/15/49 2049-07-15 0.472900 27264.02 27488.45 Agency Collateralized Mortgage Obligation FMAC FGRA 2610FD 12/15/32 2032-12-15 0.572900 20768.21 20921.20 Agency Collateralized Mortgage Obligation FMAC FGRA 3117FE 02/15/36 2036-02-15 0.372900 31744.59 31865.93 Agency Collateralized Mortgage Obligation FMAC FGRA 3121FQ 03/15/36 2036-03-15 0.372900 42786.87 42733.49 Agency Collateralized Mortgage Obligation FMAC FGRA 3153UG 05/15/36 2036-05-15 0.522900 22674.07 22889.16 Agency Collateralized Mortgage Obligation FMAC FGRA 3231FB 10/15/36 2036-10-15 0.422900 25177.76 25360.48 Agency Collateralized Mortgage Obligation FMAC FGRA 3309FC 04/15/37 2037-04-15 0.372900 49737.49 50061.50 Agency Collateralized Mortgage Obligation FMAC FGRA 3331FC 06/15/37 2037-06-15 0.502900 20548.08 20750.18 Agency Collateralized Mortgage Obligation GNMA GNRA 2007-23 XF 2037-04-20 0.393400 26871.90 26923.56 Agency Collateralized Mortgage Obligation USTR 0 3/4 NOTE Y 26 2026-04-30 0.750000 15157500.00 15106892.24 U.S. Treasuries (including strips) USTR 0 1/8 NOTE AZ 23 2023-04-30 0.125000 5534000.00 5524936.42 U.S. Treasuries (including strips) USTR 1 1/4 NOTE K 28 2028-04-30 1.250000 37199900.00 37434334.17 U.S. Treasuries (including strips) FMAC FGRM 3735DW 10/15/30 2030-10-15 4.000000 33246.03 35615.28 Agency Collateralized Mortgage Obligation FNMA FNRA CL027FA R07F027 2037-04-25 0.401500 13059.38 13110.35 Agency Collateralized Mortgage Obligation FNMA FNRA CL078F R02F078 2032-09-25 0.591500 69182.25 68184.65 Agency Collateralized Mortgage Obligation USTR 1 7/8 NOTE AB 22 2022-07-31 1.875000 16600000.00 17046578.79 U.S. Treasuries (including strips) USTR 2 7/8 NOTE C 28 2028-05-15 2.875000 2600.00 2900.14 U.S. Treasuries (including strips) USTR 2 5/8 NOTE AA 23 2023-06-30 2.625000 277400.00 290502.43 U.S. Treasuries (including strips) FMAC FGRA 2481FB 02/15/32 2032-02-15 1.072900 22455.01 22652.44 Agency Collateralized Mortgage Obligation Y Standard and Poor's Ratings Services A-1+ 2021-07-01 2021-07-01 2021-07-01 N N N 0.0006 1250000000.00 1250000000.00 0.0369 N Y Y N Edward Jones Money Market Fund 2021-07-08 Aaron J, Masek Aaron J. Masek Treasurer