Form N-MFP2 BLACKROCK LIQUIDITY FUND For: Jun 30

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July 7, 2022 11:31 AM EDT
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    N-MFP2
    
      
        
          0000097098
          XXXXXXXX
        
      
      
      
    
  
  
    
      2022-06-30
      0000097098
      5493007YVNX55LTRQ706
      S000001475
      10
      N
      N
    
    
      002-47015
      
        BlackRock Advisors, LLC
        801-47710
      
      
        Deloitte & Touche LLP
        Boston
        MA
      
      
        BlackRock Advisors, LLC
      
      
        JPMorgan Chase Bank, N.A.
      
      
        BNY Mellon Investment Servicing (US) Inc.
        0000849542
        084-01761
      
      N
      N
      N
      Exempt Government
      Government/Agency
      N
      37
      69
      
        165335563900.87
        168064352487.26
        159235301555.53
        151842016383.12
      
      
        174434300461.69
        177488677123.06
        168336087811.39
        160920593703.53
      
      
        0.8884
        0.8892
        0.8849
        0.8800
      
      
        0.9373
        0.9390
        0.9354
        0.9327
      
      5095949565.06
      161005194733.27
      161122817542.71
      150668161.07
      274054149.85
      166095381118.99
      166095640204.50
      1.0000
      0.0149
      
        0.9998
        0.9995
        0.9992
        0.9993
      
    
    
      C000223514
      3000000.00
      1012845582.20
      1012847159.94
      
        0.9998
        0.9995
        0.9992
        0.9993
      
      
        363552117.25
        236064269.75
      
      
        63000473.06
        604003475.36
      
      
        775001950.60
        571000533.09
      
      
        914500030.37
        1110000034.08
      
      
        2233551687.14
        2759068534.51
      
      0.0132
      Y
      BlackRock Advisors, LLC, Management Fees, 17541.84;
    
    
      C000003927
      50000.00
      1508530.67
      1508186.10
      
        1.0000
        0.9997
        0.9995
        0.9995
      
      
        764.19
        0.36
      
      
        0.10
        0.27
      
      
        0.06
        0.03
      
      
        0.01
        0.00
      
      
        764.36
        0.49
      
      0.0129
      Y
      BlackRock Advisors, LLC, Management Fees, 23.15; BlackRock Investments, LLC, Service/Distribution Fees, 30.60;
    
    
      C000003931
      5000.00
      5456025767.57
      5456034273.72
      
        0.9998
        0.9995
        0.9992
        0.9993
      
      
        764555385.16
        747719844.71
      
      
        824197005.88
        866907229.41
      
      
        937079709.62
        1032300439.07
      
      
        629579252.81
        561702303.96
      
      
        3637842557.34
        3699117944.61
      
      0.0092
      Y
      BlackRock Advisors, LLC, Management Fees, 84009.87;
    
    
      C000003930
      5000.00
      3559810225.87
      3559815769.41
      
        0.9998
        0.9995
        0.9992
        0.9993
      
      
        503903913.72
        208691034.25
      
      
        313882460.47
        207768160.28
      
      
        271854835.56
        259604075.98
      
      
        169153746.15
        426515663.22
      
      
        1477027534.90
        1249851653.09
      
      0.0107
      Y
      BlackRock Advisors, LLC, Management Fees, 54639.95;
    
    
      C000003928
      3000000.00
      127316383914.61
      127316582546.28
      
        0.9998
        0.9995
        0.9992
        0.9993
      
      
        25637177878.20
        19231206006.60
      
      
        20987117692.51
        17298100857.28
      
      
        23964385538.23
        34392602095.91
      
      
        16845563133.77
        22132624688.18
      
      
        96212163699.76
        110510356245.50
      
      0.0132
      Y
      BlackRock Advisors, LLC, Management Fees, 2180383.29;
    
    
      C000003923
      5000.00
      27191378319.80
      27191421061.62
      
        0.9998
        0.9995
        0.9992
        0.9993
      
      
        55871778.48
        847736992.04
      
      
        404724742.78
        246492961.29
      
      
        99524419.95
        676303247.54
      
      
        300401233.35
        548754395.82
      
      
        996160980.88
        2738754843.90
      
      0.0122
      Y
      BlackRock Advisors, LLC, Management Fees, 430822.34;
    
    
      C000003924
      5000.00
      719625924.43
      719627047.49
      
        0.9998
        0.9995
        0.9992
        0.9993
      
      
        1938197.00
        5957606.45
      
      
        3293515.19
        4014413.09
      
      
        9918687.82
        7542924.15
      
      
        26469971.13
        9951366.27
      
      
        60832610.79
        46436244.82
      
      0.0082
      Y
      BlackRock Advisors, LLC, Management Fees, 10865.88;
    
    
      C000003932
      1.00
      635575666.61
      635576656.08
      
        0.9998
        0.9995
        0.9992
        0.9993
      
      
        27192408.59
        44271055.36
      
      
        13893509.35
        13647328.42
      
      
        42700728.95
        12.51
      
      
        32215824.96
        16284288.40
      
      
        147826756.37
        91023950.65
      
      0.0049
      Y
      BlackRock Advisors, LLC, Management Fees, 9271.55; BlackRock Investments, LLC, Service/Distribution Fees, 36154.82;
    
    
      C000003929
      1.00
      252053.82
      252054.22
      
        0.9998
        0.9995
        0.9992
        0.9993
      
      
        33.81
        0.13
      
      
        0.02
        0.04
      
      
        0.03
        0.00
      
      
        0.00
        0.00
      
      
        33.86
        0.14
      
      0.0081
      Y
      BlackRock Advisors, LLC, Management Fees, 3.89; BlackRock Investments, LLC, Service/Distribution Fees, 71.40;
    
    
      C000003926
      3000000.00
      201975133.41
      201975449.64
      
        0.9998
        0.9995
        0.9992
        0.9993
      
      
        6987358.81
        2594229.09
      
      
        7801512.25
        4611623.33
      
      
        34737130.22
        1806235.95
      
      
        22620583.08
        1410999.77
      
      
        83324872.80
        11442936.71
      
      0.0132
      Y
      BlackRock Advisors, LLC, Management Fees, 2370.21;
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 1.328
      912796T41
      254900HROIFWPRGM1V77
      US912796T411
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-08-18
      2022-08-18
      2022-08-18
      N
      N
      N
      0.0133
      642527846.21
      642527846.21
      0.0039
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 1.519
      912796T66
      254900HROIFWPRGM1V77
      US912796T668
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-09-01
      2022-09-01
      2022-09-01
      N
      N
      N
      0.0152
      1182027481.22
      1182027481.22
      0.0071
      N
      Y
      Y
      N
    
    
      Federal Home Loan Bank Variable Rate Notes
      Federal Home Loan Bank Variable Rate Notes 1.525
      3130AR6R7
      2549001DPIFGXC1TOL40
      US3130AR6R70
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-03-02
      2023-03-02
      N
      N
      N
      0.0154
      500010590.00
      500010590.00
      0.0030
      N
      N
      N
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 2.407
      912796T33
      254900HROIFWPRGM1V77
      US912796T338
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2023-02-23
      2023-02-23
      2023-02-23
      N
      N
      N
      0.0241
      1172063707.91
      1172063707.91
      0.0071
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 0.930
      912796W96
      254900HROIFWPRGM1V77
      US912796W969
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-12
      2022-07-12
      2022-07-12
      N
      N
      N
      0.0093
      330008170.30
      330008170.30
      0.0020
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 1.594
      912796U49
      254900HROIFWPRGM1V77
      US912796U492
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-09-15
      2022-09-15
      2022-09-15
      N
      N
      N
      0.0159
      888750597.76
      888750597.76
      0.0054
      N
      Y
      Y
      N
    
    
      JP Morgan Securities LLC
      JP Morgan Securities LLC 1.540
      ZBUT11V806EZRVTWT807
      BRWZCAQ20
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FHLMC_5115E
          
            2049-06-25
          
          3.500000
          219946.00
          189583.84
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5152H
          
            2051-09-25
          
          3.500000
          477834.00
          420567.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_18-13
          
            2048-01-20
          
          3.000000
          555000.00
          595075.58
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5236
          
            2033-08-25
          
          4.000000
          586272.00
          591581.41
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_06-8
          
            2036-03-25
          
          19.905720
          1000000.00
          1353323.23
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_10-23
          
            2040-03-25
          
          5.000000
          1164604.00
          366439.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-22E
          
            2052-02-20
          
          2.500000
          1637626.00
          1083896.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-49C
          
            2051-03-20
          
          2.000000
          1750000.00
          177056.71
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_12-103
          
            2042-09-25
          
          3.500000
          2220000.00
          2135296.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-22E
          
            2052-02-20
          
          2.750000
          2354072.00
          1734878.77
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-22J
          
            2051-01-20
          
          3.000000
          2500000.00
          263946.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-63V
          
            2052-04-20
          
          3.500000
          2689020.00
          2141992.24
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE MAC FHLMC_4736
          
            2047-12-15
          
          5.000000
          2731450.00
          151677.26
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5115J
          
            2049-06-25
          
          3.500000
          2908356.00
          2548070.49
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5104F
          
            2049-06-25
          
          3.500000
          3096420.00
          2753292.76
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K070
          
            2044-12-25
          
          2.109940
          3439000.00
          320802.55
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-25
          
            2047-02-20
          
          3.000000
          3500000.00
          2585347.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-133N
          
            2050-09-20
          
          2.500000
          4000000.00
          460619.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_15-22F
          
            2044-07-25
          
          4.000000
          4144352.00
          154971.07
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_K137
          
            2049-01-25
          
          2.978230
          4180000.00
          855776.11
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-103L
          
            2051-06-20
          
          3.000000
          4519840.00
          3007906.47
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4639E
          
            2045-11-15
          
          4.000000
          4570792.00
          5566738.71
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4768
          
            2048-03-15
          
          3.000000
          6105000.00
          3572583.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_18-91A
          
            2048-07-20
          
          4.554860
          6793440.00
          326428.88
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5125C
          
            2049-02-25
          
          4.500000
          7062984.00
          813018.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-160H
          
            2050-01-20
          
          4.000000
          7500000.00
          579080.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_18-122J
          
            2048-08-20
          
          4.504860
          7803968.00
          349080.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-21
          
            2042-02-20
          
          3.500000
          8444576.00
          2620240.88
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4801
          
            2048-05-15
          
          4.000000
          8464000.00
          8236776.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-213J
          
            2051-12-20
          
          2.000000
          9305824.00
          6000307.51
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_18-38
          
            2048-06-25
          
          4.000000
          9311000.00
          8796804.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-21
          
            2052-04-25
          
          3.500000
          9765328.00
          8355317.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-140L
          
            2050-06-20
          
          3.500000
          9891744.00
          1843058.24
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4758C
          
            2048-02-15
          
          4.000000
          10000000.00
          11757759.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-1E
          
            2050-06-20
          
          2.500000
          10069600.00
          1428290.90
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4745C
          
            2047-12-15
          
          3.500000
          10096240.00
          11396738.40
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5208D
          
            2052-03-25
          
          3.500000
          10150120.00
          8547678.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-94G
          
            2049-01-25
          
          4.476430
          11233920.00
          346044.33
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5160A
          
            2048-05-25
          
          2.000000
          11250000.00
          915152.77
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5007F
          
            2050-08-25
          
          5.174340
          11428560.00
          2055750.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-65
          
            2047-04-20
          
          4.554860
          11451232.00
          612516.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-1R
          
            2045-10-20
          
          3.500000
          11816512.00
          724332.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-130
          
            2062-01-16
          
          0.682190
          12000000.00
          325865.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-97D
          
            2051-06-20
          
          3.029440
          12000000.00
          475709.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-122K
          
            2051-06-20
          
          3.000000
          12449000.00
          1455393.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-181M
          
            2050-12-20
          
          3.000000
          12500832.00
          1413932.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-1L
          
            2051-12-20
          
          3.000000
          12529264.00
          9392275.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_18-37B
          
            2048-03-20
          
          4.604860
          13374608.00
          614310.68
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-23A
          
            2052-05-25
          
          4.000000
          13375000.00
          1698067.50
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4316
          
            2044-03-15
          
          4.500000
          13395000.00
          20096594.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-16K
          
            2044-08-20
          
          4.838430
          14000000.00
          685807.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-23A
          
            2052-05-25
          
          4.000000
          16624096.00
          13424003.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-17G
          
            2052-04-25
          
          3.000000
          16885024.00
          13010636.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-58C
          
            2051-04-20
          
          4.704860
          16982656.00
          1030713.68
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5209F
          
            2052-04-25
          
          3.000000
          17000000.00
          12980774.44
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4954B
          
            2050-02-25
          
          4.426430
          17290000.00
          1176701.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-172D
          
            2044-04-20
          
          3.425680
          17346912.00
          418401.07
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5051B
          
            2050-11-25
          
          3.000000
          17391000.00
          1793921.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-77K
          
            2051-05-20
          
          2.500000
          17576880.00
          2433642.41
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4914B
          
            2049-09-25
          
          4.426430
          17761280.00
          898175.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14-5
          
            2044-01-16
          
          4.040710
          17850000.00
          215578.31
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-34
          
            2042-03-16
          
          3.500000
          18249600.00
          18964831.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-159F
          
            2051-09-20
          
          3.000000
          18829700.00
          2388759.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_09-121J
          
            2039-12-16
          
          4.500000
          19200000.00
          569029.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_10-4
          
            2040-01-16
          
          5.000000
          19435616.00
          5033154.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-63K
          
            2052-04-20
          
          4.000000
          20142944.00
          2482181.88
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4857B
          
            2049-01-15
          
          4.726000
          20594656.00
          656437.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-127A
          
            2050-08-20
          
          2.000000
          20608704.00
          379597.06
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_07-109
          
            2037-12-25
          
          4.826430
          21500000.00
          129940.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-121
          
            2042-10-16
          
          2.500000
          21603200.00
          17878275.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-162E
          
            2047-10-20
          
          5.000000
          22061824.00
          1359354.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-146G
          
            2050-10-20
          
          2.500000
          22351200.00
          2945932.92
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-1M
          
            2050-04-20
          
          4.500000
          22445792.00
          1473251.75
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_26-64
          
            2033-08-15
          
          5.500000
          22500000.00
          3458746.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-86E
          
            2050-06-20
          
          3.000000
          22624576.00
          1923323.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-167Y
          
            2047-09-20
          
          5.000000
          23181024.00
          3769067.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-213C
          
            2050-04-20
          
          4.500000
          23733720.00
          4687184.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-29D
          
            2050-05-25
          
          0.995120
          24397568.00
          268752.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-3
          
            2062-02-16
          
          0.626720
          24466432.00
          629294.42
          Agency Mortgage-Backed Securities
        
        
          GNMA_20-16G
          
            2050-02-20
          
          3.500000
          24693408.00
          2044841.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-23C
          
            2046-02-20
          
          5.198870
          24797120.00
          1272085.76
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5004B
          
            2050-08-25
          
          4.526430
          25000000.00
          3117545.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_18-11A
          
            2048-01-20
          
          4.604860
          25000000.00
          540789.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-98F
          
            2049-08-20
          
          1.184860
          25000000.00
          267615.53
          Agency Collateralized Mortgage Obligation
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4837
          
            2048-10-15
          
          4.000000
          25236416.00
          29151621.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-130
          
            2044-01-25
          
          4.426430
          25982656.00
          450783.29
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5104E
          
            2044-12-15
          
          4.500000
          26144608.00
          3732530.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-129L
          
            2050-09-20
          
          2.000000
          26328192.00
          2410591.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-134D
          
            2050-09-20
          
          2.779440
          26381440.00
          529935.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-58F
          
            2051-04-20
          
          4.704860
          26399008.00
          1667352.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-148H
          
            2050-10-20
          
          2.104860
          26781600.00
          771264.15
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4994P
          
            2050-07-25
          
          4.476430
          27224672.00
          2237991.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-116
          
            2042-09-16
          
          3.000000
          27352832.00
          28049838.02
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5042F
          
            2050-11-25
          
          3.500000
          27747712.00
          2518532.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-175A
          
            2051-10-20
          
          2.500000
          28000000.00
          906465.14
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5113E
          
            2041-06-25
          
          3.000000
          28472920.00
          3047267.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-56B
          
            2047-07-25
          
          5.500000
          28894464.00
          1804967.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-160C
          
            2050-10-20
          
          4.704860
          29000000.00
          3312953.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-6
          
            2040-04-16
          
          5.090710
          29066880.00
          1563519.14
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-160Y
          
            2050-12-20
          
          3.500000
          29988672.00
          3648291.88
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4990
          
            2050-06-25
          
          4.476430
          30000000.00
          2205461.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-35E
          
            2050-03-20
          
          4.454860
          30555280.00
          948722.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-175M
          
            2047-09-20
          
          4.000000
          30580928.00
          3295239.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-7A
          
            2049-03-25
          
          4.426430
          30861824.00
          1380418.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-89
          
            2043-04-20
          
          4.704860
          31250000.00
          333899.53
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4664
          
            2047-03-15
          
          3.000000
          31293000.00
          34185031.36
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5208E
          
            2052-04-25
          
          5.015540
          31494656.00
          4514320.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-17K
          
            2050-02-20
          
          5.000000
          31592000.00
          1445499.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-122C
          
            2049-09-20
          
          5.163610
          31750528.00
          1333234.38
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_45-10
          
            2045-09-15
          
          3.000000
          31890000.00
          19517044.95
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5115E
          
            2049-06-25
          
          3.500000
          32142848.00
          3861133.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-77E
          
            2051-05-20
          
          1.704860
          32216832.00
          1046534.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-99N
          
            2049-08-20
          
          4.454860
          32735040.00
          462020.24
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-11B
          
            2049-02-25
          
          3.000000
          32739840.00
          3538555.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-225G
          
            2051-12-20
          
          3.500000
          32966720.00
          10139499.14
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-188
          
            2043-12-16
          
          4.040710
          33000000.00
          516111.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-152B
          
            2049-12-20
          
          4.404860
          33948096.00
          1417087.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-197F
          
            2051-11-20
          
          3.000000
          34444280.00
          4338528.64
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5075B
          
            2051-02-25
          
          3.000000
          34904576.00
          3603973.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-16
          
            2051-03-25
          
          3.500000
          35714240.00
          2680663.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-28
          
            2062-10-16
          
          1.062310
          36200000.00
          2796386.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-115H
          
            2050-08-20
          
          2.104860
          36764096.00
          628338.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-196A
          
            2050-12-20
          
          2.779440
          37500000.00
          1436161.72
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-101
          
            2061-07-16
          
          0.695760
          38018720.00
          946430.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-175P
          
            2051-10-20
          
          2.979440
          38997824.00
          1306454.96
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4500A
          
            2045-08-15
          
          4.000000
          39158000.00
          984570.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_09-33H
          
            2038-02-20
          
          5.500000
          40000000.00
          4043230.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-81J
          
            2051-09-20
          
          2.500000
          40241536.00
          4979763.51
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4937
          
            2049-12-25
          
          4.426430
          40482816.00
          2259969.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-134T
          
            2050-09-20
          
          2.054860
          41515456.00
          860333.35
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5096C
          
            2051-04-25
          
          3.500000
          42878848.00
          5229049.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-176J
          
            2051-10-20
          
          3.000000
          44443648.00
          5525857.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-55F
          
            2050-04-20
          
          4.504860
          44539776.00
          1755331.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-113
          
            2043-08-20
          
          5.104860
          45329000.00
          693273.13
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-148K
          
            2050-10-20
          
          3.000000
          46165120.00
          5077032.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-225G
          
            2051-12-20
          
          3.000000
          48280384.00
          6103115.10
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-68
          
            2042-07-25
          
          4.376430
          48600960.00
          763929.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-93E
          
            2050-06-20
          
          4.554860
          49158272.00
          1833204.38
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-M13A
          
            2030-09-25
          
          1.398000
          50000000.00
          3056880.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-195
          
            2063-08-16
          
          1.196710
          50000000.00
          4729143.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-59A
          
            2048-02-20
          
          4.504860
          50000000.00
          2316107.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-138B
          
            2050-09-20
          
          2.004860
          50000000.00
          1193285.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-78A
          
            2051-05-20
          
          3.000000
          51065000.00
          4982817.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-77D
          
            2049-02-20
          
          2.500000
          51638208.00
          4353675.34
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_44-24
          
            2044-12-15
          
          4.826000
          52123712.00
          1305737.35
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5168C
          
            2051-10-25
          
          3.000000
          52600000.00
          4997371.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-176E
          
            2050-11-20
          
          2.104860
          52620032.00
          2208860.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-10
          
            2063-05-16
          
          0.986520
          53000000.00
          3729018.67
          Agency Mortgage-Backed Securities
        
        
          GNMA_20-146D
          
            2046-10-20
          
          5.000000
          55279168.00
          6908218.72
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5038N
          
            2050-11-25
          
          3.500000
          57624896.00
          6545143.21
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5125H
          
            2050-08-25
          
          3.500000
          59920128.00
          8233573.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-1D
          
            2049-01-20
          
          4.454860
          61600000.00
          967145.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-175K
          
            2051-10-20
          
          3.000000
          63387712.00
          5224707.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-64
          
            2062-07-16
          
          1.121680
          63829952.00
          2931173.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-003
          
            2057-12-16
          
          0.621710
          65773696.00
          610394.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-103H
          
            2049-08-20
          
          1.754860
          66411904.00
          1476762.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-119E
          
            2051-07-20
          
          3.000000
          66666624.00
          9146061.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-M04A
          
            2030-05-25
          
          0.532000
          67000000.00
          1628489.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-29E
          
            2051-02-20
          
          1.929440
          67000000.00
          1515294.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-164P
          
            2050-11-20
          
          2.154860
          70867584.00
          996171.27
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-56
          
            2059-11-16
          
          0.586270
          71400000.00
          1328333.65
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5070N
          
            2051-02-25
          
          3.500000
          71412224.00
          9086013.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-49G
          
            2051-02-20
          
          3.000000
          72610000.00
          6695473.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-128A
          
            2049-10-20
          
          1.254860
          74750000.00
          958420.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMS_00-3
          
            2045-09-16
          
          0.000000
          75000000.00
          6480561.57
          Agency Mortgage-Backed Securities
        
        
          GNMA_21-4
          
            2062-09-16
          
          1.081140
          75329408.00
          4903699.63
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3956C
          
            2041-11-15
          
          5.126000
          76636672.00
          1171387.43
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-73C
          
            2049-12-25
          
          4.426430
          76834176.00
          4216820.13
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5129P
          
            2050-07-25
          
          3.000000
          77772160.00
          10720315.33
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-136F
          
            2049-11-20
          
          1.234860
          79999900.00
          587915.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-47
          
            2042-03-20
          
          4.000000
          80000000.00
          1214823.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-M24
          
            2031-03-25
          
          1.275310
          84000000.00
          6025929.91
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-95
          
            2060-01-16
          
          0.368920
          86608768.00
          1363456.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-051
          
            2056-12-16
          
          0.504150
          86996608.00
          225948.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-159H
          
            2049-12-20
          
          3.500000
          86999040.00
          4573883.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-156
          
            2055-06-16
          
          0.291480
          87561984.00
          190284.61
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173
          
            2050-11-20
          
          2.500000
          88929000.00
          9714814.93
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-181
          
            2059-10-16
          
          0.558920
          89989504.00
          1866503.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-34
          
            2061-03-16
          
          0.709310
          90056832.00
          1396081.51
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5021D
          
            2050-10-25
          
          2.965540
          92500000.00
          5023575.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-27B
          
            2050-05-25
          
          5.000000
          92774656.00
          10309290.99
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-134A
          
            2050-09-20
          
          2.054860
          93492320.00
          2287094.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-45B
          
            2050-05-20
          
          5.029440
          93531392.00
          9671600.69
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_20-K740
          
            2052-11-25
          
          0.000000
          96422528.00
          53009634.68
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-41C
          
            2044-10-15
          
          4.000000
          96642080.00
          8358389.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-115
          
            2057-07-16
          
          0.489350
          97075840.00
          1000465.19
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_21-K128
          
            2054-04-25
          
          0.100000
          97238000.00
          674788.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-97
          
            2056-10-16
          
          0.312490
          100000000.00
          763265.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-87
          
            2061-06-16
          
          0.767090
          100514048.00
          2222325.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14-001
          
            2055-09-16
          
          0.157800
          101291135.00
          120352.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-052
          
            2058-03-16
          
          0.750860
          104532320.00
          1084993.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-148D
          
            2050-10-20
          
          1.604860
          105656576.00
          1105599.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_09-97A
          
            2039-11-25
          
          4.526430
          106249088.00
          190790.42
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-1D
          
            2050-11-25
          
          3.000000
          112609408.00
          15332884.29
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-181
          
            2057-08-16
          
          0.700930
          114995000.00
          888532.57
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_Q016
          
            2051-05-25
          
          0.892000
          116000000.00
          4801542.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-140
          
            2058-05-16
          
          0.751440
          116062720.00
          2279956.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14-073
          
            2056-04-16
          
          0.503760
          116967680.00
          719384.23
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASS
          
            2059-05-16
          
          0.712750
          117551616.00
          1870118.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-11
          
            2062-12-16
          
          1.159560
          122000000.00
          9060887.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-M06B
          
            2024-10-25
          
          1.423000
          125000000.00
          1349887.24
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-175D
          
            2051-10-20
          
          2.379440
          125000000.00
          3897343.67
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-77
          
            2061-04-16
          
          0.718810
          125009408.00
          2479085.28
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASS
          
            2058-02-16
          
          1.090520
          131314688.00
          2971623.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-085
          
            2057-07-16
          
          0.267670
          135005000.00
          762504.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_10-101
          
            2040-08-20
          
          4.404860
          137447168.00
          1196553.89
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14-86
          
            2056-04-16
          
          0.491080
          138044672.00
          321734.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-1A
          
            2052-01-20
          
          0.050000
          143238912.00
          142406.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-47
          
            2044-07-20
          
          0.128400
          149854464.00
          257877.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-M32
          
            2029-10-25
          
          1.220000
          150000000.00
          9361873.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-3
          
            2051-02-25
          
          2.500000
          150000000.00
          23536325.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-127
          
            2058-05-16
          
          0.866810
          151204000.00
          2646754.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_18-140
          
            2060-07-16
          
          0.695640
          155019264.00
          2798194.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-39
          
            2061-11-16
          
          0.838180
          160000000.00
          3915145.70
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-50
          
            2060-01-16
          
          0.288540
          161174528.00
          2172913.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-77B
          
            2050-10-25
          
          3.000000
          168632831.00
          21773243.01
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-210
          
            2062-05-16
          
          0.988580
          180000000.00
          13787028.08
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MORTGAGE TRUST FRESB_21-SB87
          
            2041-04-25
          
          0.768220
          181000000.00
          5597264.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-112B
          
            2050-08-20
          
          4.704860
          195870464.00
          22312429.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_07-30
          
            2037-04-25
          
          5.136430
          200000000.00
          739417.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-27
          
            2064-03-16
          
          0.743810
          237500000.00
          15904820.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-39
          
            2030-03-16
          
          0.500000
          244516000.00
          1739883.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-129
          
            2063-06-16
          
          0.984100
          250000000.00
          19087785.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-M21
          
            2028-03-25
          
          0.840000
          285976576.00
          3290570.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-79
          
            2063-08-16
          
          0.909640
          300000000.00
          22036296.92
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-100
          
            2063-06-16
          
          0.964760
          300000000.00
          22650365.33
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-099
          
            2062-09-16
          
          0.805130
          312500000.00
          15429830.90
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-3B
          
            2052-02-25
          
          1.662210
          324803584.00
          13201934.72
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5108A
          
            2051-05-25
          
          2.500000
          350000000.00
          46032007.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-17
          
            2061-01-16
          
          1.047410
          351213568.00
          26856016.57
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-2
          
            2063-06-16
          
          0.881190
          450000000.00
          28121459.24
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-43
          
            2062-09-16
          
          0.862340
          450000000.00
          29071344.25
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-2
          
            2062-04-16
          
          0.829830
          487500000.00
          32525279.68
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F1+
      
      
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        P-1
      
      
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        A-1
      
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      2022-07-07
      2022-07-07
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          AA
        
        
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          Aa3
        
        
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          A+
        
      
      N
      N
      0.0154
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      0.0068
      N
      N
      Y
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      Federal Home Loan Bank Variable Rate Notes
      Federal Home Loan Bank Variable Rate Notes 1.520
      3130AR6T3
      2549001DPIFGXC1TOL40
      US3130AR6T37
      U.S. Government Agency Debt
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        Fitch - BR
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        Agency
      
      
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        AA+
      
      2022-07-01
      2022-08-04
      2022-08-04
      N
      N
      N
      0.0157
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      739635613.90
      0.0045
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      N
      N
      N
    
    
      U.S. Treasury Bills
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      912796U64
      254900HROIFWPRGM1V77
      US912796U641
      U.S. Treasury Debt
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        Fitch - BR
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        Govt
      
      
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        A-1+
      
      2022-09-29
      2022-09-29
      2022-09-29
      N
      N
      N
      0.0165
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      0.0133
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
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      254900HROIFWPRGM1V77
      US912796X389
      U.S. Treasury Debt
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        Fitch - BR
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        Govt
      
      
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        A-1+
      
      2022-07-26
      2022-07-26
      2022-07-26
      N
      N
      N
      0.0102
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      695780596.01
      0.0042
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 1.629
      912796U56
      254900HROIFWPRGM1V77
      US912796U567
      U.S. Treasury Debt
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        Govt
      
      
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        A-1+
      
      2022-09-22
      2022-09-22
      2022-09-22
      N
      N
      N
      0.0163
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      1428026971.77
      0.0086
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 2.390
      912796U31
      254900HROIFWPRGM1V77
      US912796U310
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
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        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2023-03-23
      2023-03-23
      2023-03-23
      N
      N
      N
      0.0239
      2113005810.00
      2113005810.00
      0.0128
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 1.135
      912796X46
      254900HROIFWPRGM1V77
      US912796X462
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
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        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-08-02
      2022-08-02
      2022-08-02
      N
      N
      N
      0.0114
      10253824.80
      10253824.80
      0.0001
      N
      Y
      Y
      N
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.540
      3133ENSW1
      254900C5LP6DN9OP9V83
      US3133ENSW11
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
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        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-07-25
      2023-07-25
      N
      N
      N
      0.0156
      508083923.57
      508083923.57
      0.0031
      N
      N
      N
      N
    
    
      U.S. Treasury Bills
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      912796V55
      254900HROIFWPRGM1V77
      US912796V557
      U.S. Treasury Debt
      Y
      
        Fitch - BR
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        Govt
      
      
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        A-1+
      
      2022-10-13
      2022-10-13
      2022-10-13
      N
      N
      N
      0.0187
      753850867.25
      753850867.25
      0.0045
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
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      912796XL8
      254900HROIFWPRGM1V77
      US912796XL85
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
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        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-08-09
      2022-08-09
      2022-08-09
      N
      N
      N
      0.0126
      5361573.38
      5361573.38
      0.0000
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 1.348
      912796XM6
      254900HROIFWPRGM1V77
      US912796XM68
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
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        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-08-16
      2022-08-16
      2022-08-16
      N
      N
      N
      0.0135
      114798.32
      114798.32
      0.0000
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 2.576
      912796V48
      254900HROIFWPRGM1V77
      US912796V482
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2023-04-20
      2023-04-20
      2023-04-20
      N
      N
      N
      0.0258
      715038879.55
      715038879.55
      0.0043
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 2.078
      912796W62
      254900HROIFWPRGM1V77
      US912796W621
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
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        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-11-17
      2022-11-17
      2022-11-17
      N
      N
      N
      0.0208
      644851935.00
      644851935.00
      0.0039
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.683
      91282CEL1
      254900HROIFWPRGM1V77
      US91282CEL19
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2024-04-30
      2024-04-30
      N
      N
      N
      0.0173
      412051060.67
      412051060.67
      0.0025
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 2.628
      912796W47
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      US912796W472
      U.S. Treasury Debt
      Y
      
        Fitch - BR
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        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2023-05-18
      2023-05-18
      2023-05-18
      N
      N
      N
      0.0263
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      3592619580.33
      0.0217
      N
      Y
      Y
      N
    
    
      BNP Paribas SA
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      BRY2JU812
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
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          0.000000
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          UNITED STATES TREASURY
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          0.000000
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          UNITED STATES TREASURY
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            2037-11-15
          
          0.000000
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            2035-08-15
          
          0.000000
          5.12
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          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.000000
          6.52
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          254900HROIFWPRGM1V77
          
            2045-08-15
          
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          17.92
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          UNITED STATES TREASURY
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          19.46
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          UNITED STATES TREASURY
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          254900HROIFWPRGM1V77
          
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          7461.95
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          0.000000
          75399.92
          42251.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-08-15
          
          1.750000
          114600.00
          87244.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-03-31
          
          0.750000
          415900.00
          381128.58
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-30
          
          0.000000
          474000.00
          472776.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2038-02-15
          
          0.000000
          492170.40
          293358.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          533100.00
          582622.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-11-15
          
          0.000000
          787259.02
          621817.32
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          800600.00
          940109.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          2.250000
          811000.00
          784840.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-04-15
          
          3.375000
          970600.00
          1979123.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          3.500000
          1546500.00
          1621717.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.625000
          1886500.00
          2116972.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.000000
          1949296.64
          1076748.58
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          2066600.00
          1971296.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          0.000000
          3566028.80
          2187309.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.375000
          3599600.00
          3433891.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-30
          
          2.875000
          3634700.00
          3625550.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-06-30
          
          3.250000
          4075900.00
          4093732.06
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          4401100.00
          5102077.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-15
          
          0.125000
          4687000.00
          5105528.61
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-31
          
          0.500000
          10419300.00
          9107474.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-10-31
          
          0.250000
          12504200.00
          11356657.08
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.125000
          14311800.00
          14198519.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.000000
          14756009.05
          9852852.85
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
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            2048-08-15
          
          3.000000
          16319000.00
          15482191.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
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            2029-05-15
          
          2.375000
          24143800.00
          23030933.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          27583900.00
          33906897.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2033-08-15
          
          0.000000
          30012712.27
          20931105.64
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-05-15
          
          0.000000
          40666856.55
          19693535.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          3.625000
          55384800.00
          57147623.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          0.000000
          72154948.29
          54689554.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          0.500000
          72619600.00
          66031376.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-02-15
          
          0.000000
          99815942.64
          78288438.66
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2034-05-15
          
          0.000000
          129986760.70
          88347841.67
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          0.000000
          135243000.00
          74936793.87
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          144896800.00
          172380732.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-08-15
          
          0.000000
          156701031.70
          120927283.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          0.000000
          191227855.60
          143865496.50
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.000000
          230188000.00
          96919506.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-08-15
          
          0.000000
          258448770.10
          192852404.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2034-02-15
          
          0.000000
          276575231.90
          189519029.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-07
      2022-07-07
      2022-11-21
      Y
      
        BNP PARIBAS SA
        1.0000
        7
        N
        
          Fitch - BR
          A+
        
        
          Moody's - BR
          Aa3
        
        
          Standard & Poor's - BR
          A+
        
      
      N
      N
      0.0170
      1500000000.00
      1500000000.00
      0.0090
      N
      N
      Y
      N
    
    
      Credit Suisse AG
      Credit Suisse AG 1.790
      549300D0YARF5HYP1809
      BRY2PLT20
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-29
          
          0.000000
          1100.00
          1086.51
          U.S. Treasuries (including strips)
        
        
          FNMA_20-82
          
            2040-11-25
          
          2.000000
          43944.00
          32956.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-161B
          
            2051-09-20
          
          1.500000
          50000.00
          25187.21
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_05-35A
          
            2035-04-25
          
          5.000000
          68688.00
          10884.57
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4929E
          
            2048-10-25
          
          3.000000
          93975.00
          80351.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-102C
          
            2050-07-20
          
          2.500000
          100000.00
          74149.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-127A
          
            2050-08-20
          
          2.000000
          100000.00
          63724.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-127A
          
            2050-08-20
          
          2.000000
          100000.00
          64283.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-127A
          
            2050-07-20
          
          2.000000
          100000.00
          64569.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-138F
          
            2050-08-20
          
          2.000000
          100000.00
          64742.58
          Agency Collateralized Mortgage Obligation
        
        
          FNR_19-34
          
            2049-07-25
          
          3.000000
          100869.00
          80156.95
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-57B
          
            2049-10-25
          
          2.750000
          140400.00
          104749.18
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-50C
          
            2049-09-25
          
          2.750000
          156161.00
          121739.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-75C
          
            2051-11-25
          
          2.000000
          196000.00
          133526.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_06-8
          
            2036-03-25
          
          18.613580
          208000.00
          16353.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_09-92
          
            2039-11-25
          
          27.229670
          214398.00
          218592.65
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4898
          
            2049-07-25
          
          3.250000
          260370.00
          232837.71
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE MAC FHLMC_4219
          
            2043-06-15
          
          3.500000
          280000.00
          374257.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-142E
          
            2051-08-20
          
          0.750000
          300000.00
          211976.79
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4564
          
            2046-03-15
          
          3.500000
          450000.00
          405851.60
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4161
          
            2043-02-15
          
          0.000000
          459167.00
          226302.29
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-52C
          
            2048-08-20
          
          4.000000
          500000.00
          538629.33
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3387
          
            2037-11-15
          
          0.000000
          550000.00
          38350.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-153C
          
            2049-12-20
          
          3.500000
          740000.00
          699620.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-77L
          
            2051-05-20
          
          4.704860
          749000.00
          62491.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_07-W9
          
            2037-08-25
          
          6.842020
          756943.00
          10649.49
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-32A
          
            2042-11-25
          
          3.785180
          764890.00
          249165.61
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4271D
          
            2036-08-15
          
          2.000000
          766293.00
          28487.25
          Agency Collateralized Mortgage Obligation
        
        
          FHMA_4584
          
            2044-05-15
          
          9.500000
          977409.00
          120049.96
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4107H
          
            2042-09-15
          
          1.964740
          1050000.00
          130248.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-86A
          
            2049-07-20
          
          3.500000
          1100000.00
          728512.99
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-179A
          
            2051-01-20
          
          2.000000
          1135258.00
          670827.42
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4255
          
            2035-05-15
          
          9.435440
          1200000.00
          220459.45
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4159G
          
            2042-11-15
          
          3.038290
          1323000.00
          245170.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-67A
          
            2049-06-20
          
          4.000000
          1652830.00
          716270.78
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4564
          
            2043-04-15
          
          13.750000
          1924106.00
          106607.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-225F
          
            2048-12-20
          
          4.500000
          2188252.00
          495197.72
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-152E
          
            2045-08-20
          
          9.000000
          2213908.00
          72503.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-56G
          
            2048-06-20
          
          3.463800
          2400000.00
          916986.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14-100
          
            2044-07-20
          
          0.000000
          2626210.00
          237321.20
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_11-60D
          
            2041-07-25
          
          5.000000
          2831000.00
          5165386.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_11-69
          
            2041-05-20
          
          3.784860
          2855000.00
          14731.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-102A
          
            2049-07-20
          
          3.500000
          2860732.00
          60639.18
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-48D
          
            2042-04-16
          
          4.490710
          2977620.00
          158331.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-71F
          
            2049-06-20
          
          4.500000
          3059684.00
          245754.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-161B
          
            2051-09-20
          
          3.000000
          3204304.00
          1810907.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-102D
          
            2050-07-20
          
          4.604860
          3328000.00
          192763.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-12B
          
            2049-04-25
          
          3.000000
          3500000.00
          1093972.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-48B
          
            2042-04-16
          
          4.490710
          3873744.00
          217482.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-20A
          
            2052-01-20
          
          2.500000
          3944068.00
          2727798.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-209A
          
            2051-11-20
          
          2.500000
          3950000.00
          2803106.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-67A
          
            2043-07-25
          
          3.564650
          4000000.00
          845792.31
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4905D
          
            2042-11-15
          
          4.125950
          4462936.00
          174131.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-102A
          
            2049-05-20
          
          3.500000
          4609288.00
          31907.08
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4615G
          
            2041-09-15
          
          4.500000
          4629536.00
          1061583.26
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5088H
          
            2051-03-25
          
          2.000000
          5000000.00
          523551.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_05-59
          
            2035-06-25
          
          17.382150
          5000000.00
          912546.98
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-15A
          
            2039-11-25
          
          2.500000
          5540260.00
          4659766.52
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5138B
          
            2048-10-25
          
          4.000000
          5540832.00
          634181.40
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4657V
          
            2037-11-15
          
          0.000000
          5661344.00
          1300371.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-17G
          
            2047-06-25
          
          4.000000
          6000000.00
          1084807.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-28C
          
            2052-01-20
          
          3.000000
          6255872.00
          5156503.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-102D
          
            2049-07-20
          
          4.000000
          6312352.00
          55820.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-133A
          
            2037-02-16
          
          4.590710
          6378792.00
          1508729.24
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4950F
          
            2048-09-25
          
          0.100000
          6406943.00
          6690.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-115G
          
            2043-08-16
          
          4.490710
          7000000.00
          177862.03
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4564
          
            2045-12-15
          
          3.500000
          7142856.00
          111760.83
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-116J
          
            2051-07-20
          
          3.000000
          7570976.00
          1626223.48
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4646A
          
            2042-01-15
          
          3.500000
          7762000.00
          316690.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-67A
          
            2050-01-20
          
          3.500000
          7915944.00
          2570429.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-4J
          
            2052-02-25
          
          3.000000
          8100000.00
          7445423.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-4K
          
            2033-07-25
          
          2.500000
          8360000.00
          7559016.00
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5171F
          
            2051-12-25
          
          3.000000
          9438992.00
          2649169.10
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_36-82
          
            2040-03-15
          
          9.978000
          9628608.00
          2304481.25
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-49B
          
            2043-03-16
          
          3.740710
          9741500.00
          967483.11
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE MAC REMICS FHR_4152
          
            2028-01-15
          
          1.500000
          9859712.00
          1200330.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-94D
          
            2052-01-25
          
          3.000000
          9889424.00
          1284076.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-81E
          
            2051-05-20
          
          2.500000
          10000000.00
          891652.34
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_45-44
          
            2044-11-15
          
          4.000000
          10062112.00
          2011528.42
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-59C
          
            2044-01-25
          
          0.600000
          10176111.00
          112136.92
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-153B
          
            2049-12-20
          
          4.454860
          11185072.00
          742307.00
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4766B
          
            2044-07-15
          
          3.000000
          11458240.00
          11916586.01
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-143L
          
            2042-12-20
          
          2.654860
          11902464.00
          2786561.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_14-17D
          
            2044-04-25
          
          4.426430
          12654000.00
          191934.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-102A
          
            2049-07-20
          
          3.500000
          13482416.00
          250179.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_27576
          
            2037-08-25
          
          39.371440
          13500000.00
          420083.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-24B
          
            2045-02-20
          
          3.500000
          13875000.00
          17663852.25
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4935F
          
            2043-03-15
          
          0.060000
          13906704.00
          9195.45
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5121B
          
            2044-08-15
          
          0.050000
          14302752.00
          17457.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-57C
          
            2051-03-20
          
          4.704860
          14785024.00
          1458700.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-225F
          
            2048-12-20
          
          4.500000
          14818208.00
          1738316.39
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5138E
          
            2047-07-25
          
          0.050000
          15533440.00
          26766.56
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4959
          
            2050-03-25
          
          2.073570
          15674099.00
          8219308.65
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_41-20
          
            2042-10-15
          
          4.876000
          16212576.00
          125021.81
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-11B
          
            2049-04-25
          
          4.376430
          16417632.00
          473494.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-102D
          
            2049-07-20
          
          4.000000
          16664240.00
          182481.87
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4717B
          
            2047-09-15
          
          4.000000
          17480896.00
          796470.85
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-102B
          
            2050-02-20
          
          3.000000
          17640640.00
          265830.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-52J
          
            2046-09-20
          
          3.000000
          18169120.00
          97260.77
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_2801D
          
            2032-07-15
          
          13.794450
          18267168.00
          544494.29
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-34
          
            2039-12-16
          
          0.350000
          18588096.00
          8450.13
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-127A
          
            2050-08-20
          
          4.000000
          18694752.00
          1702205.85
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5076D
          
            2051-02-25
          
          3.000000
          19310976.00
          2628865.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-83A
          
            2050-06-20
          
          2.500000
          19996352.00
          488224.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14-94
          
            2038-02-20
          
          0.200000
          20173184.00
          14825.67
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_39-39
          
            2041-09-15
          
          4.500000
          20925536.00
          266926.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-105R
          
            2051-06-20
          
          3.000000
          21461568.00
          2261054.01
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-53C
          
            2043-04-20
          
          3.654860
          21554208.00
          114912.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-209A
          
            2051-11-20
          
          3.000000
          21689824.00
          2936293.07
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5138Q
          
            2051-04-25
          
          3.000000
          21806656.00
          3380731.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-34
          
            2038-04-20
          
          0.350000
          22733664.00
          8732.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-175B
          
            2050-11-20
          
          4.704860
          22830784.00
          2272481.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-20B
          
            2052-01-20
          
          3.000000
          22881920.00
          2737194.81
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-69B
          
            2043-07-25
          
          4.688290
          23988928.00
          912631.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14062
          
            2037-06-16
          
          39.605680
          24156000.00
          459840.25
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-153C
          
            2049-09-20
          
          4.500000
          24434656.00
          1867839.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_03-41A
          
            2033-05-20
          
          6.104860
          25000000.00
          8783.30
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5138B
          
            2050-07-25
          
          4.000000
          25189152.00
          3684370.57
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-188F
          
            2050-07-20
          
          3.500000
          25547072.00
          1081684.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-78H
          
            2050-11-20
          
          5.372710
          25598752.00
          3979510.86
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5018Q
          
            2050-10-25
          
          5.500000
          25754336.00
          1864416.72
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3225B
          
            2036-10-15
          
          0.000000
          25844640.00
          329863.59
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4929B
          
            2049-09-25
          
          4.426430
          25908224.00
          2411688.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-152E
          
            2045-08-20
          
          2.404860
          26566912.00
          52235.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-93F
          
            2050-07-20
          
          4.000000
          27075392.00
          4221419.98
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3862
          
            2041-05-15
          
          0.000000
          27272704.00
          812209.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-20C
          
            2048-02-20
          
          4.500000
          27395584.00
          4693647.45
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5171B
          
            2051-12-25
          
          3.000000
          27816448.00
          4816243.38
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5171B
          
            2051-12-25
          
          3.000000
          28028448.00
          4003185.49
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-59C
          
            2044-01-25
          
          4.376430
          28061248.00
          1538505.07
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5138P
          
            2050-02-25
          
          3.500000
          28341312.00
          3994485.55
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_42-99
          
            2043-07-15
          
          4.000000
          28735360.00
          63097.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-15B
          
            2048-11-25
          
          3.500000
          28956000.00
          27579116.37
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4127
          
            2042-07-15
          
          4.500000
          29060576.00
          204397.53
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-20L
          
            2043-03-25
          
          4.526430
          29364600.00
          567158.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-136H
          
            2045-03-20
          
          3.500000
          29386848.00
          30119.21
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-75B
          
            2043-07-25
          
          4.126430
          30000000.00
          413798.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-55B
          
            2050-04-20
          
          1.724860
          30000000.00
          748353.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_11-74A
          
            2041-05-20
          
          4.454860
          30122400.00
          153960.01
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_15-8
          
            2045-03-25
          
          4.526430
          30365760.00
          790187.95
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5171A
          
            2051-12-25
          
          3.500000
          30480768.00
          4121227.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-188G
          
            2049-04-20
          
          4.500000
          30868736.00
          1188396.85
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4911A
          
            2049-09-25
          
          4.426430
          31282944.00
          2780713.64
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-101C
          
            2051-01-25
          
          3.500000
          32103616.00
          5107613.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-69E
          
            2051-04-20
          
          3.000000
          33250000.00
          3196907.48
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5138N
          
            2050-01-25
          
          4.500000
          33616128.00
          4238473.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-50B
          
            2049-09-25
          
          4.426430
          36185600.00
          2842827.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-209B
          
            2051-11-20
          
          3.000000
          37996608.00
          3025292.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-116A
          
            2051-07-20
          
          4.704860
          38333312.00
          2630988.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-67A
          
            2050-02-20
          
          3.000000
          38861056.00
          1696636.18
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-142B
          
            2051-08-20
          
          5.529440
          39026944.00
          4135835.23
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-142G
          
            2050-08-20
          
          3.500000
          39162176.00
          5626820.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-75B
          
            2049-05-25
          
          2.500000
          39599600.00
          5980475.26
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5171A
          
            2051-12-25
          
          3.000000
          40671360.00
          5601320.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14-3
          
            2039-07-20
          
          4.404860
          41202304.00
          329396.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-56
          
            2048-11-25
          
          2.500000
          42875200.00
          5076511.37
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5138E
          
            2047-09-25
          
          5.094290
          43028800.00
          4917920.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-7B
          
            2050-01-20
          
          3.500000
          43174464.00
          4134601.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-96F
          
            2041-08-25
          
          4.500000
          44518016.00
          1120274.99
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-57C
          
            2051-03-20
          
          4.704860
          45484288.00
          2995070.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-69A
          
            2051-10-25
          
          3.500000
          47033344.00
          6258407.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-142G
          
            2049-10-20
          
          5.279440
          47267456.00
          4645110.20
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5077D
          
            2051-02-25
          
          3.500000
          48242496.00
          7136420.91
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3747
          
            2040-10-15
          
          5.176000
          48956032.00
          274286.23
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-23
          
            2049-02-20
          
          4.454860
          50000000.00
          2125236.99
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-81D
          
            2051-05-20
          
          4.704860
          50000000.00
          3830078.24
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4473
          
            2045-05-15
          
          4.276000
          50227920.00
          1338670.13
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4929A
          
            2049-10-25
          
          4.326430
          50404800.00
          4676548.77
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-8D
          
            2048-06-25
          
          3.000000
          52512000.00
          48438013.33
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-142E
          
            2051-08-20
          
          3.000000
          52668000.00
          3819841.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-79B
          
            2051-11-25
          
          3.000000
          52962624.00
          6528646.10
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-66
          
            2047-09-25
          
          4.526430
          53000000.00
          3140900.53
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-142F
          
            2051-08-20
          
          3.500000
          53146816.00
          4519733.42
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5171H
          
            2051-12-25
          
          4.000000
          54826964.00
          9508351.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-4D
          
            2051-02-25
          
          2.500000
          54862880.00
          8149933.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-66A
          
            2059-11-25
          
          4.426430
          56121216.00
          3580823.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-225A
          
            2051-12-20
          
          3.000000
          59130624.00
          31118028.98
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_12-4122
          
            2042-10-15
          
          4.776000
          60749888.00
          2160609.87
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5120
          
            2051-06-25
          
          2.500000
          61317824.00
          8774074.71
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5171F
          
            2051-12-25
          
          3.000000
          62936832.00
          7433967.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-179F
          
            2050-11-20
          
          4.704860
          64999552.00
          8913870.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-101B
          
            2051-01-25
          
          3.500000
          70000000.00
          8999798.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-74
          
            2048-10-25
          
          3.500000
          76128896.00
          29314266.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-142D
          
            2051-08-20
          
          3.000000
          77377792.00
          11616062.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-75F
          
            2051-11-25
          
          3.000000
          78463000.00
          8505405.44
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-60D
          
            2050-09-25
          
          3.000000
          80176384.00
          12242150.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_11-96
          
            2041-10-25
          
          4.376430
          80506240.00
          548670.29
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-73A
          
            2051-04-20
          
          4.704860
          82186368.00
          5858891.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_03-87
          
            2033-07-25
          
          7.476430
          83184900.00
          1428567.07
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE MAC FHLMC_4122
          
            2042-10-15
          
          3.500000
          84353664.00
          643964.16
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE MAC FHLMC_4122
          
            2042-10-15
          
          3.500000
          84353664.00
          643057.27
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5179A
          
            2051-12-25
          
          2.500000
          89953100.00
          13245557.24
          Agency Collateralized Mortgage Obligation
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5038
          
            2050-11-25
          
          2.000000
          95021568.00
          9686025.22
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5019A
          
            2050-10-25
          
          3.000000
          98339840.00
          8886996.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-142E
          
            2051-08-20
          
          3.000000
          100025600.00
          24051020.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-116B
          
            2051-07-20
          
          3.000000
          112500000.00
          9890629.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-142E
          
            2051-08-20
          
          3.000000
          123703680.00
          32491641.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-209B
          
            2051-11-20
          
          3.000000
          130488000.00
          11056302.53
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-134A
          
            2042-11-20
          
          3.404860
          132412928.00
          352555.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-225C
          
            2050-03-20
          
          0.350000
          133302272.00
          699052.16
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_10-150
          
            2040-10-25
          
          4.826430
          135801343.00
          7918.29
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-93D
          
            2051-08-20
          
          3.000000
          359579648.00
          34612390.08
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-08-22
      2022-08-22
      N
      N
      N
      0.0179
      650000000.00
      650000000.00
      0.0039
      N
      N
      N
      Y
    
    
      Federal Home Loan Bank Bonds
      Federal Home Loan Bank Bonds 1.810
      3130AS7G8
      2549001DPIFGXC1TOL40
      US3130AS7G88
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        A-1+
      
      2023-01-05
      2023-01-05
      2023-01-05
      N
      N
      N
      0.0243
      498425480.00
      498425480.00
      0.0030
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank Bonds
      Federal Farm Credit Bank Bonds 2.250
      3133ENYG9
      254900C5LP6DN9OP9V83
      US3133ENYG96
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2023-06-07
      2023-06-07
      2023-06-07
      N
      N
      N
      0.0291
      253860415.24
      253860415.24
      0.0015
      N
      N
      N
      N
    
    
      Barclays Bank plc
      Barclays Bank plc 1.700
      G5GSEF7VJP5I7OUK5573
      BRY3CE4V1
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-11-20
          
          2.500000
          10537587.00
          9247911.66
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-09-20
          
          2.500000
          36711852.00
          31395601.36
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-06-20
          
          4.000000
          111679765.00
          111283550.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-06-20
          
          4.500000
          123385567.00
          125716937.30
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-08-04
      2022-08-04
      Y
      
        BARCLAYS BANK PLC
        1.0000
        35
        N
        
          Fitch - BR
          A+
        
        
          Moody's - BR
          A1
        
        
          Standard & Poor's - BR
          A
        
      
      N
      N
      0.0170
      272200000.00
      272200000.00
      0.0016
      N
      N
      N
      Y
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 1.958
      912796YE3
      254900HROIFWPRGM1V77
      US912796YE34
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-10-18
      2022-10-18
      2022-10-18
      N
      N
      N
      0.0196
      1576186614.21
      1576186614.21
      0.0095
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 2.764
      912796X53
      254900HROIFWPRGM1V77
      US912796X538
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2023-06-15
      2023-06-15
      2023-06-15
      N
      N
      N
      0.0276
      215710595.14
      215710595.14
      0.0013
      N
      Y
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal 1.640
      NQQ6HPCNCCU6TUTQYE16
      BRY3MPQS8
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA_21-161
          
            2051-09-20
          
          3.000000
          2615319.00
          368675.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-119N
          
            2051-07-20
          
          3.000000
          3718308.00
          506437.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-H11D
          
            2072-05-20
          
          1.550560
          7806999.00
          7774642.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-H10
          
            2072-05-20
          
          1.726730
          21821741.00
          1056153.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-57B
          
            2051-03-20
          
          3.000000
          72000000.00
          7179911.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-57D
          
            2051-03-20
          
          3.000000
          75000000.00
          8252337.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-105P
          
            2051-06-20
          
          3.000000
          75000000.00
          8237331.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-159E
          
            2051-09-20
          
          3.000000
          75000000.00
          8915526.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-86G
          
            2051-05-20
          
          3.000000
          75000333.00
          7873716.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-191M
          
            2050-12-20
          
          3.500000
          92299434.00
          10649126.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-H05
          
            2072-03-20
          
          1.961680
          120385856.00
          5785880.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-86C
          
            2051-05-20
          
          3.000000
          134959333.00
          13867090.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-H09A
          
            2072-04-20
          
          1.908680
          154875473.00
          8783168.77
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-07
      2022-07-07
      2022-07-18
      Y
      
        BANK OF MONTREAL
        1.0000
        7
        N
        
          Fitch - BR
          AA-
        
        
          Moody's - BR
          Aa2
        
        
          Standard & Poor's - BR
          A+
        
      
      N
      N
      0.0164
      85000000.00
      85000000.00
      0.0005
      N
      N
      Y
      N
    
    
      Credit Agricole Corporate and Investment Bank SA
      Credit Agricole Corporate and Investment Bank SA 1.480
      254900BN8XS34XZDJ223
      BRY46HSK7
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-04-30
          
          2.750000
          3103962.00
          3060001.90
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0148
      3000000.00
      3000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Bank of America Securities, Inc.
      Bank of America Securities, Inc. 1.460
      549300HN4UKV1E2R3U73
      BRY47XB29
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2033-02-15
          
          0.000000
          357039.00
          256099.91
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          0.000000
          628040.00
          343321.75
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2038-02-15
          
          0.000000
          1523466.00
          920424.75
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2035-11-15
          
          0.000000
          1660749.00
          1084618.32
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2033-05-15
          
          0.000000
          1863797.00
          1326665.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2036-08-15
          
          0.000000
          1836197.00
          1168869.56
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0146
      5000000.00
      5000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citigroup Global Markets, Inc. 1.520
      MBNUM2BPBDO7JBLYG310
      BRY46HSL5
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-03-31
          
          2.375000
          0.00
          0.92
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-15
          
          3.875000
          1.00
          3.07
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-30
          
          2.875000
          9478.00
          9347.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-31
          
          2.750000
          166056.00
          162090.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          490124.00
          467532.28
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-06-30
          
          3.250000
          2409542.00
          2421026.28
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      3000000.00
      3000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      HSBC Securities USA, Inc.
      HSBC Securities USA, Inc. 1.550
      CYYGQCGNHMHPSMRL3R97
      BRY46HTH3
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-29
          
          0.000000
          20653300.00
          20400007.93
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      20000000.00
      20000000.00
      0.0001
      N
      Y
      Y
      N
    
    
      Bank of America Securities, Inc.
      Bank of America Securities, Inc. 1.460
      549300HN4UKV1E2R3U73
      BRY47X4A9
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          0 7/8 NOTE AD 26
          
            2026-09-30
          
          0.875000
          100.00
          91.55
          U.S. Treasuries (including strips)
        
        
          TINT 02/15/32
          
            2032-02-15
          
          0.000000
          6878438.88
          5099908.45
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0146
      5000000.00
      5000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Bank of America Securities, Inc.
      Bank of America Securities, Inc. 1.460
      549300HN4UKV1E2R3U73
      BRY47XB78
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-30
          
          2.875000
          33305600.00
          33078643.15
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0146
      32430000.00
      32430000.00
      0.0002
      N
      Y
      Y
      N
    
    
      MUFG Securities Americas, Inc.
      MUFG Securities Americas, Inc. 1.520
      K5HU16E3LMSVCCJJJ255
      BRY47VPE2
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2029-08-20
          
          7.500000
          50000.00
          120.04
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2024-05-20
          
          6.500000
          59761.00
          17.66
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-12-20
          
          2.500000
          799998.00
          205448.68
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2032-11-20
          
          4.000000
          1097328.00
          205581.77
          Agency Mortgage-Backed Securities
        
        
          FHLMC_4864F
          
            2045-10-15
          
          4.500000
          1666666.00
          20918.51
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-06-20
          
          3.500000
          1703650.00
          793545.74
          Agency Mortgage-Backed Securities
        
        
          FHLMC_5036G
          
            2050-11-25
          
          2.000000
          1875000.00
          214232.29
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-06-20
          
          3.500000
          1940878.00
          449774.56
          Agency Mortgage-Backed Securities
        
        
          GNMA_16-82L
          
            2044-05-20
          
          4.000000
          2948860.00
          81787.39
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2036-02-20
          
          3.000000
          3122904.00
          1710860.06
          Agency Mortgage-Backed Securities
        
        
          FNMA_19-9G
          
            2045-06-25
          
          4.500000
          3622220.00
          51268.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-30E
          
            2047-05-25
          
          3.500000
          3849924.00
          288991.66
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2045-07-15
          
          4.000000
          4986050.00
          986974.41
          Agency Mortgage-Backed Securities
        
        
          FNMA_15-89C
          
            2042-03-25
          
          3.500000
          5357136.00
          84755.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-54D
          
            2047-07-25
          
          4.000000
          5833520.00
          542049.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-56D
          
            2048-08-25
          
          4.000000
          6118328.00
          636903.59
          Agency Collateralized Mortgage Obligation
        
        
          FNR_19-37-IO
          
            2049-07-25
          
          4.000000
          6292536.00
          676097.12
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5000M
          
            2050-05-25
          
          3.000000
          6672816.00
          781878.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-28G
          
            2049-08-25
          
          3.500000
          7040480.00
          1114954.28
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-109C
          
            2048-01-25
          
          4.000000
          7267456.00
          704399.78
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE MAC FHLMC_5072
          
            2050-10-25
          
          3.500000
          7653936.00
          1067598.60
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2047-12-20
          
          3.500000
          8000000.00
          2875281.30
          Agency Mortgage-Backed Securities
        
        
          GNMA_18-134A
          
            2048-10-20
          
          4.604860
          8000000.00
          226304.81
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-4C
          
            2052-02-25
          
          4.500000
          8139376.00
          1244488.98
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4864F
          
            2048-12-15
          
          4.500000
          8208496.00
          579076.91
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4619E
          
            2043-05-15
          
          3.500000
          8979136.00
          119520.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-61
          
            2049-02-20
          
          5.500000
          9252784.00
          786870.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-54C
          
            2047-07-25
          
          4.000000
          9309744.00
          847791.52
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4933D
          
            2049-09-25
          
          4.396430
          9535584.00
          896194.62
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4695E
          
            2047-06-15
          
          4.000000
          9778640.00
          641464.82
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5116F
          
            2035-08-25
          
          2.500000
          10000000.00
          675308.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-9G
          
            2049-03-25
          
          4.500000
          10107952.00
          962498.65
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-4D
          
            2052-02-25
          
          2.500000
          10294096.00
          1598783.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-107J
          
            2051-06-20
          
          3.000000
          10325984.00
          1347054.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-201B
          
            2051-11-20
          
          3.000000
          10531000.00
          1675202.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-28D
          
            2052-02-20
          
          3.500000
          10647000.00
          916587.42
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5228D
          
            2046-01-25
          
          4.500000
          10700880.00
          1492362.72
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-04-20
          
          3.000000
          11800000.00
          5774768.28
          Agency Mortgage-Backed Securities
        
        
          GNMA_18-124J
          
            2041-03-20
          
          4.000000
          12328000.00
          68758.09
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-32C
          
            2048-05-25
          
          4.576430
          12691456.00
          661760.71
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5092N
          
            2050-09-25
          
          3.500000
          12985712.00
          1854129.20
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5131C
          
            2051-07-25
          
          3.000000
          13333328.00
          1603491.41
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-64C
          
            2049-11-25
          
          3.500000
          13676160.00
          395072.18
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-4F
          
            2052-02-25
          
          4.500000
          13704848.00
          2325857.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-181M
          
            2049-09-20
          
          3.000000
          15355000.00
          1509096.97
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-9G
          
            2051-01-20
          
          3.500000
          16107552.00
          1798165.43
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5092N
          
            2050-09-25
          
          3.500000
          16175328.00
          2120976.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-27A
          
            2051-02-20
          
          3.000000
          16500000.00
          2341666.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-41L
          
            2050-11-20
          
          2.500000
          17000000.00
          1822632.14
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4945F
          
            2049-09-25
          
          4.500000
          17375296.00
          2171532.10
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5145D
          
            2051-09-25
          
          2.015540
          18300000.00
          551648.60
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4121
          
            2042-10-15
          
          3.500000
          19370048.00
          391682.11
          Agency Collateralized Mortgage Obligation
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          0.000000
          19471300.00
          11273298.56
          U.S. Treasuries (including strips)
        
        
          FNMA_21-56
          
            2051-07-25
          
          3.000000
          19999968.00
          2342444.75
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-02-20
          
          3.000000
          20000000.00
          18426888.06
          Agency Mortgage-Backed Securities
        
        
          FNMA_15-60
          
            2045-08-25
          
          4.576430
          20454528.00
          470567.66
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-12
          
            2048-01-20
          
          4.000000
          20750000.00
          1092705.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_15-22
          
            2045-04-25
          
          3.000000
          21128416.00
          470577.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-163G
          
            2042-09-16
          
          3.500000
          22088512.00
          1404080.15
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5107A
          
            2051-05-15
          
          3.500000
          22612928.00
          2155355.95
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-11-20
          
          3.000000
          23000000.00
          11712320.62
          Agency Mortgage-Backed Securities
        
        
          FNMA_21-29
          
            2041-05-25
          
          3.000000
          23663840.00
          1829841.44
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-38C
          
            2049-07-25
          
          4.426430
          24102336.00
          878803.02
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4386C
          
            2044-09-15
          
          4.000000
          24336416.00
          482057.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-41L
          
            2051-03-20
          
          2.500000
          25055904.00
          2551402.97
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-36L
          
            2052-02-20
          
          4.000000
          25779520.00
          3810458.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-23E
          
            2051-02-20
          
          2.500000
          25916400.00
          2768094.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-134
          
            2047-09-20
          
          4.604860
          26000000.00
          1430384.58
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_44-27
          
            2045-01-15
          
          4.276000
          26044000.00
          481194.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-78
          
            2047-05-20
          
          4.604860
          26300448.00
          1186166.00
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5075B
          
            2051-02-25
          
          3.000000
          26324000.00
          2865604.46
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5054D
          
            2050-11-25
          
          4.000000
          27754500.00
          2575704.43
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-64
          
            2033-06-25
          
          3.000000
          28683392.00
          731228.50
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_41-47
          
            2032-12-15
          
          3.500000
          29338160.00
          524540.21
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5179C
          
            2051-12-25
          
          3.000000
          29457312.00
          3126263.96
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-85B
          
            2050-12-25
          
          4.000000
          29519840.00
          3177124.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-151
          
            2043-01-25
          
          5.000000
          30000000.00
          431689.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-69
          
            2062-04-16
          
          1.298510
          30000000.00
          2117052.78
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4383C
          
            2044-09-15
          
          4.000000
          31063520.00
          612727.35
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_41-58
          
            2043-01-15
          
          4.000000
          31514368.00
          459779.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-125D
          
            2046-08-20
          
          4.000000
          32553088.00
          1432153.24
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-209E
          
            2051-11-20
          
          3.000000
          32916608.00
          4173739.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-63
          
            2047-04-20
          
          4.500000
          33539648.00
          1346537.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-94B
          
            2052-01-25
          
          3.500000
          33691776.00
          4621077.70
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-36B
          
            2051-06-25
          
          1.727050
          33805696.00
          1036907.56
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5171E
          
            2051-12-25
          
          4.500000
          34408512.00
          5166001.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-164
          
            2063-10-16
          
          0.960720
          35000000.00
          2678117.48
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5030E
          
            2050-10-25
          
          5.500000
          35484096.00
          4273471.95
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5174F
          
            2051-12-25
          
          3.000000
          35923200.00
          3816350.07
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-99
          
            2047-12-25
          
          3.000000
          36000000.00
          1450343.25
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-89B
          
            2051-12-25
          
          3.000000
          37383424.00
          4619332.39
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION  GNMA_17-82
          
            2045-03-20
          
          4.004860
          37518912.00
          889296.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-153A
          
            2049-12-20
          
          3.500000
          38365184.00
          3639906.07
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-117B
          
            2047-08-20
          
          4.604860
          38427136.00
          1668373.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-73
          
            2033-07-25
          
          3.000000
          38607488.00
          810939.68
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4864D
          
            2043-08-15
          
          0.993130
          38612928.00
          757918.93
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4347J
          
            2040-01-15
          
          1.093280
          39362160.00
          205850.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-8C
          
            2049-03-25
          
          4.176430
          40000000.00
          1314112.47
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-02-20
          
          3.500000
          40000000.00
          38302769.33
          Agency Mortgage-Backed Securities
        
        
          GNMA_18-134B
          
            2048-10-20
          
          4.554860
          40205824.00
          1708653.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-27J
          
            2035-05-25
          
          3.500000
          40515904.00
          3128167.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-6
          
            2043-02-25
          
          4.476430
          40783040.00
          816938.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-21
          
            2042-03-25
          
          4.326430
          42033856.00
          645057.98
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-56
          
            2051-09-25
          
          2.500000
          42250200.00
          3677073.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-101A
          
            2050-07-20
          
          4.604860
          42365000.00
          4252590.15
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_13-39
          
            2042-10-25
          
          4.476430
          44524800.00
          681027.13
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5163C
          
            2051-11-25
          
          3.000000
          47401500.00
          6253805.78
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5179B
          
            2052-01-25
          
          2.500000
          47897472.00
          7386681.39
          Agency Collateralized Mortgage Obligation
        
        
          FNR_19-63
          
            2049-10-25
          
          4.426430
          48962048.00
          2108225.56
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-87B
          
            2045-12-25
          
          4.000000
          49303440.00
          1399670.44
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-129G
          
            2050-09-20
          
          2.500000
          49395392.00
          4681326.80
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_15-88F
          
            2044-09-25
          
          4.000000
          50000000.00
          781669.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-27D
          
            2049-06-25
          
          1.270330
          50000000.00
          678492.72
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-36J
          
            2050-06-25
          
          4.000000
          50000000.00
          3621468.18
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4847C
          
            2044-10-15
          
          4.000000
          50000000.00
          907730.40
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-02-20
          
          2.500000
          50000000.00
          44886066.49
          Agency Mortgage-Backed Securities
        
        
          GNMA_21-193E
          
            2050-02-20
          
          3.000000
          50000000.00
          6177566.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-49D
          
            2051-03-20
          
          2.500000
          52500000.00
          4886356.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-14
          
            2042-03-25
          
          4.876430
          54166656.00
          676893.43
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-30G
          
            2047-05-25
          
          1.236970
          58588288.00
          638597.41
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-10A
          
            2041-03-25
          
          3.000000
          59314176.00
          3637013.24
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_18-78A
          
            2048-06-20
          
          4.604860
          59412224.00
          1680850.56
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-40
          
            2056-07-25
          
          1.072550
          62369344.00
          307270.89
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5116A
          
            2050-01-25
          
          4.000000
          62436032.00
          9538037.26
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-88D
          
            2046-03-25
          
          3.500000
          62833024.00
          9296719.18
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-59F
          
            2049-10-25
          
          1.192060
          63684480.00
          752648.07
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_450-3
          
            2042-02-15
          
          1.152440
          63733120.00
          451709.53
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-87A
          
            2051-05-20
          
          3.000000
          66944896.00
          6632038.62
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_11-4
          
            2041-02-25
          
          4.826430
          68180992.00
          607302.92
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4338
          
            2041-10-15
          
          1.084320
          68548992.00
          260563.22
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5081M
          
            2042-06-15
          
          3.401270
          69362688.00
          1002811.20
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4895A
          
            2043-11-15
          
          1.172410
          70348928.00
          1272905.69
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5083A
          
            2049-08-25
          
          3.500000
          71411968.00
          10019532.03
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-96H
          
            2051-06-20
          
          3.000000
          73414720.00
          7792004.82
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4842C
          
            2037-10-15
          
          1.233000
          73512832.00
          952364.97
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5040A
          
            2050-11-25
          
          3.500000
          75000000.00
          8897884.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-114F
          
            2051-06-20
          
          3.000000
          75000000.00
          6864960.25
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-20A
          
            2041-04-25
          
          3.000000
          79391872.00
          5948266.15
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5161C
          
            2051-11-25
          
          3.500000
          81007616.00
          13081005.28
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4972B
          
            2041-07-15
          
          5.000000
          82238000.00
          7493994.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_15-91
          
            2045-12-25
          
          1.173120
          82366080.00
          562782.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-9F
          
            2049-03-25
          
          1.116020
          82543488.00
          1351743.29
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-02-20
          
          2.500000
          85398400.00
          76255707.70
          Agency Mortgage-Backed Securities
        
        
          FHLMC_5110A
          
            2051-05-25
          
          3.500000
          85641088.00
          11144889.30
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5130B
          
            2051-08-25
          
          3.500000
          94966016.00
          13227779.91
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-209F
          
            2051-11-20
          
          3.500000
          95000000.00
          9217165.77
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5077D
          
            2051-02-25
          
          3.500000
          95820672.00
          12766461.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-34D
          
            2052-02-20
          
          1.409440
          100000000.00
          1380764.28
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5131B
          
            2051-08-25
          
          3.500000
          101307776.00
          13332122.16
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4683D
          
            2038-09-15
          
          1.284340
          102299200.00
          1447073.86
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-30H
          
            2047-05-25
          
          1.172790
          119344768.00
          852388.05
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-40F
          
            2046-07-25
          
          1.138890
          141625280.00
          940927.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-40J
          
            2046-07-25
          
          0.918190
          157677056.00
          883221.02
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4796E
          
            2040-02-15
          
          1.158260
          162358016.00
          2427948.40
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-54E
          
            2047-07-25
          
          1.302720
          167905792.00
          1952100.82
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4360F
          
            2039-12-15
          
          1.148110
          194853376.00
          971826.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-41B
          
            2048-06-25
          
          1.257600
          202967040.00
          3123163.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-95B
          
            2049-06-25
          
          0.250000
          330978304.00
          2202298.73
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      546000000.00
      546000000.00
      0.0033
      N
      Y
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal 1.550
      NQQ6HPCNCCU6TUTQYE16
      BRY46HS43
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2058-09-15
          
          3.200000
          50000.00
          49356.87
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2051-05-15
          
          3.500000
          998183.00
          897825.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2062-04-15
          
          3.500000
          1500000.00
          1495918.85
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2053-10-15
          
          4.050000
          1500000.00
          1545741.74
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-11-20
          
          4.000000
          2695700.00
          2563780.10
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          3.150000
          2981300.00
          2937869.91
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2052-06-15
          
          3.900000
          3624000.00
          3725572.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          4.000000
          3962697.00
          3891330.22
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2072-04-20
          
          2.781000
          4658556.00
          4783855.97
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          3.010000
          5365400.00
          5267571.17
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2072-05-20
          
          0.000000
          5842734.00
          5958163.70
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          3.000000
          6128100.00
          6011896.92
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2072-03-20
          
          2.409000
          6989186.00
          7114423.01
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2072-05-20
          
          0.000000
          8006339.00
          8309539.28
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          3.050000
          8102500.00
          7925046.69
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2069-05-20
          
          2.410000
          8264185.00
          3728022.19
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-07-20
          
          4.500000
          8736492.00
          8935820.15
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2072-04-20
          
          3.277000
          9260763.00
          9581075.91
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2072-05-20
          
          0.000000
          10912701.00
          11495514.11
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          3.410000
          12742100.00
          12740519.27
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2039-08-20
          
          1.625000
          15000000.00
          645377.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          3.280000
          17000000.00
          16767460.78
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-06-20
          
          3.500000
          19258199.00
          18696234.05
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-12-20
          
          2.500000
          27157662.00
          23995646.81
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-06-20
          
          4.500000
          27167968.00
          27681306.75
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2072-05-20
          
          0.000000
          27786209.00
          28849889.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-08-20
          
          3.000000
          28481854.00
          24651177.12
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2072-05-20
          
          0.000000
          40219904.00
          42071447.39
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-03-20
          
          2.500000
          43500000.00
          39220396.90
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      325000000.00
      325000000.00
      0.0020
      N
      Y
      Y
      N
    
    
      Deutsche Bank AG
      Deutsche Bank AG 1.500
      7LTWFZYICNSX8D621K86
      BRY46HSU5
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-31
          
          1.125000
          2297900.00
          2040058.66
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F2
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-2
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0150
      2000000.00
      2000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citigroup Global Markets, Inc. 1.560
      MBNUM2BPBDO7JBLYG310
      BRY46GBP6
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          7 1/2 TPRN 24
          
            2024-11-15
          
          0.000000
          200.00
          185.79
          U.S. Treasuries (including strips)
        
        
          7 5/8 TPRN 25
          
            2025-02-15
          
          0.000000
          640500.00
          589818.52
          U.S. Treasuries (including strips)
        
        
          6 7/8 TPRN 25
          
            2025-08-15
          
          0.000000
          1737300.00
          1574223.12
          U.S. Treasuries (including strips)
        
        
          3 1/8 BOND 43
          
            2043-02-15
          
          3.125000
          466421400.00
          445321431.30
          U.S. Treasuries (including strips)
        
        
          2 3/8 TPRN E 24
          
            2024-08-15
          
          0.000000
          100.00
          93.58
          U.S. Treasuries (including strips)
        
        
          TINT 08/15/24
          
            2024-08-15
          
          0.000000
          1.00
          0.94
          U.S. Treasuries (including strips)
        
        
          TINT 11/15/24
          
            2024-11-15
          
          0.000000
          50.00
          46.53
          U.S. Treasuries (including strips)
        
        
          TINT 02/15/25
          
            2025-02-15
          
          0.000000
          12669.00
          11686.52
          U.S. Treasuries (including strips)
        
        
          TINT 05/15/25
          
            2025-05-15
          
          0.000000
          32836864.00
          30083887.00
          U.S. Treasuries (including strips)
        
        
          TINT 08/15/25
          
            2025-08-15
          
          0.000000
          2459779.00
          2238972.02
          U.S. Treasuries (including strips)
        
        
          TINT 11/15/25
          
            2025-11-15
          
          0.000000
          10995605.00
          9908370.57
          U.S. Treasuries (including strips)
        
        
          TINT 02/15/26
          
            2026-02-15
          
          0.000000
          22694995.00
          20271351.09
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-07
      2022-07-07
      2022-07-07
      N
      N
      N
      0.0156
      500000000.00
      500000000.00
      0.0030
      N
      N
      Y
      N
    
    
      BNP Paribas SA
      BNP Paribas SA 1.550
      R0MUWSFPU8MPRO8K5P83
      BRY46HS68
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FHLMC_2417
          
            2032-02-15
          
          6.000000
          2.00
          0.05
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_2484
          
            2032-07-15
          
          6.500000
          120.00
          8.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_02-32
          
            2032-05-20
          
          6.000000
          1418.00
          77.14
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-10-20
          
          4.000000
          18084.00
          9156.39
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-04-20
          
          3.500000
          30254.00
          29229.32
          Agency Mortgage-Backed Securities
        
        
          FNMA_20-27A
          
            2050-05-25
          
          4.326430
          100000.00
          11589.53
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5145D
          
            2051-09-25
          
          2.015540
          100000.00
          3014.47
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5196D
          
            2052-02-25
          
          0.965540
          100000.00
          1034.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-115E
          
            2049-09-20
          
          4.454860
          100000.00
          6618.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-96G
          
            2051-06-20
          
          0.954860
          100000.00
          1933.74
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-48E
          
            2036-11-25
          
          4.976430
          100032.00
          9587.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-48H
          
            2039-06-25
          
          4.326430
          100032.00
          9289.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-86G
          
            2049-07-20
          
          4.504860
          100032.00
          6051.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-76A
          
            2050-05-20
          
          4.504860
          100032.00
          6316.79
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-33
          
            2048-05-25
          
          4.576430
          100096.00
          3259.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-5
          
            2046-01-20
          
          4.604860
          100096.00
          4176.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-1F
          
            2050-01-20
          
          2.904860
          100096.00
          1617.23
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-122E
          
            2051-07-20
          
          1.829440
          100096.00
          4562.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-158P
          
            2051-09-20
          
          2.379440
          100096.00
          3654.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-11A
          
            2050-01-20
          
          4.454860
          100224.00
          4636.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-4
          
            2046-01-20
          
          4.054860
          100352.00
          2509.01
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-158K
          
            2051-09-20
          
          2.429440
          100352.00
          5750.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-187C
          
            2051-10-20
          
          3.500000
          119915.00
          9621.63
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15
          
            2049-02-20
          
          4.454860
          142508.00
          3737.59
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4923
          
            2048-04-25
          
          4.376430
          183296.00
          14743.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-135F
          
            2051-08-20
          
          2.929440
          399895.00
          11154.50
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-76A
          
            2045-06-25
          
          4.476430
          476320.00
          27659.77
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4990B
          
            2050-07-25
          
          4.476430
          706800.00
          68450.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-90B
          
            2052-05-20
          
          5.862970
          1023360.00
          104397.81
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-31D
          
            2052-02-20
          
          1.379440
          1025031.00
          13687.23
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5191A
          
            2042-06-15
          
          4.000000
          1137451.00
          183568.44
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5196B
          
            2052-02-25
          
          3.000000
          1370592.00
          193137.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-129N
          
            2050-09-20
          
          3.000000
          2047744.00
          245236.76
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-12-20
          
          2.000000
          2864284.00
          2030516.63
          Agency Mortgage-Backed Securities
        
        
          GNMA_21-187E
          
            2051-10-20
          
          1.829440
          4576103.00
          104610.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-60F
          
            2046-03-20
          
          4.000000
          6674921.00
          946824.66
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-06-20
          
          4.000000
          7327264.00
          7301268.49
          Agency Mortgage-Backed Securities
        
        
          GNMA_17-186K
          
            2045-11-16
          
          0.000000
          7381475.00
          2022972.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-60H
          
            2051-02-20
          
          2.500000
          8299922.00
          1047428.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-1E
          
            2050-01-20
          
          4.454860
          15686480.00
          2040904.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-165L
          
            2050-01-20
          
          0.020000
          19600354.00
          5146.31
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-72
          
            2043-07-25
          
          5.144290
          21175904.00
          618614.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-68L
          
            2052-04-20
          
          4.879440
          22365705.00
          2028245.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-175E
          
            2050-03-20
          
          4.500000
          23778307.00
          2957537.61
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-60G
          
            2044-05-20
          
          4.500000
          24156131.00
          3740994.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-155N
          
            2051-07-20
          
          4.704860
          24500000.00
          3240155.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-57
          
            2045-04-20
          
          4.004860
          25097196.00
          343140.12
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4903F
          
            2049-08-25
          
          4.426430
          27923424.00
          1756175.57
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-68K
          
            2052-04-20
          
          4.879440
          29507903.00
          3073905.39
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-185M
          
            2050-12-20
          
          4.754860
          32171495.00
          3291051.85
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5007B
          
            2044-09-15
          
          1.174840
          34587898.00
          669735.37
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5219F
          
            2050-01-25
          
          0.509050
          34772185.00
          387643.18
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5219E
          
            2041-07-25
          
          0.622880
          36041115.00
          475361.13
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5219D
          
            2049-07-25
          
          0.426900
          36956962.00
          281534.52
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-10F
          
            2052-01-20
          
          1.729440
          38073726.00
          598822.05
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110
          
            2049-09-20
          
          4.454860
          39300000.00
          2806646.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-68D
          
            2052-04-20
          
          3.079440
          39596386.00
          1326655.17
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5172F
          
            2047-08-15
          
          1.676890
          40502434.00
          1739586.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-165L
          
            2050-01-20
          
          2.244860
          43628680.00
          1369284.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-4J
          
            2050-01-20
          
          2.264860
          47673691.00
          557574.05
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5219C
          
            2049-03-25
          
          0.471250
          53827183.00
          466428.13
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-10F
          
            2052-01-20
          
          1.729440
          61926274.00
          1546610.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-35H
          
            2049-07-25
          
          4.426430
          65016871.00
          2795402.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-62H
          
            2050-05-20
          
          1.834860
          65373689.00
          737525.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-123G
          
            2050-08-20
          
          1.554860
          66735851.00
          1070645.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-110
          
            2043-11-25
          
          0.000000
          90537911.00
          3221567.16
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-67G
          
            2041-10-25
          
          4.676430
          126597840.00
          9206142.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_09-110
          
            2034-05-25
          
          0.473290
          150000000.00
          267370.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-34H
          
            2052-02-20
          
          0.700000
          150000000.00
          1320355.82
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-112
          
            2045-08-20
          
          4.144860
          161020746.00
          2546128.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-10K
          
            2052-01-20
          
          0.780000
          200000000.00
          2284425.69
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      70000000.00
      70000000.00
      0.0004
      N
      Y
      Y
      N
    
    
      Barclays Bank plc
      Barclays Bank plc 1.550
      G5GSEF7VJP5I7OUK5573
      BRY46HS19
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          2128500.00
          2040088.50
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      2000000.00
      2000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      ING Financial Markets LLC
      ING Financial Markets LLC 1.550
      KBVRJ5K57JZ3E2AVWX40
      BRY46HTL4
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          BILL 11/03/22
          
            2022-11-03
          
          0.000000
          20542400.00
          20395542.38
          U.S. Treasuries (including strips)
        
        
          0 3/4 NOTE G 28
          
            2028-01-31
          
          0.750000
          12303600.00
          10805362.76
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE AS 24
          
            2024-09-15
          
          0.375000
          21000000.00
          19799143.42
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      50000000.00
      50000000.00
      0.0003
      N
      Y
      Y
      N
    
    
      MUFG Securities Americas, Inc.
      MUFG Securities Americas, Inc. 1.480
      K5HU16E3LMSVCCJJJ255
      BRY46HT26
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          1.125000
          99500.00
          95139.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-04-30
          
          2.750000
          36116400.00
          35604898.74
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0148
      35000000.00
      35000000.00
      0.0002
      N
      Y
      Y
      N
    
    
      Wells Fargo Securities LLC
      Wells Fargo Securities LLC 1.560
      VYVVCKR63DVZZN70PB21
      BRY46HTF7
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-02-01
          
          4.000000
          18731.00
          2332.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-06-01
          
          4.000000
          19136.00
          5963.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          24000.00
          16506.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-04-01
          
          4.000000
          24984.00
          1118.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-05-01
          
          4.000000
          31999.00
          9068.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-02-01
          
          2.500000
          36000.00
          9576.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-05-01
          
          4.000000
          45000.00
          3297.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.500000
          50004.00
          43510.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          4.000000
          69339.00
          25566.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          3.500000
          100000.00
          98961.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-06-01
          
          2.000000
          110000.00
          89195.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-12-01
          
          4.000000
          149000.00
          74131.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          3.000000
          200000.00
          156583.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          220000.00
          59732.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-08-01
          
          4.000000
          236414.00
          49253.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-01-01
          
          2.500000
          263916.00
          230403.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          282338.00
          98212.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-11-01
          
          4.000000
          289600.00
          139423.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-01-01
          
          4.500000
          521710.00
          302574.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          2.500000
          580717.00
          162172.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.500000
          1000000.00
          315460.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          4.000000
          1857590.00
          677891.76
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          2.500000
          2239920.00
          2136374.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-03-01
          
          4.000000
          2305000.00
          85803.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-03-01
          
          1.500000
          2678787.00
          2367869.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          5.000000
          2913223.00
          3050286.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.000000
          5026895.00
          4663336.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          3.000000
          5080981.00
          4962597.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          5.000000
          5220494.00
          5466117.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-09-01
          
          2.500000
          5948216.00
          5247432.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.500000
          6215550.00
          6368632.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          2.000000
          9375592.00
          7987806.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.500000
          29141762.00
          27749814.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          3.500000
          31587988.00
          30342993.08
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      100000000.00
      100000000.00
      0.0006
      N
      Y
      Y
      N
    
    
      Deutsche Bank Securities, Inc.
      Deutsche Bank Securities, Inc. 1.550
      9J6MBOOO7BECTDTUZW19
      BRY46HSS0
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEPC 03.500 CLRA7195
          
            2052-04-01
          
          3.500000
          16711381.00
          15998218.17
          Agency Mortgage-Backed Securities
        
        
          FEPC 03.000 CLRA6485
          
            2051-12-01
          
          3.000000
          95740186.00
          86996160.15
          Agency Mortgage-Backed Securities
        
        
          GNRA 2007-046 IO
          
            2049-06-16
          
          2.384600
          66745000.00
          712.32
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2006-042 IO
          
            2048-02-16
          
          1.250000
          58334000.00
          5346.93
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F2
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-2
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      100000000.00
      100000000.00
      0.0006
      N
      Y
      Y
      N
    
    
      Goldman Sachs & Co. LLC
      Goldman Sachs & Co. LLC 1.500
      FOR8UP27PHTHYVLBNG30
      BRY46HSW1
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-31
          
          1.875000
          10228600.00
          9805436.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-06
          
          0.000000
          24999800.00
          24874601.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0150
      34000000.00
      34000000.00
      0.0002
      N
      Y
      Y
      N
    
    
      Bank of Montreal
      Bank of Montreal 1.480
      NQQ6HPCNCCU6TUTQYE16
      BRY46HS50
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          0.000000
          0.68
          0.42
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-08-15
          
          0.000000
          1.00
          0.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-08-15
          
          0.000000
          32.00
          23.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-05-15
          
          0.000000
          385979.00
          280865.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-02-15
          
          0.000000
          756331.00
          555120.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          0.000000
          5625715.79
          4263988.78
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0148
      5000000.00
      5000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Societe Generale SA
      Societe Generale SA 1.500
      O2RNE8IBXP4R0TD8PU41
      BRY46HTD2
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          2949100.00
          2040022.97
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0150
      2000000.00
      2000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Credit Agricole Corporate and Investment Bank SA
      Credit Agricole Corporate and Investment Bank SA 1.550
      254900BN8XS34XZDJ223
      BRY46HSX9
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-01-20
          
          2.000000
          176620005.00
          127500000.60
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      125000000.00
      125000000.00
      0.0008
      N
      Y
      Y
      N
    
    
      Nomura Securities International, Inc.
      Nomura Securities International, Inc. 1.510
      OXTKY6Q8X53C9ILVV871
      BRY46HT83
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-03-31
          
          1.250000
          200.00
          180.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-15
          
          0.375000
          500.00
          616.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-07-31
          
          0.250000
          95300.00
          87290.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          3.125000
          314400.00
          300177.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          0.000000
          342321.60
          184488.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-31
          
          0.500000
          499900.00
          439217.06
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-15
          
          1.625000
          1117600.00
          1117076.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          1.125000
          1639900.00
          1134391.40
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          5473400.00
          6427174.92
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-12-31
          
          1.250000
          5519600.00
          5075879.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
          17962200.00
          18729554.16
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-06-30
          
          3.250000
          175009300.00
          175843394.31
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          0.750000
          48233300.00
          45660559.90
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        NR
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0151
      250000000.00
      250000000.00
      0.0015
      N
      Y
      Y
      N
    
    
      Natixis SA
      Natixis SA 1.480
      KX1WK48MPD4Y2NCUIZ63
      BRY46HT75
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-02-15
          
          1.875000
          200.00
          181.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-10-31
          
          0.500000
          400.00
          347.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          3.000000
          400.00
          399.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-31
          
          0.750000
          104600.00
          95331.57
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          2.250000
          370200.00
          358258.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-31
          
          0.750000
          999800.00
          908224.74
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          0.125000
          1066000.00
          1039214.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          1.500000
          3999900.00
          3864805.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-10-31
          
          1.375000
          4380900.00
          3933300.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0148
      10000000.00
      10000000.00
      0.0001
      N
      Y
      Y
      N
    
    
      Credit Suisse AG
      Credit Suisse AG 1.480
      549300D0YARF5HYP1809
      BRY46HST8
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-03-15
          
          0.250000
          3000.00
          2866.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          5328000.00
          5097218.12
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0148
      5000000.00
      5000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      JP Morgan Securities LLC
      JP Morgan Securities LLC 1.550
      ZBUT11V806EZRVTWT807
      BRY46HTK6
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          3.375000
          1200.00
          1194.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          2.250000
          1600.00
          1311.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          2.000000
          10400.00
          8187.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2051-11-15
          
          1.875000
          6720800.00
          5089337.57
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      5000000.00
      5000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      TD Securities USA LLC
      TD Securities USA LLC 1.500
      SUVUFHICNZMP2WKHG940
      BRY46HTE0
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          3.000000
          15317400.00
          15300091.34
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0150
      15000000.00
      15000000.00
      0.0001
      N
      Y
      Y
      N
    
    
      BMO Capital Markets Corp.
      BMO Capital Markets Corp. 1.550
      RUC0QBLBRPRCU4W1NE59
      BRY46HT00
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          1 1/8 NOTE AF 26
          
            2026-10-31
          
          1.125000
          10040100.00
          9271548.52
          U.S. Treasuries (including strips)
        
        
          1 1/8 NOTE AJ 25
          
            2025-01-15
          
          1.125000
          22241000.00
          21328514.93
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      30000000.00
      30000000.00
      0.0002
      N
      Y
      Y
      N
    
    
      Federal Reserve Bank of New York
      Federal Reserve Bank of New York 1.550
      254900Y8NKGV541U8Q32
      BRY47B7V8
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-15
          
          0.125000
          24452500.00
          23393222.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          2.500000
          188195500.00
          188877370.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          1423735500.00
          1358110904.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-31
          
          0.625000
          3004493400.00
          2719762905.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          1.500000
          5022015300.00
          4838171916.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-06-30
          
          1.750000
          6059257200.00
          5903534290.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          6592126200.00
          6280830309.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.000000
          6621268100.00
          6500279947.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-15
          
          2.750000
          9019110000.00
          8902903501.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-06-30
          
          1.875000
          9163090000.00
          8724911036.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-12-31
          
          2.625000
          9228936600.00
          9064938397.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          1.500000
          9764850000.00
          9182278294.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-10-31
          
          1.375000
          9818269900.00
          8815129527.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      72500000000.00
      72500000000.00
      0.4365
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - BOFA
      Fixed Income Clearing Corporation - BOFA 1.520
      549300H47WTHXPU08X20
      BRY46P0X1
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2042-05-15
          
          3.250000
          1300000000.00
          1264718350.28
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      1239875000.00
      1239875000.00
      0.0075
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - BOFA
      Fixed Income Clearing Corporation - BOFA 1.520
      549300H47WTHXPU08X20
      BRY46P0T0
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2023-03-15
          
          0.500000
          270000000.00
          265337283.06
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      260125000.00
      260125000.00
      0.0016
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HQF0
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2039-08-15
          
          4.500000
          133293000.00
          157958872.37
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      154855102.94
      154855102.94
      0.0009
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HQ11
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2039-05-15
          
          4.250000
          66147000.00
          75410763.05
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      73929000.00
      73929000.00
      0.0004
      N
      Y
      Y
      N
    
    
      Morgan Stanley & Co. LLC
      Morgan Stanley & Co. LLC 1.550
      9R7GPTSO7KV3UQJZQ078
      BRY46HT67
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC GOLD
          
            2044-08-01
          
          4.500000
          1000.00
          87.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          1000.00
          392.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-07-01
          
          4.500000
          1000.00
          3.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          3.500000
          2000.00
          1726.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.000000
          2000.00
          504.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2045-12-01
          
          4.000000
          3000.00
          436.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-08-01
          
          3.000000
          3000.00
          1253.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.500000
          4000.00
          704.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-06-01
          
          5.500000
          5000.00
          6.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-11-01
          
          5.000000
          8000.00
          99.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-08-01
          
          3.000000
          9000.00
          3773.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          6.000000
          11000.00
          28.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          2.000000
          14000.00
          10944.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          4.000000
          15100.00
          843.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-07-01
          
          3.000000
          20000.00
          7869.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-01-01
          
          2.500000
          23650.00
          20859.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-03-01
          
          3.500000
          25000.00
          3649.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          4.000000
          25000.00
          24690.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-08-01
          
          3.500000
          31320.00
          23387.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-02-01
          
          2.500000
          46470.00
          40945.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-10-01
          
          1.500000
          47630.00
          38024.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          3.000000
          50000.00
          13376.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-01-01
          
          2.000000
          60360.00
          51345.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          3.500000
          74990.00
          27570.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2045-08-01
          
          3.500000
          75000.00
          17660.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-07-01
          
          3.500000
          75000.00
          21451.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          75000.00
          19941.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.000000
          85000.00
          60387.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          3.500000
          87000.00
          17999.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          5.500000
          92900.00
          32603.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          100000.00
          21736.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          100000.00
          30251.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-02-01
          
          2.000000
          100000.00
          85232.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          3.000000
          103880.00
          92843.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-08-01
          
          3.500000
          113720.00
          23930.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-07-01
          
          2.000000
          117230.00
          94326.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-04-01
          
          2.500000
          125000.00
          35769.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          5.000000
          125000.00
          12363.08
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2047-11-01
          
          4.000000
          150000.00
          26363.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          2.000000
          150580.00
          128533.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-02-01
          
          6.000000
          160000.00
          140.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          2.000000
          202660.00
          173589.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          4.000000
          213930.00
          161526.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.500000
          225000.00
          73884.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-09-01
          
          6.500000
          225000.00
          3458.94
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          2.000000
          250000.00
          220372.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-01
          
          4.000000
          293000.00
          17915.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          3.000000
          293890.00
          111451.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-02-01
          
          2.500000
          300000.00
          228970.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.500000
          300000.00
          288359.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-09-01
          
          2.500000
          300000.00
          258288.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.000000
          304420.00
          282380.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          1.500000
          329310.00
          260375.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-03-01
          
          2.500000
          362270.00
          336659.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-12-01
          
          3.880000
          395000.00
          402301.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.000000
          398950.00
          76436.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-12-01
          
          3.500000
          400000.00
          98081.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-02-01
          
          4.000000
          452300.00
          44306.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-06-01
          
          2.500000
          470000.00
          223212.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          1.500000
          475000.00
          430952.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-03-01
          
          4.060000
          500000.00
          473509.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          3.500000
          507000.00
          96243.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          510000.00
          188565.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          4.000000
          521900.00
          527349.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-11-01
          
          2.500000
          541000.00
          181914.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-07-01
          
          2.000000
          600620.00
          473897.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          4.000000
          620000.00
          105941.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-02-01
          
          3.500000
          669000.00
          117651.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          2.500000
          697390.00
          623484.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          700000.00
          209211.92
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2048-03-01
          
          4.500000
          730000.00
          310781.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2035-10-01
          
          3.550000
          761000.00
          726626.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          770430.00
          587475.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          3.000000
          781000.00
          246412.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.000000
          803010.00
          779058.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2038-08-01
          
          6.500000
          810000.00
          37426.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-03-01
          
          3.500000
          850000.00
          161560.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          4.500000
          869080.00
          354220.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-11-01
          
          6.000000
          977500.00
          12729.41
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-12-01
          
          1.500000
          1000000.00
          740908.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          1025000.00
          654948.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          3.000000
          1037530.00
          971746.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-12-01
          
          2.500000
          1040530.00
          928760.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          1100000.00
          254585.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          5.000000
          1135929.00
          1185516.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-03-01
          
          4.500000
          1144270.00
          364948.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          3.000000
          1157930.00
          1046788.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.500000
          1192450.00
          1147291.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-02-01
          
          2.000000
          1231000.00
          935354.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          5.000000
          1266013.00
          1310323.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          1.500000
          1335220.00
          1203873.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          4.000000
          1389180.00
          448825.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.500000
          1476540.00
          1422686.81
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          4.500000
          1477506.00
          1507723.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          4.500000
          1484897.00
          1503767.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          4.000000
          1538950.00
          1531320.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          4.500000
          1548979.00
          1585103.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          2.500000
          1604200.00
          1443125.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.000000
          1625030.00
          1611435.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          4.500000
          1633188.00
          1676366.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-02-01
          
          2.000000
          1643320.00
          1405905.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2047-10-01
          
          4.500000
          1671280.00
          1038323.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.500000
          1704130.00
          1643683.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          4.500000
          1707877.00
          1732634.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.000000
          1710770.00
          1702286.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.500000
          1728720.00
          1665667.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-02-01
          
          2.500000
          1754360.00
          1559984.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          4.500000
          1793109.00
          1827269.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          4.500000
          1954476.00
          1981444.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.000000
          1957190.00
          1800056.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-01-01
          
          2.500000
          1972000.00
          1704190.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.000000
          1999010.00
          1711260.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-10-01
          
          2.500000
          2000000.00
          1743111.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-02-01
          
          3.500000
          2000000.00
          1881393.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-06-01
          
          2.000000
          2001000.00
          1592683.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.000000
          2025110.00
          2000013.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          5.000000
          2037173.00
          2074752.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          3.500000
          2225930.00
          1362374.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          4.500000
          2264294.00
          2275221.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.500000
          2299290.00
          2212221.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-02-01
          
          2.410000
          2337000.00
          2099650.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.500000
          2440519.00
          2490434.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.500000
          2500670.00
          2177382.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          4.000000
          2542790.00
          772713.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          4.500000
          2594950.00
          2616205.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.500000
          2767518.00
          2810846.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          4.000000
          2809460.00
          2795531.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-10-01
          
          3.500000
          2887490.00
          2814265.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-03-01
          
          1.500000
          2934800.00
          2615592.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          4.500000
          3083142.00
          3120694.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-09-01
          
          2.580000
          3191440.00
          2520640.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-12-01
          
          6.500000
          3241000.00
          6109.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-01-01
          
          2.000000
          3248000.00
          2864688.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          3.500000
          3354430.00
          3300753.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-06-01
          
          3.610000
          3404000.00
          3381598.46
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          5.000000
          3442975.00
          3599732.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-05-01
          
          2.000000
          3541820.00
          3351354.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          3.000000
          3556920.00
          3294643.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          2.000000
          3725000.00
          1935104.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.500000
          3739430.00
          2087704.34
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          3.500000
          3783270.00
          3634227.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-02-01
          
          2.500000
          3800000.00
          3292624.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-10-01
          
          3.500000
          3800000.00
          1581649.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          2.266000
          3801680.00
          469666.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          3.000000
          3819000.00
          3451915.30
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.500000
          4064529.00
          4119359.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.000000
          4235090.00
          4202285.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          2.000000
          4536810.00
          3942052.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          3.500000
          4607890.00
          2002656.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          6.000000
          5045000.00
          131978.55
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          5.000000
          5058912.00
          5221721.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          2.500000
          5105920.00
          4567739.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          5.500000
          6081847.00
          6336254.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.500000
          6637420.00
          5616579.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.000000
          6918680.00
          6428876.66
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2048-06-01
          
          4.000000
          7529957.00
          928168.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          4.500000
          8109637.00
          8304649.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2038-12-01
          
          3.620000
          8195000.00
          7989035.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          4.500000
          8789547.00
          8908109.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          4.500000
          9000000.00
          824532.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          9018920.00
          7349886.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          4.000000
          9040530.00
          8577505.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          3.500000
          9278910.00
          8930518.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-01-01
          
          2.000000
          9499000.00
          8617667.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2057-01-01
          
          4.000000
          10000000.00
          3799479.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          3.000000
          10138880.00
          9415215.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          4.500000
          10869900.00
          11040068.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          4.500000
          11422633.00
          11658156.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-11-01
          
          3.000000
          13579160.00
          12510409.08
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          3.500000
          14073480.00
          13564444.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          5.000000
          14682084.00
          15164196.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-04-01
          
          3.000000
          15133000.00
          6118714.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          15376000.00
          3893947.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          2.500000
          15506750.00
          13902947.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          3.500000
          16507750.00
          15892876.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          19204270.00
          17227745.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          2.000000
          19320940.00
          16353550.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.500000
          20933770.00
          18250195.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.000000
          21477710.00
          19900693.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          2.000000
          23341210.00
          21731766.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          4.000000
          27120100.00
          26818964.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          3.500000
          28038070.00
          26900631.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          4.000000
          28399370.00
          28152472.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.000000
          28511940.00
          3260817.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          2.000000
          34122670.00
          30166886.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.000000
          36159780.00
          35666857.92
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-10-01
          
          1.500000
          43840840.00
          39471516.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          3.500000
          48493200.00
          46582443.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          5.000000
          49138606.00
          50246375.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.500000
          52140950.00
          49903371.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          4.000000
          61404540.00
          61708751.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          4.000000
          66496260.00
          65670201.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          2.500000
          72742510.00
          65021733.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-07-01
          
          2.500000
          116777090.00
          103533077.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-12-01
          
          4.000000
          117240800.00
          6290527.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          163867880.00
          129426285.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-05-01
          
          2.500000
          215708760.00
          172495794.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-03-01
          
          3.000000
          259095000.00
          98249646.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.500000
          500000000.00
          430433410.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      1860000000.00
      1860000000.00
      0.0112
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - BNY
      Fixed Income Clearing Corporation - BNY 1.550
      549300H47WTHXPU08X20
      BRY46FX82
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          0 3/4 NOTE G 28
          
            2028-01-31
          
          0.750000
          131190900.00
          115215486.90
          U.S. Treasuries (including strips)
        
        
          0 3/4 NOTE W 26
          
            2026-03-31
          
          0.750000
          152537500.00
          139784564.80
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      250000000.00
      250000000.00
      0.0015
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - BNP
      Fixed Income Clearing Corporation - BNP 1.520
      549300H47WTHXPU08X20
      BRY46HSY7
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          BILL 12/01/22
          
            2022-12-01
          
          0.000000
          200.00
          198.09
          U.S. Treasuries (including strips)
        
        
          BILL 09/01/22
          
            2022-09-01
          
          0.000000
          106591200.00
          106297434.70
          U.S. Treasuries (including strips)
        
        
          BILL 10/25/22
          
            2022-10-25
          
          0.000000
          10000.00
          9933.88
          U.S. Treasuries (including strips)
        
        
          6 5/8 BOND 27
          
            2027-02-15
          
          6.625000
          65563000.00
          77059045.35
          U.S. Treasuries (including strips)
        
        
          3 3/4 BOND 41
          
            2041-08-15
          
          3.750000
          29261500.00
          31268306.53
          U.S. Treasuries (including strips)
        
        
          2 7/8 BOND 43
          
            2043-05-15
          
          2.875000
          287979000.00
          264615767.70
          U.S. Treasuries (including strips)
        
        
          3 5/8 BOND 43
          
            2043-08-15
          
          3.625000
          87800.00
          91652.72
          U.S. Treasuries (including strips)
        
        
          3 1/8 BOND 44
          
            2044-08-15
          
          3.125000
          202075000.00
          194704517.60
          U.S. Treasuries (including strips)
        
        
          2 1/2 BOND 45
          
            2045-02-15
          
          2.500000
          61239200.00
          52799287.21
          U.S. Treasuries (including strips)
        
        
          3 BOND 45
          
            2045-05-15
          
          3.000000
          10054000.00
          9414987.87
          U.S. Treasuries (including strips)
        
        
          2 1/2 BOND 46
          
            2046-02-15
          
          2.500000
          74424700.00
          64169140.40
          U.S. Treasuries (including strips)
        
        
          2 1/2 BOND 46
          
            2046-05-15
          
          2.500000
          24236000.00
          20738696.73
          U.S. Treasuries (including strips)
        
        
          2 3/4 BOND 47
          
            2047-11-15
          
          2.750000
          174299200.00
          157604561.20
          U.S. Treasuries (including strips)
        
        
          3 BOND 48
          
            2048-02-15
          
          3.000000
          763285100.00
          731831529.50
          U.S. Treasuries (including strips)
        
        
          2 7/8 BOND 49
          
            2049-05-15
          
          2.875000
          4297500.00
          4044917.66
          U.S. Treasuries (including strips)
        
        
          2 BOND 50
          
            2050-02-15
          
          2.000000
          309532100.00
          243683653.60
          U.S. Treasuries (including strips)
        
        
          1 1/8 BOND 40
          
            2040-05-15
          
          1.125000
          46106000.00
          32286844.57
          U.S. Treasuries (including strips)
        
        
          2 BOND 51
          
            2051-08-15
          
          2.000000
          1739636000.00
          1365295147.00
          U.S. Treasuries (including strips)
        
        
          1 3/4 BOND 41
          
            2041-08-15
          
          1.750000
          147206400.00
          113426099.90
          U.S. Treasuries (including strips)
        
        
          2 1/4 BOND 52
          
            2052-02-15
          
          2.250000
          6733200.00
          5630678.12
          U.S. Treasuries (including strips)
        
        
          2 7/8 BOND 52
          
            2052-05-15
          
          2.875000
          179740800.00
          171540081.10
          U.S. Treasuries (including strips)
        
        
          2 1/8 NOTE N 24
          
            2024-07-31
          
          2.125000
          49979500.00
          49553287.25
          U.S. Treasuries (including strips)
        
        
          2 5/8 NOTE J 25
          
            2025-03-31
          
          2.625000
          6634000.00
          6609723.80
          U.S. Treasuries (including strips)
        
        
          2 3/4 NOTE Y 23
          
            2023-04-30
          
          2.750000
          25000000.00
          25088535.60
          U.S. Treasuries (including strips)
        
        
          2 1/2 NOTE H 26
          
            2026-02-28
          
          2.500000
          100000000.00
          98920804.35
          U.S. Treasuries (including strips)
        
        
          2 3/8 NOTE C 29
          
            2029-05-15
          
          2.375000
          82648200.00
          79405973.10
          U.S. Treasuries (including strips)
        
        
          1 7/8 NOTE M 26
          
            2026-06-30
          
          1.875000
          99999900.00
          95632204.37
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE F 25
          
            2025-11-15
          
          2.250000
          600.00
          586.10
          U.S. Treasuries (including strips)
        
        
          2 1/8 NOTE T 22
          
            2022-12-31
          
          2.125000
          72999000.00
          72849060.05
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE B 26
          
            2026-02-15
          
          1.625000
          45520000.00
          43548304.97
          U.S. Treasuries (including strips)
        
        
          1 1/2 NOTE H 23
          
            2023-02-28
          
          1.500000
          73090400.00
          72881494.93
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE B 27
          
            2027-02-15
          
          2.250000
          58583800.00
          56975726.48
          U.S. Treasuries (including strips)
        
        
          2 NOTE K 24
          
            2024-04-30
          
          2.000000
          56451700.00
          55662348.15
          U.S. Treasuries (including strips)
        
        
          2 3/8 NOTE C 27
          
            2027-05-15
          
          2.375000
          61939300.00
          60138585.19
          U.S. Treasuries (including strips)
        
        
          0 1/2 NOTE M 27
          
            2027-06-30
          
          0.500000
          118516200.00
          104466341.50
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE Q 27
          
            2027-09-30
          
          0.375000
          21703600.00
          18900479.73
          U.S. Treasuries (including strips)
        
        
          0 7/8 NOTE F 30
          
            2030-11-15
          
          0.875000
          75994300.00
          64269880.40
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE AG 25
          
            2025-11-30
          
          0.375000
          22360000.00
          20426382.71
          U.S. Treasuries (including strips)
        
        
          1 1/4 NOTE J 28
          
            2028-03-31
          
          1.250000
          26000.00
          23572.59
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE AM 24
          
            2024-04-15
          
          0.375000
          81639400.00
          78011401.27
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE AZ 23
          
            2023-04-30
          
          0.125000
          4055900.00
          3965928.79
          U.S. Treasuries (including strips)
        
        
          0 7/8 NOTE AA 26
          
            2026-06-30
          
          0.875000
          381363400.00
          350044693.50
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE BD 23
          
            2023-07-31
          
          0.125000
          5879700.00
          5706048.68
          U.S. Treasuries (including strips)
        
        
          0 7/8 NOTE AD 26
          
            2026-09-30
          
          0.875000
          18557000.00
          16989778.71
          U.S. Treasuries (including strips)
        
        
          0 3/4 NOTE AU 24
          
            2024-11-15
          
          0.750000
          2000.00
          1898.76
          U.S. Treasuries (including strips)
        
        
          1 7/8 NOTE B 32
          
            2032-02-15
          
          1.875000
          67202700.00
          61384922.16
          U.S. Treasuries (including strips)
        
        
          TRFR BB 04/30/24
          
            2024-04-30
          
          1.682780
          2600000.00
          2602131.01
          U.S. Treasuries (including strips)
        
        
          3 1/4 NOTE AA 27
          
            2027-06-30
          
          3.250000
          9335600.00
          9427471.64
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      5000000000.00
      5000000000.00
      0.0301
      N
      Y
      Y
      N
    
    
      Citibank NA
      Citibank NA 1.520
      E57ODZWZ7FF32TWEFA76
      BRY46HSH4
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          7 1/4 BOND 22
          
            2022-08-15
          
          7.250000
          9700.00
          10032.78
          U.S. Treasuries (including strips)
        
        
          7 5/8 BOND 22
          
            2022-11-15
          
          7.625000
          983000.00
          1012333.95
          U.S. Treasuries (including strips)
        
        
          7 1/8 BOND 23
          
            2023-02-15
          
          7.125000
          34100.00
          35933.26
          U.S. Treasuries (including strips)
        
        
          6 1/4 BOND 23
          
            2023-08-15
          
          6.250000
          699100.00
          741499.02
          U.S. Treasuries (including strips)
        
        
          7 1/2 BOND 24
          
            2024-11-15
          
          7.500000
          2567200.00
          2848192.88
          U.S. Treasuries (including strips)
        
        
          7 5/8 BOND 25
          
            2025-02-15
          
          7.625000
          100.00
          114.00
          U.S. Treasuries (including strips)
        
        
          6 7/8 BOND 25
          
            2025-08-15
          
          6.875000
          248300.00
          281668.74
          U.S. Treasuries (including strips)
        
        
          6 BOND 26
          
            2026-02-15
          
          6.000000
          603400.00
          674667.99
          U.S. Treasuries (including strips)
        
        
          6 3/4 BOND 26
          
            2026-08-15
          
          6.750000
          3331700.00
          3871490.88
          U.S. Treasuries (including strips)
        
        
          6 1/2 BOND 26
          
            2026-11-15
          
          6.500000
          9000.00
          10279.02
          U.S. Treasuries (including strips)
        
        
          6 5/8 BOND 27
          
            2027-02-15
          
          6.625000
          2600.00
          3042.11
          U.S. Treasuries (including strips)
        
        
          6 3/8 BOND 27
          
            2027-08-15
          
          6.375000
          18600.00
          21809.62
          U.S. Treasuries (including strips)
        
        
          6 1/8 BOND 27
          
            2027-11-15
          
          6.125000
          6500.00
          7478.41
          U.S. Treasuries (including strips)
        
        
          5 1/2 BOND 28
          
            2028-08-15
          
          5.500000
          179100.00
          205520.84
          U.S. Treasuries (including strips)
        
        
          5 1/4 BOND 28
          
            2028-11-15
          
          5.250000
          21159500.00
          23791477.31
          U.S. Treasuries (including strips)
        
        
          5 1/4 BOND 29
          
            2029-02-15
          
          5.250000
          2638000.00
          3012442.28
          U.S. Treasuries (including strips)
        
        
          3 7/8 TRIB 29
          
            2029-04-15
          
          3.875000
          87500.00
          186284.93
          U.S. Treasuries (including strips)
        
        
          6 1/8 BOND 29
          
            2029-08-15
          
          6.125000
          5000.00
          6056.42
          U.S. Treasuries (including strips)
        
        
          6 1/4 BOND 30
          
            2030-05-15
          
          6.250000
          674100.00
          825087.95
          U.S. Treasuries (including strips)
        
        
          5 3/8 BOND 31
          
            2031-02-15
          
          5.375000
          4500.00
          5342.90
          U.S. Treasuries (including strips)
        
        
          4 1/2 BOND 36
          
            2036-02-15
          
          4.500000
          11900.00
          14077.02
          U.S. Treasuries (including strips)
        
        
          4 3/4 BOND 37
          
            2037-02-15
          
          4.750000
          3277100.00
          3982332.21
          U.S. Treasuries (including strips)
        
        
          5 BOND 37
          
            2037-05-15
          
          5.000000
          20500.00
          25273.01
          U.S. Treasuries (including strips)
        
        
          1 3/4 TRIB 28
          
            2028-01-15
          
          1.750000
          1547500.00
          2273785.58
          U.S. Treasuries (including strips)
        
        
          4 3/8 BOND 38
          
            2038-02-15
          
          4.375000
          1582200.00
          1851996.12
          U.S. Treasuries (including strips)
        
        
          4 1/2 BOND 38
          
            2038-05-15
          
          4.500000
          400.00
          469.73
          U.S. Treasuries (including strips)
        
        
          2 1/2 TRIB 29
          
            2029-01-15
          
          2.500000
          9098200.00
          13707876.18
          U.S. Treasuries (including strips)
        
        
          3 1/2 BOND 39
          
            2039-02-15
          
          3.500000
          6100.00
          6396.69
          U.S. Treasuries (including strips)
        
        
          4 1/4 BOND 39
          
            2039-05-15
          
          4.250000
          100.00
          113.80
          U.S. Treasuries (including strips)
        
        
          4 1/2 BOND 39
          
            2039-08-15
          
          4.500000
          921700.00
          1090424.34
          U.S. Treasuries (including strips)
        
        
          4 3/8 BOND 39
          
            2039-11-15
          
          4.375000
          4700.00
          5410.46
          U.S. Treasuries (including strips)
        
        
          4 5/8 BOND 40
          
            2040-02-15
          
          4.625000
          110400.00
          132259.30
          U.S. Treasuries (including strips)
        
        
          4 3/8 BOND 40
          
            2040-05-15
          
          4.375000
          5217.00
          5994.00
          U.S. Treasuries (including strips)
        
        
          3 7/8 BOND 40
          
            2040-08-15
          
          3.875000
          696600.00
          755100.45
          U.S. Treasuries (including strips)
        
        
          4 1/4 BOND 40
          
            2040-11-15
          
          4.250000
          400.00
          450.50
          U.S. Treasuries (including strips)
        
        
          4 3/8 BOND 41
          
            2041-05-15
          
          4.375000
          5300.00
          6055.72
          U.S. Treasuries (including strips)
        
        
          3 3/4 BOND 41
          
            2041-08-15
          
          3.750000
          3200.00
          3382.74
          U.S. Treasuries (including strips)
        
        
          3 1/8 BOND 41
          
            2041-11-15
          
          3.125000
          300.00
          287.07
          U.S. Treasuries (including strips)
        
        
          3 1/8 BOND 42
          
            2042-02-15
          
          3.125000
          5500.00
          5292.43
          U.S. Treasuries (including strips)
        
        
          2 3/4 BOND 42
          
            2042-08-15
          
          2.750000
          200.00
          180.11
          U.S. Treasuries (including strips)
        
        
          2 3/4 BOND 42
          
            2042-11-15
          
          2.750000
          208000.00
          185534.23
          U.S. Treasuries (including strips)
        
        
          3 1/8 BOND 43
          
            2043-02-15
          
          3.125000
          3100.00
          2959.76
          U.S. Treasuries (including strips)
        
        
          0 5/8 TRIB 43
          
            2043-02-15
          
          0.625000
          1200.00
          1346.60
          U.S. Treasuries (including strips)
        
        
          2 7/8 BOND 43
          
            2043-05-15
          
          2.875000
          700.00
          635.77
          U.S. Treasuries (including strips)
        
        
          3 3/4 BOND 43
          
            2043-11-15
          
          3.750000
          500.00
          521.36
          U.S. Treasuries (including strips)
        
        
          3 5/8 BOND 44
          
            2044-02-15
          
          3.625000
          2400.00
          2476.39
          U.S. Treasuries (including strips)
        
        
          3 3/8 BOND 44
          
            2044-05-15
          
          3.375000
          3500.00
          3442.49
          U.S. Treasuries (including strips)
        
        
          3 1/8 BOND 44
          
            2044-08-15
          
          3.125000
          139500.00
          132798.98
          U.S. Treasuries (including strips)
        
        
          3 BOND 44
          
            2044-11-15
          
          3.000000
          47200.00
          43571.88
          U.S. Treasuries (including strips)
        
        
          2 1/2 BOND 45
          
            2045-02-15
          
          2.500000
          400.00
          340.35
          U.S. Treasuries (including strips)
        
        
          3 BOND 45
          
            2045-05-15
          
          3.000000
          100.00
          92.47
          U.S. Treasuries (including strips)
        
        
          3 BOND 45
          
            2045-11-15
          
          3.000000
          100.00
          92.59
          U.S. Treasuries (including strips)
        
        
          2 1/2 BOND 46
          
            2046-02-15
          
          2.500000
          102500.00
          87183.75
          U.S. Treasuries (including strips)
        
        
          2 1/2 BOND 46
          
            2046-05-15
          
          2.500000
          2871000.00
          2423425.46
          U.S. Treasuries (including strips)
        
        
          2 1/4 BOND 46
          
            2046-08-15
          
          2.250000
          3400.00
          2747.46
          U.S. Treasuries (including strips)
        
        
          2 7/8 BOND 46
          
            2046-11-15
          
          2.875000
          1500.00
          1361.92
          U.S. Treasuries (including strips)
        
        
          3 BOND 47
          
            2047-02-15
          
          3.000000
          3724300.00
          3492145.18
          U.S. Treasuries (including strips)
        
        
          3 BOND 47
          
            2047-05-15
          
          3.000000
          2862100.00
          2665290.56
          U.S. Treasuries (including strips)
        
        
          2 3/4 BOND 47
          
            2047-08-15
          
          2.750000
          8400.00
          7537.90
          U.S. Treasuries (including strips)
        
        
          2 3/4 BOND 47
          
            2047-11-15
          
          2.750000
          5773000.00
          5148779.94
          U.S. Treasuries (including strips)
        
        
          3 BOND 48
          
            2048-02-15
          
          3.000000
          100.00
          94.60
          U.S. Treasuries (including strips)
        
        
          3 1/8 BOND 48
          
            2048-05-15
          
          3.125000
          3800.00
          3663.11
          U.S. Treasuries (including strips)
        
        
          3 BOND 48
          
            2048-08-15
          
          3.000000
          3700.00
          3510.27
          U.S. Treasuries (including strips)
        
        
          3 3/8 BOND 48
          
            2048-11-15
          
          3.375000
          55400.00
          56122.79
          U.S. Treasuries (including strips)
        
        
          3 BOND 49
          
            2049-02-15
          
          3.000000
          8300.00
          7938.93
          U.S. Treasuries (including strips)
        
        
          2 7/8 BOND 49
          
            2049-05-15
          
          2.875000
          88300.00
          81970.28
          U.S. Treasuries (including strips)
        
        
          2 3/8 BOND 49
          
            2049-11-15
          
          2.375000
          3400.00
          2855.93
          U.S. Treasuries (including strips)
        
        
          2 BOND 50
          
            2050-02-15
          
          2.000000
          300.00
          232.49
          U.S. Treasuries (including strips)
        
        
          1 1/4 BOND 50
          
            2050-05-15
          
          1.250000
          100.00
          63.08
          U.S. Treasuries (including strips)
        
        
          1 3/8 BOND 50
          
            2050-08-15
          
          1.375000
          1800.00
          1180.64
          U.S. Treasuries (including strips)
        
        
          1 1/8 BOND 40
          
            2040-08-15
          
          1.125000
          100.00
          68.92
          U.S. Treasuries (including strips)
        
        
          1 1/8 BOND 40
          
            2040-05-15
          
          1.125000
          755400.00
          522543.61
          U.S. Treasuries (including strips)
        
        
          1 5/8 BOND 50
          
            2050-11-15
          
          1.625000
          7600.00
          5301.00
          U.S. Treasuries (including strips)
        
        
          1 3/8 BOND 40
          
            2040-11-15
          
          1.375000
          12200.00
          8728.65
          U.S. Treasuries (including strips)
        
        
          1 7/8 BOND 51
          
            2051-02-15
          
          1.875000
          800.00
          599.09
          U.S. Treasuries (including strips)
        
        
          0 1/8 TRIB 51
          
            2051-02-15
          
          0.125000
          208800.00
          180473.86
          U.S. Treasuries (including strips)
        
        
          1 7/8 BOND 41
          
            2041-02-15
          
          1.875000
          152200.00
          119548.29
          U.S. Treasuries (including strips)
        
        
          2 3/8 BOND 51
          
            2051-05-15
          
          2.375000
          19600.00
          16439.73
          U.S. Treasuries (including strips)
        
        
          2 1/4 BOND 41
          
            2041-05-15
          
          2.250000
          1800.00
          1495.46
          U.S. Treasuries (including strips)
        
        
          2 BOND 51
          
            2051-08-15
          
          2.000000
          109000.00
          84218.69
          U.S. Treasuries (including strips)
        
        
          1 3/4 BOND 41
          
            2041-08-15
          
          1.750000
          58100.00
          44231.32
          U.S. Treasuries (including strips)
        
        
          1 7/8 BOND 51
          
            2051-11-15
          
          1.875000
          100.00
          74.50
          U.S. Treasuries (including strips)
        
        
          2 1/4 BOND 52
          
            2052-02-15
          
          2.250000
          1900.00
          1564.33
          U.S. Treasuries (including strips)
        
        
          2 3/8 BOND 42
          
            2042-02-15
          
          2.375000
          483800.00
          411586.58
          U.S. Treasuries (including strips)
        
        
          2 7/8 BOND 52
          
            2052-05-15
          
          2.875000
          1200.00
          1126.31
          U.S. Treasuries (including strips)
        
        
          3 1/4 BOND 42
          
            2042-05-15
          
          3.250000
          200.00
          194.69
          U.S. Treasuries (including strips)
        
        
          2 1/8 NOTE N 24
          
            2024-07-31
          
          2.125000
          200.00
          197.88
          U.S. Treasuries (including strips)
        
        
          1 7/8 NOTE AB 22
          
            2022-07-31
          
          1.875000
          1000.00
          1008.19
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE E 27
          
            2027-08-15
          
          2.250000
          2000.00
          1927.40
          U.S. Treasuries (including strips)
        
        
          2 NOTE AE 22
          
            2022-10-31
          
          2.000000
          38000.00
          38104.70
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE R 24
          
            2024-10-31
          
          2.250000
          100.00
          98.46
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE F 27
          
            2027-11-15
          
          2.250000
          70700.00
          67595.74
          U.S. Treasuries (including strips)
        
        
          2 1/8 NOTE S 24
          
            2024-11-30
          
          2.125000
          300.00
          293.57
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE T 24
          
            2024-12-31
          
          2.250000
          300.00
          293.63
          U.S. Treasuries (including strips)
        
        
          2 3/8 NOTE U 23
          
            2023-01-31
          
          2.375000
          1000.00
          1008.36
          U.S. Treasuries (including strips)
        
        
          2 1/2 NOTE G 25
          
            2025-01-31
          
          2.500000
          1312700.00
          1305531.50
          U.S. Treasuries (including strips)
        
        
          0 5/8 TRIN X 23
          
            2023-04-15
          
          0.625000
          100.00
          118.69
          U.S. Treasuries (including strips)
        
        
          3 NOTE Q 25
          
            2025-09-30
          
          3.000000
          149400.00
          149790.68
          U.S. Treasuries (including strips)
        
        
          3 1/8 NOTE F 28
          
            2028-11-15
          
          3.125000
          231400.00
          231284.59
          U.S. Treasuries (including strips)
        
        
          2 7/8 NOTE AF 23
          
            2023-11-30
          
          2.875000
          300.00
          300.09
          U.S. Treasuries (including strips)
        
        
          2 5/8 NOTE B 29
          
            2029-02-15
          
          2.625000
          23209300.00
          22672964.75
          U.S. Treasuries (including strips)
        
        
          2 3/8 NOTE K 26
          
            2026-04-30
          
          2.375000
          3700.00
          3610.23
          U.S. Treasuries (including strips)
        
        
          2 3/8 NOTE C 29
          
            2029-05-15
          
          2.375000
          800.00
          763.13
          U.S. Treasuries (including strips)
        
        
          2 1/8 NOTE L 26
          
            2026-05-31
          
          2.125000
          100.00
          96.36
          U.S. Treasuries (including strips)
        
        
          1 3/4 NOTE AP 22
          
            2022-07-15
          
          1.750000
          670900.00
          676404.64
          U.S. Treasuries (including strips)
        
        
          0 5/8 TRIN A 24
          
            2024-01-15
          
          0.625000
          930000.00
          1175578.47
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE F 24
          
            2024-11-15
          
          2.250000
          5000.00
          4916.68
          U.S. Treasuries (including strips)
        
        
          2 NOTE B 25
          
            2025-02-15
          
          2.000000
          3500.00
          3426.36
          U.S. Treasuries (including strips)
        
        
          2 NOTE E 25
          
            2025-08-15
          
          2.000000
          551000.00
          536149.76
          U.S. Treasuries (including strips)
        
        
          1 3/4 NOTE Q 22
          
            2022-09-30
          
          1.750000
          2000.00
          2008.24
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE F 25
          
            2025-11-15
          
          2.250000
          5000.00
          4865.58
          U.S. Treasuries (including strips)
        
        
          2 NOTE S 22
          
            2022-11-30
          
          2.000000
          18600.00
          18599.99
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE B 26
          
            2026-02-15
          
          1.625000
          12723000.00
          12122220.99
          U.S. Treasuries (including strips)
        
        
          1 1/2 NOTE H 23
          
            2023-02-28
          
          1.500000
          2077000.00
          2070525.63
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE K 23
          
            2023-04-30
          
          1.625000
          400.00
          396.94
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE C 26
          
            2026-05-15
          
          1.625000
          1429200.00
          1351481.89
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE L 23
          
            2023-05-31
          
          1.625000
          800.00
          791.85
          U.S. Treasuries (including strips)
        
        
          1 1/4 NOTE N 23
          
            2023-07-31
          
          1.250000
          4700.00
          4637.30
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE R 23
          
            2023-10-31
          
          1.625000
          5000.00
          4923.62
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE F 22
          
            2022-11-15
          
          1.625000
          585200.00
          584925.69
          U.S. Treasuries (including strips)
        
        
          2 NOTE F 26
          
            2026-11-15
          
          2.000000
          100300.00
          95674.57
          U.S. Treasuries (including strips)
        
        
          2 1/8 NOTE S 23
          
            2023-11-30
          
          2.125000
          3550300.00
          3512815.23
          U.S. Treasuries (including strips)
        
        
          2 NOTE B 23
          
            2023-02-15
          
          2.000000
          2000.00
          2006.24
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE T 23
          
            2023-12-31
          
          2.250000
          336300.00
          332364.95
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE B 27
          
            2027-02-15
          
          2.250000
          100.00
          96.77
          U.S. Treasuries (including strips)
        
        
          2 1/2 NOTE E 23
          
            2023-08-15
          
          2.500000
          436900.00
          438482.98
          U.S. Treasuries (including strips)
        
        
          2 1/8 NOTE J 24
          
            2024-03-31
          
          2.125000
          124800.00
          123452.97
          U.S. Treasuries (including strips)
        
        
          2 1/2 NOTE C 24
          
            2024-05-15
          
          2.500000
          149200.00
          148071.90
          U.S. Treasuries (including strips)
        
        
          2 NOTE K 24
          
            2024-04-30
          
          2.000000
          13300.00
          13091.53
          U.S. Treasuries (including strips)
        
        
          2 NOTE M 24
          
            2024-06-30
          
          2.000000
          129600.00
          126887.34
          U.S. Treasuries (including strips)
        
        
          2 3/4 NOTE M 25
          
            2025-06-30
          
          2.750000
          3800.00
          3758.06
          U.S. Treasuries (including strips)
        
        
          2 3/4 NOTE AB 23
          
            2023-07-31
          
          2.750000
          600.00
          605.33
          U.S. Treasuries (including strips)
        
        
          1 3/4 NOTE AB 24
          
            2024-07-31
          
          1.750000
          4000.00
          3921.11
          U.S. Treasuries (including strips)
        
        
          1 1/2 NOTE AQ 22
          
            2022-08-15
          
          1.500000
          300.00
          301.68
          U.S. Treasuries (including strips)
        
        
          1 3/8 NOTE P 26
          
            2026-08-31
          
          1.375000
          100.00
          93.46
          U.S. Treasuries (including strips)
        
        
          1 1/4 NOTE AC 24
          
            2024-08-31
          
          1.250000
          11200.00
          10812.93
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE Q 26
          
            2026-09-30
          
          1.625000
          26500.00
          24987.02
          U.S. Treasuries (including strips)
        
        
          1 1/2 NOTE AD 24
          
            2024-09-30
          
          1.500000
          1100.00
          1065.74
          U.S. Treasuries (including strips)
        
        
          1 1/2 NOTE AF 24
          
            2024-10-31
          
          1.500000
          1700.00
          1642.58
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE R 26
          
            2026-10-31
          
          1.625000
          4600.00
          4324.09
          U.S. Treasuries (including strips)
        
        
          1 3/4 NOTE F 29
          
            2029-11-15
          
          1.750000
          400.00
          365.12
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE S 26
          
            2026-11-30
          
          1.625000
          12000.00
          11251.90
          U.S. Treasuries (including strips)
        
        
          1 1/2 NOTE AG 24
          
            2024-11-30
          
          1.500000
          600.00
          578.04
          U.S. Treasuries (including strips)
        
        
          1 3/4 NOTE T 26
          
            2026-12-31
          
          1.750000
          5400.00
          5079.38
          U.S. Treasuries (including strips)
        
        
          0 1/8 TRIN A 30
          
            2030-01-15
          
          0.125000
          2378600.00
          2541112.21
          U.S. Treasuries (including strips)
        
        
          1 3/8 NOTE U 25
          
            2025-01-31
          
          1.375000
          800.00
          769.77
          U.S. Treasuries (including strips)
        
        
          1 1/2 NOTE G 27
          
            2027-01-31
          
          1.500000
          460200.00
          430363.15
          U.S. Treasuries (including strips)
        
        
          1 1/8 NOTE H 27
          
            2027-02-28
          
          1.125000
          68000.00
          62216.78
          U.S. Treasuries (including strips)
        
        
          1 1/8 NOTE V 25
          
            2025-02-28
          
          1.125000
          1545100.00
          1472136.70
          U.S. Treasuries (including strips)
        
        
          0 5/8 NOTE J 27
          
            2027-03-31
          
          0.625000
          200.00
          177.89
          U.S. Treasuries (including strips)
        
        
          0 1/4 NOTE AL 23
          
            2023-04-15
          
          0.250000
          1000.00
          980.29
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE Y 25
          
            2025-04-30
          
          0.375000
          1100.00
          1018.36
          U.S. Treasuries (including strips)
        
        
          0 1/2 NOTE K 27
          
            2027-04-30
          
          0.500000
          282000.00
          248427.00
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE AM 23
          
            2023-05-15
          
          0.125000
          3709900.00
          3621775.96
          U.S. Treasuries (including strips)
        
        
          0 5/8 NOTE C 30
          
            2030-05-15
          
          0.625000
          21800.00
          18058.28
          U.S. Treasuries (including strips)
        
        
          0 1/2 NOTE L 27
          
            2027-05-31
          
          0.500000
          24100.00
          21174.50
          U.S. Treasuries (including strips)
        
        
          0 1/4 NOTE Z 25
          
            2025-05-31
          
          0.250000
          1000.00
          919.89
          U.S. Treasuries (including strips)
        
        
          0 1/4 NOTE AN 23
          
            2023-06-15
          
          0.250000
          154000.00
          150115.11
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE AP 23
          
            2023-07-15
          
          0.125000
          1100.00
          1068.45
          U.S. Treasuries (including strips)
        
        
          0 1/4 NOTE AB 25
          
            2025-07-31
          
          0.250000
          1100.00
          1007.55
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE N 27
          
            2027-07-31
          
          0.375000
          500.00
          435.46
          U.S. Treasuries (including strips)
        
        
          0 5/8 NOTE E 30
          
            2030-08-15
          
          0.625000
          500.00
          412.59
          U.S. Treasuries (including strips)
        
        
          0 1/2 NOTE P 27
          
            2027-08-31
          
          0.500000
          28200.00
          24649.52
          U.S. Treasuries (including strips)
        
        
          0 1/4 NOTE AC 25
          
            2025-08-31
          
          0.250000
          240900.00
          219954.42
          U.S. Treasuries (including strips)
        
        
          0 1/4 NOTE AD 25
          
            2025-09-30
          
          0.250000
          300.00
          273.26
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE BG 22
          
            2022-09-30
          
          0.125000
          55300.00
          55080.50
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE BH 22
          
            2022-10-31
          
          0.125000
          100.00
          99.34
          U.S. Treasuries (including strips)
        
        
          0 1/4 NOTE AF 25
          
            2025-10-31
          
          0.250000
          71600.00
          65029.08
          U.S. Treasuries (including strips)
        
        
          0 1/2 NOTE R 27
          
            2027-10-31
          
          0.500000
          69800.00
          60674.96
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE BK 22
          
            2022-11-30
          
          0.125000
          3000.00
          2972.53
          U.S. Treasuries (including strips)
        
        
          0 5/8 NOTE S 27
          
            2027-11-30
          
          0.625000
          105400.00
          92039.74
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE AG 25
          
            2025-11-30
          
          0.375000
          5000.00
          4549.98
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE AU 23
          
            2023-12-15
          
          0.125000
          737800.00
          707433.06
          U.S. Treasuries (including strips)
        
        
          0 5/8 NOTE T 27
          
            2027-12-31
          
          0.625000
          2700.00
          2351.21
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE AH 25
          
            2025-12-31
          
          0.375000
          200.00
          181.53
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE BL 22
          
            2022-12-31
          
          0.125000
          311700.00
          307950.25
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE AJ 24
          
            2024-01-15
          
          0.125000
          700.00
          669.68
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE U 26
          
            2026-01-31
          
          0.375000
          21800.00
          19776.91
          U.S. Treasuries (including strips)
        
        
          0 3/4 NOTE G 28
          
            2028-01-31
          
          0.750000
          295200.00
          259252.83
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE AX 23
          
            2023-02-28
          
          0.125000
          1495000.00
          1469920.48
          U.S. Treasuries (including strips)
        
        
          1 1/8 NOTE H 28
          
            2028-02-29
          
          1.125000
          9439900.00
          8470324.28
          U.S. Treasuries (including strips)
        
        
          0 1/2 NOTE V 26
          
            2026-02-28
          
          0.500000
          900.00
          818.35
          U.S. Treasuries (including strips)
        
        
          0 1/4 NOTE AL 24
          
            2024-03-15
          
          0.250000
          2200.00
          2099.19
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE AY 23
          
            2023-03-31
          
          0.125000
          100.00
          98.04
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE AM 24
          
            2024-04-15
          
          0.375000
          76000.00
          72501.32
          U.S. Treasuries (including strips)
        
        
          0 3/4 NOTE Y 26
          
            2026-04-30
          
          0.750000
          733700.00
          670560.13
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE AZ 23
          
            2023-04-30
          
          0.125000
          46300.00
          45251.64
          U.S. Treasuries (including strips)
        
        
          1 5/8 NOTE C 31
          
            2031-05-15
          
          1.625000
          24800.00
          22044.88
          U.S. Treasuries (including strips)
        
        
          0 1/4 NOTE AN 24
          
            2024-05-15
          
          0.250000
          100.00
          94.91
          U.S. Treasuries (including strips)
        
        
          1 1/4 NOTE L 28
          
            2028-05-31
          
          1.250000
          8800.00
          7885.32
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE BC 23
          
            2023-06-30
          
          0.125000
          413200.00
          401803.94
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE AQ 24
          
            2024-07-15
          
          0.375000
          3785500.00
          3590318.16
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE BD 23
          
            2023-07-31
          
          0.125000
          53100.00
          51507.63
          U.S. Treasuries (including strips)
        
        
          0 5/8 NOTE AB 26
          
            2026-07-31
          
          0.625000
          6000.00
          5431.39
          U.S. Treasuries (including strips)
        
        
          TRFR BE 07/31/23
          
            2023-07-31
          
          1.786800
          10500.00
          10536.05
          U.S. Treasuries (including strips)
        
        
          1 1/4 NOTE E 31
          
            2031-08-15
          
          1.250000
          58200.00
          49991.39
          U.S. Treasuries (including strips)
        
        
          0 1/8 NOTE BF 23
          
            2023-08-31
          
          0.125000
          539300.00
          521721.19
          U.S. Treasuries (including strips)
        
        
          0 3/4 NOTE AC 26
          
            2026-08-31
          
          0.750000
          11000.00
          9992.47
          U.S. Treasuries (including strips)
        
        
          0 1/4 NOTE BG 23
          
            2023-09-30
          
          0.250000
          800.00
          773.63
          U.S. Treasuries (including strips)
        
        
          0 5/8 NOTE AT 24
          
            2024-10-15
          
          0.625000
          700.00
          662.40
          U.S. Treasuries (including strips)
        
        
          0 3/8 NOTE BH 23
          
            2023-10-31
          
          0.375000
          43800.00
          42330.41
          U.S. Treasuries (including strips)
        
        
          1 3/8 NOTE R 28
          
            2028-10-31
          
          1.375000
          600.00
          538.70
          U.S. Treasuries (including strips)
        
        
          0 3/4 NOTE AU 24
          
            2024-11-15
          
          0.750000
          27900.00
          26411.83
          U.S. Treasuries (including strips)
        
        
          1 3/8 NOTE F 31
          
            2031-11-15
          
          1.375000
          16100.00
          13883.73
          U.S. Treasuries (including strips)
        
        
          1 1/4 NOTE AG 26
          
            2026-11-30
          
          1.250000
          20700.00
          19091.89
          U.S. Treasuries (including strips)
        
        
          0 1/2 NOTE BK 23
          
            2023-11-30
          
          0.500000
          402000.00
          388112.84
          U.S. Treasuries (including strips)
        
        
          1 NOTE AV 24
          
            2024-12-15
          
          1.000000
          100.00
          95.03
          U.S. Treasuries (including strips)
        
        
          1 3/8 NOTE T 28
          
            2028-12-31
          
          1.375000
          1100.00
          984.68
          U.S. Treasuries (including strips)
        
        
          0 3/4 NOTE BL 23
          
            2023-12-31
          
          0.750000
          13400.00
          12948.54
          U.S. Treasuries (including strips)
        
        
          1 1/8 NOTE AJ 25
          
            2025-01-15
          
          1.125000
          720500.00
          688923.97
          U.S. Treasuries (including strips)
        
        
          1 3/4 NOTE G 29
          
            2029-01-31
          
          1.750000
          100.00
          92.30
          U.S. Treasuries (including strips)
        
        
          1 7/8 NOTE B 32
          
            2032-02-15
          
          1.875000
          100.00
          90.59
          U.S. Treasuries (including strips)
        
        
          1 1/2 NOTE AK 25
          
            2025-02-15
          
          1.500000
          474800.00
          457733.28
          U.S. Treasuries (including strips)
        
        
          1 1/2 NOTE AY 24
          
            2024-02-29
          
          1.500000
          5400.00
          5292.29
          U.S. Treasuries (including strips)
        
        
          1 7/8 NOTE H 29
          
            2029-02-28
          
          1.875000
          116900.00
          108635.88
          U.S. Treasuries (including strips)
        
        
          2 1/4 NOTE AZ 24
          
            2024-03-31
          
          2.250000
          331800.00
          329040.84
          U.S. Treasuries (including strips)
        
        
          2 5/8 NOTE AM 25
          
            2025-04-15
          
          2.625000
          2000.00
          1983.24
          U.S. Treasuries (including strips)
        
        
          2 1/2 NOTE BA 24
          
            2024-04-30
          
          2.500000
          30000.00
          29817.42
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      150000000.00
      150000000.00
      0.0009
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HR44
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2028-10-31
          
          1.375000
          19188000.00
          17293914.97
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      16954102.94
      16954102.94
      0.0001
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - HSBC
      Fixed Income Clearing Corporation - HSBC 1.520
      549300H47WTHXPU08X20
      BRY46P003
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2048-05-15
          
          3.125000
          566155000.00
          549810217.11
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      539009000.00
      539009000.00
      0.0032
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HR10
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2028-11-30
          
          1.500000
          9805000.00
          8886156.33
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      8711550.25
      8711550.25
      0.0001
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HQT0
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2028-09-30
          
          1.250000
          72895000.00
          65334901.51
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      64051121.32
      64051121.32
      0.0004
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HQW3
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2029-04-30
          
          2.875000
          160812100.00
          159009675.61
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      155885258.70
      155885258.70
      0.0009
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - HSBC
      Fixed Income Clearing Corporation - HSBC 1.520
      549300H47WTHXPU08X20
      BRY46NZR1
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2048-11-15
          
          3.375000
          1330000000.00
          1357068472.74
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      1330407000.00
      1330407000.00
      0.0080
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HQP8
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2031-07-15
          
          0.125000
          70720600.00
          72580079.32
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      71153937.01
      71153937.01
      0.0004
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HQ52
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2039-11-15
          
          4.375000
          353782500.00
          408193789.06
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      400173097.43
      400173097.43
      0.0024
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - HSBC
      Fixed Income Clearing Corporation - HSBC 1.520
      549300H47WTHXPU08X20
      BRY46P094
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2046-08-15
          
          2.250000
          790000000.00
          643220924.66
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      630584000.00
      630584000.00
      0.0038
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HQZ6
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2029-06-30
          
          3.250000
          1500000000.00
          1513188871.02
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      1483455882.35
      1483455882.35
      0.0089
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HPZ7
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2041-02-15
          
          4.750000
          523025000.00
          637463625.80
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      624937959.56
      624937959.56
      0.0038
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46P0L7
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2043-08-15
          
          0.000000
          340000000.00
          161268851.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      158100000.00
      158100000.00
      0.0010
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46P102
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2037-08-15
          
          0.000000
          34000000.00
          20765362.16
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      20357500.00
      20357500.00
      0.0001
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46P0P8
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2050-11-15
          
          1.625000
          50000000.00
          34936484.17
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      34250000.00
      34250000.00
      0.0002
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - JPM
      Fixed Income Clearing Corporation - JPM 1.550
      549300H47WTHXPU08X20
      BRY46HQG8
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2029-05-31
          
          2.750000
          203889000.00
          199819654.30
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      195893352.94
      195893352.94
      0.0012
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46NZY6
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2030-11-15
          
          0.000000
          30000000.00
          22989076.63
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      22537500.00
      22537500.00
      0.0001
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46NZW0
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2039-05-15
          
          0.000000
          215000000.00
          125829795.44
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      123356250.00
      123356250.00
      0.0007
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46P0R4
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2052-05-15
          
          0.000000
          200000000.00
          79563380.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      78000000.00
      78000000.00
      0.0005
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46NZV2
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2042-11-15
          
          2.750000
          23000000.00
          20528372.08
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      20125000.00
      20125000.00
      0.0001
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46P0V5
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2039-02-15
          
          0.000000
          10000000.00
          5737743.75
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      5625000.00
      5625000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46P0Y9
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2035-05-15
          
          0.000000
          60000000.00
          39475677.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      38700000.00
      38700000.00
      0.0002
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46P052
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2040-02-15
          
          0.000000
          50000000.00
          28242699.79
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      27687500.00
      27687500.00
      0.0002
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46NZX8
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2033-05-15
          
          0.000000
          35000000.00
          24678498.40
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      24193750.00
      24193750.00
      0.0001
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46P0Z6
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2029-08-15
          
          0.000000
          50000000.00
          39909195.42
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      39125000.00
      39125000.00
      0.0002
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46NZS9
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2045-08-15
          
          2.875000
          67000000.00
          61166898.48
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      59965000.00
      59965000.00
      0.0004
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46NZQ3
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2035-08-15
          
          0.000000
          35000000.00
          22804518.77
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      22356250.00
      22356250.00
      0.0001
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46P0U7
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2045-05-15
          
          3.000000
          60000000.00
          55465156.25
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      54375000.00
      54375000.00
      0.0003
      N
      Y
      Y
      N
    
    
      Prudential Insurance Co. of America
      Prudential Insurance Co. of America 1.560
      X574KRZ6V5A7UBU45C31
      BRY46P0H6
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          
            2034-11-15
          
          0.000000
          60000000.00
          40240709.50
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0156
      39450000.00
      39450000.00
      0.0002
      N
      Y
      Y
      N
    
    
      Mizuho Securities USA LLC
      Mizuho Securities USA LLC 1.550
      7TK5RJIZDFROZCA6XF66
      BRY46HT34
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-31
          
          0.500000
          19735800.00
          17340068.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      17000000.00
      17000000.00
      0.0001
      N
      Y
      Y
      N
    
    
      Fixed Income Clearing Corporation - SSB
      Fixed Income Clearing Corporation - SSB 1.510
      549300H47WTHXPU08X20
      BRY46G5U2
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          T Bond 2.375 11/15/2049
          
            2022-07-01
          
          1.510000
          17000000.00
          14284653.75
          U.S. Treasuries (including strips)
        
        
          T Bond 2 02/15/2050
          
            2022-07-01
          
          1.510000
          126313100.00
          97916975.35
          U.S. Treasuries (including strips)
        
        
          T Bond 2.375 05/15/2051
          
            2022-07-01
          
          1.510000
          400000000.00
          335671900.00
          U.S. Treasuries (including strips)
        
        
          T Bond 2.875 05/15/2049
          
            2022-07-01
          
          1.510000
          44963800.00
          41746089.30
          U.S. Treasuries (including strips)
        
        
          T Bond 2.875 05/15/2052
          
            2022-07-01
          
          1.510000
          450000000.00
          421172100.00
          U.S. Treasuries (including strips)
        
        
          T Bond 2.25 08/15/2049
          
            2022-07-01
          
          1.510000
          350000000.00
          287708358.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0151
      1175000000.00
      1175000000.00
      0.0071
      N
      Y
      Y
      N
    
    
      JP Morgan Securities LLC
      JP Morgan Securities LLC 1.550
      ZBUT11V806EZRVTWT807
      BRY46HTJ9
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          3.270000
          25494209.00
          25500000.44
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      25000000.00
      25000000.00
      0.0002
      N
      Y
      Y
      N
    
    
      Bank of Nova Scotia (The)
      Bank of Nova Scotia (The) 1.500
      L3I9ZG2KFGXZ61BMYR72
      BRY46HSR2
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.375000
          2138600.00
          2040148.88
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0150
      2000000.00
      2000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Bank of America Securities, Inc.
      Bank of America Securities, Inc. 1.550
      549300HN4UKV1E2R3U73
      BRY46HRX0
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA_21-81D
          
            2051-05-20
          
          4.704860
          29897360.00
          2290184.55
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-24C
          
            2052-02-20
          
          2.329440
          75423036.00
          1909815.45
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      4000000.00
      4000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Bank of America Securities, Inc.
      Bank of America Securities, Inc. 1.460
      549300HN4UKV1E2R3U73
      BRY47TW41
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          1 5/8 NOTE C 31
          
            2031-05-15
          
          1.625000
          4553600.00
          4080076.83
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0146
      4000000.00
      4000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      TD Securities USA LLC
      TD Securities USA LLC 1.550
      SUVUFHICNZMP2WKHG940
      BRY46HTC4
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-07-01
          
          4.500000
          1025055.00
          1030000.89
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      1000000.00
      1000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citigroup Global Markets, Inc. 1.550
      MBNUM2BPBDO7JBLYG310
      BRY46HSA9
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-06-30
          
          3.250000
          2031200.00
          2040086.50
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      2000000.00
      2000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      BNP Paribas SA
      BNP Paribas SA 1.480
      R0MUWSFPU8MPRO8K5P83
      BRY46HS92
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-15
          
          1.625000
          100.00
          94.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          18100.00
          19781.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-15
          
          0.125000
          4663700.00
          5080148.03
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0148
      5000000.00
      5000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Goldman Sachs & Co. LLC
      Goldman Sachs & Co. LLC 1.550
      FOR8UP27PHTHYVLBNG30
      BRY46HSZ4
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2064-01-15
          
          2.860000
          25000.00
          23770.70
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2052-02-15
          
          2.330000
          99987.00
          93507.46
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2054-12-15
          
          2.880000
          149992.00
          145837.71
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2060-04-15
          
          2.850000
          150000.00
          144597.89
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2059-10-15
          
          2.750000
          150000.00
          143121.57
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-01-15
          
          2.740000
          150000.00
          143035.37
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2058-04-15
          
          3.050000
          150000.00
          145763.24
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2058-08-15
          
          2.770000
          150000.00
          143850.03
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2054-09-15
          
          2.690000
          150000.00
          144032.14
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2056-10-15
          
          2.960000
          150000.00
          146321.70
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2055-07-15
          
          2.950000
          150000.00
          145102.51
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2051-12-15
          
          2.840000
          150000.00
          144302.15
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2056-12-15
          
          2.740000
          150000.00
          143568.53
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2060-01-15
          
          3.000000
          150000.00
          144402.66
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2060-01-15
          
          3.080000
          150000.00
          146287.53
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2054-01-15
          
          3.210000
          150000.00
          146477.14
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2062-02-15
          
          3.100000
          150000.00
          147276.02
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2053-05-15
          
          2.700000
          150000.00
          143851.61
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2049-10-15
          
          2.630000
          150000.00
          142455.16
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-02-15
          
          2.780000
          150000.00
          145212.14
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-03-15
          
          2.980000
          300000.00
          293185.90
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2061-07-15
          
          3.390000
          300000.00
          299635.18
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2054-01-15
          
          2.890000
          300000.00
          289900.25
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2060-12-15
          
          3.200000
          309863.00
          303219.71
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2063-04-15
          
          2.430000
          352242.00
          328078.37
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2064-08-15
          
          2.710000
          697842.00
          656072.01
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2063-08-15
          
          2.470000
          910190.00
          851082.01
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2061-12-15
          
          2.790000
          920012.00
          873457.10
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2063-08-15
          
          2.530000
          1364216.00
          1272325.22
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-04-15
          
          2.430000
          1595800.00
          1505448.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-04-15
          
          2.570000
          1720000.00
          1630573.15
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-05-15
          
          2.450000
          2041200.00
          1934305.76
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2038-03-15
          
          3.000000
          2250000.00
          1037828.38
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2052-03-15
          
          2.440000
          2264064.00
          2124639.14
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2052-10-15
          
          2.800000
          2571568.00
          2485110.91
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          2.850000
          2840350.00
          2763427.17
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2064-09-15
          
          3.500000
          3412312.00
          3191339.01
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2036-06-15
          
          2.840000
          3461716.00
          3336354.99
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-04-15
          
          2.460000
          3900000.00
          3667058.54
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2061-02-15
          
          3.380000
          3965290.00
          3954112.93
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-04-15
          
          2.550000
          4420000.00
          4213175.22
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-05-15
          
          2.930000
          4680000.00
          4526346.05
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          3.810000
          6712000.00
          6794451.33
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          2.630000
          7791300.00
          7476956.97
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-05-15
          
          2.300000
          7809632.00
          7262125.80
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2039-07-20
          
          4.000000
          8131040.00
          412245.63
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-10-20
          
          2.500000
          8647136.00
          7493731.08
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-05-15
          
          2.690000
          9237300.00
          8875572.11
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-06-15
          
          2.800000
          10919940.00
          10618173.52
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2050-10-15
          
          3.400000
          12075136.00
          11986508.24
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-07-15
          
          2.800000
          16603800.00
          16057046.09
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-07-20
          
          3.000000
          23840384.00
          18830847.58
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2061-06-15
          
          3.440000
          25382816.00
          25394332.94
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-09-20
          
          3.000000
          44205888.00
          40124955.34
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-07-20
          
          2.500000
          44963840.00
          37956419.29
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-08-20
          
          3.000000
          54736512.00
          48583328.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-10-20
          
          3.000000
          55403648.00
          49948829.29
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-09-20
          
          2.500000
          57361344.00
          48455897.99
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-04-20
          
          2.500000
          70682624.00
          56010944.24
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-03-20
          
          2.500000
          78317952.00
          67717864.94
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-05-20
          
          2.500000
          83405952.00
          70341712.88
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-08-20
          
          2.500000
          85179776.00
          71778814.41
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-06-20
          
          2.500000
          86435584.00
          72899178.61
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-01-20
          
          2.500000
          86931072.00
          67254329.11
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785518 C
          
            2051-06-20
          
          0.000000
          98665472.00
          80668893.25
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-07-20
          
          3.000000
          100081792.00
          56516456.39
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-10-20
          
          3.000000
          143512000.00
          130281695.60
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      1043138000.00
      1043138000.00
      0.0063
      N
      Y
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citigroup Global Markets, Inc. 1.520
      MBNUM2BPBDO7JBLYG310
      BRY46HSB7
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          2.375000
          100.00
          96.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-31
          
          2.625000
          400.00
          391.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-31
          
          0.500000
          22300.00
          19593.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-31
          
          0.375000
          1148200.00
          999999.38
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0152
      1000000.00
      1000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Royal Bank of Canada
      Royal Bank of Canada 1.550
      549300HXQQQCCUBS2Z23
      BRY46HT91
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          4.375000
          30.00
          34.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          3.125000
          200.00
          193.48
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-06-20
          
          3.000000
          33757.00
          24562.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-06-20
          
          5.000000
          37899.00
          5567.81
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-08-20
          
          3.500000
          43557.00
          42395.49
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-11-20
          
          3.500000
          150764.00
          127961.76
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-02-20
          
          4.000000
          770843.00
          405764.67
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-06-20
          
          3.500000
          1000000.00
          182327.08
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2052-02-15
          
          4.000000
          1099813.00
          1106944.13
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-04-15
          
          3.375000
          1721400.00
          3538984.14
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-09-20
          
          3.500000
          3075000.00
          561393.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-06-20
          
          2.000000
          3507489.00
          3363163.23
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2042-02-15
          
          3.500000
          3557609.00
          775453.56
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-05-20
          
          4.500000
          5104612.00
          271430.16
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-06-20
          
          4.500000
          5880451.00
          381681.31
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-06-20
          
          5.500000
          8547231.00
          8939040.82
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-07-20
          
          4.500000
          8967782.00
          559324.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-08-20
          
          1.625000
          10762973.00
          607732.17
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-06-20
          
          5.500000
          13848820.00
          14479406.02
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-03-20
          
          2.500000
          30420073.00
          21657982.76
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2044-10-20
          
          1.750000
          31618549.00
          991283.21
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2044-08-15
          
          3.125000
          41108400.00
          39609012.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          3.500000
          42588900.00
          45168360.02
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        (P)P-1
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      140000000.00
      140000000.00
      0.0008
      N
      Y
      Y
      N
    
    
      Nomura Securities International, Inc.
      Nomura Securities International, Inc. 1.550
      OXTKY6Q8X53C9ILVV871
      BRY46HTA8
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          0.000000
          0.07
          0.07
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-01-20
          
          3.000000
          1100.00
          615.39
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          0.000000
          1927.70
          913.67
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-06-20
          
          4.000000
          3900.00
          1397.26
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-11-15
          
          0.000000
          26088.11
          19914.07
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.000000
          31900.00
          15296.37
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-12-20
          
          2.500000
          33800.00
          30038.20
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-12-20
          
          2.500000
          46400.00
          41235.34
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2041-12-15
          
          3.000000
          161900.00
          110473.88
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-07-20
          
          3.000000
          231200.00
          210362.74
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-05-15
          
          0.000000
          308435.64
          149364.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          0.000000
          333600.33
          165298.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-08-15
          
          0.000000
          601657.65
          287930.49
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2046-03-15
          
          5.000000
          1064600.00
          368334.70
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.000000
          1791500.00
          899153.85
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-03-20
          
          3.500000
          3105200.00
          2964467.66
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-04-20
          
          2.500000
          5190200.00
          4683580.72
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-02-20
          
          2.500000
          6089900.00
          5439180.07
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          0.000000
          13820907.52
          10475501.57
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-11-20
          
          2.500000
          15113010.00
          13263357.30
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          0.000000
          37439366.70
          19493854.57
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.000000
          46365600.00
          19879251.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.000000
          46471727.02
          25669959.63
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-10-20
          
          2.500000
          52217427.00
          45363583.74
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-05-15
          
          0.000000
          102059849.10
          52056442.51
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-01-20
          
          2.500000
          484993000.00
          432850524.10
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        NR
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      622000000.00
      622000000.00
      0.0037
      N
      Y
      Y
      N
    
    
      Barclays Bank plc
      Barclays Bank plc 1.550
      G5GSEF7VJP5I7OUK5573
      BRY46HRY8
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          5321100.00
          5100077.47
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      5000000.00
      5000000.00
      0.0000
      N
      Y
      Y
      N
    
    
      Barclays Bank plc
      Barclays Bank plc 1.550
      G5GSEF7VJP5I7OUK5573
      BRY46HRU6
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREMF_19-KW10
          
            2029-10-25
          
          0.000000
          5685720.00
          3100701.72
          Agency Collateralized Mortgage Obligation
        
        
          FREMF MORTGAGE TRUST FREMF_13-K33
          
            2023-08-25
          
          0.000000
          13500000.00
          11984922.00
          Agency Collateralized Mortgage Obligation
        
        
          FHMS-K1522
          
            2039-11-25
          
          3.173290
          26671541.00
          7596408.58
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_KG03
          
            2033-07-25
          
          3.070370
          36860200.00
          6352573.62
          Agency Collateralized Mortgage Obligation
        
        
          FHLKW_09
          
            2029-06-25
          
          3.114210
          39170000.00
          6573222.31
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_KSG1
          
            2030-09-25
          
          3.037400
          39899153.00
          6792663.12
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_K086
          
            2046-11-25
          
          2.376830
          42280193.00
          5021773.46
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_K-126
          
            2049-01-25
          
          2.719460
          42727360.00
          7452406.84
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_K117
          
            2048-10-25
          
          2.970350
          47864894.00
          8784681.27
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_KW07
          
            2031-10-25
          
          3.166770
          51122323.00
          8118787.62
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_K073
          
            2028-01-25
          
          2.135340
          67546781.00
          6703284.34
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_K085
          
            2045-12-25
          
          2.391300
          74000000.00
          8571222.29
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077
          
            2028-05-25
          
          2.304990
          74912809.00
          8187580.41
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_K079
          
            2046-07-25
          
          2.331030
          87675463.00
          9857507.86
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_K063
          
            2027-02-25
          
          0.000000
          97939435.00
          8146261.42
          Agency Collateralized Mortgage Obligation
        
        
          FHMS_K057
          
            2044-08-25
          
          2.136520
          102668042.00
          7487466.06
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_K076
          
            2046-06-25
          
          2.330840
          108648047.00
          11874320.92
          Agency Collateralized Mortgage Obligation
        
        
          FRESB_19-SB65
          
            2039-06-25
          
          1.568820
          474788008.00
          20213785.26
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_21-K130
          
            2031-06-25
          
          0.100000
          984577000.00
          6723525.04
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_21-K135
          
            2054-10-25
          
          0.100000
          1011328000.00
          7124546.28
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_22-K140
          
            2054-03-25
          
          0.100000
          1017100000.00
          7375536.21
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_22-K144
          
            2032-04-25
          
          0.100000
          1045045000.00
          7750200.85
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_20-K121
          
            2053-11-25
          
          0.100000
          1146002000.00
          7206622.70
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      180000000.00
      180000000.00
      0.0011
      N
      Y
      Y
      N
    
    
      Federal Farm Credit Bank Discount Notes
      Federal Farm Credit Bank Discount Notes 1.908
      313313G44
      254900C5LP6DN9OP9V83
      US313313G441
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-09-19
      2022-09-19
      2022-09-19
      N
      N
      N
      0.0191
      11949913.44
      11949913.44
      0.0001
      N
      N
      N
      N
    
    
      Federal Home Loan Bank Discount Notes
      Federal Home Loan Bank Discount Notes 2.690
      313385S49
      2549001DPIFGXC1TOL40
      US313385S493
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-12-08
      2022-12-08
      2022-12-08
      N
      N
      N
      0.0269
      247185650.00
      247185650.00
      0.0015
      N
      N
      N
      N
    
    
      Federal Home Loan Bank Discount Notes
      Federal Home Loan Bank Discount Notes 1.325
      313385ZJ8
      2549001DPIFGXC1TOL40
      US313385ZJ85
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-15
      2022-07-15
      2022-07-15
      N
      N
      N
      0.0132
      536757861.33
      536757861.33
      0.0032
      N
      N
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 2.000
      912828UN8
      254900HROIFWPRGM1V77
      US912828UN88
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2023-02-15
      2023-02-15
      2023-02-15
      N
      N
      N
      0.0266
      124521485.00
      124521485.00
      0.0008
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.750
      912828VB3
      254900HROIFWPRGM1V77
      US912828VB32
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2023-05-15
      2023-05-15
      2023-05-15
      N
      N
      N
      0.0289
      396109376.00
      396109376.00
      0.0024
      N
      Y
      Y
      N
    
    
      Federal Home Loan Bank Discount Notes
      Federal Home Loan Bank Discount Notes 1.686
      313385B21
      2549001DPIFGXC1TOL40
      US313385B218
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-08-08
      2022-08-08
      2022-08-08
      N
      N
      N
      0.0169
      36938825.31
      36938825.31
      0.0002
      N
      N
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.875
      912828M49
      254900HROIFWPRGM1V77
      US912828M490
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-10-31
      2022-10-31
      2022-10-31
      N
      N
      N
      0.0212
      485362868.49
      485362868.49
      0.0029
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 2.000
      912828M80
      254900HROIFWPRGM1V77
      US912828M805
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-11-30
      2022-11-30
      2022-11-30
      N
      N
      N
      0.0235
      723392929.69
      723392929.69
      0.0044
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 2.125
      912828N30
      254900HROIFWPRGM1V77
      US912828N308
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-12-31
      2022-12-31
      2022-12-31
      N
      N
      N
      0.0252
      454174951.89
      454174951.89
      0.0028
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.500
      912828P79
      254900HROIFWPRGM1V77
      US912828P790
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2023-02-28
      2023-02-28
      2023-02-28
      N
      N
      N
      0.0271
      135230768.75
      135230768.75
      0.0008
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.500
      912828Q29
      254900HROIFWPRGM1V77
      US912828Q293
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2023-03-31
      2023-03-31
      2023-03-31
      N
      N
      N
      0.0281
      158431724.21
      158431724.21
      0.0010
      N
      Y
      Y
      N
    
    
      HSBC Securities USA, Inc.
      HSBC Securities USA, Inc. 1.550
      CYYGQCGNHMHPSMRL3R97
      0000853784
      BRSM2LNW8
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        Y
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-09-20
          
          4.500000
          65000.00
          48785.45
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-11-20
          
          3.500000
          100000.00
          81704.26
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-10-20
          
          3.500000
          100000.00
          96072.04
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785511 M
          
            2050-12-20
          
          0.000000
          158581.00
          114221.36
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-12-20
          
          3.500000
          188843.00
          87287.60
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          0.000000
          290000.00
          233483.93
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-11-20
          
          3.500000
          300000.00
          200908.99
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2033-04-20
          
          2.000000
          367696.00
          95865.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2047-01-15
          
          3.500000
          368770.00
          133383.52
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-03-31
          
          0.625000
          377300.00
          337405.42
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-03-20
          
          2.000000
          382952.00
          285616.70
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-02-20
          
          3.000000
          419620.00
          67608.17
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-06-20
          
          4.000000
          499999.00
          14603.08
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-06-20
          
          4.500000
          515105.00
          263299.33
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-09-20
          
          3.500000
          520044.00
          399493.79
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-04-20
          
          4.500000
          587476.00
          437060.77
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-09-20
          
          4.000000
          600000.00
          116992.01
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2047-08-15
          
          4.000000
          607000.00
          115666.46
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-05-20
          
          4.500000
          628408.00
          117148.96
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2042-11-20
          
          3.000000
          665000.00
          156111.45
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2027-07-15
          
          2.500000
          749999.00
          47872.14
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2042-09-15
          
          3.000000
          786695.00
          154675.47
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2033-06-20
          
          4.000000
          1000000.00
          197223.59
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2033-11-20
          
          3.500000
          1000000.00
          27763.71
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2041-07-20
          
          5.000000
          1000000.00
          31893.99
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2041-09-15
          
          4.000000
          1000000.00
          133542.29
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2044-05-20
          
          3.000000
          1006668.00
          741424.67
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2029-06-20
          
          3.000000
          1015446.00
          739755.06
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-05-20
          
          2.500000
          1019002.00
          705871.94
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-08-20
          
          2.500000
          1019336.00
          796786.52
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2028-11-20
          
          4.000000
          1025000.00
          116871.92
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-06-20
          
          2.500000
          1025160.00
          279572.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-11-20
          
          3.000000
          1031720.00
          776580.94
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-02-20
          
          5.000000
          1031802.00
          362415.96
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-01-20
          
          3.500000
          1037424.00
          145871.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-09-20
          
          4.500000
          1041192.00
          92529.68
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-06-20
          
          3.500000
          1044126.00
          470312.16
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2042-11-20
          
          3.000000
          1044944.00
          847338.05
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-11-20
          
          2.500000
          1047732.00
          928901.53
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2042-04-20
          
          3.500000
          1052956.00
          94064.88
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-08-20
          
          2.500000
          1068326.00
          961844.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-09-20
          
          3.000000
          1074906.00
          493538.19
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-09-20
          
          2.500000
          1080150.00
          975630.96
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-07-20
          
          3.500000
          1082966.00
          577830.38
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2027-01-20
          
          4.000000
          1086658.00
          53787.59
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2049-09-15
          
          4.500000
          1096184.00
          530682.53
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-06-20
          
          2.500000
          1100106.00
          759465.78
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-03-20
          
          4.500000
          1102600.00
          769547.76
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-06-20
          
          3.000000
          1104052.00
          68966.20
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-12-20
          
          5.000000
          1106090.00
          548263.67
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-02-20
          
          5.000000
          1109002.00
          142339.86
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2044-11-20
          
          3.500000
          1116408.00
          147424.93
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2043-02-15
          
          3.000000
          1118876.00
          161542.92
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2045-06-15
          
          4.000000
          1120018.00
          200618.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2044-01-20
          
          3.000000
          1120988.00
          945613.86
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-11-20
          
          3.000000
          1124944.00
          1056882.28
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-07-20
          
          3.000000
          1135578.00
          1063914.64
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-07-20
          
          2.500000
          1153380.00
          539585.32
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-09-20
          
          3.000000
          1154626.00
          1078372.97
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-12-20
          
          3.000000
          1159784.00
          1089689.88
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-04-20
          
          3.000000
          1162342.00
          123837.17
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-07-20
          
          3.000000
          1167566.00
          1097927.73
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-08-20
          
          3.000000
          1171442.00
          877377.14
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-12-20
          
          2.500000
          1176038.00
          531120.40
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-09-20
          
          4.500000
          1191618.00
          592474.61
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-03-20
          
          4.500000
          1193538.00
          924584.94
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2040-11-20
          
          4.000000
          1200000.00
          41160.90
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2024-06-15
          
          4.000000
          1200000.00
          18779.61
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2024-06-15
          
          4.000000
          1200000.00
          17628.01
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-03-20
          
          3.000000
          1208514.00
          1112396.11
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-11-20
          
          2.500000
          1216088.00
          1091274.74
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-11-20
          
          2.500000
          1227828.00
          618936.89
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-03-20
          
          3.500000
          1232042.00
          1198620.09
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-09-20
          
          3.000000
          1241620.00
          1160798.57
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-10-20
          
          4.500000
          1243398.00
          558378.60
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-06-20
          
          3.000000
          1244636.00
          1167793.19
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-11-20
          
          2.500000
          1252734.00
          1124618.01
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2050-01-15
          
          4.500000
          1256208.00
          1033138.28
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-12-20
          
          3.000000
          1282788.00
          1199955.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-11-20
          
          2.500000
          1299018.00
          1175537.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-11-20
          
          2.500000
          1384588.00
          923340.76
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-09-20
          
          2.500000
          1400000.00
          278741.44
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-10-20
          
          3.500000
          1400000.00
          438897.12
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-11-20
          
          3.500000
          1422282.00
          167407.16
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2042-12-20
          
          2.500000
          1432234.00
          486716.30
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-10-20
          
          4.500000
          1440838.00
          660101.61
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-04-20
          
          2.500000
          1457920.00
          1089477.90
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-04-20
          
          2.500000
          1484832.00
          850702.13
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-09-20
          
          3.000000
          1494796.00
          1184892.41
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-09-20
          
          4.000000
          1500000.00
          69870.26
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-08-20
          
          4.000000
          1500000.00
          114776.69
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-03-20
          
          3.500000
          1510000.00
          228379.76
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-03-20
          
          6.000000
          1510000.00
          316480.30
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-05-20
          
          4.000000
          1522186.00
          1515119.39
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2038-11-20
          
          6.500000
          1550000.00
          35570.23
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-03-20
          
          4.500000
          1569892.00
          1308609.04
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-11-20
          
          4.000000
          1574790.00
          870466.93
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-01-20
          
          2.500000
          1636574.00
          785637.18
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-07-20
          
          3.000000
          1664532.00
          1547457.81
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-02-20
          
          2.500000
          1666472.00
          1220077.96
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-08-20
          
          4.500000
          1686548.00
          696520.85
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-05-20
          
          4.000000
          1700000.00
          481913.36
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-08-20
          
          2.500000
          1776868.00
          1295973.22
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-07-20
          
          3.000000
          1794390.00
          1678152.90
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-07-20
          
          3.500000
          1825000.00
          342784.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-10-20
          
          3.500000
          1834000.00
          259064.64
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-05-20
          
          3.500000
          1890580.00
          282015.13
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-03-20
          
          2.500000
          1903350.00
          960626.26
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-10-20
          
          4.500000
          1975170.00
          407300.98
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2048-01-15
          
          4.500000
          1985530.00
          545345.59
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-07-20
          
          4.500000
          2059720.00
          712607.34
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2042-11-15
          
          3.000000
          2066000.00
          299608.67
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-01-20
          
          4.500000
          2073192.00
          1400032.86
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-11-20
          
          2.500000
          2078768.00
          1875313.28
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-06-20
          
          4.000000
          2100000.00
          124616.48
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-01-20
          
          2.500000
          2102136.00
          892258.73
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2042-03-15
          
          3.500000
          2297268.00
          212364.73
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-10-20
          
          3.500000
          2347640.00
          1786883.45
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-10-20
          
          4.500000
          2503244.00
          1136156.62
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-11-20
          
          4.000000
          2578568.00
          720477.28
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-05-20
          
          3.500000
          2634000.00
          468205.66
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2045-01-15
          
          3.500000
          2667532.00
          279453.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-08-20
          
          3.500000
          3179000.00
          610242.43
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2042-12-15
          
          3.000000
          3186160.00
          653354.53
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2043-02-15
          
          3.000000
          3500000.00
          946173.98
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-06-20
          
          3.500000
          3729000.00
          617297.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-05-01
          
          4.500000
          5000000.00
          75902.22
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-09-30
          
          1.250000
          7750000.00
          6965296.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          0.000000
          8871260.16
          4462714.04
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-02-20
          
          3.500000
          8947000.00
          1664543.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-01-01
          
          3.000000
          10224672.00
          9440849.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          3.000000
          11481520.00
          10597150.75
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          4.750000
          11999000.00
          14727441.67
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-08-20
          
          3.000000
          19853728.00
          18705725.92
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-02-20
          
          4.000000
          20576320.00
          19596938.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL FARM CREDIT BANKS FUNDING CORP
          254900C5LP6DN9OP9V83
          
            2040-08-13
          
          1.950000
          27404000.00
          20045500.76
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC GOLD
          
            2041-12-01
          
          4.000000
          86400300.00
          13645222.90
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-04-20
          
          4.000000
          136910000.00
          18410994.22
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-06-20
          
          3.500000
          500000000.00
          81006142.65
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      N
      N
      N
      0.0155
      286000000.00
      286000000.00
      0.0017
      N
      Y
      Y
      N
    
    
      BNP Paribas SA
      BNP Paribas SA 1.640
      R0MUWSFPU8MPRO8K5P83
      0000310732
      BRT5BLUX4
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC GOLD
          
            2043-11-01
          
          4.000000
          1000.00
          192.82
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2041-03-01
          
          4.000000
          1000.00
          75.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2046-08-01
          
          3.500000
          1000.00
          477.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-10-01
          
          2.500000
          1000.00
          861.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          1000.00
          773.65
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-02-20
          
          4.000000
          1000.00
          141.67
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-10-20
          
          2.500000
          1000.00
          95.10
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2036-01-20
          
          2.000000
          1000.00
          713.46
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2036-06-20
          
          2.500000
          1000.00
          699.42
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-02-20
          
          2.000000
          1000.00
          733.53
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2035-11-20
          
          2.500000
          1000.00
          611.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2035-12-20
          
          2.500000
          1000.00
          606.27
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-12-20
          
          2.500000
          1000.00
          525.17
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-06-20
          
          4.000000
          1000.00
          713.33
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-06-20
          
          2.500000
          1000.00
          775.70
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-08-20
          
          3.000000
          1000.00
          828.32
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-01-20
          
          2.500000
          1000.00
          875.63
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2049-01-15
          
          3.500000
          1000.00
          619.48
          Agency Mortgage-Backed Securities
        
        
          GNMA_22-10F
          
            2052-01-20
          
          1.270560
          1000.00
          910.32
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-11-20
          
          2.500000
          1001.00
          111.73
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-07-20
          
          4.000000
          1008.00
          143.64
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2038-12-01
          
          5.500000
          1025.00
          41.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-07-01
          
          3.000000
          2048.00
          1709.44
          Agency Mortgage-Backed Securities
        
        
          FNMA_18-17A
          
            2048-03-25
          
          4.500000
          100000.00
          5794.92
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-64
          
            2049-11-25
          
          4.000000
          100000.00
          5954.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-38L
          
            2057-07-25
          
          5.500000
          100000.00
          13562.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-50A
          
            2050-07-25
          
          4.500000
          100000.00
          9774.97
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-52F
          
            2045-04-25
          
          6.000000
          100000.00
          9958.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-75G
          
            2050-10-25
          
          2.500000
          100000.00
          12854.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-81B
          
            2050-03-25
          
          2.000000
          100000.00
          8268.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-91C
          
            2043-11-25
          
          4.000000
          100000.00
          6061.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-14B
          
            2049-11-25
          
          4.500000
          100000.00
          10341.99
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-64
          
            2051-10-25
          
          2.500000
          100000.00
          11285.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-62B
          
            2050-12-25
          
          2.500000
          100000.00
          11802.41
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-56F
          
            2051-09-25
          
          2.500000
          100000.00
          11404.15
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-61B
          
            2051-05-25
          
          2.500000
          100000.00
          11472.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-61B
          
            2051-04-25
          
          2.500000
          100000.00
          11143.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-72L
          
            2050-07-25
          
          3.000000
          100000.00
          12701.66
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-67K
          
            2051-10-25
          
          3.500000
          100000.00
          14118.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-69C
          
            2051-10-25
          
          2.500000
          100000.00
          9870.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-78G
          
            2051-11-25
          
          4.500000
          100000.00
          15079.00
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-84D
          
            2051-12-25
          
          3.000000
          100000.00
          16980.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-95D
          
            2052-01-25
          
          3.000000
          100000.00
          16516.80
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4608E
          
            2040-05-15
          
          6.000000
          100000.00
          5271.44
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4701D
          
            2036-01-15
          
          5.000000
          100000.00
          5455.17
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4701E
          
            2040-04-15
          
          5.000000
          100000.00
          6270.70
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5058N
          
            2051-01-25
          
          2.000000
          100000.00
          9019.22
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5071U
          
            2048-10-25
          
          4.500000
          100000.00
          11366.01
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5071M
          
            2048-04-25
          
          4.000000
          100000.00
          10835.82
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5084E
          
            2044-10-25
          
          4.000000
          100000.00
          13884.58
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4848B
          
            2047-10-15
          
          4.500000
          100000.00
          5356.46
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4860A
          
            2036-01-15
          
          6.000000
          100000.00
          9160.87
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4923D
          
            2045-11-25
          
          6.259140
          100000.00
          8710.65
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4949K
          
            2048-10-25
          
          4.000000
          100000.00
          10909.11
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4949F
          
            2050-02-25
          
          4.000000
          100000.00
          7367.42
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4981J
          
            2050-06-25
          
          4.500000
          100000.00
          8476.67
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4994K
          
            2050-02-25
          
          3.500000
          100000.00
          8211.04
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4992B
          
            2050-07-25
          
          2.500000
          100000.00
          10871.98
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5010E
          
            2045-07-25
          
          5.000000
          100000.00
          10125.02
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5023K
          
            2040-10-25
          
          3.500000
          100000.00
          8248.36
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5092Q
          
            2050-09-25
          
          3.000000
          100000.00
          10650.32
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5098A
          
            2051-04-25
          
          2.500000
          100000.00
          14441.06
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5098B
          
            2051-04-25
          
          2.500000
          100000.00
          12372.90
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5124G
          
            2051-07-25
          
          3.500000
          100000.00
          8929.50
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5136
          
            2051-02-25
          
          2.500000
          100000.00
          11769.30
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5141D
          
            2051-04-25
          
          2.500000
          100000.00
          11707.46
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5139
          
            2051-02-25
          
          2.500000
          100000.00
          11797.65
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5139D
          
            2051-01-25
          
          2.500000
          100000.00
          12034.56
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5146E
          
            2051-09-25
          
          2.500000
          100000.00
          11789.01
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5147
          
            2048-07-25
          
          3.500000
          100000.00
          13893.56
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5147H
          
            2048-10-25
          
          4.000000
          100000.00
          15885.95
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5156D
          
            2051-10-25
          
          2.500000
          100000.00
          13713.45
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5164F
          
            2051-11-25
          
          4.000000
          100000.00
          15070.67
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5158H
          
            2049-06-25
          
          3.500000
          100000.00
          15668.10
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5158J
          
            2050-01-25
          
          4.000000
          100000.00
          14690.76
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5188C
          
            2052-02-25
          
          3.000000
          100000.00
          16782.50
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5196A
          
            2051-07-25
          
          2.500000
          100000.00
          13356.81
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5234B
          
            2051-09-25
          
          4.000000
          100000.00
          14121.81
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASS
          
            2042-10-16
          
          3.500000
          100000.00
          5101.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-149C
          
            2043-10-16
          
          3.500000
          100000.00
          8475.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-149C
          
            2046-11-16
          
          5.500000
          100000.00
          5710.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_18-8C
          
            2048-01-20
          
          4.000000
          100000.00
          6485.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-12D
          
            2048-03-20
          
          4.500000
          100000.00
          5815.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-20D
          
            2049-02-20
          
          5.000000
          100000.00
          7349.56
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-43E
          
            2048-05-20
          
          4.500000
          100000.00
          5106.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-96D
          
            2049-08-20
          
          4.000000
          100000.00
          6732.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-1E
          
            2050-01-20
          
          4.454860
          100000.00
          13010.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-17E
          
            2050-02-20
          
          5.500000
          100000.00
          8089.05
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-74E
          
            2050-05-16
          
          3.500000
          100000.00
          9797.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA _20-77
          
            2049-07-20
          
          4.000000
          100000.00
          7645.83
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-98C
          
            2050-07-20
          
          3.000000
          100000.00
          11129.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-107E
          
            2050-03-20
          
          4.000000
          100000.00
          5080.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-107B
          
            2050-07-20
          
          3.500000
          100000.00
          7620.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-122L
          
            2050-08-20
          
          3.000000
          100000.00
          9085.17
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-151E
          
            2050-10-20
          
          4.000000
          100000.00
          7787.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-151F
          
            2050-10-20
          
          3.500000
          100000.00
          11044.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-6C
          
            2051-01-20
          
          2.500000
          100000.00
          8286.05
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-183C
          
            2050-12-16
          
          2.500000
          100000.00
          15635.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-183E
          
            2050-11-20
          
          2.500000
          100000.00
          10730.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-191H
          
            2050-12-20
          
          4.000000
          100000.00
          8476.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-78F
          
            2051-05-20
          
          4.000000
          100000.00
          11211.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-64G
          
            2051-04-20
          
          3.500000
          100000.00
          7711.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-86B
          
            2051-05-20
          
          3.000000
          100000.00
          9919.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-86L
          
            2051-05-20
          
          4.500000
          100000.00
          5834.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-98B
          
            2051-06-20
          
          3.500000
          100000.00
          5444.16
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-98K
          
            2051-06-20
          
          4.500000
          100000.00
          12069.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-98M
          
            2051-06-20
          
          4.500000
          100000.00
          9214.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-105M
          
            2051-06-20
          
          2.500000
          100000.00
          11638.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-96E
          
            2051-06-20
          
          3.500000
          100000.00
          11082.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-117
          
            2051-07-20
          
          5.000000
          100000.00
          11787.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-117P
          
            2051-07-20
          
          4.500000
          100000.00
          10699.32
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-137E
          
            2051-08-20
          
          3.000000
          100000.00
          10737.89
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-146A
          
            2043-08-20
          
          3.500000
          100000.00
          10277.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-146
          
            2045-12-20
          
          4.000000
          100000.00
          10894.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-136R
          
            2051-08-20
          
          3.000000
          100000.00
          7793.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-146E
          
            2051-08-20
          
          4.500000
          100000.00
          7448.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-146F
          
            2051-08-20
          
          2.500000
          100000.00
          11170.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-159D
          
            2051-09-20
          
          2.500000
          100000.00
          8963.11
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-139L
          
            2051-08-20
          
          3.000000
          100000.00
          13294.55
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-162G
          
            2051-09-20
          
          2.500000
          100000.00
          8792.49
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-182E
          
            2051-10-20
          
          3.000000
          100000.00
          11377.24
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-177M
          
            2051-10-20
          
          3.500000
          100000.00
          8529.77
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-65J
          
            2052-04-20
          
          4.500000
          100000.00
          16596.36
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5189E
          
            2048-05-25
          
          4.500000
          100001.00
          16119.28
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-112A
          
            2047-07-20
          
          4.000000
          100032.00
          5486.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-53F
          
            2050-04-20
          
          3.500000
          100032.00
          10150.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-95A
          
            2050-07-20
          
          3.500000
          100032.00
          9775.94
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-30B
          
            2051-02-20
          
          2.500000
          100032.00
          10835.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-41N
          
            2050-10-20
          
          0.970560
          100032.00
          5971.33
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5132B
          
            2051-01-25
          
          2.500000
          100062.00
          12162.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-182A
          
            2051-10-20
          
          3.500000
          100067.00
          8675.11
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5083Z
          
            2051-03-25
          
          2.500000
          100376.00
          13528.86
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-04-20
          
          4.000000
          187442.00
          163964.15
          Agency Mortgage-Backed Securities
        
        
          GNMA_21-214N
          
            2051-12-20
          
          3.000000
          292727.00
          50533.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-34B
          
            2051-03-20
          
          3.500000
          311098.00
          47407.57
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_12-113
          
            2042-09-20
          
          3.500000
          712000.00
          26575.27
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4801D
          
            2048-06-15
          
          3.000000
          888000.00
          18451.46
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-60H
          
            2051-02-20
          
          2.500000
          1014800.00
          128065.12
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_14-49
          
            2044-08-25
          
          6.000000
          1163954.00
          41321.30
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-186C
          
            2045-12-20
          
          4.000000
          1269000.00
          37196.32
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-04-20
          
          3.500000
          1612442.00
          1557829.52
          Agency Mortgage-Backed Securities
        
        
          FHLMC_41-36
          
            2042-10-15
          
          3.500000
          1703000.00
          26937.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-187
          
            2045-03-20
          
          4.000000
          1743000.00
          40305.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-15
          
            2051-01-20
          
          3.000000
          1782335.00
          206972.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-129N
          
            2050-09-20
          
          3.000000
          1981492.00
          237302.46
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5059
          
            2051-01-25
          
          2.500000
          2098970.00
          314520.10
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5178H
          
            2052-01-25
          
          3.000000
          2102192.00
          358137.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_13-34
          
            2043-03-20
          
          4.500000
          2103000.00
          40626.41
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-12-20
          
          2.000000
          2999318.00
          2126243.45
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-07-20
          
          3.500000
          3329097.00
          626177.48
          Agency Mortgage-Backed Securities
        
        
          GNMA_20-47J
          
            2050-01-20
          
          3.500000
          3593468.00
          58446.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-186K
          
            2045-11-16
          
          0.000000
          3759313.00
          1030280.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-165F
          
            2041-07-16
          
          3.500000
          4440000.00
          28716.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-1J
          
            2052-01-20
          
          1.879440
          4480768.00
          114085.59
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5169E
          
            2051-09-25
          
          3.000000
          4596504.00
          780593.55
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-90
          
            2042-03-25
          
          4.000000
          5108000.00
          17862.48
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5146H
          
            2049-02-25
          
          4.000000
          5849928.00
          709973.98
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2027-09-15
          
          2.500000
          5919851.00
          638894.73
          Agency Mortgage-Backed Securities
        
        
          FHLMC_5191A
          
            2042-06-15
          
          4.000000
          6287700.00
          1014745.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-34B
          
            2051-01-20
          
          4.000000
          6481354.00
          876930.65
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-72A
          
            2051-08-25
          
          2.500000
          6770071.00
          756528.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-139N
          
            2051-08-20
          
          3.000000
          7322720.00
          938860.38
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-78S
          
            2051-05-20
          
          5.000000
          7812081.00
          970935.99
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-10-20
          
          2.500000
          8259835.00
          7175683.26
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-09-20
          
          3.500000
          8843000.00
          1287283.19
          Agency Mortgage-Backed Securities
        
        
          FHLMC_4848B
          
            2046-01-15
          
          4.500000
          9831556.00
          33611.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-86D
          
            2051-05-20
          
          3.000000
          10674935.00
          1047873.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-140D
          
            2050-09-20
          
          4.754860
          11288544.00
          1331937.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_15-4A
          
            2045-02-25
          
          1.133150
          13684694.00
          60781.77
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-187C
          
            2051-10-20
          
          3.500000
          14920091.00
          1197144.04
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5171G
          
            2051-07-25
          
          3.000000
          16030833.00
          1996805.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-104D
          
            2051-06-20
          
          3.000000
          18309369.00
          3503491.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-86E
          
            2051-05-20
          
          2.500000
          20178825.00
          2536860.41
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-30B
          
            2051-02-20
          
          2.500000
          21418001.00
          2596205.89
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-29H
          
            2038-11-20
          
          0.766200
          22783027.00
          136208.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-53E
          
            2045-04-16
          
          3.500000
          22796352.00
          2916739.58
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-4C
          
            2051-02-25
          
          3.000000
          22864333.00
          3438795.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-183C
          
            2050-12-16
          
          3.000000
          23054296.00
          3782006.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-60F
          
            2046-03-20
          
          4.000000
          23315648.00
          3307279.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-34F
          
            2041-07-20
          
          5.500000
          23781713.00
          4019200.33
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-76C
          
            2051-11-25
          
          4.500000
          23789523.00
          3881333.09
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-161E
          
            2051-09-20
          
          5.000000
          25145288.00
          3136362.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-14D
          
            2059-04-25
          
          0.841000
          26001298.00
          278966.18
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14-181
          
            2040-02-20
          
          0.751840
          26202046.00
          97945.25
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-47E
          
            2050-04-20
          
          3.000000
          26255416.00
          3278532.28
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-188D
          
            2051-10-20
          
          3.000000
          27766666.00
          2618150.98
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-10G
          
            2052-01-20
          
          3.500000
          28340089.00
          6004880.48
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5149D
          
            2051-10-25
          
          3.000000
          28518666.00
          4211555.97
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5071K
          
            2045-06-25
          
          4.000000
          29268858.00
          3345947.37
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-165A
          
            2051-09-20
          
          3.000000
          29486942.00
          2592702.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-201D
          
            2051-11-20
          
          3.000000
          29989455.00
          5478050.25
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5027H
          
            2050-10-25
          
          3.500000
          30243535.00
          3628434.23
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-152C
          
            2040-05-20
          
          0.889520
          30325747.00
          169665.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-12E
          
            2051-03-25
          
          3.000000
          30359145.00
          4443385.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-191B
          
            2051-10-20
          
          3.000000
          30427780.00
          5112536.04
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-27A
          
            2050-05-25
          
          4.326430
          32053610.00
          3714863.39
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3658E
          
            2039-04-15
          
          5.000000
          32881200.00
          7705.09
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4923
          
            2048-04-25
          
          4.376430
          32972841.00
          2652168.19
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5076E
          
            2051-02-15
          
          4.500000
          33559144.00
          3333758.78
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-48E
          
            2036-11-25
          
          4.976430
          33842806.00
          3243774.87
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-52A
          
            2039-04-25
          
          6.000000
          34370819.00
          5772745.29
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5008M
          
            2050-09-25
          
          3.000000
          34855499.00
          4105267.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-32N
          
            2050-03-16
          
          3.500000
          34885714.00
          3594809.69
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-22
          
            2026-12-25
          
          3.500000
          36996000.00
          25615.06
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5159E
          
            2051-11-25
          
          3.000000
          39234750.00
          4130275.40
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5077G
          
            2048-08-15
          
          4.500000
          39535523.00
          3927451.01
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-48H
          
            2039-06-25
          
          4.326430
          39594454.00
          3676953.44
          Agency Collateralized Mortgage Obligation
        
        
          FHR 5058
          
            2050-12-25
          
          3.500000
          39693714.00
          3565942.24
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-74A
          
            2050-05-20
          
          3.000000
          40550416.00
          3780154.46
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5125J
          
            2051-07-25
          
          4.000000
          41500000.00
          5928976.50
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5095B
          
            2051-04-25
          
          3.000000
          43807671.00
          6416072.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-12K
          
            2041-02-25
          
          4.000000
          46000000.00
          6310906.12
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5084B
          
            2051-03-25
          
          2.500000
          47759497.00
          5805598.03
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5155G
          
            2051-10-25
          
          4.000000
          48224594.00
          7340538.13
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5052C
          
            2050-12-25
          
          3.000000
          50000000.00
          6952795.83
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5083G
          
            2051-03-25
          
          2.500000
          50042803.00
          6388389.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-185C
          
            2050-12-20
          
          2.500000
          51918800.00
          3804845.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-104
          
            2050-07-20
          
          3.500000
          52000000.00
          3647258.78
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-76A
          
            2045-06-25
          
          4.476430
          52120350.00
          3026614.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-1G
          
            2050-01-20
          
          3.000000
          58030500.00
          6308102.59
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5149Q
          
            2049-12-25
          
          3.000000
          59571986.00
          7936822.93
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-86G
          
            2049-07-20
          
          4.504860
          59704376.00
          3611954.46
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5018R
          
            2050-10-25
          
          5.000000
          60000000.00
          3921029.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-76A
          
            2050-05-20
          
          4.504860
          60113691.00
          3796038.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-165Q
          
            2050-11-20
          
          2.500000
          60554653.00
          7298477.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-96F
          
            2051-06-20
          
          4.704860
          61487640.00
          6145786.21
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5080M
          
            2049-08-25
          
          4.000000
          61584249.00
          6280138.11
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5148A
          
            2051-10-25
          
          2.500000
          62163262.00
          6810199.64
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-115E
          
            2049-09-20
          
          4.454860
          62200250.00
          4116607.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-80E
          
            2050-11-25
          
          4.000000
          64192200.00
          7931996.70
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-115C
          
            2050-08-20
          
          3.500000
          66784000.00
          8018466.78
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4930C
          
            2049-11-25
          
          4.426430
          71613040.00
          6705743.68
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-65
          
            2050-09-25
          
          4.000000
          72732422.00
          6910620.26
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-5
          
            2046-01-20
          
          4.604860
          72757046.00
          3035605.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-61D
          
            2049-09-20
          
          0.527850
          73163244.00
          484275.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-158K
          
            2051-09-20
          
          2.429440
          73714010.00
          4223962.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-7C
          
            2050-07-20
          
          3.500000
          75000000.00
          7833782.06
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-11A
          
            2050-01-20
          
          4.454860
          78819627.00
          3646447.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-173H
          
            2050-11-20
          
          2.500000
          82800000.00
          6953938.45
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-11F
          
            2046-03-25
          
          1.058780
          84430622.00
          405378.23
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-104J
          
            2050-07-20
          
          3.500000
          84878440.00
          6721160.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-77A
          
            2050-11-25
          
          2.500000
          85516200.00
          8555294.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-122E
          
            2051-07-20
          
          1.829440
          89000055.00
          4056634.15
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-158B
          
            2049-12-20
          
          3.500000
          89350142.00
          6903549.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-158P
          
            2051-09-20
          
          2.379440
          89864419.00
          3280493.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_14-43
          
            2044-07-25
          
          1.041040
          89869142.00
          361384.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-30B
          
            2051-02-20
          
          2.500000
          91634590.00
          8121361.31
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-57A
          
            2051-03-20
          
          4.704860
          100000000.00
          5939263.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-33
          
            2048-05-25
          
          4.576430
          102468382.00
          3336621.53
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5145D
          
            2051-09-25
          
          2.015540
          104900000.00
          3162182.43
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-67J
          
            2044-04-25
          
          4.426430
          116892345.00
          7180473.67
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-160N
          
            2051-09-20
          
          2.379440
          127754768.00
          6559499.22
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-59C
          
            2051-04-20
          
          4.704860
          128571428.00
          7027128.88
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4923F
          
            2053-01-15
          
          4.656000
          139657525.00
          6582586.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-96G
          
            2051-06-20
          
          0.954860
          149900000.00
          2898684.31
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-55C
          
            2061-08-25
          
          2.224340
          184283299.00
          7066566.80
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-1F
          
            2050-01-20
          
          2.904860
          187684678.00
          3032380.51
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5196D
          
            2052-02-25
          
          0.965540
          199900000.00
          2067836.57
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-4
          
            2046-01-20
          
          4.054860
          205127750.00
          5128612.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-24A
          
            2052-02-20
          
          1.629440
          250000000.00
          4322245.10
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-07
      2022-07-07
      Y
      
        BNP PARIBAS SA
        1.0000
        7
        N
        
          Fitch - BR
          A+
        
        
          Moody's - BR
          Aa3
        
        
          Standard & Poor's - BR
          A+
        
      
      N
      N
      0.0164
      400000000.00
      400000000.00
      0.0024
      N
      N
      Y
      N
    
    
      Citigroup Global Markets, Inc.
      Citigroup Global Markets, Inc. 1.650
      MBNUM2BPBDO7JBLYG310
      BRTBNRY29
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREMF MTG TR 2015-K721         D      20471125 FLT
          
            2047-11-25
          
          0.000000
          5000000.00
          5013615.00
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2020-SB78         X1     20400625 FLT
          
            2040-06-25
          
          1.255900
          54250000.00
          2653657.00
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2020-SB79         X1     20400725 FLT
          
            2040-07-25
          
          1.201600
          71000000.00
          3739194.34
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2020-SB80         X1     20400925 FLT
          
            2040-09-25
          
          1.230600
          187065029.00
          10151028.65
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2020-SB81         X1     20401025 FLT
          
            2040-10-25
          
          1.168200
          54000000.00
          2452384.39
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2021-SB82         X1     20401025 FLT
          
            2040-10-25
          
          1.206500
          136922766.00
          5040265.80
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2021-SB83         X1     20410125 FLT
          
            2041-01-25
          
          0.977300
          35000000.00
          1237156.32
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2021-SB86         X1     20410325 FLT
          
            2041-03-25
          
          0.457500
          78665828.00
          1886809.71
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2021-SB84         X1     20410125 FLT
          
            2041-01-25
          
          0.658100
          68850000.00
          1753861.98
          Agency Collateralized Mortgage Obligation
        
        
          FRESB MTG TR 2021-SB85         X-1    20410225 FLT
          
            2041-02-25
          
          0.501200
          17000000.00
          415927.02
          Agency Collateralized Mortgage Obligation
        
        
          FGRA S12231 08/15/42
          
            2042-08-15
          
          4.676000
          65979927.00
          1710469.31
          Agency Collateralized Mortgage Obligation
        
        
          FGST GIO 0303 S12839
          
            2043-01-15
          
          4.000000
          39000000.00
          1141411.86
          Agency Collateralized Mortgage Obligation
        
        
          FGRA S13190 08/15/43
          
            2043-08-15
          
          4.626000
          131750000.00
          3589816.10
          Agency Collateralized Mortgage Obligation
        
        
          FGST GIO 0354 S15131
          
            2046-12-15
          
          3.500000
          15441550.00
          964716.23
          Agency Collateralized Mortgage Obligation
        
        
          FGST GIO 0357 S15176
          
            2047-09-15
          
          4.500000
          111622936.00
          7479672.81
          Agency Collateralized Mortgage Obligation
        
        
          FGST GIO 0365 S16011
          
            2047-10-15
          
          4.000000
          39322939.00
          3012589.91
          Agency Collateralized Mortgage Obligation
        
        
          FGST GPO 0311 S06722
          
            2043-08-15
          
          0.000000
          59500000.00
          8827736.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA REMIC TRUST 1999-T2       A1     20390119 FLT
          
            2039-01-19
          
          7.500000
          8675000.00
          90222.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA GRANTOR TRUST 2011-T2     A-1    20510825 2.50000
          
            2051-08-25
          
          2.500000
          500000.00
          145536.68
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL089MS R11F089
          
            2041-09-25
          
          0.875300
          28341191.00
          51807.79
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL100SH R11F100
          
            2040-11-25
          
          6.638300
          725000.00
          268059.06
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL009SC R12F009
          
            2042-02-25
          
          4.976400
          22850980.00
          369946.52
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL020SD R12F020
          
            2042-03-25
          
          4.976400
          61835654.00
          196340.16
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL051SC R12F051
          
            2042-05-25
          
          4.876400
          60000000.00
          1832619.39
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL084SC R12F084
          
            2042-08-25
          
          4.726400
          59767144.00
          913684.81
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL090ZJ R12F090
          
            2042-03-25
          
          1.500000
          2143995.00
          2297465.83
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC113SJ R12F113
          
            2042-10-25
          
          5.026400
          82857142.00
          1568646.24
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL093SW R12F093
          
            2042-09-25
          
          4.476400
          73627625.00
          1058851.97
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC118PI R12F118
          
            2042-06-25
          
          4.000000
          79274125.00
          842194.15
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL122LS R12F122
          
            2042-11-25
          
          4.476400
          55000000.00
          1712602.16
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL128LS R12F128
          
            2042-11-25
          
          2.376400
          1535798.00
          389156.08
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL128SL R12F128
          
            2042-11-25
          
          4.526400
          29250000.00
          814881.27
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL128SW R12F128
          
            2042-11-25
          
          2.376400
          4162902.00
          1384654.86
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL133JS R12F133
          
            2042-12-25
          
          4.526400
          43312000.00
          1350681.80
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL002MA R13F002
          
            2043-02-25
          
          3.500000
          1285000.00
          259874.39
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL146KM R12F146
          
            2043-01-25
          
          3.000000
          1805000.00
          1605572.17
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL013MA R13F013
          
            2043-01-25
          
          4.000000
          750000.00
          146772.40
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL067KS R13F067
          
            2043-07-25
          
          4.476400
          59900000.00
          2204821.17
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL096SW R13F096
          
            2043-09-25
          
          4.476400
          375692263.00
          4309110.80
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL106IM R13F106
          
            2042-02-25
          
          5.000000
          560750.00
          115982.60
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL103WZ R13F103
          
            2043-02-25
          
          3.500000
          4904600.00
          4629854.21
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL130FD R13F130
          
            2044-01-25
          
          2.023600
          49995513.00
          5579306.57
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL020SB R14F020
          
            2044-04-25
          
          4.476400
          125000000.00
          794200.66
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL057IO R14F057
          
            2044-09-25
          
          5.500000
          57213208.00
          1856179.74
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL055CI R14F055
          
            2044-09-25
          
          5.500000
          25750000.00
          849715.88
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC049TI R14F049
          
            2043-07-25
          
          0.412300
          29411503.00
          356702.69
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL091ST R14F091
          
            2045-01-25
          
          4.526400
          70000000.00
          2934224.27
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL034LS R15F034
          
            2045-06-25
          
          4.476400
          120580856.00
          3141556.38
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC022DI R15F022
          
            2044-12-25
          
          4.500000
          1666667.00
          82131.24
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL028PI R15F028
          
            2044-08-25
          
          4.000000
          93337800.00
          1750364.35
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL028PS R15F028
          
            2044-08-25
          
          3.976400
          140006700.00
          1782274.11
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL066CI R15F066
          
            2041-07-25
          
          4.000000
          4088731.00
          60756.40
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL052HZ R15F052
          
            2045-07-25
          
          3.000000
          5675000.00
          2876582.64
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL051IC R15F051
          
            2044-07-25
          
          4.000000
          19131380.00
          305870.83
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL054GI R15F054
          
            2045-07-25
          
          5.500000
          37865178.00
          1314618.61
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL053IM R15F053
          
            2045-07-25
          
          6.000000
          38904959.00
          1498821.06
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL082EK R15F082
          
            2045-11-25
          
          3.000000
          3825000.00
          820036.14
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL084SI R15F084
          
            2043-02-25
          
          5.545000
          12360298.00
          854809.11
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL026IO R16F026
          
            2046-05-25
          
          5.000000
          4125000.00
          189151.76
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC007SD R16F007
          
            2046-03-25
          
          4.476400
          50000000.00
          1065815.71
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL044SA R16F044
          
            2046-07-25
          
          4.376400
          45937064.00
          2077694.34
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL040JS R16F040
          
            2046-07-25
          
          4.376400
          21531318.00
          1366544.93
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL011AL R16M011
          
            2039-07-25
          
          2.944000
          550000.00
          73244.56
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL055SK R16F055
          
            2046-08-25
          
          4.376400
          44785000.00
          2539782.62
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL049JI R16F049
          
            2046-08-25
          
          3.500000
          2924111.00
          733552.56
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL048US R16F048
          
            2046-08-25
          
          4.476400
          19600000.00
          641404.74
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL065JS R16F065
          
            2046-09-25
          
          0.868500
          104466033.00
          381334.34
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL064KS R16F064
          
            2046-09-25
          
          0.978800
          86914875.00
          371053.13
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL064LI R16F064
          
            2046-09-25
          
          4.000000
          990444.00
          293951.12
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC010AQ R16M010
          
            2045-11-25
          
          3.807500
          4255000.00
          4016984.32
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL101IP R16F101
          
            2046-10-25
          
          3.500000
          15193293.00
          302518.85
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL078SA R16F078
          
            2044-03-25
          
          4.476400
          42537270.00
          1203985.87
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL102JI R16F102
          
            2046-02-25
          
          3.500000
          42942599.00
          287367.93
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL104IK R16F104
          
            2047-01-25
          
          5.000000
          29690372.00
          1518443.46
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL103LS R16F103
          
            2047-01-25
          
          4.376400
          42857142.00
          1876618.61
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL103SP R16F103
          
            2047-01-25
          
          4.376400
          39260025.00
          1938967.41
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL010AS R17F010
          
            2047-03-25
          
          1.008400
          129096691.00
          786056.31
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL026AI R17F026
          
            2047-04-25
          
          6.000000
          18688931.00
          1299677.56
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL068SN R17F068
          
            2047-09-25
          
          4.526400
          6528750.00
          364317.94
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL063SC R17F063
          
            2047-08-25
          
          2.326400
          100000000.00
          2211430.03
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL013AS R18F013
          
            2048-03-25
          
          4.626400
          38487447.00
          1654161.94
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL111CS R17F111
          
            2048-01-25
          
          4.626400
          17373498.00
          712306.25
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL111SA R17F111
          
            2048-01-25
          
          4.626400
          55174514.00
          2083409.31
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL108SD R17F108
          
            2048-01-25
          
          4.526400
          69409865.00
          2024529.24
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL001SA R18F001
          
            2048-02-25
          
          4.626400
          41410012.00
          1422874.69
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL007IC R18F007
          
            2048-02-25
          
          4.000000
          35333518.00
          2335261.61
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL035SE R18F035
          
            2048-05-25
          
          4.626400
          35810498.00
          1627189.39
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL014KI R18F014
          
            2048-03-25
          
          6.000000
          14080263.00
          1197304.55
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL027SJ R18F027
          
            2047-12-25
          
          4.576400
          185428571.00
          4830547.06
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL028CS R18F028
          
            2048-05-25
          
          4.576400
          7751873.00
          158560.24
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC057FG R18F057
          
            2048-08-25
          
          1.923600
          38381489.00
          8192907.90
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL039IW R18F039
          
            2048-06-25
          
          1.380000
          103025846.00
          1528576.28
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC077BY R18F077
          
            2048-10-25
          
          3.000000
          4000000.00
          2708196.51
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL010SA R19F010
          
            2049-03-25
          
          4.476400
          34970101.00
          1797294.64
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL017SB R19F017
          
            2038-09-25
          
          4.476400
          49560618.00
          2475680.38
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL013CI R19F013
          
            2049-04-25
          
          4.000000
          7157283.00
          415165.26
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL013BI R19F013
          
            2048-05-25
          
          4.500000
          7149452.00
          185171.83
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL018SB R19F018
          
            2049-05-25
          
          4.426400
          18620935.00
          800401.53
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL049CS R19F049
          
            2041-05-25
          
          4.376400
          46926636.00
          2363542.36
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL034SB R19F034
          
            2049-07-25
          
          4.476400
          26048002.00
          1427370.36
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL042WF R19F042
          
            2049-08-25
          
          1.200000
          18612064.00
          8131339.84
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL042WI R19F042
          
            2049-08-25
          
          1.006400
          83575992.00
          1427464.22
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL042SD R19F042
          
            2049-08-25
          
          4.426400
          33541818.00
          1906649.90
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL067AS R19F067
          
            2040-05-25
          
          4.476400
          54965980.00
          3162967.92
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC071NS R19F071
          
            2049-11-25
          
          4.426400
          6593736.00
          330875.56
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL057SA R19F057
          
            2049-10-25
          
          4.476400
          60118322.00
          3297139.61
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC068IP R19F068
          
            2048-05-25
          
          3.500000
          14786208.00
          387529.51
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL070SL R19F070
          
            2049-12-25
          
          4.476400
          54672031.00
          3352716.68
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL015IA R20F015
          
            2050-03-25
          
          3.000000
          9190676.00
          780928.66
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL015AI R20F015
          
            2050-03-25
          
          4.000000
          25956898.00
          2539163.17
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL015SA R20F015
          
            2050-03-25
          
          4.426400
          16015114.00
          1079903.44
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC015ID R20F015
          
            2050-03-25
          
          3.000000
          14354329.00
          1353559.22
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL001L R20F001
          
            2050-02-25
          
          2.500000
          1246009.00
          963865.08
          Agency Collateralized Mortgage Obligation
        
        
          MNRA CL013X3 R20M013
          
            2049-12-25
          
          1.243400
          145156880.00
          13286371.43
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC029IO R20F029
          
            2050-05-25
          
          4.000000
          187415152.00
          13677041.29
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL027IB R20F027
          
            2050-05-25
          
          4.500000
          73656361.00
          5917524.36
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC039CI R20F039
          
            2050-06-25
          
          4.500000
          15053915.00
          1219980.78
          Agency Collateralized Mortgage Obligation
        
        
          MNRA CL027X R20M027
          
            2050-05-25
          
          0.956400
          199999060.00
          13311609.74
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC046AI R20F046
          
            2050-07-25
          
          2.500000
          13184949.00
          1768380.59
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC047KM R20F047
          
            2045-12-25
          
          2.000000
          48380000.00
          42249093.12
          Agency Collateralized Mortgage Obligation
        
        
          FDRM RC046IH R20F046
          
            2048-03-15
          
          4.500000
          23243422.00
          2073845.00
          Agency Collateralized Mortgage Obligation
        
        
          MNRA CL048X R20M048
          
            2037-06-25
          
          0.216300
          190137220.00
          2383075.10
          Agency Collateralized Mortgage Obligation
        
        
          MNRA RC032X R20M032
          
            2050-06-25
          
          1.427900
          180561187.00
          18114874.50
          Agency Collateralized Mortgage Obligation
        
        
          MNRA CL041X R20M041
          
            2044-09-25
          
          0.119400
          75000000.00
          550969.84
          Agency Collateralized Mortgage Obligation
        
        
          MNRA CL041X1 R20M041
          
            2032-09-25
          
          0.391000
          100000.00
          1737.01
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL089KI R20F089
          
            2050-12-25
          
          4.000000
          20211562.00
          2447784.11
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL009BI R21F009
          
            2047-02-25
          
          4.000000
          41142357.00
          3876342.79
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL009IH R21F009
          
            2051-03-25
          
          3.000000
          27477755.00
          2739038.24
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC012JI R21F012
          
            2051-03-25
          
          2.500000
          22431052.00
          2933609.38
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL046IM R21F046
          
            2051-07-25
          
          4.500000
          24211383.00
          3797885.35
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL033AI R21F033
          
            2047-05-25
          
          2.500000
          41027740.00
          4894907.63
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL034MI R21F034
          
            2051-03-25
          
          2.500000
          1930000.00
          239140.51
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL067PI R21F067
          
            2051-10-25
          
          3.000000
          12316562.00
          1973590.98
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL067IP R21F067
          
            2051-10-25
          
          3.000000
          10129024.00
          1386529.68
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL096DI R21F096
          
            2050-05-25
          
          2.500000
          22739216.00
          2607369.52
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL005CI R22F005
          
            2047-11-25
          
          2.500000
          20000000.00
          2399688.87
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL032BV R22F032
          
            2033-07-25
          
          4.500000
          192911.00
          195890.26
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL032CA R22F032
          
            2048-09-25
          
          4.000000
          22813674.00
          22653103.19
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL032CV R22F032
          
            2033-08-25
          
          4.000000
          3014357.00
          2994324.34
          Agency Collateralized Mortgage Obligation
        
        
          FNST TR0409 C26  RC
          
            2042-04-01
          
          4.500000
          37849930.00
          1065911.38
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 03862S 05/15/41
          
            2041-05-15
          
          5.256000
          135714285.00
          579072.12
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 3907ST 08/15/41
          
            2041-08-15
          
          5.176000
          86538461.00
          716047.85
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4041ES 08/15/40
          
            2040-08-15
          
          17.380000
          1000000.00
          902288.72
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4060PS 05/15/42
          
            2042-05-15
          
          5.326000
          68935554.00
          598268.44
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4057SE 06/15/42
          
            2042-06-15
          
          4.726000
          164886985.00
          1299274.58
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4091SN 08/15/42
          
            2042-08-15
          
          5.276000
          48358419.00
          1954008.88
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4121IA 01/15/41
          
            2041-01-15
          
          3.500000
          53064285.00
          151413.00
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4116AS 10/15/42
          
            2042-10-15
          
          4.826000
          57845550.00
          1452572.42
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4143AI 12/15/42
          
            2042-12-15
          
          3.500000
          1201256.00
          77713.35
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4170ES 10/15/32
          
            2032-10-15
          
          4.089000
          100000.00
          13056.45
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4199BZ 05/15/43
          
            2043-05-15
          
          3.500000
          10000000.00
          13377282.39
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4240SA 08/15/43
          
            2043-08-15
          
          4.676000
          222965116.00
          6204319.32
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4329VZ 04/15/44
          
            2044-04-15
          
          4.000000
          10994272.00
          9437224.30
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4368GZ 06/15/41
          
            2041-06-15
          
          4.125000
          7330469.00
          7236990.29
          Agency Collateralized Mortgage Obligation
        
        
          FTRA 4367GS 03/15/37
          
            2037-03-15
          
          1.150700
          454397864.00
          2400143.77
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4379KI 08/15/44
          
            2044-08-15
          
          5.000000
          61727268.00
          1309183.43
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4379MI 08/15/44
          
            2044-08-15
          
          4.500000
          14615914.00
          247278.73
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4413AZ 11/15/44
          
            2044-11-15
          
          3.500000
          1118192.00
          771603.68
          Agency Collateralized Mortgage Obligation
        
        
          FTRA 4419AS 06/15/40
          
            2040-06-15
          
          1.242500
          37493728.00
          156879.91
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4419PS 12/15/44
          
            2044-12-15
          
          4.826000
          34522275.00
          815733.44
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4435CI 12/15/43
          
            2043-12-15
          
          3.782200
          8462701.00
          216725.58
          Agency Collateralized Mortgage Obligation
        
        
          FTRA 4448TS 05/15/40
          
            2040-05-15
          
          1.239500
          113880121.00
          774094.59
          Agency Collateralized Mortgage Obligation
        
        
          FTRA 4477SG 10/15/40
          
            2040-10-15
          
          1.132900
          131578384.00
          480279.81
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4474HI 07/15/39
          
            2039-07-15
          
          5.500000
          46857515.00
          1549636.60
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4501LI 08/15/45
          
            2045-08-15
          
          5.000000
          13470764.00
          533071.47
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4501IL 08/15/45
          
            2045-08-15
          
          5.000000
          62863567.00
          2285447.09
          Agency Collateralized Mortgage Obligation
        
        
          FTRA 4521AS 05/15/41
          
            2041-05-15
          
          1.079300
          119267492.00
          794212.21
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4524CI 05/15/41
          
            2041-05-15
          
          5.000000
          33523223.00
          1167304.36
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4545SA 01/15/46
          
            2046-01-15
          
          4.776000
          33925248.00
          851405.10
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4559MI 03/15/46
          
            2046-03-15
          
          4.000000
          7647525.00
          213269.56
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4581IK 04/15/42
          
            2042-04-15
          
          5.500000
          1893463.00
          91891.38
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4591QI 04/15/46
          
            2046-04-15
          
          3.500000
          30461570.00
          423045.60
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4597PC 07/15/46
          
            2046-07-15
          
          3.000000
          3261000.00
          2854903.32
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4608QS 05/15/40
          
            2040-05-15
          
          4.776000
          135000000.00
          4472861.88
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4607HI 08/15/46
          
            2046-08-15
          
          3.500000
          10619224.00
          224733.82
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4638PI 09/15/44
          
            2044-09-15
          
          4.500000
          33093365.00
          1514158.79
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4678IP 01/15/46
          
            2046-01-15
          
          4.000000
          15842693.00
          354394.08
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4683PB 05/15/47
          
            2047-05-15
          
          3.500000
          315841.00
          294867.72
          Agency Collateralized Mortgage Obligation
        
        
          FTRA 4777AS 04/15/43
          
            2043-04-15
          
          1.119100
          56325200.00
          508151.23
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4736EP 09/15/46
          
            2046-09-15
          
          3.500000
          3393000.00
          161735.51
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4828ZH 10/15/48
          
            2048-10-15
          
          3.500000
          10800000.00
          5517174.57
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4857ZA 01/15/49
          
            2049-01-15
          
          4.500000
          430928.00
          506272.83
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4860CI 08/15/47
          
            2047-08-15
          
          4.500000
          4969307.00
          251947.60
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4866BL 03/15/49
          
            2049-03-15
          
          4.000000
          697952.00
          695794.09
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4879BL 05/15/49
          
            2049-05-15
          
          4.000000
          576675.00
          520554.27
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4888CI 10/15/47
          
            2047-10-15
          
          4.000000
          28522867.00
          527426.48
          Agency Collateralized Mortgage Obligation
        
        
          FTRA 4945IO 12/15/46
          
            2046-12-15
          
          1.189200
          33890354.00
          862046.29
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4942ID 06/15/39
          
            2039-06-15
          
          5.500000
          678121.00
          60948.82
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4942IB 04/15/40
          
            2040-04-15
          
          5.000000
          5445303.00
          571441.26
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 4942IC 04/15/36
          
            2036-04-15
          
          5.500000
          3585309.00
          317748.68
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 4987IO 03/15/45
          
            2045-03-15
          
          4.500000
          25995023.00
          1612529.34
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC WLST 2015-SC02           1-A    20450925 3.00000
          
            2045-09-25
          
          3.000000
          10000000.00
          938393.64
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC WLST 2017-SC01           1-A    20461225 3.00000
          
            2046-12-25
          
          3.000000
          1325000.00
          198175.93
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 5142IO 12/15/42
          
            2042-12-15
          
          4.500000
          37062187.00
          4310134.26
          Agency Collateralized Mortgage Obligation
        
        
          FGRM 5156HI 02/15/44
          
            2044-02-15
          
          3.500000
          27988837.00
          2408090.17
          Agency Collateralized Mortgage Obligation
        
        
          FNMA REMIC TRUST 2002-W11      AV-1   20321125 FLT
          
            2032-11-25
          
          1.264200
          457750000.00
          197393.58
          Agency Collateralized Mortgage Obligation
        
        
          FNMA REMIC TRUST 2002-W12      AV-1   20330225 FLT
          
            2033-02-25
          
          1.365700
          338420405.00
          384809.79
          Agency Mortgage-Backed Securities
        
        
          FNMA REMIC TRUST 2003-W16      AV-1   20331125 FLT
          
            2033-11-25
          
          1.305700
          476000000.00
          363444.17
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC022DG R05F022
          
            2035-04-25
          
          6.810100
          1650000.00
          166728.43
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL042SC R05F042
          
            2035-05-25
          
          7.250000
          10000000.00
          567340.54
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC008HQ R06F008
          
            2036-03-25
          
          16.916800
          6598335.00
          239914.21
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC046SK R06F046
          
            2036-06-25
          
          18.246900
          3656000.00
          305480.75
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL060SJ R06F060
          
            2036-07-25
          
          20.505700
          1572369.00
          905218.94
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC060BK R06F060
          
            2036-07-25
          
          27.882100
          7692308.00
          483205.81
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC060GK R06F060
          
            2036-06-25
          
          22.345700
          7692308.00
          225825.07
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC060HK R06F060
          
            2036-01-25
          
          22.345700
          4500000.00
          111686.41
          Agency Collateralized Mortgage Obligation
        
        
          FNST TR0410 C2   RC
          
            2042-04-01
          
          4.000000
          25000000.00
          366981.06
          Agency Collateralized Mortgage Obligation
        
        
          FNST TR0413 C35  RC
          
            2042-07-01
          
          4.500000
          73263083.00
          1528310.11
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 3102BT 01/15/36
          
            2036-01-15
          
          7.000000
          11428572.00
          480034.46
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 3102KA 11/15/35
          
            2035-11-15
          
          7.000000
          8411028.00
          192129.29
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 3121SQ 03/15/36
          
            2036-03-15
          
          5.376000
          31388571.00
          91196.23
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL104GK R06F104
          
            2036-11-25
          
          12.641100
          4000000.00
          182824.76
          Agency Collateralized Mortgage Obligation
        
        
          FNRA RC003SC R07F003
          
            2037-01-25
          
          5.315300
          23529588.00
          349893.05
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 3169GK 05/15/36
          
            2036-05-15
          
          23.544000
          7692308.00
          244124.14
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 3171AS 06/15/36
          
            2036-06-15
          
          31.356000
          2433000.00
          229269.50
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL030NI R07F030
          
            2037-04-25
          
          4.816400
          333333333.00
          1228323.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA REMIC TRUST 2007-101      A2     20360627 FLT
          
            2036-06-27
          
          1.336700
          5500000.00
          83657.33
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL102LB R07F102
          
            2047-11-25
          
          6.000000
          2383381.00
          236363.95
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 3240FY 11/15/36
          
            2036-11-15
          
          0.000000
          1050000.00
          51445.59
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 3375MS 10/15/37
          
            2037-10-15
          
          5.076000
          95938000.00
          792959.49
          Agency Collateralized Mortgage Obligation
        
        
          FNRM CL040ZJ R09F040
          
            2039-06-25
          
          6.500000
          64028.00
          173489.42
          Agency Collateralized Mortgage Obligation
        
        
          FNRM RC014GD R11F014
          
            2040-04-25
          
          4.000000
          10000000.00
          89215.65
          Agency Collateralized Mortgage Obligation
        
        
          FNST TR0422 C12 WL
          
            2045-12-01
          
          4.000000
          29048000.00
          1149782.04
          Agency Collateralized Mortgage Obligation
        
        
          FGRA 3523ZE 04/15/39
          
            2039-04-15
          
          5.000000
          10000000.00
          279807.78
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC REMIC SERIES 3610        CD     20391215 FLT
          
            2039-12-15
          
          16.206300
          7802162.00
          323004.69
          Agency Collateralized Mortgage Obligation
        
        
          FNRA CL118YB R10F118
          
            2040-10-25
          
          4.876400
          380840000.00
          1695260.32
          Agency Collateralized Mortgage Obligation
        
        
          MNAR XX.XXX HYBS5740
          
            2032-06-01
          
          3.710000
          8915870.00
          8859874.87
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC MSCR TR 2021-MN2   M-2    20410725 FLT
          
            2041-07-25
          
          4.275700
          5263960.00
          4351914.93
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE SCRT SERIES 2021-2     TT     20601125 2.00000
          
            2060-11-25
          
          2.000000
          150000.00
          104305.98
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2017-1      MA     20560125 3.00000
          
            2056-01-25
          
          3.000000
          8600000.00
          4352922.46
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2017-4      MT     20570625 3.50000
          
            2057-06-25
          
          3.500000
          1045000.00
          489721.88
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2017-4      M45T   20570625 4.50000
          
            2057-06-25
          
          4.500000
          1517000.00
          483174.24
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2017-4      M60C   20570625 3.50000
          
            2057-06-25
          
          3.500000
          9189000.00
          3878142.43
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2017-4      HT     20570625 FLT
          
            2057-06-25
          
          3.250000
          24130000.00
          10377333.63
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2018-1      MA     20570525 3.00000
          
            2057-05-25
          
          3.000000
          393000.00
          163762.28
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2018-1      M60C   20570525 3.50000
          
            2057-05-25
          
          3.500000
          6100000.00
          2469570.79
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2018-3      HT     20570827 3.00000
          
            2057-08-27
          
          3.000000
          194200.00
          116571.99
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2018-4      M55I   20580325 3.00000
          
            2058-03-25
          
          5.500000
          1127909.00
          93307.30
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2019-1      HT     20580725 3.00000
          
            2058-07-25
          
          3.000000
          825000.00
          493640.59
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2019-1      MT     20580725 3.50000
          
            2058-07-25
          
          3.500000
          1900000.00
          1077653.48
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2019-2      HT     20580826 3.00000
          
            2058-08-26
          
          3.000000
          600000.00
          381405.09
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2019-3      MB     20581025 3.50000
          
            2058-10-25
          
          3.500000
          660000.00
          609610.61
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2019-4      HA     20590225 3.00000
          
            2059-02-25
          
          3.000000
          1200000.00
          756579.76
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2019-4      MA     20590225 3.00000
          
            2059-02-25
          
          3.000000
          222000.00
          120870.30
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 2020-2      HT     20591125 2.00000
          
            2059-11-25
          
          2.000000
          700000.00
          464568.34
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE SCRT SERIES 2021-1     TTU    20600925 2.50000
          
            2060-09-25
          
          2.500000
          775000.00
          495214.32
          Agency Collateralized Mortgage Obligation
        
        
          FHLMCT SLSTT SERIES 2019-2     A-2C   20590125 2.75000
          
            2059-01-25
          
          2.750000
          90000.00
          81499.25
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2006-005 IO
          
            2046-01-16
          
          0.425300
          35000000.00
          5746.45
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2006-030 IO
          
            2046-05-16
          
          2.727600
          35000000.00
          459.88
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2008-025 SB
          
            2038-03-20
          
          5.304900
          92412000.00
          86028.51
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2007-79 SA
          
            2037-12-20
          
          17.342000
          20000000.00
          290100.19
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2008-27 FJ
          
            2038-03-20
          
          0.000000
          200000.00
          1.94
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2008-27 QT
          
            2038-03-20
          
          7.000000
          14285714.00
          243526.05
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2005-68 S
          
            2035-05-20
          
          4.604900
          113188643.00
          353673.97
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2005-45 BS
          
            2035-06-20
          
          55.258300
          3333334.00
          149256.72
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2005-65 PS
          
            2035-08-20
          
          15.453300
          7267749.00
          376424.07
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2006-028 VS
          
            2036-06-20
          
          66.363200
          1265154.00
          85077.57
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-H17 AI
          
            2063-07-20
          
          1.599300
          73907696.00
          452780.90
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-H17 HI
          
            2063-04-20
          
          2.317500
          20131897.00
          788.12
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-H19 HI
          
            2063-07-20
          
          2.433400
          22962974.00
          1237.04
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-H18 GI
          
            2063-08-20
          
          1.625400
          26444871.00
          281206.27
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-H18 BI
          
            2063-07-20
          
          1.292800
          26625157.00
          150491.78
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-H18 QT
          
            2063-08-20
          
          1.706100
          26066838.00
          416256.80
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-H22 AI
          
            2063-07-20
          
          1.820000
          19015723.00
          260753.26
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-H23 AI
          
            2063-09-20
          
          0.879700
          100063974.00
          438964.21
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2012-H31 DI
          
            2062-12-20
          
          2.065900
          13112936.00
          187316.11
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-H01 JI
          
            2063-01-20
          
          1.788800
          35250518.00
          316329.68
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-H09 GI
          
            2063-04-20
          
          1.718300
          20020231.00
          279269.24
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2012-H26 FI
          
            2062-11-20
          
          1.737100
          765965.00
          5459.96
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2012-H26 BI
          
            2062-10-20
          
          1.435800
          20786617.00
          139066.15
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2012-077 DS
          
            2042-06-20
          
          4.504900
          5000000.00
          26884.42
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2006-069 SA
          
            2036-12-20
          
          5.204900
          83333333.00
          113251.79
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2007-025 SB
          
            2037-05-20
          
          5.204900
          130000000.00
          194963.58
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2008-004 FJ
          
            2038-01-20
          
          0.000000
          250000.00
          0.04
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2008-013 FJ
          
            2038-02-20
          
          0.000000
          30000.00
          0.01
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2018-2O AI
          
            2068-01-20
          
          2.140400
          339311.00
          17575.16
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2017-0O DI
          
            2067-04-20
          
          1.843000
          557274.00
          17771.40
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2009-066 US
          
            2039-08-16
          
          4.490700
          153333333.00
          369385.29
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2011-126 IO
          
            2053-04-16
          
          0.000000
          78550000.00
          18.45
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2017-37 AI
          
            2047-03-20
          
          6.000000
          9923513.00
          489775.37
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2017-37 CI
          
            2047-03-20
          
          6.500000
          5553156.00
          393345.84
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2010-163 NI
          
            2040-04-20
          
          5.000000
          32327600.00
          303.44
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2012-023 IO
          
            2053-06-16
          
          0.207400
          49480000.00
          40080.46
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2012-033 IO
          
            2052-06-16
          
          0.000000
          401151813.00
          384.01
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2012-012 SA
          
            2041-08-16
          
          5.140700
          58663920.00
          304524.77
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-010 AS
          
            2043-01-20
          
          4.704900
          83866385.00
          592599.55
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2014-047 IA
          
            2048-02-16
          
          0.144500
          47070000.00
          24068.69
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2014-008 JS
          
            2044-01-16
          
          2.990700
          198453000.00
          588251.92
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2013-190 AS
          
            2041-05-20
          
          0.462500
          97967676.00
          130336.94
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2013-83 NI
          
            2042-10-20
          
          4.500000
          58636500.00
          35977.12
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2014-155 IB
          
            2055-08-16
          
          0.804900
          155038000.00
          573037.02
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2014-002 IB
          
            2040-01-16
          
          4.000000
          36568000.00
          531410.77
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2014-068 AS
          
            2041-10-20
          
          0.922000
          53418228.00
          124194.09
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2014-081 SB
          
            2044-06-20
          
          12.153700
          8000000.00
          383951.37
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2014-145 AI
          
            2043-01-16
          
          1.061600
          507232.00
          7263.62
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2014-188 IB
          
            2044-12-20
          
          4.000000
          26793000.00
          332515.69
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2015-025 PI
          
            2045-01-20
          
          3.500000
          44445000.00
          221420.30
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2015-93 DI
          
            2054-09-16
          
          0.567500
          154228210.00
          324156.16
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2015-082 IC
          
            2045-06-20
          
          5.361400
          528007.00
          5734.49
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2015-179 IO
          
            2045-02-20
          
          5.500000
          2896118.00
          94126.78
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2016-37 GI
          
            2045-03-20
          
          3.500000
          19083774.00
          55219.62
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2016-37 MI
          
            2044-02-20
          
          4.000000
          29074880.00
          415120.60
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2016-68 CT
          
            2039-11-20
          
          0.000000
          453085.00
          1235.88
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2016-68 GS
          
            2046-05-20
          
          4.838400
          13693592.00
          243446.46
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2016-08 MO
          
            2046-08-20
          
          0.000000
          750000.00
          85049.61
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2016-08 IP
          
            2046-01-20
          
          3.000000
          5833333.00
          5108.59
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2016-20 IY
          
            2046-09-20
          
          4.000000
          1753968.00
          527623.78
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2016-122 BS
          
            2046-09-20
          
          4.838400
          13954117.00
          286915.88
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2017-01 BI
          
            2046-10-20
          
          3.500000
          30217330.00
          321480.28
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2017-01 YI
          
            2047-03-20
          
          3.500000
          39295441.00
          66024.40
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2017-93 IG
          
            2046-01-20
          
          3.500000
          19501937.00
          481.14
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2017-34 IO
          
            2047-03-20
          
          3.500000
          1773540.00
          141008.54
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2017-17 IL
          
            2044-05-20
          
          3.500000
          17700521.00
          2684.47
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2017-34 IL
          
            2044-09-20
          
          3.500000
          11519075.00
          10378.35
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2017-188 SA
          
            2043-09-20
          
          0.814500
          51268769.00
          312525.68
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2018-21 NI
          
            2048-02-20
          
          3.000000
          1867242.00
          17046.47
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2020-03O CI
          
            2069-03-20
          
          1.654800
          26671616.00
          589716.49
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2019-5O IA
          
            2069-08-20
          
          1.637700
          22274101.00
          518055.92
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2019-08 IA
          
            2060-11-16
          
          0.200000
          164134453.00
          88481.53
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2017-125 LS
          
            2041-05-20
          
          1.257600
          68437358.00
          396440.73
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2018-072 IB
          
            2046-04-20
          
          4.000000
          2650000.00
          129204.39
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2018-072 IC
          
            2045-05-20
          
          4.000000
          8583000.00
          411675.55
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2018-60 IQ
          
            2048-01-20
          
          5.000000
          1500000.00
          14885.68
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2019-15 AI
          
            2049-02-20
          
          4.000000
          6168765.00
          20059.91
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2019-43 BI
          
            2049-04-20
          
          4.000000
          3660733.00
          6658.25
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2019-43 AS
          
            2049-04-20
          
          1.674900
          20157487.00
          12297.36
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2019-43 CI
          
            2049-04-20
          
          5.000000
          3247314.00
          16386.71
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2019-83 NI
          
            2046-06-20
          
          0.651200
          78080820.00
          589295.06
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2020-005 CI
          
            2042-07-20
          
          4.000000
          11462627.00
          5942.12
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2020-005 EI
          
            2047-06-16
          
          4.500000
          2927296.00
          203949.45
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2020-005 JI
          
            2044-06-20
          
          0.659300
          53683753.00
          458888.30
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2020-016 BI
          
            2050-02-20
          
          3.000000
          2500000.00
          16333.12
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2020-034 NI
          
            2050-03-20
          
          3.500000
          1428571.00
          16725.42
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2020-034 IN
          
            2050-03-20
          
          3.000000
          2500000.00
          21306.66
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2020-062 IP
          
            2048-03-20
          
          3.000000
          833333.00
          4542.10
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2020-095 CI
          
            2050-07-20
          
          3.500000
          109226.00
          8058.16
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2020-185 AI
          
            2050-12-20
          
          2.500000
          1417840.00
          186529.19
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2021-078 JI
          
            2051-05-20
          
          3.000000
          1712667.00
          171935.93
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2021-107 ZU
          
            2051-06-20
          
          2.000000
          1000.00
          470.62
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2021-107 ZP
          
            2051-06-20
          
          3.000000
          54235.00
          37918.42
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2021-119 ZB
          
            2051-07-20
          
          3.000000
          4405.00
          3151.90
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2021-096 SA
          
            2051-06-20
          
          4.704900
          5357035.00
          362888.29
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2021-14O AI
          
            2070-04-20
          
          0.000000
          5000000.00
          15066.56
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2021-16O AI
          
            2070-04-20
          
          0.000000
          10000000.00
          28733.16
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2022-09O IO
          
            2072-04-20
          
          1.908700
          4716270.00
          267465.17
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2022-018 DI
          
            2029-10-20
          
          3.500000
          2779071.00
          165788.86
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2022-051 SA
          
            2052-03-20
          
          1.329400
          10000000.00
          239642.95
          Agency Collateralized Mortgage Obligation
        
        
          GNRM 2022-051 TZ
          
            2052-03-20
          
          3.000000
          44480.00
          39088.53
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2022-051 AT
          
            2052-03-20
          
          0.060000
          50000000.00
          62633.79
          Agency Collateralized Mortgage Obligation
        
        
          GNRA 2022-114 BS
          
            2052-06-20
          
          17.700000
          308568.00
          337132.35
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-01
      2022-07-01
      Y
      
        CITIGROUP GLOBAL MARKETS INC
        1.0000
        1
        N
        
          Fitch - BR
          A+
        
        
          Moody's - BR
          A1
        
        
          Standard & Poor's - BR
          A+
        
      
      N
      N
      0.0165
      500000000.00
      500000000.00
      0.0030
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 2.500
      9128284D9
      254900HROIFWPRGM1V77
      US9128284D91
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2023-03-31
      2023-03-31
      2023-03-31
      N
      N
      N
      0.0280
      294035387.50
      294035387.50
      0.0018
      N
      Y
      Y
      N
    
    
      Federal Home Loan Bank Discount Notes
      Federal Home Loan Bank Discount Notes 1.302
      313385ZG4
      2549001DPIFGXC1TOL40
      US313385ZG47
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        Agency
      
      2022-07-13
      2022-07-13
      2022-07-13
      N
      N
      N
      0.0130
      294886611.62
      294886611.62
      0.0018
      N
      N
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 2.750
      9128284L1
      254900HROIFWPRGM1V77
      US9128284L18
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2023-04-30
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0288
      59679326.86
      59679326.86
      0.0004
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 2.750
      9128284S6
      254900HROIFWPRGM1V77
      US9128284S60
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2023-05-31
      2023-05-31
      2023-05-31
      N
      N
      N
      0.0290
      74903320.50
      74903320.50
      0.0005
      N
      Y
      Y
      N
    
    
      Barclays Bank plc
      Barclays Bank plc 1.650
      G5GSEF7VJP5I7OUK5573
      BRTRD3CN6
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-05-20
          
          4.000000
          27154573.00
          27004972.91
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-11-20
          
          2.500000
          201678019.00
          176995027.90
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-07
      2022-07-07
      Y
      
        BARCLAYS BANK PLC
        1.0000
        7
        N
        
          Fitch - BR
          A+
        
        
          Moody's - BR
          A1
        
        
          Standard & Poor's - BR
          A
        
      
      N
      N
      0.0165
      200000000.00
      200000000.00
      0.0012
      N
      N
      Y
      N
    
    
      HSBC Securities USA, Inc.
      HSBC Securities USA, Inc. 1.510
      CYYGQCGNHMHPSMRL3R97
      BRTT4RAM3
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          0.000000
          59000.00
          53583.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2045-05-15
          
          0.000000
          59600.00
          27010.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-15
          
          0.250000
          73200.00
          71378.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          0.000000
          143000.00
          119149.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          0.000000
          167000.00
          150436.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.000000
          170200.00
          82858.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          0.000000
          477000.00
          394508.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-31
          
          0.375000
          518100.00
          453789.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2044-08-15
          
          0.000000
          523100.00
          242292.07
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2052-05-15
          
          0.000000
          719000.00
          292048.45
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.000000
          734200.00
          330834.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          0.000000
          832000.00
          743628.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          0.000000
          888000.00
          729242.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2037-02-15
          
          0.000000
          905000.00
          593282.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-15
          
          0.000000
          1058000.00
          938453.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.000000
          1092100.00
          472692.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          0.000000
          1093700.00
          520865.88
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-05-15
          
          0.000000
          1290000.00
          679787.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-06-30
          
          2.750000
          1603500.00
          1591056.84
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          0.000000
          1835300.00
          811843.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-15
          
          0.125000
          1942900.00
          1865093.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          2.000000
          2124800.00
          1672779.75
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          0.125000
          3115100.00
          2977737.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2047-11-15
          
          0.000000
          3118500.00
          1346593.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          0.000000
          7183700.00
          3115146.85
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2034-02-15
          
          0.000000
          11054368.00
          7659228.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          3.000000
          11806800.00
          11224805.58
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          0.875000
          12598400.00
          14656648.01
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          0.125000
          12760500.00
          12586586.58
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          15312600.00
          15248548.07
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-31
          
          1.375000
          15819400.00
          14857365.71
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          0.250000
          16152700.00
          15359481.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          17017600.00
          16793897.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-31
          
          1.125000
          18594800.00
          16616492.15
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.625000
          24919600.00
          29548697.52
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.812780
          26493200.00
          26554304.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          0.875000
          26703400.00
          24448178.95
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-04-30
          
          2.750000
          35606300.00
          35284184.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          0.125000
          36896500.00
          35718077.53
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          1.500000
          39484700.00
          38171633.25
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          2.750000
          41087800.00
          41368916.47
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          4.500000
          46052400.00
          55060791.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-09-30
          
          1.875000
          46564200.00
          46790450.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-28
          
          0.500000
          53444600.00
          48801205.35
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          0.000000
          90171900.00
          50692838.74
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.250000
          90862800.00
          90692087.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          0.125000
          100109800.00
          126432521.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-05-15
          
          1.625000
          102988200.00
          92278585.82
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          3.125000
          252852800.00
          247031686.10
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-07
      2022-07-07
      Y
      
        HSBC SECURITIES (USA) INC
        1.0000
        7
        N
        
          Fitch - BR
          NR
        
        
          Moody's - BR
          NR
        
        
          Standard & Poor's - BR
          A+
        
      
      N
      N
      0.0151
      1111915000.00
      1111915000.00
      0.0067
      N
      N
      Y
      N
    
    
      HSBC Securities USA, Inc.
      HSBC Securities USA, Inc. 1.560
      CYYGQCGNHMHPSMRL3R97
      BRTT4RJY8
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-09-20
          
          3.500000
          331000.00
          290909.42
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-03-20
          
          5.000000
          90000.00
          60322.37
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2044-11-20
          
          4.500000
          147798.00
          13175.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          4.000000
          260000.00
          70929.22
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-08-20
          
          3.500000
          325000.00
          112114.83
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-04-20
          
          2.500000
          1000000.00
          366349.49
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-09-20
          
          3.500000
          1003140.00
          83939.31
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-03-20
          
          4.500000
          1009744.00
          351132.22
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-10-20
          
          3.000000
          1093492.00
          102988.72
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-04-20
          
          3.000000
          1115208.00
          434765.55
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-10-20
          
          4.500000
          1136450.00
          357395.44
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-09-20
          
          3.500000
          1266984.00
          1228814.35
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-12-20
          
          4.500000
          1539552.00
          1437330.49
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-09-20
          
          4.500000
          1554442.00
          345990.45
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-06-20
          
          3.500000
          1557920.00
          349864.27
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2049-06-20
          
          4.500000
          1878400.00
          290263.51
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2044-09-20
          
          3.500000
          1989154.00
          381645.77
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-06-20
          
          3.500000
          2001772.00
          490852.34
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-12-20
          
          3.000000
          2124488.00
          1997888.67
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-04-20
          
          3.000000
          2207256.00
          1901024.03
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2041-11-20
          
          4.000000
          2207548.00
          328533.76
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2043-07-20
          
          3.000000
          2351716.00
          1946193.63
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2046-05-20
          
          3.500000
          2376936.00
          2182459.97
          Agency Mortgage-Backed Securities
        
        
          FEDERAL FARM CREDIT BANKS FUNDING CORP
          254900C5LP6DN9OP9V83
          
            2038-09-20
          
          4.080000
          2982000.00
          2899184.89
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANKS FUNDING CORP
          254900C5LP6DN9OP9V83
          
            2041-10-21
          
          2.375000
          4553000.00
          3480500.26
          Agency Debentures and Agency Strips
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-31
          
          2.625000
          7479300.00
          7453055.67
          U.S. Treasuries (including strips)
        
        
          FEDERAL FARM CREDIT BANKS FUNDING CORP
          254900C5LP6DN9OP9V83
          
            2036-07-14
          
          2.310000
          8423000.00
          6982748.42
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-02-01
          
          3.000000
          8433248.00
          7782432.08
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-08-20
          
          3.000000
          10039504.00
          9314788.10
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-02-15
          
          1.500000
          10285800.00
          9294422.94
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.000000
          12087300.00
          11888818.61
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-08-20
          
          3.000000
          18804640.00
          15576201.28
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-01-15
          
          0.125000
          21687400.00
          21604531.92
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-09-30
          
          2.125000
          24268800.00
          23955428.40
          U.S. Treasuries (including strips)
        
        
          GNMA GNII SP 785195 C
          
            2050-11-20
          
          0.000000
          30634912.00
          19777301.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2048-07-01
          
          4.000000
          37048192.00
          8560870.63
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-04-30
          
          0.500000
          43726500.00
          38732531.60
          U.S. Treasuries (including strips)
        
        
          FREDDIE MAC GOLD
          
            2042-12-01
          
          3.500000
          62642304.00
          10496507.16
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SF MA7257 M
          
            2051-03-20
          
          0.000000
          69763328.00
          44342180.15
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-15
          
          1.000000
          70608600.00
          67304529.60
          U.S. Treasuries (including strips)
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2041-06-20
          
          4.500000
          200000000.00
          12430459.15
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-01-20
          
          4.500000
          214853888.00
          20259893.92
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-07
      2022-07-07
      Y
      
        HSBC SECURITIES (USA) INC
        1.0000
        7
        N
        
          Fitch - BR
          NR
        
        
          Moody's - BR
          NR
        
        
          Standard & Poor's - BR
          A+
        
      
      N
      N
      0.0156
      350000000.00
      350000000.00
      0.0021
      N
      N
      Y
      N
    
    
      HSBC Securities USA, Inc.
      HSBC Securities USA, Inc. 1.510
      CYYGQCGNHMHPSMRL3R97
      BRTT87X89
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-08-15
          
          1.625000
          10300.00
          9441.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.000000
          109800.00
          48234.37
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          0.000000
          141900.00
          61368.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-30
          
          0.250000
          956600.00
          925972.14
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
          1225800.00
          1293012.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          1240100.00
          1196528.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.000000
          3707300.00
          2122407.01
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          0.000000
          3918300.00
          3024645.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          0.000000
          4000160.00
          1683299.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          4199900.00
          4129738.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-15
          
          1.625000
          5378000.00
          5107783.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-30
          
          1.791780
          5860400.00
          5879251.93
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          2.875000
          6990400.00
          6977331.85
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2051-11-15
          
          1.875000
          7558700.00
          5723838.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          1.500000
          9083700.00
          8778828.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2046-11-15
          
          2.875000
          9308500.00
          8566870.86
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          0.000000
          9995694.08
          9851116.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          2.500000
          10161800.00
          10133287.17
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          7.500000
          10605600.00
          11796640.70
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          2.250000
          10757300.00
          10344009.92
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2034-11-15
          
          0.000000
          11788032.00
          7962544.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-31
          
          2.625000
          12288200.00
          12243233.04
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          2.125000
          13330500.00
          21337732.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          1.500000
          13523900.00
          13540310.62
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          1.625000
          15162400.00
          14361283.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          2.750000
          15403400.00
          15545127.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          2.000000
          16668900.00
          16717460.13
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          16945100.00
          16996343.95
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          1.500000
          17153000.00
          17249312.77
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.000000
          17633800.00
          17387230.41
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          17716900.00
          21198186.68
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          20159300.00
          24918798.73
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-30
          
          1.500000
          20488900.00
          18630935.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-31
          
          1.875000
          20787300.00
          20015079.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          20914800.00
          26504474.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          22397300.00
          28554128.97
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          23168000.00
          30241806.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-15
          
          0.000000
          23649853.44
          23614047.56
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2044-08-15
          
          3.125000
          24323400.00
          23436228.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2038-02-15
          
          4.375000
          25550400.00
          30228208.31
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-08-15
          
          0.000000
          30539104.00
          14830094.29
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-15
          
          0.125000
          31001700.00
          38195676.90
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-31
          
          1.000000
          35813900.00
          31828659.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-08-15
          
          1.250000
          39306600.00
          34042723.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-31
          
          0.375000
          40695900.00
          37060448.46
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-15
          
          2.500000
          41790200.00
          41563404.59
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          49029300.00
          77270010.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-30
          
          2.875000
          53164800.00
          52802515.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-10-31
          
          1.125000
          57011600.00
          52647465.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-15
          
          0.125000
          80769200.00
          78124448.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          1.125000
          95788400.00
          91858473.97
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-07
      2022-07-07
      Y
      
        HSBC SECURITIES (USA) INC
        1.0000
        7
        N
        
          Fitch - BR
          NR
        
        
          Moody's - BR
          NR
        
        
          Standard & Poor's - BR
          A+
        
      
      N
      N
      0.0151
      1028000000.00
      1028000000.00
      0.0062
      N
      N
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.375
      912828YK0
      254900HROIFWPRGM1V77
      US912828YK04
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-10-15
      2022-10-15
      2022-10-15
      N
      N
      N
      0.0207
      152450396.73
      152450396.73
      0.0009
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.625
      912828YW4
      254900HROIFWPRGM1V77
      US912828YW42
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-12-15
      2022-12-15
      2022-12-15
      N
      N
      N
      0.0241
      534094686.16
      534094686.16
      0.0032
      N
      Y
      Y
      N
    
    
      Federal Home Loan Mortgage Corp. Variable Rate Notes
      Federal Home Loan Mortgage Corp. Variable Rate Notes 1.610
      3134GWJR8
      S6XOOCT0IEG5ABCC6L87
      US3134GWJR80
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-07-29
      2022-07-29
      N
      N
      N
      0.0154
      375023122.50
      375023122.50
      0.0023
      N
      N
      N
      N
    
    
      Federal National Mortgage Association Variable Rate Notes
      Federal National Mortgage Association Variable Rate Notes 1.630
      3135G05N9
      B1V7KEBTPIMZEU4LTD58
      US3135G05N95
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-07-29
      2022-07-29
      N
      N
      N
      0.0153
      19111534.92
      19111534.92
      0.0001
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.605
      3133EL6K5
      254900C5LP6DN9OP9V83
      US3133EL6K50
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-09-02
      2022-09-02
      N
      N
      N
      0.0157
      279928519.32
      279928519.32
      0.0017
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.600
      3133EMAX0
      254900C5LP6DN9OP9V83
      US3133EMAX03
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-09-23
      2022-09-23
      N
      N
      N
      0.0155
      315066550.05
      315066550.05
      0.0019
      N
      N
      N
      N
    
    
      Federal Home Loan Bank Variable Rate Notes
      Federal Home Loan Bank Variable Rate Notes 1.600
      3130AK4Q6
      2549001DPIFGXC1TOL40
      US3130AK4Q60
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-09-08
      2022-09-08
      N
      N
      N
      0.0157
      91014375.27
      91014375.27
      0.0005
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.575
      3133EMGS5
      254900C5LP6DN9OP9V83
      US3133EMGS53
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-11-18
      2022-11-18
      N
      N
      N
      0.0155
      150035667.00
      150035667.00
      0.0009
      N
      N
      N
      N
    
    
      Federal Home Loan Bank Variable Rate Notes
      Federal Home Loan Bank Variable Rate Notes 1.575
      3130AKG34
      2549001DPIFGXC1TOL40
      US3130AKG342
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-11-10
      2022-11-10
      N
      N
      N
      0.0155
      536609034.17
      536609034.17
      0.0032
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Variable Rate Notes
      Federal Home Loan Mortgage Corp. Variable Rate Notes 1.575
      3134GXBT0
      S6XOOCT0IEG5ABCC6L87
      US3134GXBT02
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-11-10
      2022-11-10
      N
      N
      N
      0.0161
      191556545.85
      191556545.85
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Mortgage Corp. Variable Rate Notes
      Federal Home Loan Mortgage Corp. Variable Rate Notes 1.570
      3134GXCM4
      S6XOOCT0IEG5ABCC6L87
      US3134GXCM40
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-11-17
      2022-11-17
      N
      N
      N
      0.0158
      350031122.00
      350031122.00
      0.0021
      N
      N
      N
      N
    
    
      Federal Home Loan Bank Variable Rate Notes
      Federal Home Loan Bank Variable Rate Notes 1.575
      3130AKFR2
      2549001DPIFGXC1TOL40
      US3130AKFR21
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-11-09
      2022-11-09
      N
      N
      N
      0.0156
      99018557.55
      99018557.55
      0.0006
      N
      N
      N
      N
    
    
      Federal Home Loan Bank Variable Rate Notes
      Federal Home Loan Bank Variable Rate Notes 1.570
      3130AKHJ8
      2549001DPIFGXC1TOL40
      US3130AKHJ86
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-11-23
      2022-11-23
      N
      N
      N
      0.0156
      250045585.00
      250045585.00
      0.0015
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.570
      3133EMHX3
      254900C5LP6DN9OP9V83
      US3133EMHX30
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-12-01
      2022-12-01
      N
      N
      N
      0.0156
      138027782.16
      138027782.16
      0.0008
      N
      N
      N
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 0.125
      91282CBD2
      254900HROIFWPRGM1V77
      US91282CBD20
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-12-31
      2022-12-31
      2022-12-31
      N
      N
      N
      0.0251
      298241950.73
      298241950.73
      0.0018
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.807
      91282CBK6
      254900HROIFWPRGM1V77
      US91282CBK62
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0153
      5668419909.15
      5668419909.15
      0.0341
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 0.125
      91282CBG5
      254900HROIFWPRGM1V77
      US91282CBG50
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2023-01-31
      2023-01-31
      2023-01-31
      N
      N
      N
      0.0259
      767097999.21
      767097999.21
      0.0046
      N
      Y
      Y
      N
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.575
      3133EMPZ9
      254900C5LP6DN9OP9V83
      US3133EMPZ95
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-02-09
      2023-02-09
      N
      N
      N
      0.0156
      40010406.80
      40010406.80
      0.0002
      N
      N
      N
      N
    
    
      Federal Home Loan Bank Variable Rate Notes
      Federal Home Loan Bank Variable Rate Notes 1.565
      3130AKYV2
      2549001DPIFGXC1TOL40
      US3130AKYV22
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-02-03
      2023-02-03
      N
      N
      N
      0.0158
      259233504.19
      259233504.19
      0.0016
      N
      N
      N
      N
    
    
      JP Morgan Securities LLC
      JP Morgan Securities LLC 1.510
      ZBUT11V806EZRVTWT807
      BRWHVHNW1
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          1.000000
          7977100.00
          9107559.44
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2046-05-15
          
          2.500000
          218087600.00
          186617123.10
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          2.250000
          314312000.00
          257576447.30
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          2.375000
          453713600.00
          387154155.20
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          3.000000
          717112800.00
          689544721.70
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1+
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-07
      2022-07-07
      Y
      
        JP MORGAN SECURITIES LLC
        1.0000
        7
        N
        
          Fitch - BR
          AA
        
        
          Moody's - BR
          Aa3
        
        
          Standard & Poor's - BR
          A+
        
      
      N
      N
      0.0151
      1500000000.00
      1500000000.00
      0.0090
      N
      N
      Y
      N
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.550
      3133EMTB8
      254900C5LP6DN9OP9V83
      US3133EMTB81
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-03-10
      2023-03-10
      N
      N
      N
      0.0156
      189019880.91
      189019880.91
      0.0011
      N
      N
      N
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 0.125
      91282CBU4
      254900HROIFWPRGM1V77
      US91282CBU45
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2023-03-31
      2023-03-31
      2023-03-31
      N
      N
      N
      0.0276
      721740000.00
      721740000.00
      0.0044
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.792
      91282CBY6
      254900HROIFWPRGM1V77
      US91282CBY66
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0155
      1564202973.83
      1564202973.83
      0.0094
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 0.125
      91282CBX8
      254900HROIFWPRGM1V77
      US91282CBX83
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2023-04-30
      2023-04-30
      2023-04-30
      N
      N
      N
      0.0287
      794008587.50
      794008587.50
      0.0048
      N
      Y
      Y
      N
    
    
      Goldman Sachs & Co. LLC
      Goldman Sachs & Co. LLC 1.630
      FOR8UP27PHTHYVLBNG30
      BRWP0DCM0
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2041-04-15
          
          5.000000
          104081.00
          12951.53
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2056-03-15
          
          2.980000
          733811.00
          720627.76
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-12-20
          
          3.000000
          1354000.00
          962855.15
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-03-20
          
          4.000000
          1725600.00
          1724237.96
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-07-20
          
          3.500000
          2937770.00
          2544613.23
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-05-20
          
          3.500000
          3092804.00
          1827876.04
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-04-20
          
          3.500000
          3753004.00
          3652673.85
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-11-20
          
          2.000000
          6111688.00
          4935264.76
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-04-15
          
          2.830000
          7378000.00
          7122788.61
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-04-20
          
          4.000000
          8930560.00
          8124369.59
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2045-09-20
          
          3.500000
          9135664.00
          4846619.33
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1
          
            2057-04-15
          
          2.650000
          9717200.00
          9411935.23
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-07-20
          
          3.500000
          10027904.00
          5930725.17
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-01-20
          
          3.000000
          12042416.00
          10809230.94
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-05-20
          
          3.500000
          18471220.00
          12698620.58
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-06-20
          
          5.500000
          25619648.00
          26627026.79
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-03-20
          
          4.000000
          26553984.00
          17479508.92
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-05-20
          
          3.500000
          32021952.00
          21157228.10
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-12-20
          
          3.000000
          34210432.00
          31325514.61
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-04-20
          
          3.000000
          49889152.00
          36460913.06
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-05-20
          
          3.500000
          50000000.00
          9189226.21
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2048-02-20
          
          3.500000
          60149000.00
          11536310.73
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-12-20
          
          3.000000
          71329920.00
          57396678.87
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-01-20
          
          2.500000
          86073344.00
          76819442.88
          Agency Mortgage-Backed Securities
        
        
          GNMA GNII SP 785498 C
          
            2051-06-20
          
          0.000000
          86871296.00
          71844026.68
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-02-20
          
          2.500000
          94114176.00
          66281687.53
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-02-20
          
          2.500000
          100000000.00
          74196641.50
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2052-05-20
          
          4.500000
          128753600.00
          130896157.20
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-10-20
          
          3.500000
          150000000.00
          136073308.10
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2051-06-20
          
          4.000000
          239813120.00
          166345139.80
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2050-12-20
          
          4.000000
          250000000.00
          127835799.30
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-08-04
      2022-08-04
      Y
      
        GOLDMAN SACHS & CO LLC
        1.0000
        35
        N
        
          Fitch - BR
          A+
        
        
          Moody's - BR
          NR
        
        
          Standard & Poor's - BR
          A+
        
      
      N
      N
      0.0163
      1114500000.00
      1114500000.00
      0.0067
      N
      N
      N
      Y
    
    
      MUFG Securities Americas, Inc.
      MUFG Securities Americas, Inc. 1.530
      K5HU16E3LMSVCCJJJ255
      BRWPP3H73
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC GOLD
          
            2047-07-01
          
          3.500000
          1000.00
          175.52
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-12-01
          
          4.000000
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          114.85
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          4.000000
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          110.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-01-01
          
          4.000000
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          163.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-04-01
          
          3.500000
          1000.00
          179.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-03-01
          
          4.500000
          1000.00
          90.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-04-01
          
          3.500000
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          31.72
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2048-08-01
          
          3.500000
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          225.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
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          244.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-05-01
          
          4.000000
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          150.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-11-01
          
          3.500000
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          208.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.500000
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          368.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-08-01
          
          3.500000
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          118.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          4.500000
          2000.00
          489.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.000000
          2000.00
          830.17
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          2984.00
          395.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-01-01
          
          4.000000
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          198.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
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          834.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          3.000000
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          1364.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.000000
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          766.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-07-01
          
          4.500000
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          130.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          4.000000
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          408.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-12-01
          
          4.000000
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          359.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
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          755.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          4.000000
          4000.00
          558.19
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2045-02-01
          
          4.000000
          5000.00
          670.71
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2045-04-01
          
          3.000000
          5000.00
          1981.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          3.500000
          6000.00
          230.20
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2046-08-01
          
          3.500000
          7000.00
          2270.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-08-01
          
          3.000000
          7000.00
          2230.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          3.000000
          7000.00
          1855.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2044-12-01
          
          4.500000
          8000.00
          984.01
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2047-05-01
          
          3.000000
          8000.00
          3266.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-10-01
          
          3.500000
          8000.00
          1882.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.000000
          8000.00
          995.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-12-01
          
          3.500000
          9000.00
          319.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-11-01
          
          4.000000
          10000.00
          1096.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-11-01
          
          2.500000
          10000.00
          8785.85
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2044-12-01
          
          4.000000
          10492.00
          711.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-05-01
          
          3.500000
          11000.00
          1234.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.000000
          11000.00
          7828.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-09-01
          
          3.500000
          12000.00
          1980.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-12-01
          
          3.000000
          12000.00
          3361.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          12000.00
          3134.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-01-01
          
          2.500000
          12000.00
          3631.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          4.500000
          13000.00
          1129.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          3.500000
          13000.00
          2101.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-07-01
          
          3.500000
          14000.00
          626.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-12-01
          
          2.500000
          14000.00
          1520.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          15000.00
          3155.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-06-01
          
          3.000000
          15000.00
          11994.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-12-01
          
          4.000000
          15000.00
          868.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-04-01
          
          4.500000
          16000.00
          2177.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          4.000000
          16000.00
          836.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.000000
          16800.00
          4035.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2034-10-01
          
          2.500000
          17000.00
          7946.62
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-12-01
          
          4.000000
          18000.00
          1001.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          18000.00
          2292.18
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2044-12-01
          
          4.000000
          19000.00
          1629.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          4.500000
          19000.00
          922.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          19000.00
          3380.31
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.000000
          20000.00
          9183.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-08-01
          
          2.500000
          20000.00
          16871.93
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.000000
          22600.00
          17447.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-01-01
          
          3.000000
          23000.00
          6325.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-02-01
          
          2.000000
          25000.00
          19471.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-10-01
          
          4.000000
          25162.00
          1210.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-11-01
          
          4.500000
          26000.00
          327.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          4.500000
          26000.00
          2368.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-11-01
          
          2.500000
          27000.00
          7683.39
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2046-01-01
          
          3.500000
          29000.00
          8103.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-08-01
          
          4.000000
          29000.00
          1821.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-01-01
          
          3.000000
          31000.00
          2701.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-01-01
          
          3.000000
          31933.00
          29029.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          34000.00
          4344.26
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2046-04-01
          
          4.500000
          35000.00
          14262.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          3.000000
          36000.00
          13043.63
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          3.000000
          39000.00
          20677.32
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-06-01
          
          3.000000
          40000.00
          24405.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-01-01
          
          3.500000
          42000.00
          4338.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-12-01
          
          3.500000
          45000.00
          6890.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          3.500000
          46000.00
          20096.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.500000
          46000.00
          43274.24
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2047-04-01
          
          3.500000
          48000.00
          16817.47
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-04-01
          
          4.000000
          50000.00
          2045.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-12-01
          
          3.500000
          51000.00
          5050.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          4.500000
          51000.00
          1694.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          3.500000
          51000.00
          1860.42
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.000000
          60000.00
          9000.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-04-01
          
          3.000000
          63000.00
          20243.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          4.500000
          64265.00
          3298.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-01-01
          
          4.000000
          69000.00
          17388.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.000000
          71000.00
          51352.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-12-01
          
          4.000000
          74000.00
          4010.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          3.500000
          79000.00
          2701.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-12-01
          
          3.500000
          80000.00
          3663.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-07-01
          
          4.000000
          81000.00
          38142.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2034-12-01
          
          3.000000
          83000.00
          42019.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          3.500000
          91981.00
          43172.27
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2046-06-01
          
          3.000000
          92000.00
          34284.12
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          94000.00
          44510.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.500000
          94000.00
          32707.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          4.500000
          100000.00
          2725.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-02-01
          
          3.500000
          110000.00
          4887.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-12-01
          
          4.000000
          110000.00
          18351.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-02-01
          
          4.000000
          111000.00
          23323.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-07-01
          
          4.500000
          113000.00
          37750.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-03-01
          
          3.000000
          119000.00
          75765.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          4.500000
          123000.00
          4315.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          124000.00
          52068.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          4.500000
          125000.00
          43505.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.000000
          127000.00
          51668.89
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-08-01
          
          3.500000
          128000.00
          6607.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-08-01
          
          4.500000
          131000.00
          3559.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-01-01
          
          4.000000
          135000.00
          38937.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          2.000000
          136000.00
          102565.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-09-01
          
          2.500000
          144000.00
          118637.48
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          150000.00
          74690.35
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          4.000000
          154000.00
          32937.60
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-02-01
          
          2.500000
          155000.00
          110153.65
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-08-01
          
          3.500000
          159000.00
          59936.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          165000.00
          120440.49
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          2.500000
          165000.00
          140440.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-12-01
          
          3.500000
          174752.00
          46249.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-03-01
          
          4.500000
          174997.00
          3952.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-01-01
          
          4.500000
          185200.00
          64044.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-12-01
          
          4.000000
          192000.00
          33648.66
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.000000
          199000.00
          147668.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2046-09-01
          
          3.500000
          208000.00
          53319.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          4.000000
          209000.00
          118018.99
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-02-01
          
          5.000000
          240000.00
          28688.29
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-11-01
          
          4.500000
          243001.00
          13232.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-09-01
          
          4.500000
          250000.00
          27085.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-09-01
          
          3.500000
          257000.00
          152700.88
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          4.000000
          278000.00
          37296.43
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-09-01
          
          2.500000
          285000.00
          172204.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-09-01
          
          3.500000
          300000.00
          54834.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-10-01
          
          4.000000
          313000.00
          42834.98
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-07-01
          
          2.000000
          326000.00
          262309.27
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-02-01
          
          4.500000
          344167.00
          5873.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-12-01
          
          1.920000
          350000.00
          311300.59
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.500000
          353000.00
          51124.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          4.000000
          361000.00
          60773.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-11-01
          
          2.500000
          366000.00
          325044.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.000000
          371000.00
          55651.84
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-02-01
          
          3.500000
          382000.00
          110618.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-10-01
          
          2.500000
          390000.00
          317668.22
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-11-01
          
          4.000000
          413000.00
          71955.04
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2047-08-01
          
          3.500000
          430000.00
          109391.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-10-01
          
          3.500000
          450000.00
          64528.13
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-11-01
          
          4.000000
          450000.00
          74351.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-12-01
          
          3.000000
          500000.00
          129937.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-08-01
          
          4.500000
          505000.00
          24969.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-03-01
          
          4.000000
          600000.00
          17086.33
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-06-01
          
          2.000000
          600000.00
          348190.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-10-01
          
          3.500000
          659047.00
          339715.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          3.500000
          690000.00
          141058.11
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          4.000000
          700000.00
          271503.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-01-01
          
          2.500000
          703000.00
          611515.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.500000
          780000.00
          640932.69
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-02-01
          
          2.000000
          843424.00
          651456.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-11-01
          
          3.500000
          895000.00
          267490.57
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          4.000000
          895000.00
          111578.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-09-01
          
          4.500000
          898000.00
          79397.53
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-07-01
          
          4.500000
          974500.00
          114857.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-11-01
          
          2.000000
          1017000.00
          783280.26
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-12-01
          
          5.000000
          1039478.00
          433554.78
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          2.000000
          1050982.00
          902676.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          2.500000
          1064222.00
          954324.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          2.485000
          1136538.00
          476832.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-06-01
          
          4.000000
          1150000.00
          240242.09
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-01-01
          
          3.000000
          1159000.00
          768763.25
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          3.500000
          1160000.00
          216503.51
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-03-01
          
          4.500000
          1174322.00
          568251.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2049-07-01
          
          3.500000
          1229662.00
          560364.05
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          4.500000
          1327292.00
          480776.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          1337352.00
          245233.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-05-01
          
          2.500000
          1362000.00
          1039747.41
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2048-09-01
          
          5.000000
          1410960.00
          520084.96
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.500000
          1449714.00
          1402805.90
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-05-01
          
          3.500000
          1450000.00
          166933.50
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-01-01
          
          4.500000
          1474160.00
          131450.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2040-02-01
          
          3.500000
          1573326.00
          800268.67
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          3.000000
          1652098.00
          1536839.36
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          2.937000
          1682046.00
          1016490.91
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          3.000000
          1683554.00
          1564738.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-12-01
          
          3.500000
          1725000.00
          368238.70
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          3.000000
          1791304.00
          1662412.86
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2044-12-01
          
          3.000000
          1794000.00
          287194.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.000000
          1812648.00
          1641819.80
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          2.000000
          1838538.00
          1571320.18
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          1886730.00
          1222978.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-10-01
          
          2.000000
          1901000.00
          1569688.95
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-10-01
          
          4.000000
          1913422.00
          1759345.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          2.000000
          1935892.00
          1674004.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-03-01
          
          3.500000
          2100000.00
          438757.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-12-01
          
          3.000000
          2251608.00
          1163419.06
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-01-01
          
          3.000000
          2266952.00
          542927.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          3.000000
          2430992.00
          2253569.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.110000
          2475450.00
          362991.87
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2039-09-01
          
          4.000000
          2588992.00
          1544311.02
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2048-08-01
          
          5.000000
          2890000.00
          813535.44
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          1.845000
          2940480.00
          2670537.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-03-01
          
          2.000000
          3000000.00
          2222818.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          3.000000
          3031700.00
          2804118.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.000000
          3080804.00
          2846550.56
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          2.500000
          3103032.00
          2771166.45
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-08-01
          
          6.000000
          3350000.00
          3794.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          3.500000
          3500000.00
          1188192.37
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          2.500000
          3605372.00
          3224018.40
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          2.000000
          3633936.00
          3134812.86
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.500000
          3682608.00
          3550882.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-01-01
          
          3.500000
          4011232.00
          1927842.76
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2048-02-01
          
          4.000000
          4098890.00
          1184135.12
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2046-03-01
          
          4.000000
          4298016.00
          1298841.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.000000
          4527650.00
          4203571.71
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          2.500000
          4705936.00
          4204795.07
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-05-01
          
          3.500000
          4789936.00
          4599649.95
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2046-06-01
          
          4.000000
          5000000.00
          1635361.03
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-02-01
          
          4.000000
          5000000.00
          431963.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-06-01
          
          5.000000
          5131760.00
          5252822.21
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-06-01
          
          2.500000
          5500000.00
          2728450.74
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          2.500000
          6280672.00
          4547277.61
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          3.000000
          6823640.00
          6320154.02
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-08-01
          
          2.500000
          6825792.00
          5708825.72
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          3.500000
          7479920.00
          1857859.38
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          3.500000
          7486264.00
          6621512.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-04-01
          
          4.500000
          7494144.00
          156107.14
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          3.000000
          7697750.00
          7140766.28
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-09-01
          
          3.000000
          8115120.00
          1484766.15
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-05-01
          
          2.329000
          8401024.00
          7832665.19
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          2.500000
          8594800.00
          5480932.64
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-02-01
          
          3.000000
          8854000.00
          7968086.04
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-11-01
          
          3.500000
          9321216.00
          8164273.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          3.500000
          10060000.00
          6416301.83
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-03-01
          
          2.000000
          10115800.00
          7916474.16
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-04-01
          
          2.000000
          11001632.00
          9420238.35
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC GOLD
          
            2048-09-01
          
          4.500000
          11057520.00
          6073325.75
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          4.500000
          11515104.00
          11792887.01
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2050-04-01
          
          3.000000
          12454000.00
          5401213.77
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-09-01
          
          2.000000
          15979392.00
          12976703.68
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-04-01
          
          3.000000
          16498000.00
          4523642.82
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-04-01
          
          3.000000
          18113480.00
          16819178.20
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-03-01
          
          3.000000
          18698496.00
          16969484.10
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2051-12-01
          
          2.500000
          19400000.00
          17194402.23
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.000000
          24597100.00
          21906512.54
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-06-01
          
          3.000000
          25000000.00
          22037669.58
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2051-08-01
          
          2.500000
          34191872.00
          29060760.73
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-07-01
          
          4.500000
          50978816.00
          51224788.79
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2052-03-01
          
          3.000000
          63696768.00
          58291091.24
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2052-06-01
          
          3.000000
          64280448.00
          59680582.00
          Agency Mortgage-Backed Securities
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-08-04
      2022-08-04
      Y
      
        MUFG SECURITIES AMERICAS INC
        1.0000
        35
        N
        
          Fitch - BR
          A
        
        
          Moody's - BR
          NR
        
        
          Standard & Poor's - BR
          A
        
      
      N
      N
      0.0153
      500000000.00
      500000000.00
      0.0030
      N
      N
      N
      Y
    
    
      MUFG Securities Americas, Inc.
      MUFG Securities Americas, Inc. 1.510
      K5HU16E3LMSVCCJJJ255
      BRWPXUP59
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          1.750000
          11000.00
          10632.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-15
          
          0.500000
          68000.00
          67012.22
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          0.125000
          19900.00
          25118.55
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2042-05-15
          
          3.250000
          26100.00
          25406.72
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          0.875000
          4128200.00
          4768388.54
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          38800.00
          49517.05
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-28
          
          1.875000
          41900.00
          39833.03
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          2.000000
          53292600.00
          42142722.23
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2032-05-15
          
          2.875000
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          82037.49
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-12-31
          
          1.750000
          106000.00
          99706.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
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            2040-08-15
          
          3.875000
          107000.00
          115985.85
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          1.500000
          110000.00
          105973.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-31
          
          2.750000
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          120940.78
          U.S. Treasuries (including strips)
        
        
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          254900HROIFWPRGM1V77
          
            2051-11-15
          
          1.875000
          126500.00
          94242.34
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.375000
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          128928.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
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            2026-02-28
          
          0.500000
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          153576.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-31
          
          1.000000
          191500.00
          169040.24
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-31
          
          1.125000
          192000.00
          170456.19
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          227000.00
          226886.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          2.125000
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          236480.97
          U.S. Treasuries (including strips)
        
        
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            2024-10-15
          
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          1771018.28
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            2030-01-15
          
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            2039-11-15
          
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          U.S. Treasuries (including strips)
        
        
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            2025-02-28
          
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          U.S. Treasuries (including strips)
        
        
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            2024-11-15
          
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          U.S. Treasuries (including strips)
        
        
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            2022-11-30
          
          2.000000
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          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-31
          
          1.250000
          532900.00
          477509.62
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-15
          
          1.625000
          574000.00
          572275.69
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.250000
          600000.00
          588173.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-12-31
          
          2.625000
          657000.00
          645325.11
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2041-08-15
          
          3.750000
          680000.00
          718833.31
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-15
          
          1.750000
          714100.00
          692097.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.500000
          9732300.00
          11334686.36
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          1.375000
          800200.00
          797741.60
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          1165000.00
          1434617.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          1404500.00
          1781186.02
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          18409400.00
          21901283.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-15
          
          0.625000
          13919800.00
          17595502.33
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          2.625000
          1786700.00
          1771728.92
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          2480200.00
          2442078.38
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-15
          
          0.125000
          2693600.00
          3212744.12
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          2742700.00
          2997484.99
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2028-07-15
          
          0.750000
          2980000.00
          3454634.39
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2030-07-15
          
          0.125000
          3459100.00
          3704161.27
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2027-04-30
          
          2.750000
          7331500.00
          7227667.07
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-15
          
          0.250000
          10703500.00
          13157039.98
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-07-15
          
          0.125000
          10799400.00
          11033160.79
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2029-06-30
          
          3.250000
          10801600.00
          10853080.43
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-15
          
          0.125000
          10991700.00
          13537572.80
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2026-10-15
          
          0.125000
          14139400.00
          14767538.18
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2049-11-15
          
          2.375000
          14423200.00
          12115195.94
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2031-01-15
          
          0.125000
          14604100.00
          15369628.78
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          1.125000
          29060000.00
          20029443.48
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2050-02-15
          
          0.000000
          29999900.00
          12313158.96
          U.S. Treasuries (including strips)
        
        
          UNITED STATES TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-15
          
          0.125000
          34875000.00
          39047149.41
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        NR
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-07-07
      2022-07-07
      Y
      
        MUFG SECURITIES AMERICAS INC
        1.0000
        7
        N
        
          Fitch - BR
          A
        
        
          Moody's - BR
          NR
        
        
          Standard & Poor's - BR
          A
        
      
      N
      N
      0.0151
      300000000.00
      300000000.00
      0.0018
      N
      N
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.787
      91282CCQ2
      254900HROIFWPRGM1V77
      US91282CCQ24
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-07-31
      2023-07-31
      N
      N
      N
      0.0158
      3651924544.96
      3651924544.96
      0.0219
      N
      Y
      Y
      N
    
    
      Federal Farm Credit Bank Bonds
      Federal Farm Credit Bank Bonds 0.070
      3133EM2Z4
      254900C5LP6DN9OP9V83
      US3133EM2Z48
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-08-19
      2022-08-19
      2022-08-19
      N
      N
      N
      0.0150
      160487443.39
      160487443.39
      0.0010
      N
      N
      N
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 1.550
      912796M71
      254900HROIFWPRGM1V77
      US912796M713
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-09-08
      2022-09-08
      2022-09-08
      N
      N
      N
      0.0155
      4681893428.44
      4681893428.44
      0.0282
      N
      Y
      Y
      N
    
    
      Federal Home Loan Bank Variable Rate Notes
      Federal Home Loan Bank Variable Rate Notes 1.520
      3130ANZT0
      2549001DPIFGXC1TOL40
      US3130ANZT06
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2022-10-07
      2022-10-07
      N
      N
      N
      0.0155
      249999897.50
      249999897.50
      0.0015
      N
      N
      N
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 1.749
      912796M89
      254900HROIFWPRGM1V77
      US912796M895
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
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        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-10-06
      2022-10-06
      2022-10-06
      N
      N
      N
      0.0175
      574207743.82
      574207743.82
      0.0035
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 2.000
      912796N96
      254900HROIFWPRGM1V77
      US912796N968
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
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        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-11-03
      2022-11-03
      2022-11-03
      N
      N
      N
      0.0200
      3172946720.99
      3172946720.99
      0.0192
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 2.241
      912796P94
      254900HROIFWPRGM1V77
      US912796P948
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
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        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-12-01
      2022-12-01
      2022-12-01
      N
      N
      N
      0.0224
      767657192.60
      767657192.60
      0.0047
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 2.470
      912796R27
      254900HROIFWPRGM1V77
      US912796R274
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-12-29
      2022-12-29
      2022-12-29
      N
      N
      N
      0.0247
      372141304.05
      372141304.05
      0.0023
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 0.640
      912796R68
      254900HROIFWPRGM1V77
      US912796R688
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-07
      2022-07-07
      2022-07-07
      N
      N
      N
      0.0064
      144981.88
      144981.88
      0.0000
      N
      Y
      Y
      N
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.555
      3133ENKJ8
      254900C5LP6DN9OP9V83
      US3133ENKJ81
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-07-12
      2023-07-12
      N
      N
      N
      0.0157
      135719933.50
      135719933.50
      0.0008
      N
      N
      N
      N
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.565
      3133ENKL3
      254900C5LP6DN9OP9V83
      US3133ENKL38
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2024-01-10
      2024-01-10
      N
      N
      N
      0.0158
      190400428.22
      190400428.22
      0.0011
      N
      N
      N
      N
    
    
      BNP Paribas SA
      BNP Paribas SA 1.700
      R0MUWSFPU8MPRO8K5P83
      BRWX5W460
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC FHLMC_2322
          
            2029-06-15
          
          7.276000
          1.00
          0.00
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE MAC FHLMC_2084
          
            2028-08-15
          
          7.426000
          9.00
          0.00
          Agency Collateralized Mortgage Obligation
        
        
          FEDERAL FARM CREDIT BANKS FUNDING CORP
          254900C5LP6DN9OP9V83
          
            2036-12-19
          
          2.830000
          1000.00
          884.99
          Agency Debentures and Agency Strips
        
        
          FNMA_02-8
          
            2032-03-25
          
          6.476430
          2094.00
          0.49
          Agency Collateralized Mortgage Obligation
        
        
          FEDERAL HOME LOAN BANKS
          2549001DPIFGXC1TOL40
          
            2023-11-27
          
          0.800000
          10000.00
          9684.70
          Agency Debentures and Agency Strips
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2047-07-20
          
          3.500000
          73293.00
          13785.85
          Agency Mortgage-Backed Securities
        
        
          GNMA_20-140D
          
            2050-09-20
          
          4.754860
          100000.00
          11799.03
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
          
            2033-05-20
          
          4.500000
          213000.00
          6158.39
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-15
          
          5.625000
          232000.00
          285736.13
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANKS FUNDING CORP
          254900C5LP6DN9OP9V83
          
            2036-03-10
          
          2.350000
          385000.00
          312815.41
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANKS FUNDING CORP
          254900C5LP6DN9OP9V83
          
            2032-02-23
          
          2.940000
          444000.00
          410238.98
          Agency Debentures and Agency Strips
        
        
          GNMA_21-96A
          
            2051-06-20
          
          4.704860
          538112.00
          43359.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_03-34
          
            2033-03-20
          
          5.554860
          692506.00
          53.28
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-187C
          
            2051-10-20
          
          3.500000
          755183.00
          60593.65
          Agency Collateralized Mortgage Obligation
        
        
          FEDERAL FARM CREDIT BANKS FUNDING CORP
          254900C5LP6DN9OP9V83
          
            2036-11-17
          
          2.580000
          983000.00
          810479.24
          Agency Debentures and Agency Strips
        
        
          FHLMC_5178H
          
            2052-01-25
          
          3.000000
          1163713.00
          198254.69
          Agency Collateralized Mortgage Obligation
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-12-20
          
          6.320000
          1203000.00
          1384943.59
          Agency Debentures and Agency Strips
        
        
          FNMA_21-8M
          
            2061-03-25
          
          1.834720
          1459160.00
          37601.99
          Agency Collateralized Mortgage Obligation
        
        
          FEDERAL FARM CREDIT BANKS FUNDING CORP
          254900C5LP6DN9OP9V83
          
            2044-09-06
          
          3.250000
          1749000.00
          1510281.90
          Agency Debentures and Agency Strips
        
        
          GNMA_20-76A
          
            2050-05-20
          
          4.504860
          2276462.00
          143753.24
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5149J
          
            2048-10-25
          
          4.000000
          2765505.00
          431825.74
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-165A
          
            2051-09-20
          
          3.000000
          3008224.00
          264504.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-34B
          
            2051-03-20
          
          3.500000
          3847312.00
          586283.84
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-67G
          
            2041-10-25
          
          4.676430
          4352852.00
          316537.59
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-110
          
            2043-11-25
          
          0.000000
          5854968.00
          208334.52
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-46B
          
            2051-07-25
          
          4.500000
          6712356.00
          1052924.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-186K
          
            2045-11-16
          
          0.000000
          7704104.00
          2111392.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-60H
          
            2051-02-20
          
          2.500000
          11469480.00
          1447418.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-105
          
            2040-08-25
          
          0.000000
          13457351.00
          620976.11
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5191A
          
            2042-06-15
          
          4.000000
          14300700.00
          2307929.94
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_14-49
          
            2044-08-25
          
          6.000000
          18059552.00
          641128.60
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5218A
          
            2052-05-25
          
          4.000000
          19298208.00
          2893790.40
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-139N
          
            2051-08-20
          
          3.000000
          20047349.00
          2570310.15
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-27G
          
            2050-05-25
          
          4.426430
          22192883.00
          2714140.76
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5071M
          
            2048-04-25
          
          4.000000
          25457089.00
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          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-214N
          
            2051-12-20
          
          3.000000
          25732145.00
          4442155.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-12E
          
            2051-03-25
          
          3.000000
          31214176.00
          4568528.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-135D
          
            2051-08-20
          
          4.704860
          31361532.00
          4799917.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-34G
          
            2050-06-25
          
          4.426430
          31926820.00
          4538967.59
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-56E
          
            2050-08-25
          
          4.000000
          31995000.00
          4297064.89
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-196K
          
            2051-11-20
          
          3.000000
          32146404.00
          4500596.26
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5181B
          
            2052-01-25
          
          3.000000
          33028049.00
          4750974.20
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-72M
          
            2050-04-25
          
          3.000000
          34009547.00
          4636224.49
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4992D
          
            2050-07-25
          
          4.476430
          34180109.00
          4804898.71
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5178F
          
            2045-03-25
          
          4.000000
          34625000.00
          5270065.79
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_15-84
          
            2045-11-25
          
          1.191820
          37898663.00
          277170.81
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-83D
          
            2050-06-20
          
          3.000000
          38151230.00
          4201141.87
          Agency Collateralized Mortgage Obligation
        
        
          FHR_5071
          
            2050-01-25
          
          3.000000
          38255303.00
          4379172.23
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-95A
          
            2047-12-25
          
          4.000000
          40026590.00
          5438792.40
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5074D
          
            2051-02-25
          
          3.000000
          40418999.00
          4864055.00
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5092M
          
            2049-02-25
          
          4.500000
          40604830.00
          4491597.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-75
          
            2050-11-25
          
          2.500000
          42000000.00
          5031506.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-175H
          
            2051-04-20
          
          3.000000
          42639487.00
          4590767.36
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-98P
          
            2051-06-20
          
          4.500000
          45087743.00
          4364923.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-209F
          
            2051-11-20
          
          3.000000
          45328083.00
          4595883.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-95A
          
            2050-07-20
          
          3.500000
          45612800.00
          4457656.60
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5191B
          
            2052-02-25
          
          3.000000
          45632916.00
          5474128.69
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-30B
          
            2051-02-20
          
          2.500000
          45887969.00
          4970746.01
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-53F
          
            2050-04-20
          
          3.500000
          46185681.00
          4686522.55
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5152C
          
            2050-03-25
          
          3.000000
          47446550.00
          6215730.70
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5033A
          
            2050-10-25
          
          5.000000
          48975250.00
          4776730.17
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE MAC FHLMC_5018
          
            2050-10-25
          
          4.500000
          49951155.00
          4894876.53
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-24H
          
            2056-05-25
          
          1.205540
          50436232.00
          347251.25
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-156L
          
            2051-02-20
          
          2.500000
          52150000.00
          4894423.36
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-66E
          
            2051-10-25
          
          2.500000
          53634600.00
          4934932.09
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-45B
          
            2041-07-25
          
          3.000000
          54828428.00
          4360711.61
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-65D
          
            2050-05-20
          
          4.504860
          64682522.00
          4790651.19
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-51
          
            2042-05-25
          
          4.296430
          71568512.00
          2192938.51
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-28A
          
            2051-05-25
          
          4.000000
          72692428.00
          10379831.22
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-38
          
            2034-12-25
          
          0.999720
          75000000.00
          559194.31
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-101B
          
            2051-01-25
          
          3.500000
          75023630.00
          9645679.71
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5164G
          
            2049-06-25
          
          3.500000
          75931112.00
          10250154.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-22A
          
            2050-04-25
          
          4.476430
          76887952.00
          9218696.67
          Agency Collateralized Mortgage Obligation
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-11
          
            2050-01-20
          
          4.454860
          76907777.00
          4303133.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-129N
          
            2050-09-20
          
          3.000000
          86922670.00
          10409814.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-59A
          
            2050-04-20
          
          5.000000
          94674297.00
          5728747.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-181P
          
            2050-12-20
          
          5.000000
          97454478.00
          10073839.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-129B
          
            2049-10-20
          
          4.000000
          99902625.00
          5448270.02
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-81B
          
            2050-01-25
          
          4.376430
          100824775.00
          8722525.11
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-167G
          
            2050-11-20
          
          2.500000
          104858457.00
          9123002.76
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-140F
          
            2050-06-20
          
          2.929440
          127242343.00
          3309982.36
          Agency Collateralized Mortgage Obligation
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4980
          
            2050-06-25
          
          4.500000
          129793000.00
          9776031.80
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-67H
          
            2041-08-25
          
          4.126430
          134968778.00
          8248914.30
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_15-42C
          
            2045-06-25
          
          1.432000
          174529667.00
          1009839.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_18-48D
          
            2048-04-20
          
          2.304860
          200000000.00
          4590872.73
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4608
          
            2040-05-15
          
          4.776000
          259345417.00
          8592712.80
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-74B
          
            2042-07-25
          
          4.426430
          313278520.00
          8782746.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14-36
          
            2044-03-16
          
          4.690710
          315000000.00
          4678546.31
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        F1
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-08-04
      2022-08-04
      Y
      
        BNP PARIBAS SA
        1.0000
        35
        N
        
          Fitch - BR
          A+
        
        
          Moody's - BR
          Aa3
        
        
          Standard & Poor's - BR
          A+
        
      
      N
      N
      0.0170
      300000000.00
      300000000.00
      0.0018
      N
      N
      N
      Y
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.530
      3133ENKW9
      254900C5LP6DN9OP9V83
      US3133ENKW92
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-02-14
      2023-02-14
      N
      N
      N
      0.0156
      500026460.00
      500026460.00
      0.0030
      N
      N
      N
      N
    
    
      Mizuho Securities USA LLC
      Mizuho Securities USA LLC 1.650
      7TK5RJIZDFROZCA6XF66
      BRWXLLU75
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          GNMA_21-187E
          
            2051-10-20
          
          3.000000
          1000.00
          834.71
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-138G
          
            2051-08-20
          
          2.000000
          200000.00
          142753.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-75E
          
            2049-08-20
          
          4.500000
          416666.00
          49997.47
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5164B
          
            2051-11-25
          
          2.500000
          565000.00
          431006.80
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-72H
          
            2051-10-25
          
          2.500000
          616000.00
          360694.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-111T
          
            2048-05-20
          
          4.500000
          666667.00
          43249.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-47B
          
            2051-07-25
          
          2.500000
          800000.00
          110322.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-39C
          
            2051-02-20
          
          1.500000
          810858.00
          627675.28
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-197A
          
            2051-11-20
          
          1.500000
          937000.00
          336546.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-187A
          
            2051-10-20
          
          2.500000
          938000.00
          735018.57
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-50F
          
            2051-03-20
          
          2.000000
          998640.00
          98231.96
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5242A
          
            2048-03-25
          
          4.500000
          1138000.00
          1154909.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-75E
          
            2051-04-20
          
          4.000000
          1185833.00
          1164121.85
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5109A
          
            2051-05-25
          
          2.500000
          1200000.00
          167028.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-9D
          
            2052-01-20
          
          2.000000
          1444000.00
          983564.87
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-50E
          
            2051-03-20
          
          2.500000
          1600000.00
          141017.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-30C
          
            2052-02-20
          
          3.000000
          1666666.00
          166894.20
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-162C
          
            2051-09-20
          
          2.500000
          1865000.00
          1485039.61
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-132G
          
            2049-10-20
          
          4.500000
          2072355.00
          86284.50
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_13-79
          
            2043-07-25
          
          3.500000
          2250000.00
          2857810.06
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5164A
          
            2051-11-25
          
          1.500000
          2362500.00
          1025033.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-32B
          
            2043-01-25
          
          5.330300
          2484493.00
          33218.38
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-51
          
            2042-05-25
          
          0.000000
          2487412.00
          457305.64
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4941S
          
            2049-07-25
          
          4.500000
          2633333.00
          130719.24
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5164D
          
            2048-07-25
          
          2.500000
          2767148.00
          2302294.50
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-87F
          
            2051-05-20
          
          5.500000
          2800000.00
          1703107.03
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5116E
          
            2051-06-25
          
          5.500000
          3000000.00
          3001217.20
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-92
          
            2042-08-25
          
          3.500000
          3198500.00
          4405898.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-83E
          
            2051-05-20
          
          5.500000
          3200000.00
          3139261.04
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5207C
          
            2052-03-25
          
          3.000000
          3201000.00
          2689700.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-8N
          
            2051-01-20
          
          5.000000
          3254610.00
          3087895.10
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-30B
          
            2052-02-20
          
          3.000000
          3510000.00
          2887588.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-23B
          
            2050-12-25
          
          5.500000
          3611743.00
          3328612.88
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-50G
          
            2051-03-20
          
          2.000000
          3750000.00
          285454.89
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3012
          
            2035-05-15
          
          4.776000
          3974813.00
          41615.75
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5042K
          
            2050-03-25
          
          2.000000
          4272875.00
          397214.23
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-50F
          
            2051-03-20
          
          1.750000
          4489119.00
          3294147.11
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5215D
          
            2047-03-25
          
          3.500000
          4571428.00
          580933.06
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5021A
          
            2050-10-25
          
          3.000000
          5215499.00
          629423.09
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-12G
          
            2060-03-25
          
          6.041500
          5418688.00
          2784836.47
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5207C
          
            2052-03-25
          
          3.500000
          5450496.00
          851198.31
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_13-66
          
            2043-07-25
          
          3.500000
          5708534.00
          7305160.27
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5083Q
          
            2051-02-25
          
          5.000000
          5741875.00
          5163822.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-197E
          
            2051-11-20
          
          3.000000
          5978000.00
          377158.53
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5089B
          
            2051-03-25
          
          2.500000
          6000000.00
          792278.90
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5164D
          
            2046-01-25
          
          2.500000
          6000000.00
          596005.77
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-27F
          
            2051-02-20
          
          5.000000
          6000000.00
          5498748.54
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5098A
          
            2051-04-25
          
          2.500000
          6471100.00
          817739.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-3
          
            2048-02-25
          
          6.000000
          6697702.00
          1505473.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-152F
          
            2049-10-20
          
          3.500000
          7445054.00
          82521.67
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_20-22A
          
            2049-08-25
          
          4.500000
          8077000.00
          1180123.59
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-11B
          
            2048-03-25
          
          4.000000
          8230000.00
          398324.85
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-32F
          
            2051-02-20
          
          5.000000
          8500000.00
          5526133.31
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5034H
          
            2050-11-25
          
          4.500000
          9133118.00
          1426763.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_05-106C
          
            2035-12-25
          
          4.866430
          9260040.00
          133904.61
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-126G
          
            2043-12-25
          
          3.500000
          9300000.00
          12225588.63
          Agency Collateralized Mortgage Obligation
        
        
          FNSTR_407
          
            2039-01-25
          
          6.000000
          9483808.00
          97277.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-152J
          
            2049-09-20
          
          3.500000
          9861160.00
          39846.75
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-165G
          
            2047-11-20
          
          4.000000
          10145698.00
          354395.83
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-30B
          
            2051-05-20
          
          3.000000
          10166666.00
          614579.54
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4913D
          
            2041-04-15
          
          6.000000
          10570000.00
          1190025.95
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-61C
          
            2051-02-20
          
          3.000000
          11207333.00
          988101.13
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-33A
          
            2049-03-20
          
          4.000000
          11748200.00
          700990.63
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-91B
          
            2051-02-20
          
          2.500000
          11810000.00
          1303775.39
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-23B
          
            2046-04-25
          
          3.500000
          11984457.00
          14551850.56
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4906C
          
            2049-08-25
          
          4.426430
          12000000.00
          862057.19
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-27W
          
            2051-02-20
          
          5.000000
          12200000.00
          11462850.13
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-151C
          
            2049-12-20
          
          3.000000
          12823568.00
          1029206.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-138G
          
            2051-08-20
          
          3.000000
          12828333.00
          1559458.38
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-38A
          
            2047-05-25
          
          4.476430
          13000000.00
          731965.59
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-42J
          
            2049-08-25
          
          4.426430
          13000000.00
          738971.54
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-92
          
            2042-08-25
          
          3.500000
          13180212.00
          15842939.98
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4906C
          
            2049-08-25
          
          4.426430
          13500000.00
          844036.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-91B
          
            2051-05-20
          
          2.500000
          14450000.00
          1710516.35
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-50D
          
            2050-02-20
          
          3.000000
          14588666.00
          1025361.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-48J
          
            2039-07-25
          
          4.426430
          14787757.00
          1345468.55
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4914F
          
            2049-09-25
          
          4.426430
          14853922.00
          1016374.98
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_07-92E
          
            2037-09-25
          
          4.826430
          15000000.00
          35796.59
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-41T
          
            2051-03-20
          
          2.000000
          15000000.00
          1521913.96
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-50C
          
            2050-12-20
          
          2.500000
          15411200.00
          1556238.00
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-29F
          
            2051-02-20
          
          5.000000
          15600000.00
          13538098.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_07-30
          
            2037-04-25
          
          5.116430
          15672317.00
          243996.55
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3965
          
            2041-11-15
          
          5.176000
          15953250.00
          116472.65
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-138L
          
            2051-08-20
          
          2.500000
          16280632.00
          2156141.66
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIE MAC FHLMC_3472
          
            2036-08-15
          
          6.000000
          17000000.00
          2389717.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-138G
          
            2051-08-20
          
          3.000000
          17328453.00
          2212299.67
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-66J
          
            2051-06-20
          
          2.500000
          17798235.00
          2304946.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_09-7
          
            2039-02-25
          
          7.000000
          17896694.00
          529290.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-10E
          
            2051-03-25
          
          3.000000
          17939108.00
          1660260.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-113D
          
            2047-07-20
          
          4.000000
          18059971.00
          502216.75
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-47
          
            2042-05-25
          
          4.826430
          18726000.00
          290096.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-61A
          
            2052-03-20
          
          4.000000
          18750000.00
          2145624.49
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3501C
          
            2039-01-15
          
          6.500000
          18865937.00
          319150.54
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-149V
          
            2050-10-20
          
          3.000000
          18920483.00
          1883661.18
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-50B
          
            2051-03-20
          
          2.500000
          18979500.00
          1579623.92
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5018B
          
            2050-10-25
          
          4.000000
          19000000.00
          2205933.86
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_17-167A
          
            2047-08-20
          
          4.000000
          19507005.00
          347826.31
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_16-91C
          
            2045-08-20
          
          4.000000
          19546800.00
          575088.89
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_11-149B
          
            2042-01-25
          
          4.276430
          19912972.00
          226684.82
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-117F
          
            2042-05-20
          
          3.500000
          20000000.00
          2204212.02
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-162C
          
            2051-03-20
          
          2.500000
          20439200.00
          2304410.91
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_12-4119
          
            2032-04-15
          
          3.000000
          20447026.00
          213978.66
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-84B
          
            2050-01-25
          
          4.376430
          20522609.00
          1289821.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_15-106D
          
            2045-01-20
          
          4.000000
          20533612.00
          486786.66
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4015F
          
            2032-03-15
          
          4.500000
          20588952.00
          135788.73
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-39C
          
            2051-02-20
          
          2.000000
          20595374.00
          2415891.20
          Agency Collateralized Mortgage Obligation
        
        
          FNSTR_407
          
            2039-01-25
          
          6.000000
          20796794.00
          217550.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-122
          
            2042-11-25
          
          4.476430
          21200000.00
          660130.29
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-117
          
            2051-07-20
          
          3.500000
          21428571.00
          1211372.25
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-6B
          
            2049-03-25
          
          4.476430
          21500000.00
          1247330.44
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-122E
          
            2042-11-25
          
          4.476430
          21600000.00
          625379.25
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_17-39B
          
            2047-05-25
          
          4.476430
          21649385.00
          1211736.29
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5040C
          
            2050-11-25
          
          4.000000
          21786668.00
          1913144.50
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4989E
          
            2050-07-25
          
          6.000000
          23045957.00
          2651158.84
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-186E
          
            2050-12-20
          
          3.000000
          23252842.00
          1770761.48
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-50E
          
            2050-07-20
          
          2.500000
          23356444.00
          2348651.43
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-131B
          
            2051-07-20
          
          3.000000
          23750000.00
          2362787.25
          Agency Collateralized Mortgage Obligation
        
        
          FHSTR_365B
          
            2049-04-15
          
          3.000000
          23970033.00
          1854735.27
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5207C
          
            2051-06-25
          
          3.000000
          24519000.00
          22811236.50
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-85C
          
            2046-11-25
          
          4.476430
          24614918.00
          650380.35
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-9
          
            2042-02-25
          
          4.876430
          25000000.00
          297598.39
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4833E
          
            2043-07-15
          
          4.676000
          25405640.00
          768213.87
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_20-KI06
          
            2025-03-25
          
          0.000000
          25805286.00
          4458076.77
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4646B
          
            2047-01-15
          
          4.726000
          25977376.00
          849319.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-71H
          
            2049-11-25
          
          4.376430
          27461598.00
          2228516.45
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_14-30A
          
            2044-02-16
          
          4.500000
          27536125.00
          431582.87
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-187D
          
            2051-10-20
          
          3.000000
          27703909.00
          3998260.30
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5119G
          
            2051-06-25
          
          0.784460
          27896467.00
          25984367.77
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_13-28
          
            2042-05-25
          
          7.500000
          28325000.00
          3173292.38
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-76D
          
            2048-02-25
          
          2.500000
          28443657.00
          3700344.07
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4063
          
            2042-06-15
          
          4.626000
          29000000.00
          383364.12
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-193E
          
            2050-02-20
          
          3.000000
          29604166.00
          2752699.71
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3919
          
            2030-08-15
          
          5.326000
          29629224.00
          95322.08
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-59C
          
            2048-08-25
          
          4.576430
          30000000.00
          1321224.51
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5207A
          
            2052-03-25
          
          2.265540
          30000000.00
          1601897.21
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-125B
          
            2051-07-20
          
          3.000000
          30402176.00
          3810939.25
          Agency Collateralized Mortgage Obligation
        
        
          FNSTR_407
          
            2039-01-25
          
          6.000000
          31314046.00
          337048.44
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_11-41
          
            2041-05-25
          
          4.956430
          31387088.00
          167479.92
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-138F
          
            2051-08-20
          
          3.000000
          31491000.00
          13776489.69
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_10-152
          
            2041-01-25
          
          4.376430
          31600000.00
          488490.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_15-7
          
            2044-02-25
          
          4.526430
          31625735.00
          331081.55
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_16-60A
          
            2046-09-25
          
          4.476430
          33000000.00
          996745.60
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-93
          
            2032-09-25
          
          4.526430
          33446579.00
          486937.79
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-30
          
            2042-04-25
          
          4.326430
          33798669.00
          329416.93
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_11-101
          
            2041-10-25
          
          4.876430
          34333333.00
          745277.16
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5215B
          
            2052-04-25
          
          2.765540
          35000000.00
          1525520.47
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_07-119
          
            2038-01-25
          
          5.376430
          35000000.00
          262449.27
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_19-44D
          
            2049-04-20
          
          4.000000
          36145250.00
          2532551.06
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4897B
          
            2049-07-15
          
          4.776000
          36699760.00
          1802223.11
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4566B
          
            2046-04-15
          
          4.676000
          38175112.00
          1813036.27
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-76D
          
            2049-12-25
          
          4.376430
          40271561.00
          2458513.78
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-162E
          
            2051-09-20
          
          3.500000
          41600147.00
          5537081.56
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3376
          
            2037-08-15
          
          5.116000
          44031960.00
          378933.73
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-61C
          
            2051-09-25
          
          1.024340
          46500000.00
          570014.86
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5077A
          
            2051-02-25
          
          2.000000
          47070346.00
          4622555.11
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_19-76C
          
            2049-12-25
          
          4.376430
          47319540.00
          1519687.55
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-78A
          
            2048-10-25
          
          4.576430
          47570049.00
          3458474.21
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4241A
          
            2031-11-15
          
          4.000000
          48335437.00
          46011.44
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4959A
          
            2050-03-25
          
          3.500000
          48445541.00
          3571767.55
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-86
          
            2043-04-16
          
          2.100000
          48900000.00
          46979949.83
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_2796A
          
            2034-05-15
          
          5.176000
          49346094.00
          236380.14
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5215A
          
            2052-04-25
          
          2.015540
          49872778.00
          1437806.94
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_07-92
          
            2037-09-25
          
          4.801430
          50000000.00
          134894.01
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4909E
          
            2048-12-15
          
          4.500000
          50859778.00
          3852205.34
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-138B
          
            2051-06-20
          
          2.500000
          51359500.00
          5875203.62
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5098D
          
            2051-04-25
          
          1.215540
          52000000.00
          589765.28
          Agency Collateralized Mortgage Obligation
        
        
          FREDDIEMAC STRIP FHSTR_324
          
            2028-12-15
          
          3.500000
          52272347.00
          438032.47
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_18-36G
          
            2048-03-20
          
          4.000000
          52500000.00
          2902037.15
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_15-35B
          
            2045-06-25
          
          4.538290
          53140421.00
          945647.14
          Agency Collateralized Mortgage Obligation
        
        
          FNMS_409
          
            2042-06-01
          
          4.500000
          53293390.00
          1027066.77
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_4932H
          
            2048-05-25
          
          4.376430
          53498434.00
          3010222.71
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_18-KF53
          
            2025-10-25
          
          2.406100
          54431987.00
          17265573.17
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-45C
          
            2047-02-25
          
          0.843000
          55042761.00
          1072898.08
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-8F
          
            2048-01-20
          
          4.000000
          55729944.00
          4892642.75
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_5160F
          
            2050-09-25
          
          3.000000
          56405515.00
          27906287.66
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-9D
          
            2051-09-20
          
          2.000000
          56683000.00
          50495409.92
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_10-136
          
            2040-12-25
          
          4.376430
          58000000.00
          685239.23
          Agency Collateralized Mortgage Obligation
        
        
          FREKI_08
          
            2026-10-25
          
          5.902500
          61277000.00
          57052338.51
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-9F
          
            2052-01-20
          
          2.000000
          61428572.00
          52343090.14
          Agency Collateralized Mortgage Obligation
        
        
          FRESB_19-SB58
          
            2038-11-25
          
          4.352840
          62248000.00
          35015622.77
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_07-108
          
            2037-11-25
          
          8.005680
          65920650.00
          2566421.34
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_11-58
          
            2041-07-25
          
          4.906430
          69000000.00
          1031102.68
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_20-79H
          
            2050-06-16
          
          4.000000
          70586435.00
          4553438.74
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_14-86A
          
            2045-01-25
          
          4.526430
          72871948.00
          1516832.03
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_44-31
          
            2045-01-15
          
          4.776000
          73079466.00
          2132613.29
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_08-3
          
            2038-02-25
          
          4.826430
          73930633.00
          333884.25
          Agency Collateralized Mortgage Obligation
        
        
          FHSTR_240
          
            2036-07-15
          
          6.376000
          75000000.00
          111783.71
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_12-31
          
            2042-04-25
          
          4.326430
          75700000.00
          813878.00
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_21-F108
          
            2031-02-25
          
          2.748030
          76047000.00
          64802877.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-15K
          
            2051-01-20
          
          2.500000
          78000000.00
          8238049.60
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-9H
          
            2052-01-20
          
          3.000000
          79721000.00
          43665668.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-45A
          
            2046-11-25
          
          0.843000
          83036385.00
          1592644.79
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-107R
          
            2051-06-20
          
          3.000000
          83333333.00
          8742338.74
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_02-66
          
            2042-08-25
          
          6.500000
          83499999.00
          3208283.50
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-79B
          
            2051-11-25
          
          3.000000
          86512166.00
          9539418.62
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-138F
          
            2051-08-20
          
          3.000000
          88119000.00
          8338883.55
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-9G
          
            2052-01-20
          
          3.500000
          93193000.00
          47297255.46
          Agency Collateralized Mortgage Obligation
        
        
          FHLS_256
          
            2038-06-15
          
          5.500000
          93297053.00
          289929.90
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-162E
          
            2051-09-20
          
          3.500000
          98055571.00
          8223268.85
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_06-20
          
            2036-04-25
          
          4.966430
          100000000.00
          217875.90
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3138
          
            2036-02-15
          
          5.876000
          100000000.00
          152280.57
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3415A
          
            2035-08-15
          
          4.936000
          100000000.00
          227068.58
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_21-197C
          
            2051-11-20
          
          3.000000
          100000000.00
          7393581.79
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3672C
          
            2040-05-15
          
          5.226000
          107416000.00
          885338.29
          Agency Collateralized Mortgage Obligation
        
        
          FREMF_17-K62
          
            2027-01-25
          
          0.000000
          108305106.00
          63467983.47
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_3117F
          
            2036-02-15
          
          5.826000
          110000000.00
          194457.86
          Agency Collateralized Mortgage Obligation
        
        
          FANNIE MAE FNMA_06-60
          
            2036-07-25
          
          4.946430
          117490475.00
          1910842.17
          Agency Collateralized Mortgage Obligation
        
        
          FANNIEMAE-ACES FNMA_16-M2
          
            2023-01-25
          
          2.152000
          120000000.00
          30326850.98
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-39A
          
            2048-06-25
          
          4.576430
          129827857.00
          3582209.42
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-9H
          
            2052-01-20
          
          3.000000
          133333333.00
          11150850.57
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_21-68C
          
            2051-10-25
          
          2.165540
          141714000.00
          3609109.99
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-45B
          
            2046-11-25
          
          0.544000
          149512660.00
          2814658.88
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_18-17B
          
            2048-03-25
          
          1.826430
          155000000.00
          728449.74
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_11-101
          
            2041-10-25
          
          4.826430
          178200376.00
          1782554.55
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC_40-61
          
            2027-06-15
          
          8.652000
          300000000.00
          9648551.04
          Agency Collateralized Mortgage Obligation
        
        
          GNMA_22-9G
          
            2052-01-20
          
          3.500000
          325000000.00
          28849195.76
          Agency Collateralized Mortgage Obligation
        
        
          FNMA_22-45D
          
            2046-12-25
          
          0.843000
          423549362.00
          7627312.21
          Agency Collateralized Mortgage Obligation
        
        
          FHSTR_33
          
            2037-10-15
          
          1.255000
          519504810.00
          2879333.92
          Agency Collateralized Mortgage Obligation
        
      
      Y
      
        Fitch - BR
        NR
      
      
        Moody's - BR
        P-1
      
      
        Standard & Poor's - BR
        A-1
      
      2022-07-01
      2022-08-04
      2022-08-04
      Y
      
        MIZUHO SECURITIES USA LLC
        1.0000
        35
        N
        
          Fitch - BR
          NR
        
        
          Moody's - BR
          A1
        
        
          Standard & Poor's - BR
          A
        
      
      N
      N
      0.0165
      1000000000.00
      1000000000.00
      0.0060
      N
      N
      N
      Y
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 2.476
      912796S34
      254900HROIFWPRGM1V77
      US912796S348
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2023-01-26
      2023-01-26
      2023-01-26
      N
      N
      N
      0.0248
      115069984.22
      115069984.22
      0.0007
      N
      Y
      Y
      N
    
    
      U.S. Treasury Notes
      U.S. Treasury Notes 1.743
      91282CDU2
      254900HROIFWPRGM1V77
      US91282CDU27
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-05
      2024-01-31
      2024-01-31
      N
      N
      N
      0.0168
      1324532291.33
      1324532291.33
      0.0080
      N
      Y
      Y
      N
    
    
      U.S. Treasury Bills
      U.S. Treasury Bills 0.944
      912796S59
      254900HROIFWPRGM1V77
      US912796S595
      U.S. Treasury Debt
      Y
      
        Fitch - BR
        Govt
      
      
        Moody's - BR
        Govt
      
      
        Standard & Poor's - BR
        A-1+
      
      2022-07-28
      2022-07-28
      2022-07-28
      N
      N
      N
      0.0094
      209725377.55
      209725377.55
      0.0013
      N
      Y
      Y
      N
    
    
      Federal Farm Credit Bank Variable Rate Notes
      Federal Farm Credit Bank Variable Rate Notes 1.525
      3133ENPD6
      254900C5LP6DN9OP9V83
      US3133ENPD66
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-05-16
      2023-05-16
      N
      N
      N
      0.0155
      196993648.72
      196993648.72
      0.0012
      N
      N
      N
      N
    
    
      Federal Home Loan Bank Variable Rate Notes
      Federal Home Loan Bank Variable Rate Notes 1.530
      3130AQY31
      2549001DPIFGXC1TOL40
      US3130AQY318
      U.S. Government Agency Debt
      Y
      
        Fitch - BR
        Agency
      
      
        Moody's - BR
        Agency
      
      
        Standard & Poor's - BR
        AA+
      
      2022-07-01
      2023-05-02
      2023-05-02
      N
      N
      N
      0.0155
      299987082.53
      299987082.53
      0.0018
      N
      N
      N
      N
    
    
      BlackRock Liquidity Funds
      2022-07-07
      /s/Ann Frechette
      Ann Frechette
      Assistant Treasurer
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Form N-MFP2 BLACKROCK LIQUIDITY FUND For: Jun 30

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