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Form N-MFP2 GOLDMAN SACHS TRUST For: Nov 30

December 7, 2020 10:07 AM EST

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    N-MFP2
    
      
        
          0000822977
          XXXXXXXX
        
      
      
      
    
  
  
    
      2020-11-30
      0000822977
      549300BRJMXN4GUWZ402
      S000009242
      13
      N
      N
    
    
      033-17619
      
        Goldman Sachs Asset Management, L.P.
        801-37591
      
      
        PricewaterhouseCoopers LLP
        Boston
        MA
      
      
        Goldman Sachs Asset Management, L.P.
      
      
        The Bank of New York Mellon
      
      
        Goldman Sachs & Co. LLC
        0000734700
        084-01100
      
      N
      N
      N
      Exempt Government
      N
      53
      98
      
        113464692571.23
        114198035934.88
        107337493737.30
        112603588211.73
      
      
        139980834296.68
        137824183580.11
        134305148449.16
        137846351196.09
        0.00
      
      
        0.6645
        0.6769
        0.6502
        0.6653
      
      
        0.8198
        0.8170
        0.8135
        0.8144
        0.0000
      
      1089253794.24
      172944901986.22
      172886704180.82
      35135348.26
      5930913130.35
      168080180192.97
      168079962951.2400
      1.0000
      0.0016
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
    
    
      C000025196
      10000000.00
      154900093718.98
      154899893512.3400
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        21249519259.95
        19529822498.64
      
      
        14511191032.89
        15402800804.93
      
      
        20815682748.21
        22752371838.70
      
      
        14262969565.83
        11578288229.19
      
      
        0.00
        0.00
      
      
        76523342352.02
        74266333461.52
      
      0.0001
      Y
      For Institutional Shares the Investment Adviser waived $1,322,927 of Management Fees; and Goldman Sachs & Co. LLC waived $750,257 of Transfer Agency Fees.
    
    
      C000025197
      10000000.00
      5706759002.13
      5706751626.2200
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        505477893.41
        521003770.92
      
      
        245977135.24
        288660139.12
      
      
        343780283.88
        404804994.21
      
      
        356108409.18
        283736631.38
      
      
        0.00
        0.00
      
      
        1522407182.74
        1638415011.20
      
      0.0001
      Y
      For Administration Shares the Investment Adviser waived $49,550 of Management Fees; and Goldman Sachs & Co. LLC waived $1,155,011 of Admin Fees and $28,083 of Transfer Agency Fees.
    
    
      C000025198
      10000000.00
      860161165.18
      860160053.4400
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        83881932.37
        75745912.89
      
      
        129741043.95
        21198262.39
      
      
        49317410.22
        141287309.14
      
      
        25840921.61
        30220892.41
      
      
        0.00
        0.00
      
      
        303508104.36
        271497012.01
      
      0.0001
      Y
      For Service Shares the Investment Adviser waived $7,542 of Management Fees; and Goldman Sachs & Co. LLC waived $355,800 of Admin Fees and $4,367 of Transfer Agency Fees.
    
    
      C000025199
      10000000.00
      820198541.09
      820197480.9900
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        84570708.28
        103368288.74
      
      
        30625741.43
        135810168.16
      
      
        242024691.53
        83665938.87
      
      
        48030975.48
        125540771.70
      
      
        0.00
        0.00
      
      
        433214104.79
        471053186.09
      
      0.0001
      Y
      For Preferred Shares the Investment Adviser waived $7,059 of Management Fees and $1 of Other Fees; and Goldman Sachs & Co. LLC waived $63,278 of Admin Fees and $3,897 of Transfer Agency Fees.
    
    
      C000025200
      10000000.00
      448536136.88
      448535557.1500
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        8242938.21
        116445147.41
      
      
        11691732.70
        18794490.30
      
      
        13147530.76
        15058647.06
      
      
        37206609.68
        13319107.90
      
      
        0.00
        0.00
      
      
        78894675.59
        170142392.67
      
      0.0001
      Y
      For Select Shares the Investment Adviser waived $3,776 of Management Fees; and Goldman Sachs & Co. LLC waived $8,947 of Admin Fees and $2,129 of Transfer Agency Fees.
    
    
      C000025201
      10000000.00
      1435338149.81
      1435336294.6600
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        214410039.17
        165192429.93
      
      
        515394691.15
        113408659.73
      
      
        150230725.96
        194607599.11
      
      
        157067683.78
        199733648.91
      
      
        0.00
        0.00
      
      
        1076190590.55
        708936923.71
      
      0.0001
      Y
      For Capital Shares the Investment Adviser waived $12,758 of Management Fees; and Goldman Sachs & Co. LLC waived $164,116 of Admin Fees and $7,290 of Transfer Agency Fees.
    
    
      C000088802
      10000000.00
      167582746.01
      167582529.4100
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        4051660.28
        5873561.74
      
      
        7966154.25
        6860965.98
      
      
        1904731.38
        12917157.54
      
      
        2528542.03
        1921517.67
      
      
        0.00
        0.00
      
      
        16451089.62
        27825309.09
      
      0.0001
      Y
      For Cash Management Shares the Investment Adviser waived $1,466 of Management Fees; and Goldman Sachs & Co. LLC waived $71,255 of Admin Fees, $42,047 of Distribution or Servicing Fees and $842 of Transfer Agency Fees.
    
    
      C000088803
      10000000.00
      219113951.31
      219113668.1000
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        26258700.61
        1342717.70
      
      
        983623.12
        17114751.54
      
      
        7075820.22
        1136767.85
      
      
        668861.09
        5484514.60
      
      
        0.00
        0.00
      
      
        52090533.47
        25165776.15
      
      0.0001
      Y
      For Premier Shares the Investment Adviser waived $1,780 of Management Fees; and Goldman Sachs & Co. LLC waived $58,481 of Admin Fees and $1,007 of Transfer Agency Fees.
    
    
      C000088804
      10000000.00
      94009552.79
      94009431.2800
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        1944967.91
        2701729.77
      
      
        454217.07
        1430094.91
      
      
        2712041.97
        1025273.51
      
      
        2915968.64
        291274.19
      
      
        0.00
        0.00
      
      
        8027196.90
        10596055.48
      
      0.0001
      Y
      For Resource Shares the Investment Adviser waived $843 of Management Fees; and Goldman Sachs & Co. LLC waived $39,565 of Admin Fees, $11,488 of Distribution or Servicing Fees and $476 of Transfer Agency Fees.
    
    
      C000166882
      1000.00
      286142565.13
      286142195.3000
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        1258108.63
        4523466.98
      
      
        475753.06
        4177487.87
      
      
        1708086.34
        4222336.24
      
      
        750424.03
        3333229.90
      
      
        0.00
        0.00
      
      
        4202376.31
        16396623.24
      
      0.0001
      Y
      For Class A Shares the Investment Adviser waived $2,499 of Management Fees; and Goldman Sachs & Co. LLC waived  and $58,539 of Distribution or Servicing Fees$1,421 of Transfer Agency Fees.
    
    
      C000166883
      1000.00
      6555491.02
      6555482.5500
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        9097.44
        201256.62
      
      
        10411.71
        369957.52
      
      
        17515.45
        85655.41
      
      
        4346.82
        598.11
      
      
        0.00
        0.00
      
      
        41398.52
        657467.66
      
      0.0001
      Y
      For Class C Shares the Investment Adviser waived $57 of Management Fees; and Goldman Sachs & Co. LLC waived $5,486 of Admin Fees and $32 of Transfer Agency Fees.
    
    
      C000167141
      1.00
      92722341.63
      92722221.7900
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        24617513.20
        6030872.30
      
      
        15095697.25
        13112281.62
      
      
        7131041.81
        6019428.40
      
      
        8731334.84
        17508190.28
      
      
        0.00
        0.00
      
      
        55723993.43
        43141610.67
      
      0.0001
      Y
      For Class R6 Shares the Investment Adviser waived $856 of Management Fees; and Goldman Sachs & Co. LLC waived $488 of Transfer Agency Fees.
    
    
      C000214495
      10000000.00
      3042966831.01
      3042962898.0100
      
        1.0004
        1.0004
        1.0004
        1.0004
        0.0000
      
      
        834380895.24
        375000000.00
      
      
        596080717.49
        512000000.00
      
      
        736038704.49
        678716128.45
      
      
        552224331.40
        708174020.79
      
      
        0.00
        0.00
      
      
        2718724648.62
        2375715471.58
      
      0.0001
      Y
      For Drexel Hamilton Shares the Investment Adviser waived $26,599 of Management Fees and $9 of Other Fees; and Goldman Sachs & Co. LLC waived $15,064 of Transfer Agency Fees.
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329205779156OPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          0.00
          141562500.00
          144393750.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      141562538.22
      141562538.22
      0.0008
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329208779156EPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          0.00
          27125000.00
          27667500.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      27125007.32
      27125007.32
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329211779156APR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-08-15
          
          0.00
          22823750.00
          23280225.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      22823756.16
      22823756.16
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329214779156BPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-08-15
          
          0.00
          25155000.00
          25658100.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      25155006.79
      25155006.79
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329217779156HPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          0.00
          34750000.00
          35445000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      34750009.38
      34750009.38
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329220779156DPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          26220000.00
          26744400.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      26220007.08
      26220007.08
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329223779156LPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          0.00
          96000000.00
          97920000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      96000025.92
      96000025.92
      0.0006
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2263292267791565PR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          6.625000
          10783500.00
          10999170.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      10783502.91
      10783502.91
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2263292297791567PR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          15090000.00
          15391800.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      15090004.07
      15090004.07
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329232779156PRU
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          2.500000
          153671250.00
          156744675.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      153671291.49
      153671291.49
      0.0009
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329235779156NPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          2.875000
          127125000.00
          129667500.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      127125034.32
      127125034.32
      0.0008
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329238779156JPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-08-15
          
          2.750000
          56418750.00
          57547125.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      56418765.23
      56418765.23
      0.0003
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329241779156GPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          3.125000
          33406250.00
          34074375.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      33406259.02
      33406259.02
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329244779156FPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2035-02-15
          
          0.00
          31255000.00
          31880100.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      31255008.44
      31255008.44
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329247779156IPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-08-15
          
          0.00
          35943750.00
          36662625.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      35943759.70
      35943759.70
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2263292507791560PR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          21406250.00
          21834375.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      21406255.78
      21406255.78
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2263292537791569PR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-11-15
          
          0.00
          21031250.00
          21451875.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      21031255.68
      21031255.68
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2263292567791564PR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-05-15
          
          0.00
          8572500.00
          8743950.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      8572502.31
      8572502.31
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2263292597791563PR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          0.00
          7050000.00
          7191000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      7050001.90
      7050001.90
      0.0000
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329262779156KPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-05-15
          
          0.00
          60281250.00
          61486875.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      60281266.28
      60281266.28
      0.0004
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2263292657791562PR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-11-15
          
          0.00
          6375500.00
          6503010.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      6375501.72
      6375501.72
      0.0000
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329268779156CPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-08-15
          
          0.00
          25286250.00
          25791975.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      25286256.83
      25286256.83
      0.0002
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2263292717791561PR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.00
          4858750.00
          4955925.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      4858751.31
      4858751.31
      0.0000
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2263292747791568PR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          0.00
          18218750.00
          18583125.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      18218754.92
      18218754.92
      0.0001
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      226329277779156MPR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-11-15
          
          0.00
          107437500.00
          109586250.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      107437529.01
      107437529.01
      0.0006
      N
      Y
      Y
      N
    
    
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE)
      PRUDENTIAL INSURANCE COMPANY OF AMERICA (THE) 0.100000%
      X574KRZ6V5A7UBU45C31
      0000729057
      2263292807791566PR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-08-15
          
          0.00
          11156250.00
          11379375.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      11156253.01
      11156253.01
      0.0001
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      226329312779156FDA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-02-15
          
          2.750000
          243851204.99
          248728229.10
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      243851270.83
      243851270.83
      0.0015
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2263293157791566DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          2.500000
          103676470.00
          105749999.40
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      103676497.99
      103676497.99
      0.0006
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      226329318779156EDA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          2.875000
          210496836.99
          214706773.70
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      210496893.82
      210496893.82
      0.0013
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      226329321779156CDA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-31
          
          2.875000
          179619483.99
          183211873.70
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      179619532.49
      179619532.49
      0.0011
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2263293247791564DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          2.875000
          84787842.00
          86483598.84
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      84787864.89
      84787864.89
      0.0005
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      226329327779156ADA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-09-30
          
          2.875000
          163005880.01
          166265997.60
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      163005924.02
      163005924.02
      0.0010
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2263293307791565DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-04-30
          
          2.375000
          103033088.00
          105093749.80
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      103033115.82
      103033115.82
      0.0006
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2263293337791561DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-31
          
          1.250000
          50612745.00
          51624999.90
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      50612758.67
      50612758.67
      0.0003
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      226329336779156DAI
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-05-15
          
          2.125000
          354705879.00
          361799996.60
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      354705974.77
      354705974.77
      0.0021
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2263293397791560DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-31
          
          1.750000
          134577391.01
          137268938.80
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      134577427.35
      134577427.35
      0.0008
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      226329342779156DDA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-09-30
          
          1.625000
          185241599.00
          188946431.00
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      185241649.02
      185241649.02
      0.0011
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2263293457791563DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-15
          
          1.625000
          76194852.00
          77718749.04
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      76194872.57
      76194872.57
      0.0005
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2263293487791567DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-12-31
          
          1.750000
          121573405.00
          124004873.10
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      121573437.82
      121573437.82
      0.0007
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      226329351779156BDA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          1.125000
          165038049.01
          168338810.00
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      165038093.57
      165038093.57
      0.0010
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      226329354779156GDA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-03-31
          
          0.625000
          244445745.01
          249334659.90
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      244445811.01
      244445811.01
      0.0015
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2263293577791569DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-31
          
          0.500000
          131691174.00
          134324997.50
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      131691209.56
      131691209.56
      0.0008
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2263293607791568DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-06-30
          
          0.500000
          127132351.01
          129674998.00
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      127132385.34
      127132385.34
      0.0008
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      2263293637791562DA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-06-30
          
          0.250000
          61044730.00
          62265624.60
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      61044746.48
      61044746.48
      0.0004
      N
      Y
      Y
      N
    
    
      DAIWA CAPITAL MARKETS AMERICA INC.
      DAIWA CAPITAL MARKETS AMERICA INC. 0.100000%
      M67H5PRC0NQKM73ZAS82
      0000026617
      226329366779156HDA
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-10-31
          
          0.140018
          259271273.98
          264456699.50
          U.S. Treasuries (including strips)
        
      
      Y
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      259271343.98
      259271343.98
      0.0015
      N
      Y
      Y
      N
    
    
      NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY
      NORTHWESTERN MUTUAL LIFE INSURANCE COMPANY 0.100000%
      1DU7IM20QESYGDO4HO54
      0000073076
      226329397779156NOR
      U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
      Y
      
        N
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          6.375000
          513750000.00
          524025000.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        VMIG1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-01
      2020-12-01
      N
      N
      N
      0.0010
      513750138.71
      513750138.71
      0.0031
      N
      Y
      Y
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.151999%
      3130AG4K8
      US3130AG4K80
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-19
      2021-03-19
      2021-03-19
      N
      N
      N
      0.0011
      492164164.92
      492164164.92
      0.0029
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.155002%
      3130AG6J9
      US3130AG6J99
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0011
      993652383.03
      993652383.03
      0.0059
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.164999%
      3130AHTK9
      US3130AHTK92
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-24
      2021-03-24
      2021-03-24
      N
      N
      N
      0.0017
      118199936.17
      118199936.17
      0.0007
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.190001%
      3130AHTL7
      US3130AHTL75
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-24
      2021-06-24
      2021-06-24
      N
      N
      N
      0.0018
      118208595.50
      118208595.50
      0.0007
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.119999%
      3130AHUD3
      US3130AHUD31
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-08
      2021-04-08
      2021-04-08
      N
      N
      N
      0.0011
      240303525.20
      240303525.20
      0.0014
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.149000%
      3130AHUE1
      US3130AHUE14
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-06
      2021-07-06
      2021-07-06
      N
      N
      N
      0.0016
      481043595.84
      481043595.84
      0.0029
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.119999%
      3130AHUQ4
      US3130AHUQ44
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-09
      2021-04-09
      2021-04-09
      N
      N
      N
      0.0011
      59500833.60
      59500833.60
      0.0004
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.429998%
      3130AJFG9
      US3130AJFG92
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-09-23
      2021-09-23
      N
      N
      N
      0.0012
      992493770.40
      992493770.40
      0.0059
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.380002%
      3130AJGE3
      US3130AJGE36
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-09-29
      2021-09-29
      N
      N
      N
      0.0012
      1403007004.00
      1403007004.00
      0.0083
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.370001%
      3130AJGT0
      US3130AJGT05
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-10-06
      2021-10-06
      N
      N
      N
      0.0012
      960017605.48
      960017605.48
      0.0057
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.249998%
      3130AJVA4
      US3130AJVA49
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2022-07-21
      2022-07-21
      N
      N
      N
      0.0015
      935052755.90
      935052755.90
      0.0056
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
      313313AD0
      US313313AD04
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-04
      2021-01-04
      2021-01-04
      N
      N
      N
      0.0008
      49496259.78
      49496259.78
      0.0003
      N
      N
      Y
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.000000%
      313313CG1
      US313313CG17
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-24
      2021-02-24
      2021-02-24
      N
      N
      N
      0.0009
      49489481.25
      49489481.25
      0.0003
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.000000%
      313385CV6
      US313385CV60
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-09
      2021-03-09
      2021-03-09
      N
      N
      N
      0.0009
      253937770.00
      253937770.00
      0.0015
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.000000%
      313385DB9
      US313385DB97
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-15
      2021-03-15
      2021-03-15
      N
      N
      N
      0.0009
      960950088.00
      960950088.00
      0.0057
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN BANK SYSTEM
      FEDERAL HOME LOAN BANK SYSTEM 0.000000%
      313385DE3
      US313385DE37
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-18
      2021-03-18
      2021-03-18
      N
      N
      N
      0.0009
      212443156.25
      212443156.25
      0.0013
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.450000%
      3133EJV89
      US3133EJV893
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-11-23
      2021-11-23
      N
      N
      N
      0.0016
      123753528.66
      123753528.66
      0.0007
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.267631%
      3133EK5T9
      US3133EK5T96
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-05
      2021-11-05
      2021-11-05
      N
      N
      N
      0.0015
      93212728.27
      93212728.27
      0.0006
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.310000%
      3133EK5U6
      US3133EK5U69
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-11-08
      2021-11-08
      N
      N
      N
      0.0016
      117870377.81
      117870377.81
      0.0007
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.310000%
      3133EKBH8
      US3133EKBH87
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-02-26
      2021-02-26
      N
      N
      N
      0.0012
      98345567.95
      98345567.95
      0.0006
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.299999%
      3133EKCX2
      US3133EKCX29
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-03-15
      2021-03-15
      N
      N
      N
      0.0012
      344478319.86
      344478319.86
      0.0020
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.200002%
      3133EKDM5
      US3133EKDM54
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-03-18
      2021-03-18
      N
      N
      N
      0.0010
      103329465.29
      103329465.29
      0.0006
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.290002%
      3133EKFF8
      US3133EKFF85
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-03-29
      2021-03-29
      N
      N
      N
      0.0012
      344488679.84
      344488679.84
      0.0020
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.285001%
      3133EKGE0
      US3133EKGE02
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-04-08
      2021-04-08
      N
      N
      N
      0.0012
      246140557.02
      246140557.02
      0.0015
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.230018%
      3133EKHZ2
      US3133EKHZ22
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-04-23
      2021-04-23
      N
      N
      N
      0.0015
      29509591.93
      29509591.93
      0.0002
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.275000%
      3133EKJQ0
      US3133EKJQ05
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-02-26
      2021-02-26
      N
      N
      N
      0.0012
      188671479.40
      188671479.40
      0.0011
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.200002%
      3133EKZL3
      US3133EKZL34
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-08-13
      2021-08-13
      N
      N
      N
      0.0014
      245098948.15
      245098948.15
      0.0015
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.225000%
      3133ELAC8
      US3133ELAC82
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-01-21
      2021-01-21
      N
      N
      N
      0.0014
      261330425.77
      261330425.77
      0.0016
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.240001%
      3133ELAX2
      US3133ELAX20
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-02-25
      2021-02-25
      N
      N
      N
      0.0012
      282982439.89
      282982439.89
      0.0017
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.280001%
      3133ELBS2
      US3133ELBS26
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-11-29
      2021-11-29
      N
      N
      N
      0.0016
      337210626.56
      337210626.56
      0.0020
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.226631%
      3133ELCZ5
      US3133ELCZ59
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-09
      2021-09-09
      2021-09-09
      N
      N
      N
      0.0015
      191749411.60
      191749411.60
      0.0011
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.290002%
      3133ELDB7
      US3133ELDB72
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-12-13
      2021-12-13
      N
      N
      N
      0.0016
      193256994.94
      193256994.94
      0.0011
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.180000%
      3133ELDM3
      US3133ELDM38
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2020-12-16
      2020-12-16
      N
      N
      N
      0.0014
      94481507.90
      94481507.90
      0.0006
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.290002%
      3133ELDN1
      US3133ELDN11
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-12-13
      2021-12-13
      N
      N
      N
      0.0016
      217294134.82
      217294134.82
      0.0013
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.231379%
      3133ELDX9
      US3133ELDX92
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-13
      2021-09-13
      2021-09-13
      N
      N
      N
      0.0015
      85160701.83
      85160701.83
      0.0005
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.245498%
      3133ELFP4
      US3133ELFP41
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-23
      2021-12-23
      2021-12-23
      N
      N
      N
      0.0015
      107117053.72
      107117053.72
      0.0006
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.163879%
      3133ELFZ2
      US3133ELFZ23
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-02
      2021-07-02
      2021-07-02
      N
      N
      N
      0.0018
      48994207.22
      48994207.22
      0.0003
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.096379%
      3133ELGP3
      US3133ELGP32
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-13
      2021-01-13
      2021-01-13
      N
      N
      N
      0.0014
      237191365.92
      237191365.92
      0.0014
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.249998%
      3133ELGY4
      US3133ELGY49
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2022-01-13
      2022-01-13
      N
      N
      N
      0.0016
      368066556.45
      368066556.45
      0.0022
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.234000%
      3133ELHE7
      US3133ELHE75
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2022-01-13
      2022-01-13
      N
      N
      N
      0.0017
      294223639.92
      294223639.92
      0.0018
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.259999%
      3133ELHG2
      US3133ELHG24
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2022-01-14
      2022-01-14
      N
      N
      N
      0.0013
      235938722.12
      235938722.12
      0.0014
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.170881%
      3133ELHT4
      US3133ELHT45
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-15
      2021-09-15
      2021-09-15
      N
      N
      N
      0.0015
      546032009.54
      546032009.54
      0.0032
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.195001%
      3133ELNA8
      US3133ELNA89
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2022-02-14
      2022-02-14
      N
      N
      N
      0.0016
      189175551.12
      189175551.12
      0.0011
      N
      N
      N
      N
    
    
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION
      FEDERAL FARM CREDIT BANKS FUNDING CORPORATION 0.380002%
      3133ELYN8
      US3133ELYN81
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2022-02-07
      2022-02-07
      N
      N
      N
      0.0017
      95739596.13
      95739596.13
      0.0006
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.380002%
      3134GVHR2
      S6XOOCT0IEG5ABCC6L87
      US3134GVHR26
      0001026214
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-09-24
      2021-09-24
      N
      N
      N
      0.0012
      3060104473.36
      3060104473.36
      0.0182
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.400000%
      3134GVHT8
      S6XOOCT0IEG5ABCC6L87
      US3134GVHT81
      0001026214
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-09-27
      2021-09-27
      N
      N
      N
      0.0012
      746725122.00
      746725122.00
      0.0044
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.400000%
      3134GVHV3
      S6XOOCT0IEG5ABCC6L87
      US3134GVHV38
      0001026214
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-09-30
      2021-09-30
      N
      N
      N
      0.0012
      497659903.44
      497659903.44
      0.0030
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.370001%
      3134GVJC3
      S6XOOCT0IEG5ABCC6L87
      US3134GVJC39
      0001026214
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-10-01
      2021-10-01
      N
      N
      N
      0.0012
      1493113861.60
      1493113861.60
      0.0089
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.389999%
      3134GVJE9
      S6XOOCT0IEG5ABCC6L87
      US3134GVJE94
      0001026214
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2022-01-03
      2022-01-03
      N
      N
      N
      0.0013
      499419499.20
      499419499.20
      0.0030
      N
      N
      N
      N
    
    
      FEDERAL HOME LOAN MORTGAGE CORPORATION
      FEDERAL HOME LOAN MORTGAGE CORPORATION 0.380002%
      3134GVNL8
      S6XOOCT0IEG5ABCC6L87
      US3134GVNL81
      0001026214
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-10-25
      2021-10-25
      N
      N
      N
      0.0012
      501161725.00
      501161725.00
      0.0030
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.380002%
      3135G02Q5
      B1V7KEBTPIMZEU4LTD58
      US3135G02Q53
      0000310522
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-09-24
      2021-09-24
      N
      N
      N
      0.0012
      995602196.33
      995602196.33
      0.0059
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.420001%
      3135G02U6
      B1V7KEBTPIMZEU4LTD58
      US3135G02U65
      0000310522
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-12-30
      2021-12-30
      N
      N
      N
      0.0013
      993845813.47
      993845813.47
      0.0059
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.370001%
      3135G02W2
      B1V7KEBTPIMZEU4LTD58
      US3135G02W22
      0000310522
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-10-04
      2021-10-04
      N
      N
      N
      0.0009
      488044638.60
      488044638.60
      0.0029
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.429998%
      3135G03H4
      B1V7KEBTPIMZEU4LTD58
      US3135G03H46
      0000310522
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-10-15
      2021-10-15
      N
      N
      N
      0.0013
      248667221.68
      248667221.68
      0.0015
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.420001%
      3135G03K7
      B1V7KEBTPIMZEU4LTD58
      US3135G03K74
      0000310522
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-10-20
      2021-10-20
      N
      N
      N
      0.0013
      1794222597.87
      1794222597.87
      0.0107
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.439999%
      3135G03M3
      B1V7KEBTPIMZEU4LTD58
      US3135G03M31
      0000310522
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2022-01-20
      2022-01-20
      N
      N
      N
      0.0011
      500892816.78
      500892816.78
      0.0030
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.420001%
      3135G03N1
      B1V7KEBTPIMZEU4LTD58
      US3135G03N14
      0000310522
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2022-01-21
      2022-01-21
      N
      N
      N
      0.0013
      996280166.97
      996280166.97
      0.0059
      N
      N
      N
      N
    
    
      FEDERAL NATIONAL MORTGAGE ASSOCIATION
      FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.180000%
      3135G0Y72
      B1V7KEBTPIMZEU4LTD58
      US3135G0Y724
      0000310522
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-12-03
      2021-12-03
      N
      N
      N
      0.0013
      117760504.86
      117760504.86
      0.0007
      N
      N
      N
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      6903533N5
      549300IDY55XMYWXSD28
      US6903533N55
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2030-03-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      52250000.00
      52250000.00
      0.0003
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      6903533X3
      549300IDY55XMYWXSD28
      US6903533X38
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2038-09-20
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      3773156.76
      3773156.76
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      6903534F1
      549300IDY55XMYWXSD28
      US6903534F13
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2027-09-20
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      25000000.00
      25000000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      6903534J3
      549300IDY55XMYWXSD28
      US6903534J35
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2025-09-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      10000000.00
      10000000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      6903534U8
      549300IDY55XMYWXSD28
      US6903534U89
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2026-09-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      24000000.00
      24000000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      6903534Y0
      549300IDY55XMYWXSD28
      US6903534Y02
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2030-10-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      13000000.00
      13000000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      6903535X1
      549300IDY55XMYWXSD28
      US6903535X10
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2027-06-20
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      5625000.00
      5625000.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      6903537A9
      549300IDY55XMYWXSD28
      US6903537A98
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2031-12-20
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      30000000.00
      30000000.00
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      6903537C5
      549300IDY55XMYWXSD28
      US6903537C54
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2027-08-13
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      20000000.00
      20000000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      6903537H4
      549300IDY55XMYWXSD28
      US6903537H42
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2031-08-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      30000000.00
      30000000.00
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      6903537L5
      549300IDY55XMYWXSD28
      US6903537L53
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2024-03-20
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      12600000.00
      12600000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      6903538B6
      549300IDY55XMYWXSD28
      US6903538B62
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2026-09-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      15000000.00
      15000000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353A31
      549300IDY55XMYWXSD28
      US690353A310
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2031-09-30
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      7083220.00
      7083220.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353A49
      549300IDY55XMYWXSD28
      US690353A492
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2031-09-30
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      17409360.00
      17409360.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353C39
      549300IDY55XMYWXSD28
      US690353C399
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2031-09-30
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      11947600.00
      11947600.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353C47
      549300IDY55XMYWXSD28
      US690353C472
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2033-05-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      3548533.70
      3548533.70
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353C96
      549300IDY55XMYWXSD28
      US690353C969
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2030-01-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      34905660.35
      34905660.35
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353D38
      549300IDY55XMYWXSD28
      US690353D389
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2028-11-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      49818182.02
      49818182.02
      0.0003
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353J57
      549300IDY55XMYWXSD28
      US690353J576
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2033-12-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      4494457.58
      4494457.58
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353L21
      549300IDY55XMYWXSD28
      US690353L218
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2033-12-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      25752914.10
      25752914.10
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353L62
      549300IDY55XMYWXSD28
      US690353L622
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2033-12-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      4100782.45
      4100782.45
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353L96
      549300IDY55XMYWXSD28
      US690353L960
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2022-11-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      10850000.00
      10850000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353M46
      549300IDY55XMYWXSD28
      US690353M463
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2033-12-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      1254839.42
      1254839.42
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353M87
      549300IDY55XMYWXSD28
      US690353M877
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2028-02-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      46719805.83
      46719805.83
      0.0003
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353N52
      549300IDY55XMYWXSD28
      US690353N529
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2033-12-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      6364414.37
      6364414.37
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353Q59
      549300IDY55XMYWXSD28
      US690353Q597
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2040-07-07
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      29046654.00
      29046654.00
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353Q67
      549300IDY55XMYWXSD28
      US690353Q670
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2033-12-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      1649334.68
      1649334.68
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353Q75
      549300IDY55XMYWXSD28
      US690353Q753
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2031-09-02
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      10058400.00
      10058400.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353S32
      549300IDY55XMYWXSD28
      US690353S320
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2028-09-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      43000000.00
      43000000.00
      0.0003
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353T23
      549300IDY55XMYWXSD28
      US690353T237
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2023-11-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      7500000.00
      7500000.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353T72
      549300IDY55XMYWXSD28
      US690353T724
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2026-12-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      26923076.88
      26923076.88
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353V46
      549300IDY55XMYWXSD28
      US690353V464
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2040-07-07
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      8257410.00
      8257410.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353VV6
      549300IDY55XMYWXSD28
      US690353VV66
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2026-07-09
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      90850000.00
      90850000.00
      0.0005
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353W37
      549300IDY55XMYWXSD28
      US690353W371
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2025-06-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      16150000.00
      16150000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353W52
      549300IDY55XMYWXSD28
      US690353W520
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2023-06-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      3935312.50
      3935312.50
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353W94
      549300IDY55XMYWXSD28
      US690353W942
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2031-09-02
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      6126480.00
      6126480.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690353XQ5
      549300IDY55XMYWXSD28
      US690353XQ53
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2025-07-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      38475002.21
      38475002.21
      0.0002
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353Z83
      549300IDY55XMYWXSD28
      US690353Z838
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2040-07-07
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      4371570.00
      4371570.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      690353ZP5
      549300IDY55XMYWXSD28
      US690353ZP52
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2031-09-30
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      10838180.00
      10838180.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      690355BD3
      549300IDY55XMYWXSD28
      US690355BD37
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2027-08-13
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      9100000.00
      9100000.00
      0.0001
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.139999%
      90376PAU5
      549300IDY55XMYWXSD28
      US90376PAU57
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2030-03-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0014
      3000000.00
      3000000.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      90376PBB6
      549300IDY55XMYWXSD28
      US90376PBB67
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2025-08-15
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      2500000.00
      2500000.00
      0.0000
      N
      N
      Y
      N
    
    
      OVERSEAS PRIVATE INVESTMENT CORPORATION
      OVERSEAS PRIVATE INVESTMENT CORPORATION 0.130000%
      90376PBG5
      549300IDY55XMYWXSD28
      US90376PBG54
      U.S. Government Agency Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-07
      2020-12-07
      2028-06-20
      Y
      
        UNITED STATES INTERNATIONAL DEVE
        1.0000
        7
        N
        
          Fitch, Inc.
          F1+
        
        
          Moody's Investors Service, Inc.
          P-1
        
        
          Standard and Poor's Ratings Services
          A-1+
        
      
      N
      N
      0.0013
      15000000.00
      15000000.00
      0.0001
      N
      N
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962F5
      254900HROIFWPRGM1V77
      US9127962F58
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-25
      2021-03-25
      2021-03-25
      N
      N
      N
      0.0010
      3173187001.88
      3173187001.88
      0.0189
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962Q1
      254900HROIFWPRGM1V77
      US9127962Q14
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-22
      2021-04-22
      2021-04-22
      N
      N
      N
      0.0009
      1000934665.68
      1000934665.68
      0.0060
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127962Y4
      254900HROIFWPRGM1V77
      US9127962Y48
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-20
      2021-05-20
      2021-05-20
      N
      N
      N
      0.0009
      2366421813.99
      2366421813.99
      0.0141
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963K3
      254900HROIFWPRGM1V77
      US9127963K35
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-17
      2020-12-17
      2020-12-17
      N
      N
      N
      0.0007
      3043905301.16
      3043905301.16
      0.0181
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963L1
      254900HROIFWPRGM1V77
      US9127963L18
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-24
      2020-12-24
      2020-12-24
      N
      N
      N
      0.0008
      4262202565.63
      4262202565.63
      0.0254
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963T4
      254900HROIFWPRGM1V77
      US9127963T44
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-07
      2021-01-07
      2021-01-07
      N
      N
      N
      0.0008
      1402590070.40
      1402590070.40
      0.0083
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963U1
      254900HROIFWPRGM1V77
      US9127963U17
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-14
      2021-01-14
      2021-01-14
      N
      N
      N
      0.0008
      3831660446.48
      3831660446.48
      0.0228
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963V9
      254900HROIFWPRGM1V77
      US9127963V99
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-21
      2021-01-21
      2021-01-21
      N
      N
      N
      0.0008
      2997831446.56
      2997831446.56
      0.0178
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127963W7
      254900HROIFWPRGM1V77
      US9127963W72
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-04
      2021-02-04
      2021-02-04
      N
      N
      N
      0.0009
      1533328018.64
      1533328018.64
      0.0091
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964C0
      254900HROIFWPRGM1V77
      US9127964C00
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-11
      2021-02-11
      2021-02-11
      N
      N
      N
      0.0008
      4814195354.54
      4814195354.54
      0.0286
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964D8
      254900HROIFWPRGM1V77
      US9127964D82
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-18
      2021-02-18
      2021-02-18
      N
      N
      N
      0.0008
      2070858355.56
      2070858355.56
      0.0123
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964F3
      254900HROIFWPRGM1V77
      US9127964F31
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-04
      2021-03-04
      2021-03-04
      N
      N
      N
      0.0009
      2455748620.66
      2455748620.66
      0.0146
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964M8
      254900HROIFWPRGM1V77
      US9127964M81
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-11
      2021-03-11
      2021-03-11
      N
      N
      N
      0.0009
      2648409484.92
      2648409484.92
      0.0158
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964N6
      254900HROIFWPRGM1V77
      US9127964N64
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-18
      2021-03-18
      2021-03-18
      N
      N
      N
      0.0010
      564603125.47
      564603125.47
      0.0034
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964P1
      254900HROIFWPRGM1V77
      US9127964P13
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-01
      2021-04-01
      2021-04-01
      N
      N
      N
      0.0010
      4070485411.89
      4070485411.89
      0.0242
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964X4
      254900HROIFWPRGM1V77
      US9127964X47
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-08
      2021-04-08
      2021-04-08
      N
      N
      N
      0.0009
      3203374592.00
      3203374592.00
      0.0191
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964Y2
      254900HROIFWPRGM1V77
      US9127964Y20
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-15
      2021-04-15
      2021-04-15
      N
      N
      N
      0.0009
      1503092535.00
      1503092535.00
      0.0089
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127964Z9
      254900HROIFWPRGM1V77
      US9127964Z94
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-29
      2021-04-29
      2021-04-29
      N
      N
      N
      0.0009
      484219561.00
      484219561.00
      0.0029
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965A3
      254900HROIFWPRGM1V77
      US9127965A35
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-06
      2021-05-06
      2021-05-06
      N
      N
      N
      0.0009
      2847719820.50
      2847719820.50
      0.0169
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965D7
      254900HROIFWPRGM1V77
      US9127965D73
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-22
      2020-12-22
      2020-12-22
      N
      N
      N
      0.0007
      732618481.40
      732618481.40
      0.0044
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      9127965F2
      254900HROIFWPRGM1V77
      US9127965F22
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-29
      2020-12-29
      2020-12-29
      N
      N
      N
      0.0009
      1566629462.94
      1566629462.94
      0.0093
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A25
      254900HROIFWPRGM1V77
      US912796A254
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-13
      2021-05-13
      2021-05-13
      N
      N
      N
      0.0009
      2797972757.62
      2797972757.62
      0.0166
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A33
      254900HROIFWPRGM1V77
      US912796A338
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-27
      2021-05-27
      2021-05-27
      N
      N
      N
      0.0010
      1399363294.00
      1399363294.00
      0.0083
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A41
      254900HROIFWPRGM1V77
      US912796A411
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-06-03
      2021-06-03
      2021-06-03
      N
      N
      N
      0.0009
      2323242443.50
      2323242443.50
      0.0138
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A58
      254900HROIFWPRGM1V77
      US912796A585
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-05
      2021-01-05
      2021-01-05
      N
      N
      N
      0.0007
      57996268.86
      57996268.86
      0.0003
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A66
      254900HROIFWPRGM1V77
      US912796A668
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-12
      2021-01-12
      2021-01-12
      N
      N
      N
      0.0008
      300673688.75
      300673688.75
      0.0018
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A74
      254900HROIFWPRGM1V77
      US912796A742
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-19
      2021-01-19
      2021-01-19
      N
      N
      N
      0.0008
      899600502.18
      899600502.18
      0.0054
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796A82
      254900HROIFWPRGM1V77
      US912796A825
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-26
      2021-01-26
      2021-01-26
      N
      N
      N
      0.0009
      1993244174.15
      1993244174.15
      0.0119
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B65
      254900HROIFWPRGM1V77
      US912796B658
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-02
      2021-02-02
      2021-02-02
      N
      N
      N
      0.0007
      279365773.50
      279365773.50
      0.0017
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B81
      254900HROIFWPRGM1V77
      US912796B815
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-16
      2021-02-16
      2021-02-16
      N
      N
      N
      0.0006
      1881898057.48
      1881898057.48
      0.0112
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796B99
      254900HROIFWPRGM1V77
      US912796B997
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-23
      2021-02-23
      2021-02-23
      N
      N
      N
      0.0007
      998986808.83
      998986808.83
      0.0059
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C23
      254900HROIFWPRGM1V77
      US912796C235
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-02
      2021-03-02
      2021-03-02
      N
      N
      N
      0.0009
      849828113.00
      849828113.00
      0.0051
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C72
      254900HROIFWPRGM1V77
      US912796C722
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-09
      2021-03-09
      2021-03-09
      N
      N
      N
      0.0008
      2511384560.00
      2511384560.00
      0.0149
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C80
      254900HROIFWPRGM1V77
      US912796C805
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-16
      2021-03-16
      2021-03-16
      N
      N
      N
      0.0009
      3102942263.79
      3102942263.79
      0.0185
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796C98
      254900HROIFWPRGM1V77
      US912796C987
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-23
      2021-03-23
      2021-03-23
      N
      N
      N
      0.0009
      3362862808.71
      3362862808.71
      0.0200
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D22
      254900HROIFWPRGM1V77
      US912796D225
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-30
      2021-03-30
      2021-03-30
      N
      N
      N
      0.0010
      1098691213.97
      1098691213.97
      0.0065
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D71
      254900HROIFWPRGM1V77
      US912796D712
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-06
      2021-04-06
      2021-04-06
      N
      N
      N
      0.0009
      1301612655.00
      1301612655.00
      0.0077
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D89
      254900HROIFWPRGM1V77
      US912796D894
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-13
      2021-04-13
      2021-04-13
      N
      N
      N
      0.0009
      1859810786.59
      1859810786.59
      0.0111
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796D97
      254900HROIFWPRGM1V77
      US912796D977
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-20
      2021-04-20
      2021-04-20
      N
      N
      N
      0.0009
      849752080.50
      849752080.50
      0.0051
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796F79
      254900HROIFWPRGM1V77
      US912796F790
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-05-04
      2021-05-04
      2021-05-04
      N
      N
      N
      0.0009
      1338466839.32
      1338466839.32
      0.0080
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796TY5
      254900HROIFWPRGM1V77
      US912796TY52
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-31
      2020-12-31
      2020-12-31
      N
      N
      N
      0.0008
      4858086244.53
      4858086244.53
      0.0289
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796UC1
      254900HROIFWPRGM1V77
      US912796UC14
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-28
      2021-01-28
      2021-01-28
      N
      N
      N
      0.0009
      3324451371.24
      3324451371.24
      0.0198
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.000000%
      912796XE4
      254900HROIFWPRGM1V77
      US912796XE43
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-25
      2021-02-25
      2021-02-25
      N
      N
      N
      0.0009
      501705596.37
      501705596.37
      0.0030
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.875000%
      9128283L2
      254900HROIFWPRGM1V77
      US9128283L27
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-15
      2020-12-15
      2020-12-15
      N
      N
      N
      0.0013
      229853214.49
      229853214.49
      0.0014
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.250000%
      9128283X6
      254900HROIFWPRGM1V77
      US9128283X64
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-15
      2021-02-15
      2021-02-15
      N
      N
      N
      0.0015
      118210061.19
      118210061.19
      0.0007
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.375000%
      9128284B3
      254900HROIFWPRGM1V77
      US9128284B36
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-15
      2021-03-15
      2021-03-15
      N
      N
      N
      0.0006
      249124218.75
      249124218.75
      0.0015
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.375000%
      9128284G2
      254900HROIFWPRGM1V77
      US9128284G23
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-04-15
      2021-04-15
      2021-04-15
      N
      N
      N
      0.0006
      3024843.75
      3024843.75
      0.0000
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.500000%
      9128285S5
      254900HROIFWPRGM1V77
      US9128285S51
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-31
      2020-12-31
      2020-12-31
      N
      N
      N
      0.0013
      379531368.10
      379531368.10
      0.0023
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.500000%
      9128286D7
      254900HROIFWPRGM1V77
      US9128286D73
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-28
      2021-02-28
      2021-02-28
      N
      N
      N
      0.0015
      776356294.49
      776356294.49
      0.0046
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.224017%
      9128286Q8
      254900HROIFWPRGM1V77
      US9128286Q86
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-04-30
      2021-04-30
      N
      N
      N
      0.0008
      19611470.51
      19611470.51
      0.0001
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.305017%
      9128287G9
      254900HROIFWPRGM1V77
      US9128287G95
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-07-31
      2021-07-31
      N
      N
      N
      0.0011
      28678084.61
      28678084.61
      0.0002
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.125000%
      912828B58
      254900HROIFWPRGM1V77
      US912828B584
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-31
      2021-01-31
      2021-01-31
      N
      N
      N
      0.0014
      29296007.85
      29296007.85
      0.0002
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 2.250000%
      912828C57
      254900HROIFWPRGM1V77
      US912828C574
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-03-31
      2021-03-31
      2021-03-31
      N
      N
      N
      0.0007
      16215089.88
      16215089.88
      0.0001
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 1.375000%
      912828N89
      254900HROIFWPRGM1V77
      US912828N894
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-01-31
      2021-01-31
      2021-01-31
      N
      N
      N
      0.0014
      79161603.19
      79161603.19
      0.0005
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 3.625000%
      912828PX2
      254900HROIFWPRGM1V77
      US912828PX26
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2021-02-15
      2021-02-15
      2021-02-15
      N
      N
      N
      0.0015
      118544039.65
      118544039.65
      0.0007
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.385016%
      912828YN4
      254900HROIFWPRGM1V77
      US912828YN43
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2021-10-31
      2021-10-31
      N
      N
      N
      0.0010
      15740997.72
      15740997.72
      0.0001
      N
      Y
      Y
      N
    
    
      UNITED STATES DEPARTMENT OF THE TREASURY
      UNITED STATES DEPARTMENT OF THE TREASURY 0.239018%
      912828Z45
      254900HROIFWPRGM1V77
      US912828Z450
      U.S. Treasury Debt
      Y
      
        Fitch, Inc.
        F1+
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1+
      
      2020-12-01
      2022-01-31
      2022-01-31
      N
      N
      N
      0.0013
      8059997.38
      8059997.38
      0.0000
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.119999%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      98009175779156BBN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-12-01
          
          2.500000
          46840.00
          32664.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-01-01
          
          6.500000
          20441.00
          1077.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2033-10-24
          
          4.100000
          510000.00
          561067.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2038-01-25
          
          3.540000
          1000.00
          1016.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-12-11
          
          0.00
          1000.00
          975.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-06-01
          
          5.500000
          1414.00
          93.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2058-08-01
          
          4.000000
          1099.00
          899.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          4.000000
          799754.00
          340514.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-06-20
          
          3.500000
          219545.00
          112800.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-07-20
          
          3.500000
          25112.00
          13735.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-05-20
          
          2.500000
          98702.00
          101161.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-06-20
          
          3.000000
          124390.00
          127883.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-09-20
          
          4.500000
          7510.00
          968.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-04-20
          
          5.000000
          1040.00
          40.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-06-20
          
          5.000000
          2000.00
          73.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-07-20
          
          5.000000
          11045.00
          456.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-11-20
          
          4.000000
          2572.00
          372.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-11-20
          
          5.000000
          1014.00
          108.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-07-15
          
          5.000000
          1012.00
          110.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2028-09-15
          
          6.500000
          1107118.00
          4578.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-06-15
          
          6.500000
          109824.00
          1326.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-11-15
          
          6.500000
          1200.00
          14.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-01-15
          
          6.500000
          1142.00
          8.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2035-07-20
          
          6.000000
          13213.00
          580.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-01-15
          
          6.500000
          1002.00
          45.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2023-05-15
          
          4.000000
          10706.00
          86.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-09-15
          
          6.500000
          58856.00
          1825.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-11-15
          
          6.500000
          2000.00
          49.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-04-15
          
          5.000000
          7035.00
          108.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-08-15
          
          5.500000
          7032.00
          1604.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2035-08-15
          
          5.000000
          33842.00
          2608.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-25
          
          0.00
          400.00
          400.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-04-15
          
          0.00
          216600.00
          216526.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          1259900.00
          984040.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          49932000.00
          31975105.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          0.00
          15973500.00
          10125697.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-08-15
          
          0.00
          200.00
          125.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          6.375000
          29000.00
          40640.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          3.000000
          100.00
          134.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          1.000000
          4404500.00
          6408258.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-05-15
          
          3.125000
          28213800.00
          38444826.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          46071700.00
          49700843.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-15
          
          2.000000
          200.00
          202.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-01-15
          
          0.500000
          1053000.00
          1242475.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          2.500000
          45000000.00
          47624830.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          2.750000
          100.00
          106.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-06-15
          
          2.625000
          1000.00
          1026.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          2.625000
          8243700.00
          8852734.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-15
          
          2.500000
          100.00
          104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-01-15
          
          0.875000
          5845600.00
          6993310.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          8398200.00
          9074776.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-05-15
          
          2.375000
          100.00
          114.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-15
          
          1.750000
          2637100.00
          2723190.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          22705900.00
          23616398.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-11-15
          
          2.000000
          4500.00
          4901.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.250000
          25295600.00
          27124007.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          4400600.00
          5208188.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          2.250000
          4919000.00
          5471709.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-07-15
          
          0.375000
          800.00
          939.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          2.625000
          269500.00
          276401.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-01-31
          
          1.375000
          100.00
          105.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          0.125000
          23582600.00
          23582138.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-30
          
          0.125000
          208451400.00
          208328414.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-08-15
          
          0.00
          6.00
          5.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-11-15
          
          0.00
          1000.00
          887.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          49928538.00
          43414262.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          0.00
          3.00
          3.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2030-02-15
          
          0.00
          241955.00
          221266.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          0.00
          171558.00
          131158.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-11-15
          
          0.00
          10450109.00
          7908245.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-01
      2020-12-01
      2020-12-07
      N
      N
      N
      0.0012
      550000000.00
      550000000.00
      0.0033
      N
      Y
      Y
      N
    
    
      BNP PARIBAS
      BNP PARIBAS 0.119999%
      R0MUWSFPU8MPRO8K5P83
      0001272025
      98009394779156ABN
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-03-01
          
          6.500000
          3934.00
          13.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-09-01
          
          6.500000
          1826.00
          21.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2043-02-01
          
          3.000000
          3172.00
          1256.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL FARM CREDIT BANK
          
            2038-04-05
          
          3.980000
          2027000.00
          2061176.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2034-07-18
          
          2.990000
          76000.00
          79446.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-12-11
          
          0.00
          129500.00
          126244.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-05-15
          
          0.00
          3695000.00
          3663703.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-11-07
          
          0.500000
          4400000.00
          4399947.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-01-11
          
          2.625000
          577000.00
          598582.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-03-23
          
          0.00
          3000.00
          2769.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2023-08-24
          
          0.250000
          4000000.00
          4002990.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-09-23
          
          0.375000
          5400000.00
          5371348.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-06-01
          
          3.500000
          35950489.00
          12986210.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-02-01
          
          5.500000
          2981.00
          147.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-12-01
          
          2.500000
          126826.00
          24414.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-01-01
          
          3.500000
          16099224.00
          8352458.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-09-01
          
          2.500000
          1036.00
          1050.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2043-01-20
          
          3.000000
          54793920.00
          16296855.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-20
          
          4.000000
          1014.00
          432.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2049-07-20
          
          3.500000
          40575.00
          22193.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-07-15
          
          4.000000
          201739.00
          131749.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-05-20
          
          5.000000
          10875897.00
          330241.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-07-20
          
          4.500000
          471216400.00
          54734464.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-08-15
          
          5.000000
          7482655.00
          134562.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-08-15
          
          6.500000
          3816.00
          69.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-08-15
          
          5.500000
          3030.00
          72.00
          Agency Mortgage-Backed Securities
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-02-15
          
          0.00
          1746900.00
          1483950.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          213400.00
          166675.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          0.00
          17642100.00
          12502127.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          3851200.00
          2563251.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-02-15
          
          0.00
          100.00
          65.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          0.00
          27523700.00
          17625434.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-11-15
          
          0.00
          13010600.00
          8312173.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          0.00
          3686000.00
          2336578.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          8.125000
          20000.00
          20803.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-15
          
          6.250000
          100.00
          118.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          6.875000
          100.00
          132.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-02-15
          
          6.625000
          27051600.00
          37701975.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-08-15
          
          6.375000
          952900.00
          1335362.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-04-15
          
          3.875000
          7411100.00
          16767539.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-10-31
          
          2.250000
          21063400.00
          22722599.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          2.750000
          126800.00
          134923.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-15
          
          2.750000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          1.750000
          9897400.00
          10218843.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-31
          
          2.125000
          15862400.00
          16027446.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-31
          
          1.250000
          12831100.00
          12977207.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-15
          
          0.125000
          3241900.00
          3764189.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          0.375000
          13154000.00
          15567992.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.125000
          34198900.00
          36486767.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-31
          
          2.000000
          19073200.00
          19254281.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-06-30
          
          2.750000
          44266200.00
          49634514.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-15
          
          2.625000
          66275600.00
          67972769.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-31
          
          1.500000
          9000000.00
          9127086.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          1.375000
          977000.00
          1006901.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-02-15
          
          0.00
          415.00
          366.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2036-08-15
          
          0.00
          426.00
          345.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-11-15
          
          0.00
          33998140.00
          29562334.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2033-11-15
          
          0.00
          11.00
          9.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2034-05-15
          
          0.00
          91.00
          77.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          0.00
          82.00
          76.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2031-02-15
          
          0.00
          42.00
          37.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-08-15
          
          0.00
          114.00
          88.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          0.00
          120.00
          92.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2038-11-15
          
          0.00
          38.00
          29.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-02-15
          
          0.00
          32.00
          24.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          0.00
          86.00
          64.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          0.00
          27.00
          19.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          0.00
          57.00
          40.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-05-15
          
          0.00
          124.00
          85.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          0.00
          85.00
          55.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          0.00
          3581413.00
          2305112.00
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch, Inc.
        F1
      
      
        Moody's Investors Service, Inc.
        P-1
      
      
        Standard and Poor's Ratings Services
        A-1
      
      2020-12-01
      2020-12-01
      2020-12-14
      N
      N
      N
      0.0012
      500000000.00
      500000000.00
      0.0030
      N
      Y
      Y
      N
      Biddable repurchase agreement
    
    
      Citibank, NA
      Citibank, NA 0.110002%
      TPR02B7A4779156CIT
      U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
      Y
      
        N
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-03-01
          
          6.500000
          10477.00
          61.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2032-05-01
          
          7.000000
          6198910.00
          50626.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-02-01
          
          6.500000
          1181450.00
          37755.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          6.500000
          1428.00
          91.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-09-01
          
          6.500000
          19044.00
          193.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-03-01
          
          6.500000
          1090.00
          69.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-11-01
          
          6.000000
          176242.00
          24006.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-04-01
          
          5.000000
          2550463.00
          28457.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2038-04-01
          
          5.000000
          1052276.00
          12758.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2033-10-01
          
          5.000000
          498210.00
          16232.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-08-01
          
          6.000000
          1175991.00
          9966.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-12-01
          
          6.000000
          1098251.00
          16504.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2037-11-01
          
          6.500000
          1122476.00
          20030.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-11-01
          
          5.000000
          623329.00
          20719.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-06-01
          
          5.000000
          2447.00
          67.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2047-01-01
          
          2.500000
          60000.00
          41597.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-09-01
          
          8.000000
          8955568.00
          209.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2022-03-01
          
          8.000000
          500000.00
          43.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-05-01
          
          8.000000
          300000.00
          452.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-11-01
          
          8.000000
          65000.00
          152.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-03-01
          
          7.500000
          44000.00
          72.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-05-01
          
          7.000000
          953899.00
          2942.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-03-01
          
          6.500000
          829821.00
          1394.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-06-01
          
          7.000000
          100100.00
          138.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-02-01
          
          6.500000
          252730.00
          452.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-02-01
          
          6.500000
          911745.00
          3250.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2029-04-01
          
          6.500000
          962716.00
          3279.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2030-12-01
          
          8.000000
          1302844.00
          3490.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2031-08-01
          
          7.000000
          28152.00
          80.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-05-01
          
          4.000000
          27991.00
          863.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-11-01
          
          7.000000
          15000.00
          197.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2040-08-01
          
          5.000000
          344729.00
          46146.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-02-01
          
          5.000000
          25787.00
          3405.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2041-03-01
          
          4.000000
          1000.00
          162.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-01-01
          
          7.500000
          200000.00
          2676.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2034-03-01
          
          3.500000
          55552.00
          46519.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2022-06-10
          
          2.375000
          45000.00
          47012.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2025-09-12
          
          3.125000
          250000.00
          282881.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2028-09-08
          
          3.500000
          10000.00
          12090.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2028-11-16
          
          3.250000
          205000.00
          244572.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2025-09-04
          
          0.375000
          250000.00
          249701.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2022-10-21
          
          0.125000
          165000.00
          164877.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-07-01
          
          5.500000
          1001.00
          12.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2036-04-01
          
          6.500000
          108779.00
          6384.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-01-01
          
          3.000000
          57957.00
          38114.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2048-03-01
          
          4.500000
          65145.00
          42725.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2039-01-01
          
          4.500000
          2098827.00
          1091755.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-02-01
          
          6.500000
          3000000.00
          88713.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2027-11-01
          
          2.500000
          1000000.00
          258411.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2028-03-01
          
          2.500000
          35000.00
          10037.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-10-01
          
          4.000000
          329000.00
          26659.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-05-01
          
          2.500000
          45000.00
          40238.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          2.500000
          57000.00
          57025.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          2.500000
          178066.00
          187526.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          4.500000
          40584.00
          43255.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-02-01
          
          4.000000
          64000.00
          45552.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-12-01
          
          4.500000
          1000.00
          792.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-06-01
          
          4.000000
          1001.00
          995.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2046-04-01
          
          4.500000
          60000.00
          46374.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-12-01
          
          6.500000
          28000.00
          41.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-04-01
          
          6.500000
          468265.00
          621.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-09-01
          
          8.000000
          1018938.00
          451.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-12-01
          
          8.500000
          1340.00
          1.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-08-01
          
          8.000000
          2000000.00
          2080.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2025-08-01
          
          7.000000
          350000.00
          302.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2026-07-01
          
          8.000000
          234110.00
          300.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-03-01
          
          7.000000
          500000.00
          115.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2023-11-01
          
          5.000000
          3613980.00
          46023.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2023-06-09
          
          3.250000
          21840000.00
          23819043.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-10-01
          
          3.000000
          48735.00
          42609.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-11-01
          
          3.000000
          49056.00
          38616.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2049-12-01
          
          3.000000
          53000.00
          43992.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-02-01
          
          4.500000
          1707330.00
          1235648.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          2.000000
          953580.00
          849866.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-09-01
          
          3.500000
          427016.00
          464103.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-10-01
          
          3.000000
          1256476.00
          1317623.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2050-12-01
          
          2.000000
          1000.00
          1042.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL FARM CREDIT BANK
          
            2020-12-11
          
          0.139880
          25000.00
          25002.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2021-01-04
          
          2.070000
          117000.00
          118199.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2021-04-05
          
          2.230000
          15000.00
          15160.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2034-04-24
          
          3.120000
          1000.00
          1207.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL FARM CREDIT BANK
          
            2023-05-11
          
          0.460000
          49593000.00
          49913013.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-07-01
          
          3.500000
          1655235.00
          1602178.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2035-08-01
          
          2.500000
          46949.00
          48981.00
          Agency Mortgage-Backed Securities
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2036-03-14
          
          5.625000
          15000.00
          23252.00
          Agency Debentures and Agency Strips
        
        
          Federal Home Loan Banks Office of Finance, as Agent for the Federal Home Loan Banks
          2549001DPIFGXC1TOL40
          
            2036-07-15
          
          5.500000
          735000.00
          1154248.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2025-12-11
          
          0.00
          7000.00
          6824.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2031-03-15
          
          0.00
          1000.00
          857.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2028-07-15
          
          0.00
          2000.00
          1835.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2020-12-18
          
          2.000000
          75000.00
          75745.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2022-06-08
          
          0.250000
          503000.00
          504125.00
          Agency Debentures and Agency Strips
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-03-01
          
          6.500000
          952758.00
          2161.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2024-09-01
          
          8.000000
          2040000.00
          2034.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-08-06
          
          6.210000
          359000.00
          618024.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-05-15
          
          7.250000
          1000.00
          1555.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-11-15
          
          6.625000
          6993000.00
          10625517.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-04-22
          
          0.625000
          1757000.00
          1776825.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-08-25
          
          0.375000
          9486000.00
          9441907.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-02-26
          
          1.375000
          200000.00
          201312.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-05-06
          
          1.250000
          22000.00
          22124.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-09-24
          
          1.875000
          39000.00
          42030.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-10-07
          
          1.375000
          2000.00
          2025.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-01-05
          
          2.000000
          4000.00
          4113.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-01-11
          
          2.625000
          112000.00
          116189.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-04-12
          
          2.250000
          421000.00
          434221.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-09-01
          
          7.000000
          4950000.00
          5236.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-07-01
          
          7.000000
          980000.00
          3554.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-03-01
          
          7.000000
          18030.00
          30.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-06-01
          
          7.500000
          436575.00
          588.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-12-01
          
          7.500000
          1680449.00
          2572.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-01-01
          
          8.500000
          1872.00
          8.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-02-01
          
          7.500000
          844303.00
          23.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-09-01
          
          7.000000
          546026.00
          172.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-05-01
          
          6.000000
          1040232.00
          8773.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-04-01
          
          6.500000
          998277.00
          1464.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-01-01
          
          6.000000
          825411.00
          10048.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-11-01
          
          4.500000
          2559.00
          127.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-08-01
          
          6.500000
          205000.00
          5550.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-12-01
          
          7.000000
          1210536.00
          1568.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-11-01
          
          7.000000
          2122832.00
          3376.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-11-01
          
          6.500000
          12270498.00
          14235.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-06-01
          
          6.500000
          2380190.00
          4492.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-08-01
          
          5.500000
          127231.00
          13284.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-10-01
          
          6.000000
          1458796.00
          6203.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2026-09-01
          
          7.000000
          2.00
          0.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-08-01
          
          6.500000
          137160.00
          492.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-12-01
          
          7.000000
          3288.00
          3.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-02-01
          
          7.000000
          3092687.00
          2694.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL HOME LOAN MORTGAGE CORPORATION
          S6XOOCT0IEG5ABCC6L87
          
            2023-11-06
          
          0.250000
          154000.00
          153841.00
          Agency Debentures and Agency Strips
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-10-01
          
          6.000000
          470548.00
          8041.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-03-01
          
          6.000000
          1000000.00
          3441.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-06-01
          
          6.500000
          2214122.00
          6114.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2029-09-01
          
          7.500000
          135950.00
          140.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-04-01
          
          8.500000
          1128219.00
          2814.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-09-01
          
          8.500000
          1857242.00
          2581.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-01
          
          8.000000
          1237991.00
          3169.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-06-01
          
          7.500000
          640005.00
          1004.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-07-01
          
          8.500000
          1290779.00
          5294.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-09-01
          
          8.000000
          38078.00
          144.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-12-01
          
          8.500000
          10461.00
          43.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-02-01
          
          8.500000
          2088777.00
          11068.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-03-01
          
          8.000000
          287601.00
          2078.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-02-01
          
          7.500000
          225000.00
          7383.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-01-01
          
          7.000000
          20164.00
          391.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-12-01
          
          3.500000
          772770.00
          41022.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-04-01
          
          5.000000
          110000.00
          27557.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-10-01
          
          6.000000
          37000.00
          446.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-05-01
          
          6.500000
          222087.00
          15711.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-02-01
          
          5.000000
          26571.00
          3240.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-09-01
          
          5.000000
          1070.00
          13.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-09-01
          
          3.000000
          15135.00
          1315.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-03-01
          
          5.500000
          9439128.00
          3288370.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2042-08-01
          
          4.500000
          10112000.00
          4254866.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-05-01
          
          4.500000
          29000.00
          8479.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          3.000000
          10115480.00
          4186469.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-03-01
          
          3.500000
          4000.00
          2412.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2028-09-01
          
          3.500000
          13247393.00
          4095163.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-12-01
          
          4.500000
          1000.00
          179.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-09-01
          
          3.500000
          31821.00
          15575.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-02-01
          
          5.000000
          1082376.00
          584452.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-12-01
          
          4.500000
          1000.00
          402.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2031-03-01
          
          3.500000
          1000.00
          504.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-07-01
          
          4.500000
          52000.00
          42720.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-01-01
          
          5.500000
          3387671.00
          207439.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-07-01
          
          8.000000
          2338543.00
          90.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-10-01
          
          8.000000
          25000.00
          108.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-10-01
          
          8.000000
          52081.00
          110.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-10-01
          
          8.000000
          75969.00
          313.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-12-01
          
          8.000000
          516360.00
          291.00
          Agency Mortgage-Backed Securities
        
        
          FREDDIE MAC
          S6XOOCT0IEG5ABCC6L87
          
            2021-12-01
          
          8.000000
          304033.00
          1716.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-01-01
          
          6.000000
          3459.00
          9.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-02-01
          
          6.000000
          3878.00
          88.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-03-01
          
          6.000000
          22083.00
          105.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-06-01
          
          5.000000
          15741.00
          294.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-03-01
          
          6.500000
          16516023.00
          558783.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-10-01
          
          6.000000
          4475000.00
          121377.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-11-01
          
          6.500000
          34982.00
          591.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-10-01
          
          5.500000
          1582.00
          16.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-06-01
          
          6.000000
          14319.00
          23.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2024-07-01
          
          5.939000
          25000.00
          19525.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-04-01
          
          6.000000
          4946.00
          127.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-04-01
          
          5.500000
          3692.00
          63.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2045-09-01
          
          4.000000
          60604.00
          37575.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-01-01
          
          3.000000
          3340.00
          2863.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-04-01
          
          4.000000
          2749603.00
          2015374.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2046-12-01
          
          4.000000
          5214396.00
          2008236.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-04-01
          
          3.000000
          280881.00
          221429.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2056-08-01
          
          4.000000
          43078.00
          28579.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-05-01
          
          4.000000
          100765.00
          76361.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-06-01
          
          5.000000
          17951650.00
          10134778.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          4.500000
          22983.00
          22115.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-01-01
          
          4.500000
          52138.00
          26.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2027-01-01
          
          4.500000
          2674.00
          0.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          3.500000
          1000.00
          700.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-07-01
          
          5.000000
          57000.00
          42747.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-07-01
          
          6.000000
          51000.00
          40575.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-04-01
          
          4.500000
          1519184.00
          1044802.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2047-02-01
          
          3.500000
          1617527.00
          1247139.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.500000
          42788.00
          19533.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-05-01
          
          4.500000
          44000.00
          30749.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-09-01
          
          3.500000
          1130601.00
          787077.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-01-01
          
          4.500000
          1000.00
          826.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.000000
          313463.00
          151290.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-12-01
          
          5.500000
          1234391.00
          736310.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2044-02-01
          
          4.000000
          1000.00
          215.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-09-01
          
          3.000000
          34430.00
          28213.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-11-01
          
          4.500000
          1000.00
          782.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-10-01
          
          4.000000
          27103.00
          21385.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-03-01
          
          2.500000
          6177996.00
          5882618.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-07-01
          
          3.000000
          45204.00
          47180.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1139878.00
          1216867.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          2.500000
          1245763.00
          1309335.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-11-01
          
          2.500000
          2079956.00
          2185642.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          4.000000
          1843892.00
          1994649.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.500000
          54000.00
          39254.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-03-01
          
          3.500000
          8999.00
          6302.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-10-01
          
          4.500000
          742308.00
          499442.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2034-06-01
          
          3.000000
          183000.00
          127940.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-08-01
          
          3.000000
          51000.00
          40339.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          3.000000
          49354.00
          45743.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-03-01
          
          3.000000
          84999.00
          76127.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-03-01
          
          3.000000
          39000.00
          38525.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-06-01
          
          4.000000
          55000.00
          38420.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2035-01-01
          
          3.000000
          6080408.00
          5567619.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-12-01
          
          6.500000
          167000.00
          2985.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          5.000000
          56845.00
          2501.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          6002.00
          128.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-06-01
          
          5.000000
          104730.00
          8833.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-09-01
          
          6.500000
          34868.00
          899.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-11-01
          
          6.500000
          206000.00
          6031.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-08-01
          
          6.500000
          3779.00
          106.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-07-01
          
          6.000000
          477087.00
          370.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-03-01
          
          5.500000
          83151.00
          224.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-11-01
          
          5.500000
          3000.00
          62.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          5.500000
          145000.00
          601.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-01-01
          
          6.000000
          29590.00
          812.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          5.500000
          5000.00
          138.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          5.000000
          9000.00
          319.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-12-01
          
          5.500000
          1000.00
          32.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-03-01
          
          5.500000
          3000.00
          84.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-01-01
          
          5.500000
          1000.00
          2.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          5.000000
          30875.00
          126.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          5.000000
          30000.00
          361.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-04-01
          
          6.000000
          161915.00
          3932.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          6.000000
          16469490.00
          388214.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          5.500000
          3000.00
          45.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-01-01
          
          5.000000
          5045.00
          46.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-02-01
          
          5.500000
          22000.00
          160.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-01-01
          
          5.500000
          45132.00
          351.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-10-01
          
          7.000000
          200000.00
          986.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          5.500000
          5000.00
          86.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-12-01
          
          7.000000
          3481.00
          131.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.500000
          1287.00
          26.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-02-01
          
          4.500000
          4234.00
          172.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          4.500000
          227000.00
          28688.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-03-01
          
          5.000000
          1730000.00
          264248.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          5.500000
          4721.00
          38.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          6.000000
          28000.00
          962.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-03-01
          
          5.000000
          2000.00
          36.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          5.000000
          250941.00
          1917.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-05-01
          
          5.000000
          23407.00
          952.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          5.500000
          1000.00
          41.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          5.500000
          2000.00
          38.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-07-01
          
          5.500000
          7997.00
          126.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-05-01
          
          5.000000
          2000.00
          200.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          5.500000
          15000.00
          51.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-06-01
          
          5.500000
          10000.00
          203.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-08-01
          
          6.000000
          275000.00
          983.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-09-01
          
          6.500000
          5000.00
          86.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-09-01
          
          6.000000
          2000.00
          28.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-09-01
          
          5.500000
          10000.00
          286.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-10-01
          
          6.000000
          1000.00
          14.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-10-01
          
          6.000000
          52316.00
          2668.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-11-01
          
          5.500000
          5000.00
          38.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-08-01
          
          6.500000
          192783.00
          2184.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-09-01
          
          6.000000
          72287.00
          403.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-01-01
          
          5.500000
          40000.00
          881.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-11-01
          
          5.500000
          5000.00
          89.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-09-01
          
          6.000000
          1573.00
          14.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-09-01
          
          5.500000
          1003797.00
          103507.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.000000
          45162.00
          19060.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-11-01
          
          6.500000
          7212.00
          130.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-09-01
          
          6.000000
          169285.00
          746.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-12-01
          
          5.500000
          1000.00
          29.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.000000
          32847.00
          404.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-01-01
          
          6.500000
          35867.00
          519.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          5.500000
          5000.00
          77.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          5.500000
          10000.00
          205.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.500000
          93000.00
          1637.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.500000
          26817.00
          644.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.500000
          10000.00
          308.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.000000
          4000.00
          134.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.000000
          15000.00
          283.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.000000
          2441.00
          141.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-12-01
          
          5.500000
          96316.00
          1956.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-01-01
          
          5.500000
          25581.00
          275.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-03-01
          
          4.500000
          5371866.00
          34722.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-03-01
          
          5.500000
          55000.00
          1921.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.500000
          5000.00
          115.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          6.500000
          25000.00
          3291.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-02-01
          
          4.500000
          2000.00
          62.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          5.500000
          123960.00
          1169.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.000000
          22000.00
          911.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.500000
          2000.00
          25.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-02-01
          
          5.000000
          20000.00
          619.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.500000
          1258.00
          13.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          6.000000
          219328.00
          7539.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-07-01
          
          5.000000
          4280.00
          9.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-04-01
          
          5.500000
          100000.00
          869.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-03-01
          
          4.500000
          2258.00
          37.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.500000
          104863.00
          1452.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-05-01
          
          5.500000
          89975.00
          1339.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          48430.00
          3929.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-06-01
          
          5.500000
          129999.00
          674.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          5.000000
          26853.00
          293.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.500000
          69795.00
          598.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-07-01
          
          5.500000
          100000.00
          1160.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2036-08-01
          
          5.500000
          36040.00
          1685.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-09-01
          
          6.500000
          6562.00
          70.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          5.000000
          45090.00
          267.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-08-01
          
          6.500000
          25038.00
          376.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-10-01
          
          6.000000
          2695.00
          13.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          6.000000
          73425.00
          833.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          6.000000
          6985.00
          218.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-09-01
          
          5.000000
          2212702.00
          0.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-01-01
          
          6.500000
          260000.00
          5375.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2021-10-01
          
          5.500000
          45891.00
          4.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2022-09-01
          
          6.000000
          25694.00
          165.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-12-01
          
          5.500000
          100000.00
          1610.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2023-12-01
          
          6.500000
          2387.00
          29.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-10-01
          
          6.500000
          14039.00
          154.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-02-01
          
          6.000000
          1001.00
          28.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2037-11-01
          
          8.000000
          85352.00
          558.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-01-01
          
          5.000000
          185052.00
          1974.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-12-01
          
          5.000000
          11000.00
          1017.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-10-01
          
          5.000000
          15000.00
          629.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-03-01
          
          5.000000
          3557.00
          51.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-04-01
          
          4.500000
          3214.00
          66.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-06-01
          
          4.500000
          1996.00
          77.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-01-01
          
          5.000000
          29029.00
          1909.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2041-08-01
          
          4.000000
          195000.00
          25460.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-07-01
          
          4.000000
          1000.00
          372.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-07-01
          
          5.000000
          1000.00
          39.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-11-01
          
          5.000000
          14000.00
          1758.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2039-12-01
          
          5.000000
          1000.00
          83.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-01-01
          
          5.000000
          13765.00
          436.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-01-01
          
          5.000000
          8049.00
          316.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-01-01
          
          5.000000
          1464455.00
          150924.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-01-01
          
          5.000000
          1129.00
          54.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2043-12-01
          
          5.000000
          1012.00
          194.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2033-07-01
          
          3.000000
          6080.00
          2243.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2049-02-01
          
          5.500000
          1000.00
          448.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-11-01
          
          3.500000
          1000.00
          485.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2032-12-01
          
          3.000000
          1232749.00
          1025119.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2048-02-01
          
          4.000000
          4526.00
          2235.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2038-03-01
          
          4.500000
          109980.00
          58689.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2050-10-01
          
          3.500000
          42510.00
          44461.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2040-07-01
          
          5.000000
          31196.00
          492.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2030-05-01
          
          5.000000
          10690.00
          1807.00
          Agency Mortgage-Backed Securities
        
        
          FEDERAL NATIONAL MORTGAGE ASSOCIATION
          B1V7KEBTPIMZEU4LTD58
          
            2025-09-01
          
          4.000000
          1389.00
          97.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-04-15
          
          3.250000
          999060.00
          372846.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2027-09-15
          
          3.000000
          2305.00
          549.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-11-20
          
          8.500000
          50680.00
          42147.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-10-20
          
          9.000000
          54429.00
          42972.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-05-20
          
          4.000000
          50863908.00
          19706625.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-07-20
          
          5.000000
          7299263.00
          2598053.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-08-20
          
          4.500000
          5667760.00
          6047407.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-11-15
          
          5.000000
          26593.00
          3627.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-06-15
          
          4.000000
          56318.00
          43894.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2050-07-20
          
          3.000000
          3219973.00
          3395940.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2043-09-15
          
          3.625000
          8001.00
          3924.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2044-11-15
          
          3.000000
          1335.00
          335.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2044-11-15
          
          4.000000
          1000.00
          551.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-08-15
          
          4.500000
          1802814.00
          533901.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-06-15
          
          4.000000
          1178287.00
          454870.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-07-15
          
          3.000000
          377062.00
          144479.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-08-15
          
          2.500000
          3853969.00
          1263474.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2046-09-15
          
          4.500000
          103394.00
          31724.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          4.500000
          7902.00
          6928.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          4.500000
          3443818.00
          1151679.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          4.500000
          41148.00
          16001.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-02-15
          
          4.500000
          280658.00
          239668.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          5.000000
          1583972.00
          483392.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          5.000000
          994649.00
          249769.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2047-03-15
          
          5.000000
          1681000.00
          721205.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2029-04-15
          
          3.000000
          1350576.00
          729345.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2044-07-15
          
          4.000000
          1096537.00
          329322.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2044-07-15
          
          4.000000
          3835690.00
          1601191.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-10-15
          
          6.000000
          50000.00
          787.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-05-15
          
          6.500000
          61185.00
          45.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-12-15
          
          6.000000
          75130.00
          1192.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-12-15
          
          6.500000
          50000.00
          1023.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-12-15
          
          6.000000
          242000.00
          3805.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-01-15
          
          6.000000
          39999.00
          344.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-11-15
          
          5.500000
          25000.00
          303.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-08-15
          
          6.000000
          14059.00
          186.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-02-15
          
          6.000000
          53000.00
          2595.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-01-15
          
          6.000000
          25000.00
          273.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-02-15
          
          6.000000
          118683.00
          1083.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-08-15
          
          5.000000
          10445487.00
          331025.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-09-15
          
          6.000000
          63800.00
          6837.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-01-15
          
          6.000000
          37874.00
          631.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-04-15
          
          6.000000
          40000.00
          1819.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-10-15
          
          6.000000
          65000.00
          1464.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-02-15
          
          6.000000
          75000.00
          949.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-01-15
          
          6.500000
          35001.00
          179.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-06-15
          
          6.000000
          25000.00
          191.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-07-15
          
          6.500000
          60000.00
          376.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-11-15
          
          6.000000
          322546.00
          2126.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-01-15
          
          6.000000
          25292.00
          615.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-12-15
          
          6.000000
          30000.00
          436.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-04-15
          
          6.000000
          318313.00
          2416.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-12-15
          
          6.500000
          40000.00
          123.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-02-15
          
          6.000000
          50000.00
          447.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-01-15
          
          6.500000
          25176.00
          89.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-03-15
          
          6.000000
          25000.00
          457.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-11-15
          
          6.000000
          25000.00
          306.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-12-15
          
          6.000000
          25000.00
          277.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-03-15
          
          6.000000
          67000.00
          1779.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-03-15
          
          6.000000
          104000.00
          1576.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-05-15
          
          6.000000
          25000.00
          313.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-05-15
          
          6.000000
          25000.00
          302.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-06-15
          
          6.000000
          25000.00
          290.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-08-15
          
          6.000000
          235000.00
          4056.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-10-15
          
          6.000000
          159778.00
          2044.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-08-15
          
          6.500000
          25000.00
          161.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-10-15
          
          6.000000
          40009.00
          1122.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-04-15
          
          6.000000
          29396.00
          1443.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-04-15
          
          6.000000
          80000.00
          2379.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-10-20
          
          8.000000
          63015.00
          29.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-07-20
          
          5.000000
          278611.00
          10493.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-02-20
          
          6.000000
          1267.00
          53.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-10-20
          
          5.500000
          304000.00
          11602.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-02-20
          
          5.500000
          2065.00
          61.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-11-20
          
          7.000000
          1981.00
          52.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2024-09-15
          
          6.500000
          133153.00
          13173.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-05-15
          
          5.750000
          9000208.00
          224553.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2026-01-15
          
          6.500000
          587017.00
          5666.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-11-15
          
          6.000000
          28000.00
          477.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-12-15
          
          6.000000
          125026.00
          2907.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-12-15
          
          6.000000
          120000.00
          730.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2027-09-15
          
          8.500000
          800676.00
          7759.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2028-09-15
          
          7.000000
          1280985.00
          12444.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-09-15
          
          4.000000
          2100000.00
          541265.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-10-15
          
          4.000000
          1083097.00
          406417.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-12-15
          
          8.000000
          93000.00
          620.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-06-15
          
          6.000000
          256000.00
          1281.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2029-01-15
          
          3.000000
          1066154.00
          532726.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-08-15
          
          5.000000
          1014.00
          94.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-12-15
          
          4.500000
          4463361.00
          449455.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-10-15
          
          4.000000
          1569.00
          278.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-09-15
          
          4.500000
          2851395.00
          117775.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-04-15
          
          4.000000
          2939777.00
          520873.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-01-15
          
          4.000000
          2895948.00
          597316.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-10-15
          
          4.000000
          767312.00
          252464.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-10-15
          
          4.000000
          3200000.00
          768587.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-06-15
          
          4.000000
          9322526.00
          1133633.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2040-08-15
          
          4.000000
          5669700.00
          645597.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2028-10-15
          
          7.000000
          402616.00
          1031.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2035-03-15
          
          5.000000
          10012086.00
          243501.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2029-07-15
          
          7.000000
          50000.00
          1198.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-09-15
          
          6.500000
          1006970.00
          159923.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-02-15
          
          6.000000
          85031.00
          1654.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-04-15
          
          6.500000
          25000.00
          262.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-12-15
          
          6.000000
          35000.00
          999.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-09-15
          
          7.000000
          26000.00
          168.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2020-12-15
          
          5.000000
          21124.00
          3.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-10-15
          
          6.500000
          30000.00
          190.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-12-15
          
          6.000000
          24548094.00
          756866.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-11-15
          
          6.000000
          45000.00
          425.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-04-15
          
          6.500000
          52000.00
          358.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-09-15
          
          6.500000
          100000.00
          1352.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-10-15
          
          6.000000
          25000.00
          359.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-07-15
          
          6.500000
          328363.00
          1274.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-05-15
          
          7.000000
          30000.00
          235.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-07-15
          
          7.000000
          25000.00
          185.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-10-15
          
          6.500000
          52850.00
          134.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-12-15
          
          6.000000
          50003.00
          311.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2025-02-15
          
          10.000000
          20382.00
          0.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2027-10-15
          
          7.000000
          39611.00
          110.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2029-03-15
          
          6.000000
          255277.00
          2023.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2025-08-15
          
          9.000000
          130824.00
          10.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2028-12-15
          
          7.500000
          903978.00
          2559.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-03-15
          
          8.000000
          946608.00
          3748.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2025-11-15
          
          8.000000
          200000.00
          290.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2026-12-15
          
          7.500000
          415290.00
          1304.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2031-09-15
          
          6.000000
          285000.00
          2810.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-03-15
          
          8.000000
          22131.00
          121.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-08-15
          
          6.000000
          25000.00
          372.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-01-15
          
          6.000000
          118000.00
          1774.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2032-11-15
          
          7.000000
          2597.00
          19.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-03-15
          
          6.500000
          33554.00
          257.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-11-15
          
          5.500000
          55000.00
          39283.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-12-15
          
          7.000000
          54407.00
          45105.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2048-11-15
          
          3.000000
          10044836.00
          9726794.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2042-08-15
          
          4.000000
          950000.00
          301496.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2028-06-15
          
          4.000000
          1088809.00
          596416.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-03-15
          
          4.000000
          1271188.00
          655193.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2035-07-15
          
          6.000000
          40000.00
          2537.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-01-15
          
          6.000000
          55000.00
          2921.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-08-15
          
          6.000000
          60000.00
          1882.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-01-15
          
          6.000000
          32489.00
          818.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-09-15
          
          6.000000
          35000.00
          928.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-10-15
          
          6.000000
          33000.00
          1009.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-08-15
          
          5.000000
          1678.00
          61.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-11-15
          
          5.500000
          54079.00
          1018.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-12-15
          
          6.000000
          3350.00
          77.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-12-15
          
          5.000000
          34737.00
          1843.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-12-15
          
          5.500000
          239332.00
          11725.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-06-15
          
          5.000000
          11254.00
          823.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2034-07-15
          
          5.500000
          10000000.00
          414605.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-08-15
          
          6.500000
          39058.00
          142.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-11-15
          
          4.500000
          11904350.00
          219130.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-09-15
          
          4.500000
          7400669.00
          477655.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-09-15
          
          6.000000
          288177.00
          2429.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-07-15
          
          6.000000
          38000.00
          1576.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-01-15
          
          6.000000
          25000.00
          254.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-01-15
          
          5.500000
          51992.00
          965.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2035-08-15
          
          4.500000
          148293.00
          3185.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2035-11-15
          
          5.000000
          1520.00
          59.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-05-15
          
          6.000000
          25979.00
          760.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-07-15
          
          5.500000
          10000000.00
          177458.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-03-15
          
          6.500000
          829099.00
          48761.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-06-15
          
          5.500000
          9998972.00
          108005.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-06-15
          
          6.000000
          95000.00
          3332.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-06-15
          
          6.000000
          100000.00
          3222.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2041-11-15
          
          4.000000
          2657984.00
          843303.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-02-15
          
          6.500000
          30000.00
          1857.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-09-15
          
          6.500000
          90036.00
          1944.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2036-12-15
          
          6.500000
          25000.00
          2007.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-01-15
          
          5.000000
          75000.00
          997.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-03-15
          
          5.000000
          15.00
          1.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-12-15
          
          6.000000
          106399.00
          2094.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-03-15
          
          5.500000
          9998147.00
          103468.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-05-15
          
          6.000000
          80000.00
          1644.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2045-05-15
          
          3.000000
          488186.00
          220716.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-08-15
          
          6.500000
          6000.00
          194.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-03-15
          
          6.500000
          48788.00
          661.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-03-15
          
          6.000000
          30000.00
          1570.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2033-08-15
          
          5.000000
          8514.00
          490.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-12-15
          
          6.000000
          45580.00
          877.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-09-15
          
          6.500000
          35257.00
          346.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-06-15
          
          6.000000
          75607.00
          1109.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-09-15
          
          6.000000
          67247.00
          1015.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-12-15
          
          6.500000
          87903.00
          1946.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-02-15
          
          6.000000
          45000.00
          1529.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2037-12-15
          
          6.000000
          77486.00
          2492.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-02-15
          
          6.000000
          40000.00
          1641.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-10-15
          
          6.000000
          131514.00
          1940.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-09-15
          
          6.500000
          63311.00
          1013.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-12-15
          
          5.500000
          70000.00
          778.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-01-15
          
          6.000000
          1911867.00
          48573.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-10-15
          
          7.000000
          50000.00
          3657.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-02-15
          
          5.500000
          27000.00
          652.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-01-15
          
          6.500000
          75000.00
          1086.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-10-15
          
          6.500000
          193297.00
          2313.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-11-15
          
          6.500000
          41793.00
          3822.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-02-15
          
          5.500000
          30000.00
          948.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-11-15
          
          6.000000
          24466.00
          173.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-07-15
          
          5.500000
          30000.00
          1558.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2038-11-15
          
          5.500000
          33350.00
          860.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-01-15
          
          5.500000
          25000.00
          721.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-12-15
          
          4.500000
          35129.00
          2633.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2039-01-15
          
          7.000000
          35000.00
          2140.00
          Agency Mortgage-Backed Securities
        
        
          GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
          549300M8ZYFG0OCMTT87
          
            2030-10-15
          
          4.500000
          1070968.00
          589885.00
          Agency Mortgage-Backed Securities
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2036-04-01
          
          5.980000
          1000.00
          1557.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2035-06-15
          
          4.650000
          1000.00
          1395.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2024-09-15
          
          2.875000
          411000.00
          452607.00
          Agency Debentures and Agency Strips
        
        
          TENNESSEE VALLEY AUTHORITY
          549300HE1ISW43LNKM54
          
            2030-09-15
          
          0.00
          223000.00
          191610.00
          Agency Debentures and Agency Strips
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-04
          
          0.00
          700.00
          699.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-04-29
          
          0.00
          1514000.00
          1513391.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-02-15
          
          7.875000
          800.00
          831.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          8.125000
          325200.00
          351393.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-11-15
          
          8.000000
          75300.00
          81245.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-11-15
          
          7.625000
          409600.00
          470811.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-02-15
          
          7.125000
          488800.00
          573979.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-15
          
          7.625000
          100.00
          133.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-11-15
          
          6.125000
          1400.00
          1933.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          5.250000
          100.00
          138.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2032-04-15
          
          3.375000
          800.00
          1767.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          1100.00
          1752.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-01-15
          
          2.375000
          100.00
          159.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2037-05-15
          
          5.000000
          200.00
          318.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-02-15
          
          3.500000
          1000.00
          1386.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-05-15
          
          4.250000
          400.00
          602.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2039-08-15
          
          4.500000
          1807700.00
          2825099.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-05-15
          
          4.375000
          17.00
          26.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          3.875000
          200.00
          293.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2041-02-15
          
          2.125000
          2590800.00
          4796145.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-02-15
          
          0.750000
          1107700.00
          1607425.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-05-15
          
          3.000000
          19400.00
          25307.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2042-11-15
          
          2.750000
          256400.00
          322104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-02-15
          
          0.625000
          189400.00
          264474.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-05-15
          
          2.875000
          66400.00
          85113.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2043-11-15
          
          3.750000
          228500.00
          333519.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-02-15
          
          1.375000
          5306600.00
          8462650.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          111300.00
          146063.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2044-11-15
          
          3.000000
          700.00
          919.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-02-15
          
          0.750000
          100.00
          141.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2045-11-15
          
          3.000000
          500.00
          659.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-02-15
          
          2.500000
          200.00
          244.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2046-08-15
          
          2.250000
          300.00
          349.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-02-15
          
          0.875000
          900.00
          1291.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2047-05-15
          
          3.000000
          9275700.00
          12321776.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2048-08-15
          
          3.000000
          200.00
          269.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          3.000000
          900.00
          1212.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2049-02-15
          
          1.000000
          100.00
          144.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2040-08-15
          
          1.125000
          206100.00
          198466.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-08-15
          
          1.500000
          1076600.00
          1144083.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-08-31
          
          1.375000
          161000.00
          166796.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-07-15
          
          0.375000
          1000.00
          1179.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          1.875000
          508800.00
          526522.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          1.625000
          100.00
          103.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          2.125000
          1000.00
          1073.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-30
          
          2.125000
          1229800.00
          1319871.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-15
          
          2.000000
          3300.00
          3332.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-02-28
          
          2.750000
          443000.00
          491851.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-03-31
          
          2.500000
          1000.00
          1058.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-03-31
          
          2.625000
          6053100.00
          6682187.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-04-15
          
          2.375000
          8185600.00
          8279729.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-04-15
          
          0.625000
          600100.00
          656712.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-04-30
          
          2.875000
          543100.00
          605264.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-05-15
          
          2.875000
          100400.00
          116816.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          2.750000
          300.00
          319.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-06-30
          
          2.625000
          100.00
          107.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-08-15
          
          2.875000
          135135000.00
          158630838.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-10-15
          
          2.875000
          1651600.00
          1697338.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-10-31
          
          2.875000
          100.00
          108.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2028-11-15
          
          3.125000
          497300.00
          591536.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-30
          
          2.875000
          200.00
          216.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-12-31
          
          2.500000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-15
          
          2.500000
          100.00
          104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-31
          
          2.500000
          3679600.00
          3724778.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.500000
          200.00
          216.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-02-15
          
          2.625000
          1271400.00
          1474395.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-15
          
          2.375000
          7953500.00
          8222433.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-15
          
          0.500000
          3541100.00
          3874654.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-04-30
          
          0.224018
          600.00
          600.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-15
          
          2.125000
          70900.00
          73004.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-15
          
          1.750000
          3200.00
          3304.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-15
          
          1.750000
          5575000.00
          5756062.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2029-07-15
          
          0.250000
          191200.00
          216529.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-07-31
          
          1.750000
          11080800.00
          11266499.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2020-12-31
          
          2.375000
          4031700.00
          4079171.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-15
          
          2.750000
          53045500.00
          57776041.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-03-31
          
          2.250000
          300.00
          303.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-08-15
          
          2.375000
          8553300.00
          9282602.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          2.125000
          27910400.00
          28474194.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-11-15
          
          2.250000
          300.00
          324.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-01-31
          
          1.500000
          1299800.00
          1327057.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-03-31
          
          1.750000
          1912600.00
          1959414.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-08-15
          
          2.000000
          300.00
          325.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-08-31
          
          1.875000
          116952300.00
          121003691.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2025-11-15
          
          2.250000
          383900.00
          419665.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-12-31
          
          2.125000
          68200.00
          71579.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-01-15
          
          0.625000
          1000.00
          1206.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-01-31
          
          1.750000
          1470200.00
          1529154.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-02-15
          
          1.625000
          2339400.00
          2498268.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-02-28
          
          1.125000
          100.00
          101.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-01-15
          
          1.125000
          1000.00
          1196.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-04-30
          
          1.375000
          17100.00
          17210.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-15
          
          3.125000
          892100.00
          905593.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-05-31
          
          1.625000
          100.00
          104.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-08-15
          
          2.125000
          14806300.00
          15108610.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2026-07-15
          
          0.125000
          400.00
          470.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-05-15
          
          1.750000
          300.00
          307.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-09-30
          
          1.125000
          2999900.00
          3030635.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-30
          
          2.125000
          1061700.00
          1122915.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-12-31
          
          2.000000
          337900.00
          347554.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-12-31
          
          2.250000
          54822800.00
          58785481.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-01-31
          
          2.250000
          400.00
          429.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-02-29
          
          2.125000
          344300.00
          367333.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2023-11-15
          
          2.750000
          2873800.00
          3093383.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2021-05-31
          
          2.000000
          2229100.00
          2250263.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-07-15
          
          0.125000
          35100.00
          40670.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-30
          
          1.750000
          53729900.00
          55031360.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-04-15
          
          0.125000
          470900.00
          511982.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-04-30
          
          2.000000
          7066400.00
          7504018.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2027-05-15
          
          2.375000
          904500.00
          1010718.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          2.125000
          3029700.00
          3150918.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-07-31
          
          2.000000
          2678100.00
          2778040.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2024-05-31
          
          2.000000
          88200.00
          93629.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          1.750000
          770900.00
          796007.00
          U.S. Treasuries (including strips)
        
        
          UNITED STATES DEPARTMENT OF THE TREASURY
          254900HROIFWPRGM1V77
          
            2022-06-30
          
          1.750000
          4000.00